• 제목/요약/키워드: Uncertainty of the estimates

검색결과 208건 처리시간 0.021초

Analysis of Structural Reliability under Model and Statistical Uncertainties: a Bayesian Approach

  • Kiureghian, Armen-Der
    • Computational Structural Engineering : An International Journal
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    • 제1권2호
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    • pp.81-87
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    • 2001
  • A framework for reliability analysis of structural components and systems under conditions of statistical and model uncertainty is presented. The Bayesian parameter estimation method is used to derive the posterior distribution of model parameters reflecting epistemic uncertainties. Point, predictive and bound estimates of reliability accounting for parameter uncertainties are derived. The bounds estimates explicitly reflect the effect of epistemic uncertainties on the reliability measure. These developments are enhance-ments of second-moment uncertainty analysis methods developed by A. H-S. Ang and others three decades ago.

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강우빈도해석에서 Bootstrap을 이용한 확률분포의 매개변수 추정에 대한 불확실성 해석 (Uncertainty Analysis for Parameter Estimation of Probability Distribution in Rainfall Frequency Analysis Using Bootstrap)

  • 서영민;박기범
    • 한국환경과학회지
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    • 제20권3호
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    • pp.321-327
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    • 2011
  • Bootstrap methods is the computer-based resampling method that estimates the standard errors and confidence intervals of summary statistics using the plug-in principle for assessing the accuracy or uncertainty of statistical estimates, and the BCa method among the Bootstrap methods is known much superior to other Bootstrap methods in respect of the standards of statistical validation. Therefore this study suggests the method of the representation and treatment of uncertainty in flood risk assessment and water resources planning from the construction and application of rainfall frequency analysis model considersing the uncertainty based on the nonparametric BCa method among the Bootstrap methods for the assessement of the estimation of probability rainfall and the effect of uncertainty considering the uncertainty of the parameter estimation of probability in the rainfall frequency analysis that is the most fundamental in flood risk assessement and water resources planning.

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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    • 제44권3호
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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.

견실한 비선형 dynamic inversion 방법을 이용한 오토파일롯 설계 (Autopilot design using robust nonlinear dynamic inversion method)

  • 김승환;송찬호
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1996년도 한국자동제어학술회의논문집(국내학술편); 포항공과대학교, 포항; 24-26 Oct. 1996
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    • pp.1492-1495
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    • 1996
  • In this paper, an approach to autopilot design based on the robust nonlinear dynamic inversion method is proposed. Both unknown parameters and uncertainty bounds are estimated and parameter estimates are used in the fast inversion. Furthermore, to get more robustness slow inversion is incorporated with MRAC(Model Reference Adaptive Control) and sliding mode control where the estimates of uncertainty bounds are used. The proposed method is applied to the pitch autopilot design of a missile system and excellent performance is shown via computer simulation.

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기종점 통행량 변화에 따른 링크 교통량 추정의 불확실성에 관한 연구 (국가교통DB를 이용한 구간 링크 교통량 추정을 중심으로) (Analyzing the Uncertainty of Traffic Link Flow, and Estimation of the Interval Link Flow using Korea Transport Data Base)

  • 김강수;김진석;조혜진
    • 대한교통학회지
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    • 제27권1호
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    • pp.117-127
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    • 2009
  • 본 논문에서는 우리나라의 도로교통사업의 타당성 평가시 활용되는 국가교통DB 기종점 자료를 이용하여, 통행량 변화에 따른 추정 링크 교통량의 불확실성을 분석하였다. 분석 결과, 평균적으로 기종점 통행량의 확률변동으로 변화될 수 있는 전체 국가교통DB 네트워크의 교통량 불확실성 정도는 15.4%로, 혼잡한 구간의 교통량에 대한 불확실성이 그렇지 않은 구간의 불확실성보다 매우 큰 것으로 나타났다. 특히, 본 논문에서는 교통량 추정치에 대한 분산추정치를 계산하고 이를 토대로, 주어진 신뢰수준에서 구간추정 치를 제시하여 교통투자를 결정하는 의사결정가나 분석가들에게 다양한 정보를 제공할 수 있는 기틀을 마련하였으며 도로부문 투자에 대한 불확실성을 정량적으로 평가할 수 있는 토대를 마련하였다.

Sensitivity of Seismic Response and Fragility to Parameter Uncertainty of Single-Layer Reticulated Domes

  • Zhong, Jie;Zhi, Xudong;Fan, Feng
    • 국제강구조저널
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    • 제18권5호
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    • pp.1607-1616
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    • 2018
  • Quantitatively modeling and propagating all sources of uncertainty stand at the core of seismic fragility assessment of structures. This paper investigates the effects of various sources of uncertainty on seismic responses and seismic fragility estimates of single-layer reticulated domes. Sensitivity analyses are performed to examine the sensitivity of typical seismic responses to uncertainties in structural modeling parameters, and the results suggest that the variability in structural damping, yielding strength, steel ultimate strain, dead load and snow load has significant effects on the seismic responses, and these five parameters should be taken as random variables in the seismic fragility assessment. Based on this, fragility estimates and fragility curves incorporating different levels of uncertainty are obtained on the basis of the results of incremental dynamic analyses on the corresponding set of 40 sample models generated by Latin Hypercube Sampling method. The comparisons of these fragility curves illustrate that, the inclusion of only ground motion uncertainty is inappropriate and inadequate, and the appropriate way is incorporating the variability in the five identified structural modeling parameters as well into the seismic fragility assessment of single-layer reticulated domes.

순간수위변화 및 양수시험을 통한 수리상수 추정의 문제점 분석 (Multiple Slug and Pumping Tests for Quality Enhancement of Hydraulic Parameter Estimates)

  • 이진용;이강근;정형재;배광옥
    • 대한지하수환경학회지
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    • 제6권1호
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    • pp.14-22
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    • 1999
  • 순간수위변화 및 양수 시험은 현장에서 대수층의 수리상수 추정을 위해 널리 사용되는 수리시험이다. 그런데 이런 수리시험을 수행하고 그 결과를 해석함에 있어서 다양한 오차 및 불확실성 요인이 있음에도 불구하고 이에 대한 심각한 고려가 많지 않았다. 본 연구에서는 양수 및 순간수위 변화시험을 다수의 동일 관정에서 반복 수행하고 그 결과를 다각적으로 검토함으로써 두 수리시험에 개입될 수 있는 오차 및 불확실성 요인을 분석하였다.

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건축 프로젝트 개산견적 신뢰도에 영향을 미치는 주요 인자에 관한 연구 (A Study on the Key Factors Influencing the Reliability of Conceptual cost estimates in Building Construction Projects)

  • 안성훈;박우열
    • 한국건축시공학회지
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    • 제8권4호
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    • pp.53-59
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    • 2008
  • Cost estimates are very important to their decision-making in the early stages of a construction project. So Clients have wanted not only to know the results of conceptual cost estimates but also to assess their quality Conceptual cost estimates process is very complex process, so the results of cost estimates are influenced by various factors. So the purpose of this study is to reveal the key factors which influence the reliability of conceptual cost estimates in building construction projects. The analytic hierarchy process is used to determine the relative important weights of elements influencing the conceptual cost estimates. And factor analysis is used to reveal the key factors from the elements that influence the conceptual cost estimates. The results showed that the key factors is an experience level, available data level, level of will for winning the bid, difficulty level of conceptual cost estimate, uncertainty level.

한반도 연근해 저층 트롤 조사 자료에 표본론을 적용한 개체군의 상대적 크기 추정 (Application of Sampling Theories to Data from Bottom Trawl Surveys Along the Korean Coastal Areas for Inferring the Relative Size of a Fish Population)

  • 이효태;현상윤
    • 한국수산과학회지
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    • 제50권5호
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    • pp.594-604
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    • 2017
  • The Korean National Institute of Fisheries Science (NIFS) has biannually (spring and fall, respectively) deployed a bottom trawl survey along the coastal areas for last decade, taking samples on a regular basis (i.e., a systematic sampling). Despite the availability of the survey data, NIFS has not yet officially reported the estimates of the groundfish population sizes as well as has not evaluated uncertainty of the estimates. The objectives of our study were to infer the relative size of a fish population, applying two different sampling techniques (namely simple and stratified sampling) with different observation units to the NIFS survey data, and to compare those two techniques in bias and precision. For demonstration purposes, we used data on Pacific cod (Gadus macrocephalus) collected by the 2011-2015 surveys, and the results of simple and stratified sampling showed that the point estimates and precision varied by observation unit as well as the sampling technique.

The effects of uncertainties in structural analysis

  • Pellissetti, M.F.;SchueIler, G.I.
    • Structural Engineering and Mechanics
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    • 제25권3호
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    • pp.311-330
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    • 2007
  • Model-based predictions of structural behavior are negatively affected by uncertainties of various type and in various stages of the structural analysis. The present paper focusses on dynamic analysis and addresses the effects of uncertainties concerning material and geometric parameters, mainly in the context of modal analysis of large-scale structures. Given the large number of uncertain parameters arising in this case, highly scalable simulation-based methods are adopted, which can deal with possibly thousands of uncertain parameters. In order to solve the reliability problem, i.e., the estimation of very small exceedance probabilities, an advanced simulation method called Line Sampling is used. In combination with an efficient algorithm for the estimation of the most important uncertain parameters, the method provides good estimates of the failure probability and enables one to quantify the error in the estimate. Another aspect here considered is the uncertainty quantification for closely-spaced eigenfrequencies. The solution here adopted represents each eigenfrequency as a weighted superposition of the full set of eigenfrequencies. In a case study performed with the FE model of a satellite it is shown that the effects of uncertain parameters can be very different in magnitude, depending on the considered response quantity. In particular, the uncertainty in the quantities of interest (eigenfrequencies) turns out to be mainly caused by very few of the uncertain parameters, which results in sharp estimates of the failure probabilities at low computational cost.