• Proceedings of the Computational Structural Engineering Institute Conference
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• 1999.04a
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• pp.3-10
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• 1999

This paper presents probabilistic risk assessment system model and methods for general construction projects and demonstrates the applicability of the approach to a specific subway construction project. The proposed system model entitled Integrated Risk Assessment System(IRAS) for construction projects is composed of four steps, which is newly reorganized and improved in order to be easily adjusted for a systematic PRA of construction projects. Based on the proposed model, and integrated prototype software is then developing for computer-aided PRA of construction projects under the environment of the graphic-user interface, which will be successfully applied to construction projects.

• Proceedings of the KIEE Conference
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• 1999.07c
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• pp.1340-1343
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• 1999

This Paper Presents a new analytic load decrement method for the evaluation of avoided generation costs of independent power producers (IPPs), named as probabilistic load decrement method. Unlike conventional load decrement methods, the proposed method exactly consider the random outage characteristic of a generating unit, economic dispatch order, and the resulting loss of load probability. Therefore, we can Provide the exact generation avoided costs of an IPP by applying the developed method. In the case studies, we have shown the correctness and effectiveness of the method, and compared with conventional load decrement methods.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1991.10a
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• pp.147-159
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• 1991

Stochastic convexity(concvity) of a stochastic process is a very useful concept for various stochastic optimization problems. In this study we first establish stochastic convexity of a certain class of Markov additive processes through the probabilistic construction based on the sample path approach. A Markov additive process is obtained by integrating a functional of the underlying Markov process with respect to time, and its stochastic convexity can be utilized to provide efficient methods for optimal design or for optimal operation schedule of a wide range of stochastic systems. We also clarify the conditions for stochatic monotonicity of the Markov process, which is required for stochatic convexity of the Markov additive process. This result shows that stochastic convexity can be used for the analysis of probabilistic models based on birth and death processes, which have very wide application area. Finally we demonstrate the validity and usefulness of the theoretical results by developing efficient methods for the optimal replacement scheduling based on the stochastic convexity property.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.55 no.2
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• pp.52-61
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• 2006

For the detection of moving objects, background subtraction methods are widely used. An adaptive Gaussian mixture model combined with probabilistic learning is one of the most popular methods for the real-time update of the complex and dynamic background. However, probabilistic learning approach does not work well in high traffic regions. In this paper, we Propose a reliable learning method of complex and dynamic backgrounds in high traffic regions.

• Proceedings of the KIEE Conference
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• 2001.07a
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• pp.530-532
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• 2001

This paper illustrates a method for evaluating nodal probabilistic production cost using the CMELDC. A new method for constructing CMELDC(the equivalent load duration curves of composite power system) was developed by authors. The CMELDC can be obtained by convolution integral processing between the probability distribution functions of the fictitious generators outage capacity and the load duration curves at each load point. Monte Carlo Methods are applied for the construction of CMELDC on this study. And IEEE-RTS 24 buses model is used as our case study with satisfactory results.

• Earthquakes and Structures
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• v.11 no.1
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• pp.109-127
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• 2016

This paper examines the contribution of three sources of uncertainties to probabilistic seismic behaviour of wood frame buildings, including ground motions, intensity and seismic mass. This sensitivity analysis is performed using three methods, including the traditional method based on the conditional distributions of ground motions at given intensity measures, a method using the summation of conditional distributions at given ground motion records, and the Monte Carlo simulation. FEMA P-695 ground motions and its scaling methods are used in the analysis. Two archetype buildings are used in the sensitivity analysis, including a two-storey building and a four-storey building. The results of these analyses indicate that using data-fitting techniques to obtain probability distributions may cause some errors. Linear interpolation combined with data-fitting technique may be employed to improve the accuracy of the calculated exceeding probability. The procedures can be used to quantify the risk of wood frame buildings in seismic events and to calibrate seismic design provisions towards design code improvement.

• The Mathematical Education
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• v.32 no.1
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• pp.75-90
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• 1993

Decision making in uncertain situations that preferences of decision maker is important consists of a series of related decisions. Rule-based expert system can not represent such a complex decision problems. For these decision problems, this paper suggests a new methods IDPI(Influence Diagram-based Probabilistic Inference) which combines model-based knowledge representation and probabilistic inference, and implements a career counsellor for the university students using the combined methods.

• Proceedings of the KIEE Conference
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• 2004.11b
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• pp.69-71
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• 2004

This paper presents a method to predict failure probability related to aging. To calculate failure probability, the Weibull distribution is used due to age-related reliability. The Weibull distribution has shape and scale parameters. Each estimated parameter is obtained from Data Analytic Method (Type II Censoring) which is relatively simpler and faster than the traditional calculation ways for estimating parameters. Also, this paper shows the calculation procedures of a probabilistic failure prediction through a stochastic data analysis. Consequently, the proposed methods would be likely to permit that the new deregulated environment forces utilities to reduce overall costs while maintaining an age-related reliability index.

• Honam Mathematical Journal
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• v.28 no.1
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• pp.165-183
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• 2006

In this article, we try to show that concepts and principles in probability can be taught vividly through the use of the Monte Carlo method to students who have difficulty with probability in the classrooms. We include some topics to demonstrate the application of a wide variety of real world problems that can be addressed.

• Journal of Environmental Health Sciences
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• v.43 no.3
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• pp.223-232
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• 2017

Objectives: In response to increased interest in the safety of children's products, a risk management system is being prepared through exposure assessment of hazardous chemicals. To estimate exposure levels, risk assessors are using deterministic and probabilistic approaches to statistical methodology and a commercialized Monte Carlo simulation based on tools (MCTool) to efficiently support calculation of the probability density functions. This study was conducted to analyze and discuss the usage patterns and problems associated with the results of these two approaches and MCTools used in the case of probabilistic approaches by reviewing research reports related to exposure assessment for children's products. Methods: We collected six research reports on exposure and risk assessment of children's products and summarized the deterministic results and corresponding underlying distributions for exposure dose and concentration results estimated through deterministic and probabilistic approaches. We focused on mechanisms and differences in the MCTools used for decision making with probabilistic distributions to validate the simulation adequacy in detail. Results: The estimation results of exposure dose and concentration from the deterministic approaches were 0.19-3.98 times higher than the results from the probabilistic approach. For the probabilistic approach, the use of lognormal, Student's T, and Weibull distributions had the highest frequency as underlying distributions of the input parameters. However, we could not examine the reasons for the selection of each distribution because of the absence of test-statistics. In addition, there were some cases estimating the discrete probability distribution model as the underlying distribution for continuous variables, such as weight. To find the cause of abnormal simulations, we applied two MCTools used for all reports and described the improper usage routes of MCTools. Conclusions: For transparent and realistic exposure assessment, it is necessary to 1) establish standardized guidelines for the proper use of the two statistical approaches, including notes by MCTool and 2) consider the development of a new software tool with proper configurations and features specialized for risk assessment. Such guidelines and software will make exposure assessment more user-friendly, consistent, and rapid in the future.