• 국제학술발표논문집
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• The 5th International Conference on Construction Engineering and Project Management
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• pp.488-493
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• 2013

Accurate initial cost estimates are essential to effective management of construction projects where many decisions are made in the course of project management by referencing the estimates. In practice, the initial estimates are frequently derived from historical actual cost data, for which standard distribution-based techniques are widely applied in the construction industry to account for risk associated with the estimates. This approach assumes the same probability distribution of estimate errors for any selected estimates. This assumption, however, is not always satisfied. In order to account for the probabilistic nature of estimate errors, an alternative method for measuring the risk associated with a selected initial estimate is developed by applying the Bayesian probability approach. An application example include demonstrates how the method is implemented. A hypothesis test is conducted to reveal the robustness of the Bayesian probability model. The method is envisioned to effectively complement cost estimating methods that are currently in use by providing benefits as follows: (1) it effectively accounts for the probabilistic nature of errors in estimates; (2) it is easy to implement by using historical estimates and actual costs that are readily available in most construction companies; and (3) it minimizes subjective judgment by using quantitative data only.

• 한국수자원학회논문집
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• 제50권8호
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• pp.563-577
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• 2017

기후변화로 인해 강수의 불확실성이 증가하는 현 시점에서 효율적인 물 관리를 위한 계절예측 및 기상 예보의 활용은 필수적이다. 본 연구에서는 기상청에서 2014년 6월부터 시행하고 있는 범주형 확률장기예보를 Hit Rate, Reliability Diagram, Relative Operating Curve (ROC)의 평가지표를 활용하여 예측력을 검증하였고, 추가적으로 확률예보를 활용하여 정량적인 예측 강수량을 생산하는 기법을 제안하였다. 확률장기예보의 예측력 검증결과 최대 48%의 예측력을 갖는 것을 확인할 수 있었다. 확률예보를 활용하여 예측 강수량을 추정한 결과, 정량적으로 관측 자료와 유사하게 모의되는 것을 확인할 수 있었으며 예측 적합도 평가결과 100%의 정확도를 가진 예보의 경우 최대 0.98, 실제 예보의 경우 최대 0.71의 상관계수를 보였다. 본 연구에서 제안하는 확률예보를 활용한 예측 강수량 추출기법은 강수의 불확실성을 고려한 물 관리를 가능하게 해줄 것으로 판단되며 효율적인 수자원 장기 이수계획 및 저수지 운영의 의사결정지원 등에 활용 가능할 것으로 기대된다.

• Earthquakes and Structures
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• 제4권5호
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• pp.527-555
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• 2013

This paper proposes probabilistic models for estimating the seismic demands on reinforced concrete (RC) bridges with base isolation. The models consider the shear and deformation demands on the bridge columns and the deformation demand on the isolation devices. An experimental design is used to generate a population of bridges based on the AASHTO LRFD Bridge Design Specifications (AASHTO 2007) and the Caltrans' Seismic Design Criteria (Caltrans 1999). Ground motion records are used for time history analysis of each bridge to develop probabilistic models that are practical and are able to account for the uncertainties and biases in the current, common deterministic model. As application of the developed probabilistic models, a simple method is provided to determine the fragility of bridges. This work facilitates the reliability-based design for this type of bridges and contributes to the transition from limit state design to performance-based design.

• International Journal of Naval Architecture and Ocean Engineering
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• 제11권1호
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• pp.165-177
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• 2019

This paper considers corrosion wastage of two ship hull structure members as a part of investigated fuel oil tanks of 25 aging bulk carriers. Taking into account that many factors which influence corrosion wastage of ship hull structures are of uncertain nature, the related corrosion rate ($c_1$) is considered here as a real-valued continuous distribution, assuming that the corrosion wastage starts after 5, 6 or 7 years. In all considered cases, by using available data and applying three basic statistical tests, it is established that between two-parameter continuous distributions, normal, Weibull and logistic distributions are best fitted distributions for the mentioned corrosion rate ($c_1$). Note that the presented statistical, numerical and graphical results concerning two mentioned ship hull structure members allow to compare and discuss the corresponding probabilistic estimates for the corrosion rate ($c_1$).

• 제어로봇시스템학회논문지
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• 제22권8호
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• pp.633-642
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• 2016

It is important for advanced active safety systems and autonomous driving cars to get the accurate estimates of the nearby vehicles in order to increase their safety and performance. This paper proposes a sensor fusion method for radar and vision sensors to accurately estimate the state of the preceding vehicles. In particular, we performed a study on compensating for the lateral state error on automotive radar sensors by using a vision sensor. The proposed method is based on the Interactive Multiple Model(IMM) algorithm, which stochastically integrates the multiple Kalman Filters with the multiple models depending on lateral-compensation mode and radar-single sensor mode. In addition, a Probabilistic Data Association Filter(PDAF) is utilized as a data association method to improve the reliability of the estimates under a cluttered radar environment. A two-step correction method is used in the Kalman filter, which efficiently associates both the radar and vision measurements into single state estimates. Finally, the proposed method is validated through off-line simulations using measurements obtained from a field test in an actual road environment.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2001년도 학술발표회 논문집(II)
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• pp.745-750
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• 2001

Abstract, See Full-text

• 제어로봇시스템학회논문지
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• 제9권10호
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• pp.747-754
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• 2003

An enhancement of the probabilistic data association filter is presented for tracking a single maneuvering target in clutter environment. The use of the variable dimensional structure leads the probabilistic data association filter to adjust to real motion of a target. The detection of the maneuver for the model switching is performed by the acceleration estimates taken from a bias estimator of the two stage Kalman filter. The proposed algorithm needs low computational power since it is implemented with a single filtering procedure. A simple Monte Carlo simulation was performed to compare the performance of the proposed algorithm and the IMMPDA filter.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.151-156
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• 2003

Variable selection algorithm for principal component analysis using penalized likelihood method is proposed. We will adopt a probabilistic principal component idea to utilize likelihood function for the problem and use HARD penalty function to force coefficients of any irrelevant variables for each component to zero. Consistency and sparsity of coefficient estimates will be provided with results of small simulated and illustrative real examples.

• 한국경영과학회지
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• 제20권3호
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• pp.43-59
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• 1995

This paper presents a method for estimating the population variability distribution of the failure parameter (failure rate or failure probability) for each failure mode considered in PSA (Probabilistic Safety Assessment). We focus on the utilization of generic estimates from various industry compendia for the estimation. The estimates are complicated statistics of failure data from plants. When the failure data referred in two or more sources are overlapped, dependency occurs among the estimates provided by the sources. This type of problem is first addressed in this paper. We propose methods based on ML-II estimation in Bayesian framework and discuss the characteristics of the proposed estimators. The proposed methods are easy to apply in real field. Numerical examples are also provided.

• 대한산업공학회지
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• 제14권1호
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• pp.119-131
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• 1988

Vehicle Scheduling Problem (VSP) is a generic name given to a whole class of problems involving the visiting of "stations" by "vehicles," where a time is associated with each activity. The studies performed to date have the common feature of a single objective while satisfying a set of restrictions and known customer supplies or demands. However, VSPs may involve relevant multiple objectives and probabilistic supplies or demands at stations, creating multicriteria stochastic VSPs. This paper proposes a heuristic algorithm based on goal programming approach to schedule the most satisfactory vehicle routes of a bicriteria VSP with probabilistic supplies at stations. The two relevant objectives are the minimization of the expected travel distance of vehicles and the minimization of the due time violation for collection service at stations by vehicles. The algorithm developed consists of three major stages. In the first stage, an artificial capacity of vehicle is determined, on the basis of decision maker's subjective estimates. The second one clusters a set of stations into subsets by applying an efficient cluster method developed. In the third one, the stations in each subset are scheduled by applying an iterative goal programming heuristic procedure to each cluster.