• 제목/요약/키워드: symmetric uncertainty

검색결과 23건 처리시간 0.025초

수문모형 매개변수에 따른 수문학적 가뭄분석 불확실성 (Uncertainty in hydrologic drought analysis based on hydrologic model parameters)

  • 김진혁;채승택;정은성
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2023년도 학술발표회
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    • pp.326-326
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    • 2023
  • 본 연구에서는 유역 내 다른 년도 관측 유량 데이터를 이용한 매개변수 최적화를 수행한 후, 최적화된 매개변수에 따라 다르게 추정된 유량 데이터를 이용해 발생하는 수문학적 가뭄 불확실성 분석을 수행하였다. 수문 모형은 장기 강우-유출분석에 주로 사용되는 Soil Water Assessment Tool (SWAT) 모형을 이용하였으며, Symmetric uncertainty을 이용해 불확실성 분석을 수행하였다. 모형 매개변수 최적화는 SWAT-CUP을 이용해 영산강 유역의 과거 1999년부터 2022년까지의관측 유량 데이터로 수행하였다. 최적화된 매개변수에 따라 추정되는 연평균 유량은 최대 5.59%의 차이를 발생시켰으며, 계절 유량은 봄 (6.1%), 여름 (14.6%), 가을 (9.7%), 겨울 (46.1%)의 차이를 발생시켰다. 그 후, 수문학적 가뭄지수인 Streamflow Drought Index (SDI)을 이용해 일 단위가뭄과 월 단위 가뭄 분석을 수행하였다. 매개변수에 따른 일 단위 가뭄 분석은 연평균 가뭄 발생일수가 최대 25.2일까지 차이가 발생하였으며, 월 단위 가뭄 역시 최적화된 매개변수에 가뭄 심도와 발생이 다르게 분석되었다. 그 후, Symmetric uncertainty을 이용한 불확실성 분석은 최적화된 매개변수에 따라 다르게 산정된 가뭄지수의 불확실성을 확인할 수 있었다. 본 연구는 수문학적 가뭄 분석 시, 다양한 관측 유량 데이터를 이용한 매개변수 최적화를 수행한 후, 이를 이용한 유량추정의 필요성을 확인할 수 있었다.

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An application of mutual information in mathematical statistics education

  • Yi, Seongbaek;Jang, Dae-Heung
    • Journal of the Korean Data and Information Science Society
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    • 제26권4호
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    • pp.1017-1025
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    • 2015
  • In mathematical statistics education, we can use mutual information as a tool for evaluating the degree of dependency between two random variables. The ordinary correlation coefficient provides information only on linear dependency, not on nonlinear relationship between two random variables if any. In this paper as a measure of the degree of dependency between random variables, we suggest the use of symmetric uncertainty and ${\lambda}$ which are defined in terms of mutual information. They can be also considered as generalized correlation coefficients for both linear and non-linear dependence of random variables.

Measure Correlation Analysis of Network Flow Based On Symmetric Uncertainty

  • Dong, Shi;Ding, Wei;Chen, Liang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제6권6호
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    • pp.1649-1667
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    • 2012
  • In order to improve the accuracy and universality of the flow metric correlation analysis, this paper firstly analyzes the characteristics of Internet flow metrics as random variables, points out the disadvantages of Pearson Correlation Coefficient which is used to measure the correlation between two flow metrics by current researches. Then a method based on Symmetrical Uncertainty is proposed to measure the correlation between two flow metrics, and is extended to measure the correlation among multi-variables. Meanwhile, the simulation and polynomial fitting method are used to reveal the threshold value between different correlation degrees for SU method. The statistical analysis results on the common flow metrics using several traces show that Symmetrical Uncertainty can not only represent the correct aspects of Pearson Correlation Coefficient, but also make up for its shortcomings, thus achieve the purpose of measuring flow metric correlation quantitatively and accurately. On the other hand, reveal the actual relationship among fourteen common flow metrics.

A Methodology for Estimating the Uncertainty in Model Parameters Applying the Robust Bayesian Inferences

  • Kim, Joo Yeon;Lee, Seung Hyun;Park, Tai Jin
    • Journal of Radiation Protection and Research
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    • 제41권2호
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    • pp.149-154
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    • 2016
  • Background: Any real application of Bayesian inference must acknowledge that both prior distribution and likelihood function have only been specified as more or less convenient approximations to whatever the analyzer's true belief might be. If the inferences from the Bayesian analysis are to be trusted, it is important to determine that they are robust to such variations of prior and likelihood as might also be consistent with the analyzer's stated beliefs. Materials and Methods: The robust Bayesian inference was applied to atmospheric dispersion assessment using Gaussian plume model. The scopes of contaminations were specified as the uncertainties of distribution type and parametric variability. The probabilistic distribution of model parameters was assumed to be contaminated as the symmetric unimodal and unimodal distributions. The distribution of the sector-averaged relative concentrations was then calculated by applying the contaminated priors to the model parameters. Results and Discussion: The sector-averaged concentrations for stability class were compared by applying the symmetric unimodal and unimodal priors, respectively, as the contaminated one based on the class of ${\varepsilon}$-contamination. Though ${\varepsilon}$ was assumed as 10%, the medians reflecting the symmetric unimodal priors were nearly approximated within 10% compared with ones reflecting the plausible ones. However, the medians reflecting the unimodal priors were approximated within 20% for a few downwind distances compared with ones reflecting the plausible ones. Conclusion: The robustness has been answered by estimating how the results of the Bayesian inferences are robust to reasonable variations of the plausible priors. From these robust inferences, it is reasonable to apply the symmetric unimodal priors for analyzing the robustness of the Bayesian inferences.

대칭 및 비대칭 유동장에서 다회선 초음파 유량계의 유속분포 적분 방법 평가 (Performance Evaluation of the Velocity Profile Integration for the Multi-Path Ultrasonic Flowmeter in Symmetric & Asymmetric Flow Field)

  • 김주영;김경진;박성하
    • 유체기계공업학회:학술대회논문집
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    • 유체기계공업학회 2002년도 유체기계 연구개발 발표회 논문집
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    • pp.370-377
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    • 2002
  • Generally, the system of calculation for the multi-path ultrasonic flow meters can be divided into two methods by how to get the mean velocity, namely, weighting and direct method. Weighting-method derive the mean velocity through modeling in theoretical velocity profile. Direct-method derive the mean velocity though actual flow distribution. The system of calculation varies with maker's transducer configuration and integration method. Each system has merits and demerits. This paper describes the system of integration that calculates line velocity over cross-section of the circular pipe. Flow rate mr discussed in this paper is a difference between theoretical flow rate and integrated flow rate according to values of Reynolds number in symmetric flow field or theoretical flow rate and integrated flow rate according to rotated model in asymmetric flow field.

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단조함수에 대한 불확실성 중요도 측도의 평가 (Evaluation of Uncertainty Importance Measure for Monotonic Function)

  • 조재균
    • 한국산업정보학회논문지
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    • 제15권5호
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    • pp.179-185
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    • 2010
  • 시스템의 민감도 분석을 위한 불확실성 중요도 측도란 어떠한 입력변수의 불확실성이 반응변수의 불확실성에 미치는 영향의 정도를 평가하여, 반응변수의 불확실성을 감소시키기 위해서는 어떤 입력변수들의 불확실성을 감소시키는 것이 효과적인지를 밝히는데 사용된다. 본 논문에서는 입력변수와 반응변수 간의 관계식이 단조함수일 때, 어떤 입력변수의 불확실성이 제거될 때 반응변수 분산의 기대되는 감소량을 백분율로 측정하는 측도를 평가하기 위한 방법을 제안한다. 제안된 평가 방법은 입력변수와 반응변수 간의 관계식이 선형 및 비선형 단조함수 모두에 적용될 수 있으며 입력변수의 분포에 제한이 없으며, 입력변수의 분포를 이산형 분포로 근사화하는 기법을 사용함으로써 불확실성 중요도 측도의 안정적인 추정치를 얻을 수 있다 반면에 제안된 평가 방법은 몬테칼로 시뮬레이션을 기반으로 하기 때문에 계산량이 많은 단점이 있다.

On ths Stability Issues of Linear Takagi-Sugeno Fuzzy Models

  • Joh, Joongseon
    • 한국지능시스템학회논문지
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    • 제7권2호
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    • pp.110-121
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    • 1997
  • Stability issues of linear Takagi-Sugeno fuzzy modles are thoroughly investigated. At first, a systematic way of searching for a common symmetric positive definite P matrix (common P matrix in short), which is related to stability, is proposed for N subsystems which are under a pairwise commutativity assumption. Robustness issue under modeling uncertainty in each subsystem is then considered by proposing a quadratic stability criterion and a method of determining uncertainty bounds. Finally, it is shown that the pairwise commutative assumption can be in fact relaxed by interpreting the uncertainties as mismatch parts of non-commutative system matrices. Several examples show the validity of the proposed methods.

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Dynamic Interaction between Conditional Stock Market Volatility and Macroeconomic Uncertainty of Bangladesh

  • ALI, Mostafa;CHOWDHURY, Md. Ali Arshad
    • Asian Journal of Business Environment
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    • 제11권4호
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    • pp.17-29
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    • 2021
  • Purpose: The aim of this study is to explore the dynamic linkage between conditional stock market volatility and macroeconomic uncertainty of Bangladesh. Research design, data, and methodology: This study uses monthly data covering the time period from January 2005 to December 2018. A comprehensive set of macroeconomic variables, namely industrial production index (IP), consumer price index (CPI), broad money supply (M2), 91-day treasury bill rate (TB), treasury bond yield (GB), exchange rate (EX), inflow of foreign remittance (RT) and stock market index of DSEX are used for analysis. Symmetric and asymmetric univariate GARCH family of models and multivariate VAR model, along with block exogeneity and impulse response functions, are implemented on conditional volatility series to discover the possible interactions and causal relations between macroeconomic forces and stock return. Results: The analysis of the study exhibits time-varying volatility and volatility persistence in all the variables of interest. Moreover, the asymmetric effect is found significant in the stock return and most of the growth series of macroeconomic fundamentals. Results from the multivariate VAR model indicate that only short-term interest rate significantly influence the stock market volatility, while conditional stock return volatility is significant in explaining the volatility of industrial production, inflation, and treasury bill rate. Conclusion: The findings suggest an increasing interdependence between the money market and equity market as well as the macroeconomic fundamentals of Bangladesh.

쿼드로터 자세제어를 위한 슈퍼 트위스팅 알고리즘의 성능 분석 (Performance Analysis for Quadrotor Attitude Control by Super Twisting Algorithm)

  • 장석호;양유영;이현재
    • 한국항공우주학회지
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    • 제48권5호
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    • pp.373-381
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    • 2020
  • 쿼드로터는 대칭적인 구조로 모델링이 간단하지만 외란과 시스템의 불확실성에 민감하다는 단점이 있다. 쿼드로터의 제어를 위해 비교적 간단하게 적용이 가능한 PID 제어가 많이 연구되고 있지만, 비선형 시스템에서는 정밀한 제어가 힘들다는 단점이 있다. 본 논문에서는 이를 해결하기 위하여 외란과 시스템의 불확실성에 강인한 특징을 가지는 슈퍼 트위스팅 알고리즘(Super twisting algorithm)을 이용한 쿼드로터 제어를 제안한다. 이 제어기법을 이용하여 쿼드로터의 자세제어기를 구성하였다. 구성한 제어기의 성능을 검증하기 위해 시뮬레이션 및 실제 비행시험을 진행하였다. 제어기의 보다 객관적인 성능 검증을 위해 PID 제어와 성능 비교를 진행하였다.

가중계수법을 이용한 5회선 초음파 유량계의 유속적분방법의 불확도 평가 (Uncertainty Evaluation of Velocity Integration Method for 5-Chord Ultrasonic Flow Meter Using Weighting Factor Method)

  • 이호준;이권희;노석홍;황상윤;노영아
    • 유체기계공업학회:학술대회논문집
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    • 유체기계공업학회 2005년도 연구개발 발표회 논문집
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    • pp.287-294
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    • 2005
  • Flow rate measurement uncertainties of the ultrasonic flow meter are generally influenced by many different factors, such as Reynolds number, flow distortion, turbulence intensity, wall surface roughness, velocity integration method along the acoustic paths, and transducer installation method, etc. Of these influencing factors, one of the most important uncertainties comes from the velocity integration method. In the present study, a optimization weighting factor method for 5-chord, which is given by a function of the chord locations of acoustic paths, is employed to obtain the mean velocity in the flow through a pipe. The power law profile is assumed to model the axi-symmetric pipe flow and its results are compared with the present weighting factor concept. For an asymmetric pipe flow, the Salami flow model is applied to obtain the velocity profiles. These theoretical methods are also compared with the previous Gaussian, Chebyshev, and Tailor methods. The results obtained show that for the fully developed turbulent pipe flows with surface roughness effects, the present weighting factor method is much less sensitive than Chebyshev and Tailor methods, leading to a better reliability in flow rate measurement using the ultrasonic flow meters.

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