• Title/Summary/Keyword: Monte-Carlo 기법

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A Study on Generation of Stochastic Rainfall Variation using Multivariate Monte Carlo method (다변량 Monte Carlo 기법을 이용한 추계학적 강우 변동 생성기법에 관한 연구)

  • Ahn, Ki-Hong;Han, Kun-Yeun
    • Journal of the Korean Society of Hazard Mitigation
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    • v.9 no.3
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    • pp.127-133
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    • 2009
  • In this study, dimensionless-cumulative rainfall curves were generated by multivariate Monte Carlo method. For generation of rainfall curve rainfall storms were divided and made into dimensionless type since it was required to remove the spatial and temporal variances as well as differences in rainfall data. The dimensionless rainfall curves were divided into 4 types, and log-ratio method was introduced to overcome the limitations that elements of dimensionless-cumulative rainfall curve should always be more than zero and the sum total should be one. Orthogonal transformation by Johnson system and the constrained non-normal multivariate Monte Carlo simulation were introduced to analyse the rainfall characteristics. The generative technique in stochastic rainfall variation using multivariate Monte Carlo method will contribute to the design and evaluation of hydrosystems and can use the establishment of the flood disaster prevention system.

Physically Based Landslide Susceptibility Analysis Using a Fuzzy Monte Carlo Simulation in Sangju Area, Gyeongsangbuk-Do (Fuzzy Monte Carlo simulation을 이용한 물리 사면 모델 기반의 상주지역 산사태 취약성 분석)

  • Jang, Jung Yoon;Park, Hyuck Jin
    • Economic and Environmental Geology
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    • v.50 no.3
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    • pp.239-250
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    • 2017
  • Physically based landslide susceptibility analysis has been recognized as an effective analysis method because it can consider the mechanism of landslide occurrence. The physically based analysis used the slope geometry and geotechnical properties of slope materials as input. However, when the physically based approach is adopted in regional scale area, the uncertainties were involved in the analysis procedure due to spatial variation and complex geological conditions, which causes inaccurate analysis results. Therefore, probabilistic method have been used to quantify these uncertainties. However, the uncertainties caused by lack of information are not dealt with the probabilistic analysis. Therefore, fuzzy set theory was adopted in this study because the fuzzy set theory is more effective to deal with uncertainties caused by lack of information. In addition, the vertex method and Monte Carlo simulation are coupled with the fuzzy approach. The proposed approach was used to evaluate the landslide susceptibility for a regional study area. In order to compare the analysis results of the proposed approach, Monte Carlo simulation as the probabilistic analysis and the deterministic analysis are used to analyze the landslide susceptibility for same study area. We found that Fuzzy Monte Carlo simulation showed the better prediction accuracy than the probabilistic analysis and the deterministic analysis.

Simplification of Monte Carlo Techniques for the Estimation of Expected Benefits in Stochastic Ananlysis of Multiple Reservoir Systems (저수지군으로부터 기대편익 산정을 위한 Monte Carlo 기법의 간략화)

  • 이광만;고석구
    • Water for future
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    • v.26 no.2
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    • pp.89-97
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    • 1993
  • For the system benefit optimization by considering risk or reliability from a multiple reservoir system using the Monte Carlo technique, many stochastically generated inflow series have to be used for the system analysis. In this study, the stochastically generated inflow series for the multiple reservoir system operation are preprocessed according to the considered system objectives and operating time periods. Through this procedure, several representative inflow series which have discrete probability levels and operation horizons are selected among the thousands of generated inflows. Then a deterministic optimization technique is applied to the power energy estimation from the Han River Reservoirs System which considers five reservoirs in the study. It took much lower computational requirements then using the original Monte Carlo Technique, even though estimated result was almost similar.

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A Study on the Radioactivity Analysis of Decommissioning Concrete Using Monte Carlo Simulation (Monte Carlo 모사기법을 이용한 해체 콘크리트의 방사능 분석법 연구)

  • 서범경;김계홍;정운수;이근우;오원진;박진호
    • Proceedings of the Korean Radioactive Waste Society Conference
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    • 2004.06a
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    • pp.43-51
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    • 2004
  • In order to decommission the shielding concrete of KRR(Korea Research Reactor) -1&2, it must be exactly determined activated level and range by neutron irradiation during operation. To determine the activated level and range, it must be sampled and analyzed the core sample. But, there are difficulties in sample preparation and determination of the measurement efficiency by self-absorption. In the study, the full energy efficiency of the HPGe detector was compared with the measured value using standard source and the calculated one using Monte Carlo simulation. Also. self-absorption effects due to the density and component change of the concrete were calculated using the Monte Carlo method. Its results will be used radioactivity analysis of the real concrete core sample in the future.

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Monte-Carlo Approach to Develop Probabilistic Reliability Assessment Program (확률 기반의 신뢰도평가 기법 개발: Monte-Carlo 접근법)

  • Kim, Tai-Hyun;Chung, Koo-Hyung;Oh, Tae-Kyoo
    • Proceedings of the KIEE Conference
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    • 2008.11a
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    • pp.330-332
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    • 2008
  • 본 논문에서는 전력계통의 신뢰도를 평가하는 새로운 패러다임인 확률론에 근거한 신뢰도 평가에 대하여 살펴보았다. 확률론 신뢰도 평가 기법의 적용을 통하여 기존 결정론 접근법에서 다루지 못하였던 전력계통에서 발생하는 여러 가지 불확실성을 고려한 신뢰도 평가가 가능 하였으며 확률 신뢰도 평가 기법 중 시뮬레이션 기반 Monte-Carlo 기법을 적용하여 발전 및 부하의 블확실성까지 고려한 통합적인 신뢰도 평가 틀을 개발하였다. 더하여 개발된 신뢰도 평가 틀을 시험 계통에 적용하여 검증을 수행하였다.

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A Sequential Monte Carlo inference for longitudinal data with luespotted mud hopper data (짱뚱어 자료로 살펴본 장기 시계열 자료의 순차적 몬테 칼로 추론)

  • Choi, Il-Su
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.9 no.6
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    • pp.1341-1345
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    • 2005
  • Sequential Monte Carlo techniques are a set of powerful and versatile simulation-based methods to perform optimal state estimation in nonlinear non-Gaussian state-space models. We can use Monte Carlo particle filters adaptively, i.e. so that they simultaneously estimate the parameters and the signal. However, Sequential Monte Carlo techniques require the use of special panicle filtering techniques which suffer from several drawbacks. We consider here an alternative approach combining particle filtering and Sequential Hybrid Monte Carlo. We give some examples of applications in fisheries(luespotted mud hopper data).

The Evaluation of Failure Probability for Rock Slope Based on Fuzzy Set Theory and Monte Carlo Simulation (Fuzzy Set Theory와 Monte Carlo Simulation을 이용한 암반사면의 파괴확률 산정기법 연구)

  • Park, Hyuck-Jin
    • Journal of the Korean Geotechnical Society
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    • v.23 no.11
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    • pp.109-117
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    • 2007
  • Uncertainty is pervasive in rock slope stability analysis due to various reasons and subsequently it may cause serious rock slope failures. Therefore, the importance of uncertainty has been recognized and subsequently the probability theory has been used to quantify the uncertainty since 1980's. However, some uncertainties, due to incomplete information, cannot be handled satisfactorily in the probability theory and the fuzzy set theory is more appropriate for those uncertainties. In this study the random variable is considered as fuzzy number and the fuzzy set theory is employed in rock slope stability analysis. However, the previous fuzzy analysis employed the approximate method, which is first order second moment method and point estimate method. Since previous studies used only the representative values from membership function to evaluate the stability of rock slope, the approximated analysis results have been obtained in previous studies. Therefore, the Monte Carlo simulation technique is utilized to evaluate the probability of failure for rock slope in the current study. This overcomes the shortcomings of previous studies, which are employed vertex method. With Monte Carlo simulation technique, more complete analysis results can be secured in the proposed method. The proposed method has been applied to the practical example. According to the analysis results, the probabilities of failure obtained from the fuzzy Monte Carlo simulation coincide with the probabilities of failure from the probabilistic analysis.

Assessment of RMR with the Monte Carlo Simulation and Stability Analysis of Rock Slopes (Monte Carlo Simulation 기법을 이용한 RMR의 역산 및 그에 의한 암반시면의 안정성 분석)

  • 최성웅;정소걸
    • Tunnel and Underground Space
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    • v.14 no.2
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    • pp.97-107
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    • 2004
  • Various kinds of rock mass properties, which can be obtained from laboratory tests as well as field tests, can be reasonably applied to the design of earth structures. An extrapolation technique can be used for this application and it generally guarantee its quality from a sufficient amount of test results because it is based on the RMR value in most cases. When the confident RMR can not be obtained because of the insufficient testing results, the Monte Carlo Simulation technique can be introduced fer deducing the proper RMR and this assessed RMR can be reused fur the major input parameters. Authors' proposed method can be verified from the comparison between the results of numerical analysis and the evidences of field site.

A Study for Recent Development of Generalized Linear Mixed Model (일반화된 선형 혼합 모형(GENERALIZED LINEAR MIXED MODEL: GLMM)에 관한 최근의 연구 동향)

  • 이준영
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.541-562
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    • 2000
  • The generalized linear mixed model framework is for handling count-type categorical data as well as for clustered or overdispersed non-Gaussian data, or for non-linear model data. In this study, we review its general formulation and estimation methods, based on quasi-likelihood and Monte-Carlo techniques. The current research areas and topics for further development are also mentioned.

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Numerical Model for Flood Inundation Analysis in a River(II) : Uncertainty Analysis (하천 홍수범람해석을 위한 수치모형의 개발(II): 불확실도 해석)

  • Lee, Hong-Rae;Han, Geon-Yeon;Kim, Sang-Ho
    • Journal of Korea Water Resources Association
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    • v.31 no.4
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    • pp.429-437
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    • 1998
  • The numerical model named "DWOPER-LEV" for the uncertainty analysis of flood inundation is developed. DWOPER model is expanded to compute overtopping risks of levee and to predict the range of the possible flood extent. Monte-Carlo simulation is applied to examine the uncertainties in cross section geometry and Manning's roughness coefficient. The model is applied to an actual levee break of the South Han River. The risks of overtopping are computed and the possible range of inundated area and inundated depth are estimated.

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