• 제목/요약/키워드: Uncertainty of the estimates

검색결과 208건 처리시간 0.019초

Meta-Gaussian 방법을 이용한 강우-유출 모형에서의 불확실성 산정 (Evaluation of the Uncertainties in Rainfall-Runoff Model Using Meta-Gaussian Approach)

  • 김병식;김보경;권현한
    • 한국습지학회지
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    • 제11권1호
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    • pp.49-64
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    • 2009
  • 홍수나 가뭄 등 극한 사상을 예측하여 재해에 대비하거나 또는 수자원을 효율적으로 관리, 배분하기 위하여 강우-유출 모형이 이용되고 있다. 그러나 많은 수문학자들은 강우-유출 모형이 가질 수밖에 없는 불확실성에 대하여 언급하였다. 실제 유역에 내린 강우는 증발과 증산, 차단, 침투 등 여러 과정을 거쳐 유출로 이어지는데, 모형에서는 이러한 복잡한 물리적 과정을 단순화하여 표현하였으므로 불확실성이 반드시 존재할 수밖에 없는 것이다. 따라서 모형으로부터의 모의 결과를 신뢰할 수 있는지를 정량적으로 판단하는 과정이 이루어져야 한다. 본 논문에서는 현재까지 강우-유출 모형의 불확실성을 평가한 선행 연구 중 Montanari와 Brath(2004)가 제시한 Meta-Gaussian 기법을 이용하여 강우-유출 모형 모의 결과에 대한 불확실성을 검토하였다. 이 기법은 모형 오차의 확률 분포형으로부터 신뢰구간의 상한계와 하한계를 추정하는 방법으로 수문모형의 전역적 불확실성(Global Uncertainty)을 정량화할 수 있다. 본 논문에서는 동일한 강우사상에 대한 물리적 기반의 분포형 모형인 $Vflo^{TM}$ 모형과 개념적 준 분포형 모형인 HEC-HMS 모형으로부터 모의된 유출량을 Meta-Gaussian 기법을 적용하여 불확실성을 분석하였다.

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$\beta$ - 분포를 갖는 센서의 방향각 오차로 인한 거리 오차의 통계적 분석 (Statistical Analysis of Ranging Errors by using $\beta$-Density Angular Errors due to Heading Uncertainty)

  • 김종성
    • 한국음향학회:학술대회논문집
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    • 한국음향학회 1984년도 추계학술발표회 논문집
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    • pp.100-106
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    • 1984
  • Traditional methods for estimating the location of underwater target, i.e. the triangulation method and the wavefront curvature method, have been utilized. The location of a target is defined by the range and the bearing, which estimates can be obtained by evaluating the time delay between neighboring sensors. Many components of error occur in estimating the target range, among which the error due to the fluctuation of heading angle is outstanding. In this paper, the wavefront curvature method was used. We considered the error due to the heading fluctuation as the $\beta$-density process, from which we analized the range estimates with $\beta$-density function exist in some finite limits, and its mean value and variation are depicted as a function of true range and heading fluctuation. Given heading angles and sensor separation, maximum estimated heading errors are presented as a function of true range.

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Different estimation methods for the unit inverse exponentiated weibull distribution

  • Amal S Hassan;Reem S Alharbi
    • Communications for Statistical Applications and Methods
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    • 제30권2호
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    • pp.191-213
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    • 2023
  • Unit distributions are frequently used in probability theory and statistics to depict meaningful variables having values between zero and one. Using convenient transformation, the unit inverse exponentiated weibull (UIEW) distribution, which is equally useful for modelling data on the unit interval, is proposed in this study. Quantile function, moments, incomplete moments, uncertainty measures, stochastic ordering, and stress-strength reliability are among the statistical properties provided for this distribution. To estimate the parameters associated to the recommended distribution, well-known estimation techniques including maximum likelihood, maximum product of spacings, least squares, weighted least squares, Cramer von Mises, Anderson-Darling, and Bayesian are utilised. Using simulated data, we compare how well the various estimators perform. According to the simulated outputs, the maximum product of spacing estimates has lower values of accuracy measures than alternative estimates in majority of situations. For two real datasets, the proposed model outperforms the beta, Kumaraswamy, unit Gompartz, unit Lomax and complementary unit weibull distributions based on various comparative indicators.

Bootstrap simulation for quantification of uncertainty in risk assessment

  • Chang, Ki-Yoon;Hong, Ki-Ok;Pak, Son-Il
    • 대한수의학회지
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    • 제47권2호
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    • pp.259-263
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    • 2007
  • The choice of input distribution in quantitative risk assessments modeling is of great importance to get unbiased overall estimates, although it is difficult to characterize them in situations where data available are too sparse or small. The present study is particularly concerned with accommodation of uncertainties commonly encountered in the practice of modeling. The authors applied parametric and non-parametric bootstrap simulation methods which consist of re-sampling with replacement, in together with the classical Student-t statistics based on the normal distribution. The implications of these methods were demonstrated through an empirical analysis of trade volume from the amount of chicken and pork meat imported to Korea during the period of 1998-2005. The results of bootstrap method were comparable to the classical techniques, indicating that bootstrap can be an alternative approach in a specific context of trade volume. We also illustrated on what extent the bias corrected and accelerated non-parametric bootstrap method produces different estimate of interest, as compared by non-parametric bootstrap method.

Building capacity for ecological assessment using diatoms in UK rivers

  • Kelly, Martyn
    • Journal of Ecology and Environment
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    • 제36권1호
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    • pp.89-94
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    • 2013
  • Diatoms have become an integral part of the UK's freshwater monitoring strategy over the past two decades, mostly in response to increasingly stringent European Union (EU) legislation. The use of diatoms is based on strong correlations between diatom assemblages and environmental variables, and from knowledge of the "expected" (= "reference") state of each river. The nationwide overview of the ecological health of rivers this gives allows those stretches of rivers which fail to meet EU criteria to be identified. This, in turn, allows appropriate remediation measures to be planned. Because diatom assemblages vary in space and time, even within a single water body, effective use of diatoms requires a consistent approach in order to minimise uncertainty. This includes the use of methods which comply with European Standards, a training and accreditation scheme for analysts, and a suite of quality assurance methods. Those aspects of uncertainty that cannot be readily controlled have been quantified and all estimates of ecological status are accompanied by the appropriate "confidence of class" and "risk of misclassification". This, in turn, helps planners prioritise those locations which are most likely to benefit from remediation.

리얼옵션을 활용한 AMOLED산업 라인 증설의 옵션가치 (REAL OPTIONS VALUATION MODEL OF LINE EXPANSION PROBLEM IN THE AMOLED INDUSTRY LINE EXPANSION)

  • 이수정;김도훈
    • 한국경영정보학회:학술대회논문집
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    • 한국경영정보학회 2008년도 춘계학술대회
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    • pp.957-962
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    • 2008
  • We propose a model for the line expansion problem in the AMOLED (Active Matrix Organic Light Emitting Diodes) industry, which now faces market uncertainty: for example, changing customer needs, technological development path, etc. We focus on the optimal investment time and size of the AMOLED production lines. In particular, employed here is the ROV (Real Options Valuation) model to show how to capture the value of line expansion and to determine the optimal investment time. The ROV framework provides a systematic procedure to quantify an expected outcome of a flexible decision which is not possible in the frame of the traditional NPV (Net Present Value) approach. Furthermore, we also use Monte Carlo simulation to measure the uncertainty associated with the line expansion decision; Monte Carlo simulation estimates the volatility of a decision alternative. Lastly, we present a scenario planning to be conducted for what-if analysis of the ROV model.

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일사계 교정기법에 관한 연구 (A Study on the Calibration Techniques for Thermopile Pyranometer)

  • 조덕기;강용혁
    • 한국태양에너지학회:학술대회논문집
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    • 한국태양에너지학회 2008년도 추계학술발표대회 논문집
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    • pp.161-166
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    • 2008
  • The major purpose of this paper is to develop an uncertainty estimate for the calibration of thermopile instruments used to measure solar radiation parameters. We briefly describe the solar radiation parameters most often measured, instrumentation, reference standards, and calibration techniques. The bulk of the paper describes elemental sources of error and their magnitude. We then apply a standard error analysis methodology to combine these elemental error estimates into a statement of total uncertainty for the instrument calibration factor. Our results allow one to evaluate the accuracy of a radiometric measurement using thermopile instrumentation in the light of the application, such as engineering test evaluation or for validation of theoretical models.

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섭동관측기를 연합한 강인 상태추정기 설계 및 해석 (Design and Analysis of a Robust State Estimator Combining Perturbation Observer)

  • 권상주
    • 제어로봇시스템학회논문지
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    • 제11권6호
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    • pp.477-483
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    • 2005
  • This article describes a robust state estimation method which enables to produce reliable estimates in spite of heavy perturbation including plant uncertainty and external disturbances. The main idea is to combine the standard state estimator with the perturbation observer in the estimator frame. The perturbation observer reflects equivalent quantity of plant uncertainty and external disturbances during the estimation process so that the state estimator dynamics gets as close as possible to the real plant dynamics. The robust state estimator proposed in this paper is given in a recursive discrete-time form which is very useful fur implementation purpose. In terms of the error dynamics derived for the robust state estimator, we discuss the stability issue and noise sensitivity. The effectiveness and practicality of the robust state estimator are verified through numerical examples and experimental results.

강인 반복 제어를 이용한 비선영 유도탄 자동조종장치 (A Robust Recursive Control Approach to Nonlinear Missile Autopilot)

  • 남헌성;유준
    • 제어로봇시스템학회논문지
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    • 제7권12호
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    • pp.1031-1035
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    • 2001
  • In this paper, a robust recursive control approach for nonlinear system, which is based on Lyapunov stability, is proposed. The proposed method can apply to extended systems including cascaded systems and the stability is guaranteed in the sense of Lyapunov. The recursive design procedure so called “robust recursive control approach” is used to find a stabilizing robust controller and simultaneously estimate the uncertainty parameters. First, a nonlinear model with uncertainties whose bounds are unknown is derived. Then, unknown bounds of uncertainties are estimated. By using these estimates, the stabilizing robust controller is updated at each step. This approach is applied to the pitch autopilot design of a nonlinear missile system and simulation results indicate good performance.

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Spatial variability analysis of soil strength to slope stability assessment

  • Lombardi, Mara;Cardarilli, Monica;Raspa, Giuseppe
    • Geomechanics and Engineering
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    • 제12권3호
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    • pp.483-503
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    • 2017
  • Uncertainty is a fact belonging to engineering practice. An important uncertainty that sets geotechnical engineering is the variability associated with the properties of soils or, more precisely, the characterization of soil profiles. The reason is due largely to the complex and varied natural processes associated with the formation of soil. Spatial variability analysis for the study of the stability of natural slopes, complementing conventional analyses, is able to incorporate these uncertainties. In this paper the characterization is performed in back-analysis for a case of landslide occurred to verify afterwards the presence of the conditions of shear strength at failure. This approach may support designers to make more accurate estimates regarding slope failure responding, more consciously, to the legislation dispositions about slope stability evaluation and future design. By applying different kriging techniques used for spatial analysis it has been possible to perform a 3D-slope reconstruction. The predictive analysis and the areal mapping of the soil mechanical characteristics would support the definition of priority interventions in the zones characterized by more critical values as well as slope potential instability. This tool of analysis aims to support decision-making by directing project planning through the efficient allocation of available resources.