• Title/Summary/Keyword: Model uncertainty

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Integrated Watershed Modeling Under Uncertainty (불확실성을 고려한 통합유역모델링)

  • Ham, Jong-Hwa;Yoon, Chun-Gyoung;Loucks, Daniel P.
    • Journal of The Korean Society of Agricultural Engineers
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    • v.49 no.4
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    • pp.13-22
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    • 2007
  • The uncertainty in water quality model predictions is inevitably high due to natural stochasticity, model uncertainty, and parameter uncertainty. An integrated modeling system under uncertainty was described and demonstrated for use in watershed management and receiving-water quality prediction. A watershed model (HSPF), a receiving water quality model (WASP), and a wetland model (NPS-WET) were incorporated into an integrated modeling system (modified-BASINS) and applied to the Hwaseong Reservoir watershed. Reservoir water quality was predicted using the calibrated integrated modeling system, and the deterministic integrated modeling output was useful for estimating mean water quality given future watershed conditions and assessing the spatial distribution of pollutant loads. A Monte Carlo simulation was used to investigate the effect of various uncertainties on output prediction. Without pollution control measures in the watershed, the concentrations of total nitrogen (T-N) and total phosphorous (T-P) in the Hwaseong Reservoir, considering uncertainty, would be less than about 4.8 and 0.26 mg 4.8 and 0.26 mg $L^{-1}$, respectively, with 95% confidence. The effects of two watershed management practices, a wastewater treatment plant (WWTP) and a constructed wetland (WETLAND), were evaluated. The combined scenario (WWTP + WETLAND) was the most effective at improving reservoir water quality, bringing concentrations of T-N and T-P in the Hwaseong Reservoir to less than 3.54 and 0.15 mg ${L^{-1}$, 26.7 and 42.9% improvements, respectively, with 95% confidence. Overall, the Monte Carlo simulation in the integrated modeling system was practical for estimating uncertainty and reliable in water quality prediction. The approach described here may allow decisions to be made based on probability and level of risk, and its application is recommended.

UNCERTAINTY ANALYSIS OF DATA-BASED MODELS FOR ESTIMATING COLLAPSE MOMENTS OF WALL-THINNED PIPE BENDS AND ELBOWS

  • Kim, Dong-Su;Kim, Ju-Hyun;Na, Man-Gyun;Kim, Jin-Weon
    • Nuclear Engineering and Technology
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    • v.44 no.3
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    • pp.323-330
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    • 2012
  • The development of data-based models requires uncertainty analysis to explain the accuracy of their predictions. In this paper, an uncertainty analysis of the support vector regression (SVR) model, which is a data-based model, was performed because previous research showed that the SVR method accurately estimates the collapse moments of wall-thinned pipe bends and elbows. The uncertainty analysis method used in this study was an analytic uncertainty analysis method, and estimates with a 95% confidence interval were obtained for 370 test data points. From the results, the prediction interval (PI) was very narrow, which means that the predicted values are quite accurate. Therefore, the proposed SVR method can be used effectively to assess and validate the integrity of the wall-thinned pipe bends and elbows.

The Precautionary Behavior of Korean Households under Health Uncertainty

  • Kong, Moon-Kee;Lee, Hoe-Kyung
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 2001.01a
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    • pp.325-329
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    • 2001
  • This paper tests existence of precautionary saving motive under health uncertainty, using household level panel data from Korea. For this purpose, this paper considers a dynamic health capital model with health uncertainty and derives testable equations for changes in consumption and medical expenditures. Under this framework, households who face future health uncertainty will exhibit precautionary behavior by depressing consumption or increasing investment in health. To test this hypothesis, the paper uses the conditional variance of health as the direct measure of health uncertainty, obtained by estimating a multinomial logit model. Empirical results using the Korean Household Panel Study (KHPS, 1993 - 1997) suggest that Korean elderly households follow the precautionary behavior to insure against future health risk.

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A Study on Uncertainty Analyses of Monte Carlo Techniques Using Sets of Double Uniform Random Numbers

  • Lee, Dong Kyu;Sin, Soo Mi
    • Architectural research
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    • v.8 no.2
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    • pp.27-36
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    • 2006
  • Structural uncertainties are generally modeled using probabilistic approaches in order to quantify uncertainties in behaviors of structures. This uncertainty results from the uncertainties of structural parameters. Monte Carlo methods have been usually carried out for analyses of uncertainty problems where no analytical expression is available for the forward relationship between data and model parameters. In such cases any direct mathematical treatment is impossible, however the forward relation materializes itself as an algorithm allowing data to be calculated for any given model. This study addresses a new method which is utilized as a basis for the uncertainty estimates of structural responses. It applies double uniform random numbers (i.e. DURN technique) to conventional Monte Carlo algorithm. In DURN method, the scenarios of uncertainties are sequentially selected and executed in its simulation. Numerical examples demonstrate the beneficial effect that the technique can increase uncertainty degree of structural properties with maintaining structural stability and safety up to the limit point of a breakdown of structural systems.

Representation of Model Uncertainty in the Short-Range Ensemble Prediction for Typhoon Rusa (2002) (단기 앙상블 예보에서 모형의 불확실성 표현: 태풍 루사)

  • Kim, Sena;Lim, Gyu-Ho
    • Atmosphere
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    • v.25 no.1
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    • pp.1-18
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    • 2015
  • The most objective way to overcome the limitation of numerical weather prediction model is to represent the uncertainty of prediction by introducing probabilistic forecast. The uncertainty of the numerical weather prediction system developed due to the parameterization of unresolved scale motions and the energy losses from the sub-scale physical processes. In this study, we focused on the growth of model errors. We performed ensemble forecast to represent model uncertainty. By employing the multi-physics scheme (PHYS) and the stochastic kinetic energy backscatter scheme (SKEBS) in simulating typhoon Rusa (2002), we assessed the performance level of the two schemes. The both schemes produced better results than the control run did in the ensemble mean forecast of the track. The results using PHYS improved by 28% and those based on SKEBS did by 7%. Both of the ensemble mean errors of the both schemes increased rapidly at the forecast time 84 hrs. The both ensemble spreads increased gradually during integration. The results based on SKEBS represented model errors very well during the forecast time of 96 hrs. After the period, it produced an under-dispersive pattern. The simulation based on PHYS overestimated the ensemble mean error during integration and represented the real situation well at the forecast time of 120 hrs. The displacement speed of the typhoon based on PHYS was closest to the best track, especially after landfall. In the sensitivity tests of the model uncertainty of SKEBS, ensemble mean forecast was sensitive to the physics parameterization. By adjusting the forcing parameter of SKEBS, the default experiment improved in the ensemble spread, ensemble mean errors, and moving speed.

Manning's n Calibration and Sensitivity Analysis using Unsteady Flood Routing Model (부정류 모형을 이용한 하천 조도계수 산정 및 산정오차의 수면곡선에 대한 민감도 분석)

  • Kim, Sun-Min;Jung, Kwan-Sue
    • Proceedings of the Korea Water Resources Association Conference
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    • 2005.05b
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    • pp.324-328
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    • 2005
  • This study is to figure out uncertainty relationship between input data and calibrated parameter on unsteady hydraulic routing model. The uncertainty would be present to model results as a variant water surface profile along the channel. Firstly, Manning's n is calibrated through the model with assumed uncertainty on input hydrograph. Then, spatially distributed n-values sets based on the calibrated n values are used to get water profile of each n-values set. The results show that ${\pm}0.002$ of error in Manning's n cause ${\pm}30cm$ of maximum water surface differences at the Sumjin river.

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Estimation error bounds of discrete-time optimal FIR filter under model uncertainty

  • Yoo, Kyung-Sang;Kwon, Oh-Kyu
    • 제어로봇시스템학회:학술대회논문집
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    • 1995.10a
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    • pp.352-355
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    • 1995
  • In this paper, estimation error bounds of the optimal FIR (Finite Impulse Response) filter, which is proposed by Kwon et al.[1, 2], are presented in discrete-time systems with the model uncertainty. Performance bounds are here represented by the upper bounds on the difference of the estimation error covariances between the nominal and real values in case of the systems with the noise or model parameter uncertainty. The estimation error bounds of the discrete-time optimal FIR filter is compared with those of the Kalman filter via a numerical example applied to the simulation problem by Toda and Patel[3]. Simulation results show that the former has robuster performance than the latter.

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A Study on the Fault Detection of an Integrated Servo Actuator (통합 서보 액츄에이터의 고장 감지시스템 연구)

  • 신기현;임광호
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1996.11a
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    • pp.306-312
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    • 1996
  • The performance of the failure detection algorithm may be greatly influenced by the model uncertainty. It is very important to design a robust failure detection system to the model uncertainty. In this paper, a design procedure to generate failure detection algorithm is proposed. The design procedure suggested is based on the concept of the‘threshold selector[1]’. The H$\infty$ control algorithm is used to derive a threshold selector which is robust to the model uncertainty, The threshold selector derived can be used to develop a failure detection system together with the weighted cumulative sum algorithm[3]. Computer simulation study showed that the failure detection system designed for an ISA(Integrated Servo Actuator) system by using the proposed method is robust to the model uncertainty.

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Damage Prediction Accuracy as a Function of Model Uncertainty in Structures (모델의 불확실성이 구조물의 손상예측정확도에 미치는 영향)

  • 김정태
    • Computational Structural Engineering
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    • v.7 no.3
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    • pp.153-166
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    • 1994
  • A methodology to assess damage prediction accuracy as a function of model uncertainty in structures is presented. In the first part, a theory of approach is outlined. First, a damage detection algorithm to locate and size damage in structures using few modal responses of the structures is summarized. Next, methods to quantify model uncertainty and the damage detection accuracy are formulated. In the second part, a methodology to assess the effect of model uncertainty on the damage detection accuracy of real structures is designed. In the last part, the feasibility of the assessment methodology is demonstrated by using a plate-girder bridge for which only information on a single mode is available.

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H-infinity controller design for robust speed control against disturbance and model uncertainty of DC motors (외란과 모델 불확실성에 강인한 DC모터의 속도 제어용 H-infinity 제어기 설계)

  • JEONG, Tae-Young;KIM, Dong-Geun
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.58 no.3
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    • pp.241-250
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    • 2022
  • This paper describes the design of H-infinity controller for robust control of a DC motor system. The suggested controller can ensure robustness against disturbance and model uncertainty by minimizing H-infinity norm of the transfer function from exogenous input to performance output and applying the small gain theorem. In particular, the controller was designed to reduce the effects of disturbance and model uncertainty simultaneously by formalizing these problems as a mixed sensitivity problem. The validity of the proposed controller was demonstrated by computer simulations and real experiments. Moreover, the effectiveness of the proposed controller was confirmed by comparing its performance with PI controller, which was tested under the same experimental condition as the H-infinity controller.