• Title/Summary/Keyword: Modeling Methods

Search Result 3,865, Processing Time 0.038 seconds

A Study on VaR Stability for Operational Risk Management (운영리스크 VaR 추정값의 안정성검증 방법 연구)

  • Kim, Hyun-Joong;Kim, Woo-Hwan;Lee, Sang-Cheol;Im, Jong-Ho;Cho, Sang-Hee;Kim, Ah-Hyoun
    • Communications for Statistical Applications and Methods
    • /
    • v.15 no.5
    • /
    • pp.697-708
    • /
    • 2008
  • Operational risk is defined as the risk of loss resulting from inadequate or failed internal processes, people and systems, or external events. The advanced measurement approach proposed by Basel committee uses loss distribution approach(LDA) which quantifies operational loss based on bank's own historical data and measurement system. LDA involves two distribution fittings(frequency and severity) and then generates aggregate loss distribution by employing mathematical convolution. An objective validation for the operational risk measurement is essential because the operational risk measurement allows flexibility and subjective judgement to calculate regulatory capital. However, the methodology to verify the soundness of the operational risk measurement was not fully developed because the internal operational loss data had been extremely sparse and the modeling of extreme tail was very difficult. In this paper, we propose a methodology for the validation of operational risk measurement based on bootstrap confidence intervals of operational VaR(value at risk). We derived two methods to generate confidence intervals of operational VaR.

Modeling the Aviation Safety Risk Management (항공안전 위기관리 모형 구축에 관한 연구)

  • Hong, Seok-Jin;Kim, Yeon-Myeong
    • Journal of Korean Society of Transportation
    • /
    • v.24 no.1 s.87
    • /
    • pp.19-28
    • /
    • 2006
  • To develop a crisis management for aviation safety, this study has defined crisis management includes risk management which is eliminates or lowers risks prior to accidents and emergency response after the accidents. This study takes a look at different kinds of crisis managements, risk managements and statistical methods of other nations and fields in order to develop a risk management model. Through surveys which have 102 risk factors that include air traffic control, maintenance and airport sectors, the weight of each risk factor was calculated and the probability was divided to develop a model for risk management. The risk management model of this study is conducted using four steps (risk management plan, risk factor identification, weight and probability analysis, decision making) and 4 standards of weight along with 5 standards of probability This study takes a look at Predictions through a quantitative method using a risk index for the risk management model An effective risk management model should have a wide and continuous collection of data and adopt various methods using this model. The crisis management could not be very effective only using a pre-active risk management. So it should also be conducted by using a pro-active response system to protect additional damage and to prevent accidents of the same nature. From the results, the most important points were the establishment of command and control accountabilities, and cooperation of related organizations.

Case Analysis on High Concentration of SO2 and Review on Its Reduction Policy in the Ulsan Metropolitan Area since 2001 (울산 지역에서 2001년 이후 이산화황(SO2)의 고농도 사례 분석과 저감 정책 방안의 검토)

  • Moon, Yun-Seob
    • Journal of Environmental Science International
    • /
    • v.17 no.4
    • /
    • pp.423-437
    • /
    • 2008
  • Until comparatively lately, the annual time series of the $SO_2$ concentration had been shown in a decreasing trend in Ulsan as well as other Korean cities. However, the high concentration of $SO_2$ was frequently found in the specific countermeasure region including the national industrial complex such as Mipo and Onsan in the Ulsan city for the period of $2001{\sim}2004$. There are many conditions that can influence the high concentration of $SO_2$ at monitoring sites in Ulsan, such as: First, annual usage of the fuel including sulfur increased in comparison with the year before in spite of the fuel conversion policy which wants to use low sulfur oil less than 3% and LNG. Second, point source, such as the power plants and the petroleum and chemistry stacks, was the biggest contributor in $SO_2$ emission, as a analyzed result of both the air quality modeling and the stack tole-monitoring system (TMS) data. And third, the air pollutants that occurred in processes of homing and manufacturing of the fuel including sulfur were transported slow into a special monitoring site by accumulating along the frontal area of see-breeze. It was concluded that Ulsan's current environmental policy together with control methods should be changed into the regulation on total amount of emission, including a market-based emission trading with calculating of atmospheric environmental critical loads, for the $SO_2$ reduction like the specific countermeasure for the $O_3$ and PM10 reduction in the Seoul metropolitan area. And this change should be started in the big point sources of $1{\sim}3$ species because they are big contributors of Ulsan's $SO_2$ pollution. Especially it is necessary to revitalize of the self-regulation environmental management. Other control methods for sustaining the $SO_2$ reduction are as follows: maintenance of the fuel conversion policy, reinforcement of the regional stationary source emission standard, and enlargement of the stack TMS.

A Study on the Energy Efficient Data Aggregation Method for the Customized Application of Underwater Wireless Sensor Networks (특정 응용을 위한 수중센서네트워크에서 에너지 효율적인 데이터통합 방법 연구)

  • Kim, Sung-Un;Park, Seon-Yeong;Yu, Hyung-Cik
    • Journal of Korea Multimedia Society
    • /
    • v.14 no.11
    • /
    • pp.1438-1449
    • /
    • 2011
  • UWSNs(Underwater Wireless Sensor Networks) need effective modeling fitted to the customized type of application and its covering area. In particular it requires an energy efficient data aggregation method for such customized application. In this paper, we envisage the application oriented model for monitoring the pollution or intrusion detection over a given underwater area. The suggested model is based on the honeycomb array of hexagonal prisms. In this model, the purpose of data aggregation is that the head node of each layer(cluster) receives just one event data arrived firstly and transfer this and its position data to the base station effectively in the manner of energy efficiency and simplicity without duplication. Here if we apply the existent data aggregation methods to this kind of application, the result is far from energy efficiency due to the complexity of the data aggregation process based on the shortest path or multicast tree. In this paper we propose three energy efficient and simple data aggregation methods in the domain of cluster and three in the domain of inter-cluster respectively. Based on the comparative performance analysis of the possible combination pairs in the two domains, we derive the best energy efficient data aggregation method for the suggested application.

Removal of Seabed Multiples in Seismic Reflection Data using Machine Learning (머신러닝을 이용한 탄성파 반사법 자료의 해저면 겹반사 제거)

  • Nam, Ho-Soo;Lim, Bo-Sung;Kweon, Il-Ryong;Kim, Ji-Soo
    • Geophysics and Geophysical Exploration
    • /
    • v.23 no.3
    • /
    • pp.168-177
    • /
    • 2020
  • Seabed multiple reflections (seabed multiples) are the main cause of misinterpretations of primary reflections in both shot gathers and stack sections. Accordingly, seabed multiples need to be suppressed throughout data processing. Conventional model-driven methods, such as prediction-error deconvolution, Radon filtering, and data-driven methods, such as the surface-related multiple elimination technique, have been used to attenuate multiple reflections. However, the vast majority of processing workflows require time-consuming steps when testing and selecting the processing parameters in addition to computational power and skilled data-processing techniques. To attenuate seabed multiples in seismic reflection data, input gathers with seabed multiples and label gathers without seabed multiples were generated via numerical modeling using the Marmousi2 velocity structure. The training data consisted of normal-moveout-corrected common midpoint gathers fed into a U-Net neural network. The well-trained model was found to effectively attenuate the seabed multiples according to the image similarity between the prediction result and the target data, and demonstrated good applicability to field data.

Stereo Vision-Based Obstacle Detection and Vehicle Verification Methods Using U-Disparity Map and Bird's-Eye View Mapping (U-시차맵과 조감도를 이용한 스테레오 비전 기반의 장애물체 검출 및 차량 검증 방법)

  • Lee, Chung-Hee;Lim, Young-Chul;Kwon, Soon;Lee, Jong-Hun
    • Journal of the Institute of Electronics Engineers of Korea SC
    • /
    • v.47 no.6
    • /
    • pp.86-96
    • /
    • 2010
  • In this paper, we propose stereo vision-based obstacle detection and vehicle verification methods using U-disparity map and bird's-eye view mapping. First, we extract a road feature using maximum frequent values in each row and column. And we extract obstacle areas on the road using the extracted road feature. To extract obstacle areas exactly we utilize U-disparity map. We can extract obstacle areas exactly on the U-disparity map using threshold value which consists of disparity value and camera parameter. But there are still multiple obstacles in the extracted obstacle areas. Thus, we perform another processing, namely segmentation. We convert the extracted obstacle areas into a bird's-eye view using camera modeling and parameters. We can segment obstacle areas on the bird's-eye view robustly because obstacles are represented on it according to ranges. Finally, we verify the obstacles whether those are vehicles or not using various vehicle features, namely road contacting, constant horizontal length, aspect ratio and texture information. We conduct experiments to prove the performance of our proposed algorithms in real traffic situations.

Evaluation of the change in Geotechnical properties due to the Construction of Civil engineering Structure using HWAW Method (HWAW방법을 이용한 토목구조물 건설에 따른 하부 지반 물성 변화 평가)

  • Park, Hyung-Choon;Noh, Hee-Kwan;Park, Byeong-Cheol;Kim, Min-Su
    • Proceedings of the Korean Geotechical Society Conference
    • /
    • 2010.03a
    • /
    • pp.182-187
    • /
    • 2010
  • In the various fields of Civil Engineering, shear modulus is very important input parameters to design many constructions and to analyze ground behaviors. In general, a shear wave velocity profile is decided by various experiments before constructing a structure and, analysis and design are carried out by using decided shear wave velocity profile of the site. However, if civil structures are started to construct, the shear wave velocity will be increased more than before constructions because of confining pressure increase by the load of structure. The evaluation of the change in shear wave velocity profile is used very importantly when maintaining, managing, reinforcing and regenerating existing structures. In this study, a non-destructively geotechnical investigation method by using the HWAW method is applied to an evaluation of change in properties of the site according to construction. Generally, the space for experiments is narrow when underground of existing or on-going structures is evaluate, so a prompt non-destructive experiment is required. This prompt non-destructive experiment would be performed by various in-situ seismic methods. However, most of in-situ seismic methods need more space for experiments, so it is difficult to be applied. The HWAW method using the Harmonic wavelet transforms, which is based on time-frequency analysis, determines shear wave velocity profile. It consists of a source as well as short receiver spacing that is 1~3m, and is able to determine a shear wave velocity profile from surface to deep depth by one test on a space. As the HWAW method uses only the signal portion of the maximum local signal/noise ratio to determine a profile, it provides reliability shear modulus profile such as under construction or noisy situation by minimizing effects of noise from diverse vibration on a construction site or urban area. To estimate the applicability of the proposed method, field tests were performed in the change of geotechnical properties according to constructing a minimized modeling bent. Through this study, the change of geotechnical properties of the site was effectively evaluated according to construction of a structure.

  • PDF

Assessment of Surface Boundary Conditions for Predicting Ground Temperature Distribution (지중온도 변화 예측을 위한 지표면 경계조건 검토)

  • Jang, Changkyu;Choi, Changho;Lee, Chulho;Lee, Jangguen
    • Journal of the Korean Geotechnical Society
    • /
    • v.29 no.8
    • /
    • pp.75-84
    • /
    • 2013
  • Soil freezing is a phenomenon arising due to temperature difference between atmosphere and ground, and physical properties of soils vary upon the phase change of soil void from liquid to solid (ice). A heat-transfer mechanism for this case can be explained by the conduction in soil layers and the convection on ground surface. Accordingly, the evaluation of proper thermal properties of soils and the convective condition of ground surface is an important task for understanding freezing phenomenon. To describe convection on ground surface, simplified coefficient methods can be applied to deal with various conditions, such as atmospheric temperature, surface vegetation conditions, and soil constituents. In this study, two methods such as n-factor and convection coefficient for the convective ground surface boundary were applied within a commercial numerical program (TEMP/W) for modeling soil freezing phenomenon. Furthermore, the numerical results were compared to laboratory testing results. In the series of the comparison results, the convection coefficient is more appropriate than n-factor method to model the convective boundary condition.

3-D Gravity Terrain Inversion for High Resolution Gravity Survey (고정밀 중력 탐사를 위한 3차원 중력 지형 역산 기법)

  • Park, Gye-Soon;Lee, Heui-Soon;Kwon, Byung-Doo
    • Journal of the Korean earth science society
    • /
    • v.26 no.7
    • /
    • pp.691-697
    • /
    • 2005
  • Recently, the development of accurate gravity-meter and GPS make it possible to obtain high resolution gravity data. Though gravity data interpretation like modeling and inversion has significantly improved, gravity data processing itself has improved very little. Conventional gravity data processing removes gravity effects due to mass and height difference between base and measurement level. But, it would be a biased density model when some or whole part of anomalous bodies exist above the base level. We attempted to make a multiquadric surface of the survey area from topography with DEM (Digital Elevation Map) data. Then we constituted rectangular blocks which reflect real topography of the survey area by the multiquadric surface. Thus, we were able to carry out 3-D inversions which include information of topography. We named this technique, 3-D Gravity Terrain Inversion (3DGTI). The model test showed that the inversion model from 3DGTI made better results than conventional methods. Furthermore, the 3-dimensional model from the 3DGTI method could maintain topography and as a result, it showed more realistic geologic model. This method was also applied on real field data in Masan-Changwon area. Granitic intrusion is an important geologic characteristic in this area. This method showed more critical geological boundaries than other conventional methods. Therefore, we concluded that in the case of various rocks and rugged terrain, this new method will make better model than convention ones.

A Study on a Model Parameter Compensation Method for Noise-Robust Speech Recognition (잡음환경에서의 음성인식을 위한 모델 파라미터 변환 방식에 관한 연구)

  • Chang, Yuk-Hyeun;Chung, Yong-Joo;Park, Sung-Hyun;Un, Chong-Kwan
    • The Journal of the Acoustical Society of Korea
    • /
    • v.16 no.5
    • /
    • pp.112-121
    • /
    • 1997
  • In this paper, we study a model parameter compensation method for noise-robust speech recognition. We study model parameter compensation on a sentence by sentence and no other informations are used. Parallel model combination(PMC), well known as a model parameter compensation algorithm, is implemented and used for a reference of performance comparision. We also propose a modified PMC method which tunes model parameter with an association factor that controls average variability of gaussian mixtures and variability of single gaussian mixture per state for more robust modeling. We obtain a re-estimation solution of environmental variables based on the expectation-maximization(EM) algorithm in the cepstral domain. To evaluate the performance of the model compensation methods, we perform experiments on speaker-independent isolated word recognition. Noise sources used are white gaussian and driving car noise. To get corrupted speech we added noise to clean speech at various signal-to-noise ratio(SNR). We use noise mean and variance modeled by 3 frame noise data. Experimental result of the VTS approach is superior to other methods. The scheme of the zero order VTS approach is similar to the modified PMC method in adapting mean vector only. But, the recognition rate of the Zero order VTS approach is higher than PMC and modified PMC method based on log-normal approximation.

  • PDF