• Title/Summary/Keyword: equivalent probabilistic model

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A Bayesian Method for Narrowing the Scope of Variable Selection in Binary Response Logistic Regression

  • Kim, Hea-Jung;Lee, Ae-Kyung
    • Journal of Korean Society for Quality Management
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    • v.26 no.1
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    • pp.143-160
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    • 1998
  • This article is concerned with the selection of subsets of predictor variables to be included in bulding the binary response logistic regression model. It is based on a Bayesian aproach, intended to propose and develop a procedure that uses probabilistic considerations for selecting promising subsets. This procedure reformulates the logistic regression setup in a hierarchical normal mixture model by introducing a set of hyperparameters that will be used to identify subset choices. It is done by use of the fact that cdf of logistic distribution is a, pp.oximately equivalent to that of $t_{(8)}$/.634 distribution. The a, pp.opriate posterior probability of each subset of predictor variables is obtained by the Gibbs sampler, which samples indirectly from the multinomial posterior distribution on the set of possible subset choices. Thus, in this procedure, the most promising subset of predictors can be identified as that with highest posterior probability. To highlight the merit of this procedure a couple of illustrative numerical examples are given.

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A Study on the Fatigue Reliability of Structures by Markov Chain Model (Markov Chain Model을 이용한 구조물의 피로 신뢰성 해석에 관한 연구)

  • Y.S. Yang;J.H. Yoon
    • Journal of the Society of Naval Architects of Korea
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    • v.28 no.2
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    • pp.228-240
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    • 1991
  • Many experimental data of fatigue crack propagation show that the fatigue crack propagation process is stochastic. Therefore, the study on the crack propagation must be based on the probabilistic approach. In the present paper, fatigue crack propagation process is assumed to be a discrete Markov process and the method is developed, which can evaluate the reliability of the structural component by using Markov chain model(Unit step B-model) suggested by Bogdanoff. In this method, leak failure, plastic collapse and brittle fracture of the critical component are taken as failure modes, and the effects of initial crack distribution, periodic and non-periodic inspection on the probability of failure are considered. In this method, an equivalent load value for random loading such as wave load is used to facilitate the analysis. Finally some calculations are carried out in order to show the usefulness and the applicability of this method. And then some remarks on this method are mentioned.

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A Comparative Simulation on Generation Expansion Planning Considering the Diffusion of High Efficient End-Uses (전력수요측의 고효율기기 확산을 고려한 전원개발계획 비교실험)

  • Chang, Seung-Chan;Cho, Hyung-Joon;Kim, Bal-Ho;Kim, Jung-Hoon
    • Proceedings of the KIEE Conference
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    • 2000.07a
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    • pp.328-330
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    • 2000
  • This paper presents an experimental comparison between the conventional generation expansion planning and DSM incorporated one. As a DSM measure, diffusion of high efficient end-uses is considered and its impact will be targeted at the strategic energy conservation. A revised probabilistic production simulation is proposed by modifying the equivalent load duration curve (ELDC) with the capacity deconvolution of DSM end-use. To investigate long-term DSM impacts relative to the conventional planning, WASP model is applied and the effectiveness of DSM planning as an electricity resources is demonstrated.

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Predicting the Tritium Release Accident in a Nuclear Fusion Plant (원자핵 융합 발전소의 삼중수소 유출 사고 예측)

  • 양희중
    • Journal of Korean Society for Quality Management
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    • v.26 no.1
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    • pp.201-212
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    • 1998
  • A methodology of the safety analysis on the fusion power plant is introduced. It starts with the understanding of the physics and engineering of the plant followed by the assessment of the tritium inventory and flow rate. We a, pp.y the probabilistic risk assessment. An event tree that explains the propagation of the accident is constructed and then it is translated in to an influence diagram, that is accident is constructed and then it is translated in to an influence diagram, that is statistically equivalent so far as the parameter updating is concerned. We follow the Bayesian a, pp.oach where model parameters are treated as random variables. We briefly discuss the parameter updating scheme, and finally develop the methodology to obtain the predictive distribution of time to next severe accident.

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Reliability analysis-based conjugate map of beams reinforced by ZnO nanoparticles using sinusoidal shear deformation theory

  • Keshtegar, Behrooz;Kolahchi, Reza
    • Steel and Composite Structures
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    • v.28 no.2
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    • pp.195-207
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    • 2018
  • First-order reliability method (FORM) is enhanced based on the search direction using relaxed conjugate reliability (RCR) approach for the embedded nanocomposite beam under buckling failure mode. The RCR method is formulated using discrete conjugate map with a limited scalar factor. A dynamical relaxed factor is proposed to control instability of proposed RCR, which is adjusted using sufficient descent condition. The characteristic of equivalent materials for nanocomposite beam are obtained by micro-electro-mechanical model. The probabilistic model of nanocomposite beam is simulated using the sinusoidal shear deformation theory (SSDT). The beam is subjected to external applied voltage in thickness direction and the surrounding elastic medium is modeled by Pasternak foundation. The governing equations are derived in terms of energy method and Hamilton's principal. Using exact solution, the implicit buckling limit state function of nanocomposite beam is proposed, which is involved various random variables including thickness of beam, length of beam, spring constant of foundation, shear constant of foundation, applied voltage, and volume fraction of ZnO nanoparticles in polymer. The robustness, accuracy and efficiency of proposed RCR method are evaluated for this engineering structural reliability problem. The results demonstrate that proposed RCR method is more accurate and robust than the excising reliability methods-based FORM. The volume fraction of ZnO nanoparticles and the applied voltage are the sensitive variables on the reliable levels of the nanocomposite beams.

A Study of Probabilistic Groundwater Flow Modeling Considering the Uncertainty of Hydraulic Conductivity (수리전도도의 불확실성을 고려한 확률론적 지하수 유동해석에 관한 연구)

  • Ryu Dong-Woo;Son Bong-Ki;Song Won-Kyong;Joo Kwang-Soo
    • Tunnel and Underground Space
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    • v.15 no.2 s.55
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    • pp.145-156
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    • 2005
  • MODFLOW, 3-D finite difference code, is widely used to model groundwater flow and has been used to assess the effect of excavations on the groundwater system due to construction of subways and mountain tunnels. The results of numerical analysis depend on boundary conditions, initial conditions, conceptual models and hydrogeological properties. Therefore, its accuracy can only be enhanced using more realistic and field oriented input parameters. In this study, SA(simulated annealing) was used to integrate hydraulic conductivities from a few of injection tests with geophysical reference images. The realizations of hydraulic conductivity random field are obtained and then groundwater flows in each geostatistically equivalent media are analyzed with a numerical simulation. This approach can give probabilistic results of groundwater flow modeling considering the uncertainty of hydrogeological medium. In other words, this approach makes it possible to quantify the propagation of uncertainty of hydraulic conductivities into groundwater flow.

SYSTEM RELIABILITY-BASED EVALUATION OF BRIDGE SYSTEM REDUNDANCY AND STRENGTH (체계신뢰성에 기초한 교량의 시스템여용성 및 저항강도 평가)

  • 조효남;이승재;임종권
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1993.10a
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    • pp.240-247
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    • 1993
  • The precise prediction of reserved carrying capacity of bridge as a system is extremely difficult especially when the bridges are highly redundant and significantly deteriorated or damaged. This paper is intended to propose a new approach for the evaluation of reserved system carrying capacity of bridges in terms of equivalent system-strength, which may be defined as a bridge system-strength corresponding to the system reliability of the bridge. This can be derived from an inverse process based on the concept of FOSM form of system reliability index. It may be emphasized that this approach is very useful for the evaluation of the deterministic system redundancy and reserve strength which are measured in terms of either probabilistic system redundancy factor and reserve factor or deterministic system redundancy factor and reserve factor. The system reliability of bridges is formulated as a parallel-series model obtained from the FAM(Failure Mode Approach) based on the major failure mechanisms. AFOSM and IST methods are used for the reliability analysis of the proposed models. The proposed approach and method for the system redundancy and reserve safety/strength are applied to the safety assessment of actual RC and steel box-girder bridges. The results of the evaluation of reserved system safety or bridge system-strength in terms of the system redundancy and the system safety/strength are significantly different from those of element reliability-based or conventional methods.

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ROLE OF COMPUTER SIMULATION MODELING IN PESTICIDE ENVIRONMENTAL RISK ASSESSMENT

  • Wauchope, R.Don;Linders, Jan B.H.J.
    • Proceedings of the Korea Society of Environmental Toocicology Conference
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    • 2003.10a
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    • pp.91-93
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    • 2003
  • It has been estimated that the equivalent of approximately $US 50 billion has been spent on research on the behavior and fate of pesticides in the environment since Rachel Carson published “Silent Spring” in 1962. Much of the resulting knowledge has been summarized explicitly in computer algorithms in a variety of empirical, deterministic, and probabilistic simulation models. These models describe and predict the transport, degradation and resultant concentrations of pesticides in various compartments of the environment during and after application. In many cases the known errors of model predictions are large. For this reason they are typically designed to be “conservative”, i.e., err on the side of over-prediction of concentrations in order to err on the side of safety. These predictions are then compared with toxicity data, from tests of the pesticide on a series of standard representative biota, including terrestrial and aquatic indicator species and higher animals (e.g., wildlife and humans). The models' predictions are good enough in some cases to provide screening of those compounds which are very unlikely to do harm, and to indicate those compounds which must be investigated further. If further investigation is indicated a more detailed (and therefore more complicated) model may be employed to give a better estimate, or field experiments may be required. A model may be used to explore “what if” questions leading to possible alternative pesticide usage patterns which give lower potential environmental concentrations and allowable exposures. We are currently at a maturing stage in this research where the knowledge base of pesticide behavior in the environmental is growing more slowly than in the past. However, innovative uses are being made of the explosion in available computer technology to use models to take ever more advantage of the knowledge we have. In this presentation, current developments in the state of the art as practiced in North America and Europe will be presented. Specifically, we will look at the efforts of the ‘Focus’ consortium in the European Union, and the ‘EMWG’ consortium in North America. These groups have been innovative in developing a process and mechanisms for discussion amongst academic, agriculture, industry and regulatory scientists, for consensus adoption of research advances into risk management methodology.

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Development of Deterioration Prediction Model and Reliability Model for the Cyclic Freeze-Thaw of Concrete Structures (콘크리트구조물의 반복적 동결융해에 대한 수치 해석적 열화 예측 및 신뢰성 모델 개발)

  • Cho, Tae-Jun;Kim, Lee-Hyeon;Cho, Hyo-Nam
    • Journal of the Korea Concrete Institute
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    • v.20 no.1
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    • pp.13-22
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    • 2008
  • The initiation and growth processes of cyclic ice body in porous systems are affected by the thermo-physical and mass transport properties, as well as gradients of temperature and chemical potentials. Furthermore, the diffusivity of deicing chemicals shows significantly higher value under cyclic freeze-thaw conditions. Consequently, the disintegration of concrete structures is aggravated at marine environments, higher altitudes, and northern areas. However, the properties of cyclic freeze-thaw with crack growth and the deterioration by the accumulated damages are hard to identify in tests. In order to predict the accumulated damages by cyclic freeze-thaw, a regression analysis by the response surface method (RSM) is used. The important parameters for cyclic freeze-thawdeterioration of concrete structures, such as water to cement ratio, entrained air pores, and the number of cycles of freezing and thawing, are used to compose the limit state function. The regression equation fitted to the important deterioration criteria, such as accumulated plastic deformation, relative dynamic modulus, or equivalent plastic deformations, were used as the probabilistic evaluations of performance for the degraded structural resistance. The predicted results of relative dynamic modulus and residual strains after 300 cycles of freeze-thaw show very good agreements with the experimental results. The RSM result can be used to predict the probability of occurrence for designer specified critical values. Therefore, it is possible to evaluate the life cycle management of concrete structures considering the accumulated damages due to the cyclic freeze-thaw using the proposed prediction method.

Determinants of Consumer Preference by type of Accommodation: Two Step Cluster Analysis (이단계 군집분석에 의한 농촌관광 편의시설 유형별 소비자 선호 결정요인)

  • Park, Duk-Byeong;Yoon, Yoo-Shik;Lee, Min-Soo
    • Journal of Global Scholars of Marketing Science
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    • v.17 no.3
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    • pp.1-19
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    • 2007
  • 1. Purpose Rural tourism is made by individuals with different characteristics, needs and wants. It is important to have information on the characteristics and preferences of the consumers of the different types of existing rural accommodation. The stud aims to identify the determinants of consumer preference by type of accommodations. 2. Methodology 2.1 Sample Data were collected from 1000 people by telephone survey with three-stage stratified random sampling in seven metropolitan areas in Korea. Respondents were chosen by sampling internal on telephone book published in 2006. We surveyed from four to ten-thirty 0'clock afternoon so as to systematic sampling considering respondents' life cycle. 2.2 Two-step cluster Analysis Our study is accomplished through the use of a two-step cluster method to classify the accommodation in a reduced number of groups, so that each group constitutes a type. This method had been suggested as appropriate in clustering large data sets with mixed attributes. The method is based on a distance measure that enables data with both continuous and categorical attributes to be clustered. This is derived from a probabilistic model in which the distance between two clusters in equivalent to the decrease in log-likelihood function as a result of merging. 2.3 Multinomial Logit Analysis The estimation of a Multionmial Logit model determines the characteristics of tourist who is most likely to opt for each type of accommodation. The Multinomial Logit model constitutes an appropriate framework to explore and explain choice process where the choice set consists of more than two alternatives. Due to its ease and quick estimation of parameters, the Multinomial Logit model has been used for many empirical studies of choice in tourism. 3. Findings The auto-clustering algorithm indicated that a five-cluster solution was the best model, because it minimized the BIC value and the change in them between adjacent numbers of clusters. The accommodation establishments can be classified into five types: Traditional House, Typical Farmhouse, Farmstay house for group Tour, Log Cabin for Family, and Log Cabin for Individuals. Group 1 (Traditional House) includes mainly the large accommodation establishments, i.e. those with ondoll style room providing meals and one shower room on family tourist, of original construction style house. Group 2 (Typical Farmhouse) encompasses accommodation establishments of Ondoll rooms and each bathroom providing meals. It includes, in other words, the tourist accommodations Known as "rural houses." Group 3 (Farmstay House for Group) has accommodation establishments of Ondoll rooms not providing meals and self cooking facilities, large room size over five persons. Group 4 (Log Cabin for Family) includes mainly the popular accommodation establishments, i.e. those with Ondoll style room with on shower room on family tourist, of western styled log house. While the accommodations in this group are not defined as regards type of construction, the group does include all the original Korean style construction, Finally, group 5 (Log Cabin for Individuals)includes those accommodations that are bedroom western styled wooden house with each bathroom. First Multinomial Logit model is estimated including all the explicative variables considered and taking accommodation group 2 as base alternative. The results show that the variables and the estimated values of the parameters for the model giving the probability of each of the five different types of accommodation available in rural tourism village in Korea, according to the socio-economic and trip related characteristics of the individuals. An initial observation of the analysis reveals that none of variables income, the number of journey, distance, and residential style of house is explicative in the choice of rural accommodation. The age and accompany variables are significant for accommodation establishment of group 1. The education and rural residential experience variables are significant for accommodation establishment of groups 4 and 5. The expenditure and marital status variables are significant for accommodation establishment of group 4. The gender and occupation variable are significant for accommodation establishment of group 3. The loyalty variable is significant for accommodation establishment of groups 3 and 4. The study indicates that significant differences exist among the individuals who choose each type of accommodation at a destination. From this investigation is evident that several profiles of tourists can be attracted by a rural destination according to the types of existing accommodations at this destination. Besides, the tourist profiles may be used as the basis for investment policy and promotion for each type of accommodation, making use in each case of the variables that indicate a greater likelihood of influencing the tourist choice of accommodation.

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