• Title/Summary/Keyword: Uncertainty Estimation Model

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Application of Bayesian Approach to Parameter Estimation of TANK Model: Comparison of MCMC and GLUE Methods (TANK 모형의 매개변수 추정을 위한 베이지안 접근법의 적용: MCMC 및 GLUE 방법의 비교)

  • Kim, Ryoungeun;Won, Jeongeun;Choi, Jeonghyeon;Lee, Okjeong;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.36 no.4
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    • pp.300-313
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    • 2020
  • The Bayesian approach can be used to estimate hydrologic model parameters from the prior expert knowledge about the parameter values and the observed data. The purpose of this study was to compare the performance of the two Bayesian methods, the Metropolis-Hastings (MH) algorithm and the Generalized Likelihood Uncertainty Estimation (GLUE) method. These two methods were applied to the TANK model, a hydrological model comprising 13 parameters, to examine the uncertainty of the parameters of the model. The TANK model comprises a combination of multiple reservoir-type virtual vessels with orifice-type outlets and implements a common major hydrological process using the runoff calculations that convert the rainfall to the flow. As a result of the application to the Nam River A watershed, the two Bayesian methods yielded similar flow simulation results even though the parameter estimates obtained by the two methods were of somewhat different values. Both methods ensure the model's prediction accuracy even when the observed flow data available for parameter estimation is limited. However, the prediction accuracy of the model using the MH algorithm yielded slightly better results than that of the GLUE method. The flow duration curve calculated using the limited observed flow data showed that the marginal reliability is secured from the perspective of practical application.

Development of Vision System Model for Manipulator's Assemble task (매니퓰레이터의 조립작업을 위한 비젼시스템 모델 개발)

  • 장완식
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.6 no.2
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    • pp.10-18
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    • 1997
  • This paper presents the development of real-time estimation and control details for a computer vision-based robot control method. This is accomplished using a sequential estimation scheme that permits placement of these points in each of the two-dimensional image planes of monitoring cameras. Estimation model is developed based on a model that generalizes know 4-axis Scorbot manipulator kinematics to accommodate unknown relative camera position and orientation, etc. This model uses six uncertainty-of-view parameters estimated by the iteration method. The method is tested experimentally in two ways : First the validity of estimation model is tested by using the self-built test model. Second, the practicality of the presented control method is verified in performing 4-axis manipulator's assembly task. These results show that control scheme used is precise and robust. This feature can open the door to a range of application of multi-axis robot such as deburring and welding.

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Evaluating the contribution of calculation components to the uncertainty of standardized precipitation index using a linear mixed model (선형혼합모형을 활용한 표준강수지수 계산 인자들의 불확실성에 대한 기여도 평가)

  • Shin, Ji Yae;Lee, Baesung;Yoon, Hyeon-Cheol;Kwon, Hyun-Han;Kim, Tae-Woong
    • Journal of Korea Water Resources Association
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    • v.56 no.8
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    • pp.509-520
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    • 2023
  • Various drought indices are widely used for assessing drought conditions which are affected by many factors such as precipitation, soil moisture, and runoff. The values of drought indices varies depending on hydro-meteorological data and calculation formulas, and the judgment of the drought condition may also vary. This study selected four calculation components such as precipitation data length, accumulation period, probability distribution function, and parameter estimation method as the sources of uncertainty in the calculation of standardized precipitation index (SPI), and evaluated their contributions to the uncertainty using root mean square error (RMSE) and linear mixed model (LMM). The RMSE estimated the overall errors in the SPI calculation, and the LMM was used to quantify the uncertainty contribution of each factor. The results showed that as the accumulation period increased and the data period extended, the RMSEs decreased. The comparison of relative uncertainty using LMM indicated that the sample size had the greatest impact on the SPI calculation. In addition, as sample size increased, the relative uncertainty related to the sample size used for SPI calculation decreased and the relative uncertainty associated with accumulation period and parameter estimation increased. In conclusion, to reduce the uncertainty in the SPI calculation, it is essential to collect long-term data first, followed by the appropriate selection of probability distribution models and parameter estimation methods that represent well the data characteristics.

Estimation of Measurement Uncertainty for Vibration Tests in the Machine Tool Main Spindle (공작기계 주축회전체 진동 측정에서의 불확도 추정 방법)

  • Lee, Jung-Hoon;Yoon, Sang-Hwan;Chau, Dinh Minh;Park, Min-Won
    • Journal of the Korean Society for Precision Engineering
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    • v.28 no.4
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    • pp.404-409
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    • 2011
  • Report on the notion of uncertainty is important. The reason is that the measured value includes a lot of uncertain factors. Reliable results can't be derived without the notion of uncertainty. The mathematical model to evaluate uncertainty considering the quality of vibration is important to evaluate uncertainty, and it must contain the every quantity which contributes significantly to uncertainty in the measured results. In this paper, the evaluation of uncertainty analysis about rotor vibration measurements of machine tools is presented to evaluate the most important factors of uncertainty.

A Fuzzy Logic Based Software Development Cost Estimation Model with improved Accuracy

  • Shrabani Mallick;Dharmender Singh Kushwaha
    • International Journal of Computer Science & Network Security
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    • v.24 no.6
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    • pp.17-22
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    • 2024
  • Software cost and schedule estimation is usually based on the estimated size of the software. Advanced estimation techniques also make use of the diverse factors viz, nature of the project, staff skills available, time constraints, performance constraints, technology required and so on. Usually, estimation is based on an estimation model prepared with the help of experienced project managers. Estimation of software cost is predominantly a crucial activity as it incurs huge economic and strategic investment. However accurate estimation still remains a challenge as the algorithmic models used for Software Project planning and Estimation doesn't address the true dynamic nature of Software Development. This paper presents an efficient approach using the contemporary Constructive Cost Model (COCOMO) augmented with the desirable feature of fuzzy logic to address the uncertainty and flexibility associated with the cost drivers (Effort Multiplier Factor). The approach has been validated and interpreted by project experts and shows convincing results as compared to simple algorithmic models.

Verification of Reduced Order Modeling based Uncertainty/Sensitivity Estimator (ROMUSE)

  • Khuwaileh, Bassam;Williams, Brian;Turinsky, Paul;Hartanto, Donny
    • Nuclear Engineering and Technology
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    • v.51 no.4
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    • pp.968-976
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    • 2019
  • This paper presents a number of verification case studies for a recently developed sensitivity/uncertainty code package. The code package, ROMUSE (Reduced Order Modeling based Uncertainty/Sensitivity Estimator) is an effort to provide an analysis tool to be used in conjunction with reactor core simulators, in particular the Virtual Environment for Reactor Applications (VERA) core simulator. ROMUSE has been written in C++ and is currently capable of performing various types of parameter perturbations and associated sensitivity analysis, uncertainty quantification, surrogate model construction and subspace analysis. The current version 2.0 has the capability to interface with the Design Analysis Kit for Optimization and Terascale Applications (DAKOTA) code, which gives ROMUSE access to the various algorithms implemented within DAKOTA, most importantly model calibration. The verification study is performed via two basic problems and two reactor physics models. The first problem is used to verify the ROMUSE single physics gradient-based range finding algorithm capability using an abstract quadratic model. The second problem is the Brusselator problem, which is a coupled problem representative of multi-physics problems. This problem is used to test the capability of constructing surrogates via ROMUSE-DAKOTA. Finally, light water reactor pin cell and sodium-cooled fast reactor fuel assembly problems are simulated via SCALE 6.1 to test ROMUSE capability for uncertainty quantification and sensitivity analysis purposes.

Uncertainty Analysis of Parameters of Spatial Statistical Model Using Bayesian Method for Estimating Spatial Distribution of Probability Rainfall (확률강우량의 공간분포추정에 있어서 Bayesian 기법을 이용한 공간통계모델의 매개변수 불확실성 해석)

  • Seo, Young-Min;Park, Ki-Bum;Kim, Sung-Won
    • Journal of Environmental Science International
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    • v.20 no.12
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    • pp.1541-1551
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    • 2011
  • This study applied the Bayesian method for the quantification of the parameter uncertainty of spatial linear mixed model in the estimation of the spatial distribution of probability rainfall. In the application of Bayesian method, the prior sensitivity analysis was implemented by using the priors normally selected in the existing studies which applied the Bayesian method for the puppose of assessing the influence which the selection of the priors of model parameters had on posteriors. As a result, the posteriors of parameters were differently estimated which priors were selected, and then in the case of the prior combination, F-S-E, the sizes of uncertainty intervals were minimum and the modes, means and medians of the posteriors were similar to the estimates using the existing classical methods. From the comparitive analysis between Bayesian and plug-in spatial predictions, we could find that the uncertainty of plug-in prediction could be slightly underestimated than that of Bayesian prediction.

Asymmetric Effects of Inflation Uncertainty on Facilities Investment (인플레이션 불확실성의 기업 설비투자에 대한 비대칭적 효과 분석)

  • Son, Minkyu;Chang, Youngjae
    • The Korean Journal of Applied Statistics
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    • v.27 no.1
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    • pp.123-132
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    • 2014
  • Inflation uncertainty is known to have deleterious effects on facilities investment by disturbing the corporate decision on the opportunity cost of investment. In this paper, we test the validity of this hypothesis in Korea by estimating the inflation uncertainty with both a time-varing parameter model with GARCH disturbances and the relative price volatility and then, estimate the facilities investment equation which includes those uncertainty indicators. The uncertainty indexes estimated by the above-mentioned methods continue to fluctuate even after the inflation rate has dropped dramatically reflecting the structural changes of Korea's economy since the financial crisis in 1997. As a result of estimation of the investment equation by both OLS and GMM, we find the inflation uncertainty has a negative effect on facilities investment with a statistical significance. Moreover, by means of Markov-switching regression model utilized to verify the non-linearity of this relationship, we draw a conclusion that this negative effect of inflation uncertainty heightens asymmetrically during the downturn periods of business cycle.

Uncertainty Analysis based on LENS-GRM

  • Lee, Sang Hyup;Seong, Yeon Jeong;Park, KiDoo;Jung, Young Hun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.208-208
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    • 2022
  • Recently, the frequency of abnormal weather due to complex factors such as global warming is increasing frequently. From the past rainfall patterns, it is evident that climate change is causing irregular rainfall patterns. This phenomenon causes difficulty in predicting rainfall and makes it difficult to prevent and cope with natural disasters, casuing human and property damages. Therefore, accurate rainfall estimation and rainfall occurrence time prediction could be one of the ways to prevent and mitigate damage caused by flood and drought disasters. However, rainfall prediction has a lot of uncertainty, so it is necessary to understand and reduce this uncertainty. In addition, when accurate rainfall prediction is applied to the rainfall-runoff model, the accuracy of the runoff prediction can be improved. In this regard, this study aims to increase the reliability of rainfall prediction by analyzing the uncertainty of the Korean rainfall ensemble prediction data and the outflow analysis model using the Limited Area ENsemble (LENS) and the Grid based Rainfall-runoff Model (GRM) models. First, the possibility of improving rainfall prediction ability is reviewed using the QM (Quantile Mapping) technique among the bias correction techniques. Then, the GRM parameter calibration was performed twice, and the likelihood-parameter applicability evaluation and uncertainty analysis were performed using R2, NSE, PBIAS, and Log-normal. The rainfall prediction data were applied to the rainfall-runoff model and evaluated before and after calibration. It is expected that more reliable flood prediction will be possible by reducing uncertainty in rainfall ensemble data when applying to the runoff model in selecting behavioral models for user uncertainty analysis. Also, it can be used as a basis of flood prediction research by integrating other parameters such as geological characteristics and rainfall events.

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A Study on the Modeling of PoF Estimation for Probabilistic Risk Assessment based on Bayesian Method (확률론적 위험도평가를 위한 베이지안 기반의 파손확률 추정 모델링 연구)

  • Kim, Keun Won;Shin, Dae Han;Choi, Joo-Ho;Shin, KiSu
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.41 no.8
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    • pp.619-624
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    • 2013
  • To predict the probabilistic service life, statistical factors should be included to consider the uncertainty of parameters. Generally the probabilistic analysis is one of the common methods to account the uncertainty of parameters on the structural failure. In order to apply probabilistic analysis on the deterministic life analysis, it would be necessary to introduce Probability of Failure(PoF) and conduct risk assessment. In this work, we have studied probabilistic risk assessment of aircraft structures by using PoF approach. To achieve this goal, the Bayesian method was utilized to model PoF estimation since this method is known as the proper method to express the uncertainty of parameters. A series of proof tests were also conducted in order to verify the result of PoF estimation. The results from this efforts showed that the PoF estimation model can calculate quantitatively the value of PoF. Furthermore effectiveness of risk assessment approach for the aircraft structures was also demonstrated.