• Title/Summary/Keyword: Informal likelihood

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Analyze the parameter uncertainty of SURR model using Bayesian Markov Chain Monte Carlo method with informal likelihood functions

  • Duyen, Nguyen Thi;Nguyen, Duc Hai;Bae, Deg-Hyo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.127-127
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    • 2021
  • In order to estimate parameter uncertainty of hydrological models, the consideration of the likelihood functions which provide reliable parameters of model is necessary. In this study, the Bayesian Markov Chain Monte Carlo (MCMC) method with informal likelihood functions is used to analyze the uncertainty of parameters of the SURR model for estimating the hourly streamflow of Gunnam station of Imjin basin, Korea. Three events were used to calibrate and one event was used to validate the posterior distributions of parameters. Moreover, the performance of four informal likelihood functions (Nash-Sutcliffe efficiency, Normalized absolute error, Index of agreement, and Chiew-McMahon efficiency) on uncertainty of parameter is assessed. The indicators used to assess the uncertainty of the streamflow simulation were P-factor (percentage of observed streamflow included in the uncertainty interval) and R-factor (the average width of the uncertainty interval). The results showed that the sensitivities of parameters strongly depend on the likelihood functions and vary for different likelihood functions. The uncertainty bounds illustrated the slight differences from various likelihood functions. This study confirms the importance of the likelihood function selection in the application of Bayesian MCMC to the uncertainty assessment of the SURR model.

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Assessment of the uncertainty in the SWAT parameters based on formal and informal likelihood measure (정형·비정형 우도에 의한 SWAT 매개변수의 불확실성 평가)

  • Seong, Yeon Jeong;Lee, Sang Hyup;Jung, Younghun
    • Journal of Korea Water Resources Association
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    • v.52 no.11
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    • pp.931-940
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    • 2019
  • In hydrologic models, parameters are mainly used to reflect hydrologic elements or to supplement the simplified models. In this process, the proper selection of the parameters in the model can reduce the uncertainty. Accordingly, this study attempted to quantify the uncertainty of SWAT parameters using the General Likelihood Uncertainty Estimation (GLUE). Uncertainty analysis on SWAT parameters was conducted by using the formal and informal likelihood measures. The Lognormal function and Nash-Sutcliffe Efficiency (NSE) were used for formal and informal likelihood, respectively. Subjective factors are included in the selection of the likelihood function and the threshold, but the behavioral models were created by selecting top 30% lognormal for formal likelihood and NSE above 0.5 for informal likelihood. Despite the subjectivity in the selection of the likelihood and the threshold, there was a small difference between the formal and informal likelihoods. In addition, among the SWAT parameters, ALPHA_BF which reflects baseflow characteristics is the most sensitive. Based on this study, if the range of SWAT model parameters satisfying a certain threshold for each watershed is classified, it is expected that users will have more practical or academic access to the SWAT model.

A study on the uncertainty analysis of LENS-GRM using formal and informal likelihood measure (정형·비정형 우도를 이용한 LENS-GRM 불확실성 해석)

  • Lee, Sang Hyup;Choo, Inn Kyo;Yu, Yeong Uk;Jung, Younghun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.317-317
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    • 2020
  • 수재해는 수자원 인프라의 부족 및 관리 미흡 등 많은 요인들이 있지만 강우의 유무와 크기가 가장 원초적인 요인들 중 하나이다. 정확한 강우량 추정 및 강우발생시간 예측은 수재해로 인한 피해를 예방하고 빠르게 대처할 수 있다. 그러나 강우예측에는 많은 불확실성을 내포하고 있기 때문에 이러한 불확실성을 이해하고 줄여 나가는 것이 필요하다. 최근 컴퓨터의 성능의 발전에 비례해 강우 예측 자료들도 점진적으로 발전을 거듭하고 있다. 이를 강우-유출 모형에 적용시 유출량 예측의 정확성 또한 비례하여 한층 더 발전할 수 있을 것이다. 하지만 신뢰성이 낮은 입력자료를 대상으로 하는 유출해석 모형은 많은 불확실성을 내포할 것이다. 따라서 본 연구에서는 위천 유역에 대해 LENS(Limited area ENsemble prediction System) 강우앙상블 예측자료의 적용성을 검토하고 그리드 기반 강우 유출 모델 GRM(Grid based Rainfall-runoff Model) 에 적용하여 유출예측의 불확실성을 평가하고자 하였다. 또한 강우예측 및 유출예측은 수 많은 매개변수를 포함하며 최종적인 예측은 더 큰 불확실한 범위로 산출될 수 있다. 이에 따라 본 연구에서는 Python3 기반 코딩으로 LENS 자료 구축 및 GRM 모형의 매개변수 보정을 각 2000회 씩에 걸쳐 총 2회 실시하여 수문학적, 지형학적 인자에 따른 불확실성 범위를 보정하고자 하였다. 매개변수의 보정은 비정형우도(Informal likelihood) NSE, 정형우도(Formal likelihood) Lognormal(Log-likelihood function)의 우도에 따른 행위모델을 산정하여 보정하였다. 따라서 본 연구에서는 선행연구들을 참고한 정형, 비정형 우도의 임계치를 이용한 불확실성해석에 적용하였으며 이는 사용자의 행위모델선정 임계치 범위 선정으로 인한 불확실성을 줄여나감에 기여할 수 있을것으로 사료된다.

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Effects of ILFs on DRAM algorithm in SURR model uncertainty evaluation caused by interpolated rainfall using different methods

  • Nguyen, Thi Duyen;Nguyen, Duc Hai;Bae, Deg-Hyo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.137-137
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    • 2022
  • Evaluating interpolated rainfall uncertainty of hydrological models caused by different interpolation methods for basins where can not fully collect rainfall data are necessary. In this study, the adaptive MCMC method under effects of ILFs was used to analyze the interpolated rainfall uncertainty of the SURR model for Gunnam basin, Korea. Three events were used to calibrate and one event was used to validate the posterior distributions of unknown parameters. In this work, the performance of four ILFs on uncertainty of interpolated rainfall was assessed. The indicators of p_factor (percentage of observed streamflow included in the uncertainty interval) and r_factor (the average width of the uncertainty interval) were used to evaluate the uncertainty of the simulated streamflow. The results showed that the uncertainty bounds illustrated the slight differences from various ILFs. The study confirmed the importance of the likelihood function selection in the application the adaptive Bayesian MCMC method to the uncertainty assessment of the SURR model caused by interpolated rainfall.

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Feature Selection-based Voice Transformation (단위 선택 기반의 음성 변환)

  • Lee, Ki-Seung
    • The Journal of the Acoustical Society of Korea
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    • v.31 no.1
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    • pp.39-50
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    • 2012
  • A voice transformation (VT) method that can make the utterance of a source speaker mimic that of a target speaker is described. Speaker individuality transformation is achieved by altering three feature parameters, which include the LPC cepstrum, pitch period and gain. The main objective of this study involves construction of an optimal sequence of features selected from a target speaker's database, to maximize both the correlation probabilities between the transformed and the source features and the likelihood of the transformed features with respect to the target model. A set of two-pass conversion rules is proposed, where the feature parameters are first selected from a database then the optimal sequence of the feature parameters is then constructed in the second pass. The conversion rules were developed using a statistical approach that employed a maximum likelihood criterion. In constructing an optimal sequence of the features, a hidden Markov model (HMM) was employed to find the most likely combination of the features with respect to the target speaker's model. The effectiveness of the proposed transformation method was evaluated using objective tests and informal listening tests. We confirmed that the proposed method leads to perceptually more preferred results, compared with the conventional methods.

Democratization and Politics of Trasformismo : Explaining the 1990 Three-Party Merger in South Korea

  • Kwon, Hyeokyong
    • Analyses & Alternatives
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    • v.1 no.2
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    • pp.2-12
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    • 2017
  • Research on democratic transitions has relatively ignored the question of why some countries experience a regressive form of political pacts, while others do not. This paper develops a simple game-theoretic model to explain the phenomenon of collusive pacts in the process of democratization. Trasformismo is a term that refers to a system of political exchange based on informal clientelistic politics. The existing studies of the politics of trasformismo have emphasized the timing of industrialization and the tradition of strong state as conditions of the politics of trasformismo. However, not every late industrializers and not every strong states experienced some variants of collusive political pacts in their trajectories of democratization. In this paper, I contend that the politics of trasformismo is rather a generalizable pattern of political elites' behavior under particular circumstances. By developing a simple game theoretic model, this paper suggests the conditions under which political actors are likely to collude to a regressive form of political pacts. The model shows that the likelihood of collusion to a regressive form of political pacts is a function of a set of parameters. First, a higher level of incumbency advantage in electoral competition is likely to be associated with a higher probability of collusive political pacts. Second, a higher degree of the monopoly of political representation of political parties without a close link with a variety of societal forces is likely to induce collusive behavior among politicians. Third, the ruling party leader's expectations about the likelihood of a safe extrication are related to collusive political pacts. This paper then engages in a case study of the 1990 three-party merger in South Korea. The 1990 Korean case is interesting in that the ruling party created a new party after having merged with two opposition parties. This case can be considered a result of political maneuver in a context of democratization. The case study suggests the empirical relevance of the game-theoretic model. As the game of trasformismo and the case study of the 1990 three-party merger in South Korea have shown, the collusive political pact was neither determined by a certain stage of economic development nor by a particular cultural systems. Rather, it was a product of the art of trasformismo based on party leaders' rational calculations of the expected likelihood of taking governing power.

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Observations on Long-Term Care Insurance Utilization and Implication for its Expansion (노인장기요양보험 이용현황과 제도확대방향의 모색)

  • Yun, Hee-Suk
    • Health Policy and Management
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    • v.20 no.3
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    • pp.104-122
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    • 2010
  • Long-term care insurance has been introduced in Korea a year ago, and we are in a stage requiring to set principles regarding the generosity of coverage and how to gradually extend the coverage. This study empirically analyzes how the long-term care insurance in Korea is operated. Special attention is given to who is the main beneficiary of the long-term care insurance introduction, and what is the factors influencing the elderly's decision to apply for or use long-term care services. Use of a detailed information of individuals' public health insurance and long-term care insurance from administration data made it possible to control for health status, socioeconomic status including family type, housing tenure, income level. Logit models were employed to analyze the effects of various socioeconomic factors on the likelihood of applying and using long-term care services. Also, this study employed a survey questioning whether to ever willing to take other option as a alternative to residential care or home-care and the level of cash benefit for which they are willing to replace the formal care with informal care. The result indicated that although the poorest elderly population groups are in the greatest need for the long-term care service, they are in difficulty using the service due to economic burden. This implies the copayment amount needs to be adjusted in order for the poor elderly group to be able to get the benefit of the long-term care service.

A Study on Business Failure and Reorganization (기업도산과 정리에 관한 고찰)

  • 여동길;반성식
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.5 no.7
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    • pp.63-72
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    • 1982
  • The objective of this study is review effective business reorganization measures for tackling financial difficulties for financial managers. The major cause of business failure is incompetent management. Business failure occurs when a company is unable to meet its current obligations, or the net worth of the company is negative : usually the signs of business failure are predictable in advance of its actual accurrence. Discriminant analysis as well as other analytical tools - profile analysis, dichotomous analysis, analysis of likelihood ratios - have been used to predict business failure on the basis of various financial ratios , among those, discriminant analysis has been tell known an excellent technique in predicting business failure. The first question to be raised is whether the business is better off, dead or alive. Assuming the decision is made that the firm should survive, reorganization procedure should be considered. The informal procedures of voluntary settlements used in reorganization are extension : composition and liquidation by voluntary agreement. Unless this settlement is possible by those means, the case goes to the courts for 1ega1 solution. If the court decides on reorganization rather than liquidation, it will appoint a trustee to control the firm for reorganization and to prepare a formal plan of reorganization. the plan must meet the stand of fair, equitable and feasible. In that case, the court will approve the plan.

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Analysis of Rainfall-Runoff Modelling using GRM based on formal and informal likelihood measure (정형·비정형우도를 이용한 GRM 강우-유출 모형 분석)

  • Seong, Yeonjeong;Hwang, Ingyu;Jung, Younghun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.300-300
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    • 2021
  • 최근 기후변화와 기상이변으로 예측하지 못한 게릴라성의 국지성호우로 인해서 과거 장마와 같은 피해가 아닌 변화된 강우패턴으로 막대한 피해가 나타나고 있다. 또한, 이러한 게릴라성 호우는 예측 또한 어려운 경향을 나타낸다. 이러한 피해를 방지하기 위해 단기유출 예측을 위해 사용되는 다양한 모형들 가운데 GRM(Grid based Rainfall-runoff Model)을 사용하였으며, GRM모델은 단기유출해석에 사용되며 국내에서 개발된 물리적 기반 모형이다. 본 연구에서는 한강의 하류인 청미천 유역을 대상으로 강우-유출 분석을 진행하였으며, 환경부의 11개 기상관측소의 자료를 이용한 티센망도 기반의 면적강우량으로 산정하였고 이를 GRM에 적용하였다. 강우자료의 Event 선정기간은 2011년 6월 29일부터 2011년 7월 1일까지 86.83mm 강수가 내린 Event이다. 공간자료는 국토지리정보원의 90M DEM(Digital Elevation Model), 농촌진흥청의 정밀토양도와 토심, 환경부 환경공간서비스의 대분류 토지이용도를 이용하였다. 또한, 검정을 위해서 정형우도인 NSE, 비정형우도인 Log-normal 우도를 이용하여 분석하였으며, 각각의 결과값은 NSE 0.966, Log-normal은 -1214.97의 값을 나타냈다. 추후, 다양한 적합지표를 이용하여 GRM의 강우패턴별, 유역별대표매개수가 산정된다면 홍수방어를 위한 강우-유출 모형으로 매우 유용하게 활용될 것으로 판단된다.

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A Study on the Determinants of Private Long-Term Care Insurance and First Home Care Use in the United States: Using Discrete Time Model (미국의 민간장기요양보험 가입과 재가요양서비스 이용의 결정요인에 관한 연구: 이산시간모델을 사용하여)

  • Kim, So-Yun;Hong, Gong-Soog;Montalto, Catherine P.
    • Survey Research
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    • v.11 no.2
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    • pp.97-121
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    • 2010
  • Using the 1998-2004 Health and Retirement Study(HRS), this study explored the determinants of private long-term care insurance(LTCI) ownership and the first home care use. To account for the interaction between LTCI purchase and home care use, this study used two-period utility model as theoretical framework. Discrete time model was used as an empirical model to incorporate the time-dependent feature of LTCI ownership. And this study accounted for the endogeneity of LTCI ownership and home care use by employing full information maximum likelihood estimation. This study indicated insignificant effects of private LTCI ownership and Medicaid eligibility on the home care use. Also, the effects of income and assets on home care utilization were negligible. Those who have poor health condition and who do not have potential informal caregivers were more likely to use home care. For private LTCI ownership, income and assets have positive relationship with LTCI purchase, and poor health status and age were negatively related to LTCI purchase. The elderly living with children and those who have more siblings were less likely to have private LTCI, and those who lived with spouses with no children were more likely to buy private LTCI. Based on the findings, this study provides implications to design long-term care(LTC) policies in the U.S. and to develop LTC planning education programs.

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