• 제목/요약/키워드: uncertainty of estimation

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선형혼합모형을 활용한 표준강수지수 계산 인자들의 불확실성에 대한 기여도 평가 (Evaluating the contribution of calculation components to the uncertainty of standardized precipitation index using a linear mixed model)

  • 신지예;이배성;윤현철;권현한;김태웅
    • 한국수자원학회논문집
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    • 제56권8호
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    • pp.509-520
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    • 2023
  • 가뭄은 강수량, 토양수분 그리고 유출량 등 여러 가지 요인으로부터 영향을 받으며, 가뭄의 상황 판단을 위하여 다양한 가뭄지수가 널리 활용되고 있다. 가뭄지수의 산정에 활용되는 수문기상학적 자료와 가뭄지수 산정공식에 따라서 지수값은 달라지며, 가뭄 상황에 대한 판단에도 차이가 발생 할 수 있다. 본 연구에서는 국내외에서 널리 활용되는 표준강수지수(SPI)의 산정과정에서 결정해야 하는 강수량의 자료길이, 누적기간, 확률분포 모형, 매개변수 추정기법 등을 불확실성 영향 요인으로 가정하고, 각각의 조합에 대한 불확실성을 평균제곱근오차와 선형혼합모형(LMM)을 활용하여 평가하였다. 평균제곱오차는 SPI 산정과정에 발생되는 전반적인 오차를 추정하며, LMM은 영향 요인들의 상대적인 불확설성을 평가하는데 활용되었다. 그 결과, SPI 산정에 활용된 자료의 기간과 누적기간이 길어질수록 평균제곱오차가 감소하였다. LMM을 통하여 불확실성 영향요인들의 기여도를 비교한 결과, SPI의 불확실성에는 자료기간의 영향이 가장 크게 나타났다. 또한, 자료기간이 증가하면, 자료기간에 의한 불확실성은 감소하고 누적기간과 매개변수 추정기법에 의한 불확실성이 상대적으로 증가하였다. 본 연구 결과, SPI 산정과정에서 발생되는 불확실성을 줄이기 위해서는 장기간의 자료 확보가 우선이며, 자료의 특성을 적절히 반영하는 확률분포모형과 매개변수 추정기법이 적용되어야 한다.

견실한$H_\infty$FIR 필터를 이용한 불확실성 기동표적의 추적 (Maneuvering Target Tracking in Uncertain Parameter Systems Using RoubustH_\inftyFIR Filters)

  • 유경상;김대우;권오규
    • 대한전기학회논문지:전력기술부문A
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    • 제48권3호
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    • pp.270-277
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    • 1999
  • This paper deals with the maneuver detection and target tracking problem in uncertain parameter systems using a robust{{{{ { H}_{ } }}}} FIR filter to improve the unacceptable tracking performance due to the parametr uncertainty. The tracking filter used in the current paper is based on the robust{{{{ { H}_{ } }}}} FIR filter proposed by Kwon et al. [1,2] to estimate the state signal in uncertain systems with parameter uncertainty, and the basic scheme of the proposed method is the input estimation approach. Tracking performance of the maneuver detection and target tracking method proposed is compared with other techniques, Bogler allgorithm [4] and FIR tracking filter [2], via some simulations to examplify the good tracking performance of the proposed method over other techniques.

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The Effect of Trade Agreements on Korea's Bilateral Trade Volume: Mitigating the Impact of Economic Uncertainty in Trading Countries

  • Heedae Park;Jiyoung An
    • Journal of Korea Trade
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    • 제27권5호
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    • pp.153-166
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    • 2023
  • Purpose - This research empirically analyzes the influence of economic policy uncertainty and free trade agreements (FTAs) on bilateral trade volumes between Korea and its trading partners. The study investigates whether fluctuations in the Economic Policy Uncertainty Index (EPUI) for both Korea and its trading partners significantly impact trade volumes and whether the implementation of FTAs mitigates these effects. Design/methodology - The study employs dynamic panel data analysis using the system generalized method of moments (system GMM) estimation method to achieve its research objectives. It utilizes country-month-level panel data, including the EPUI, trade volume between Korea and its trading partner countries, and other pertinent variables. The use of system GMM allows for the control of potential endogeneity issues and the incorporation of country-specific and time-specific effects. Findings - The analysis yields significant results regarding the impact of economic policy uncertainty on Korea's exports and imports, particularly before the implementation of FTAs. An increase in the EPUI of trading partners leads to a notable increase in Korea's exports to them. Conversely, an increase in Korea's EPUI negatively affects its imports from trading partners. However, post-FTA implementation, the influence of each country's EPUI on trade volume is neutralized, with no significant difference observed. Originality/value - This research contributes to the existing literature by providing empirical evidence on the interaction effects between economic policy uncertainty and FTAs on bilateral trade volumes. The study's uniqueness lies in its examination of how FTAs mitigate the impact of economic uncertainty on trade relations between countries. The findings underscore the importance of trade agreements as mechanisms to address economic risks and promote international trade relations. In a world where global market uncertainties persist, these insights can aid policymakers in Korea and other countries in enhancing their trade cooperation strategies and navigating challenges posed by evolving economic landscapes.

고정밀 공작기계 이송장치의 정밀도 측정방법 및 불확도 요인에 관한 연구 (A Study on the Measurement Method and Uncertainty Factors for Precision Inspection to Feed Unit of High Precision Machine Tool)

  • 김상화;김병하;최우각
    • 한국기계가공학회지
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    • 제11권4호
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    • pp.55-61
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    • 2012
  • Very important content in performance evaluation of machine tool is positioning accuracy and repeatability precision measurements of feed mechanism. A study analyses the measurement method and uncertainty factors by ISO-based test method. Reliable results can't be derived without the notion of measurement uncertainty. The reason is that the measured value includes a lot of uncertain factors. Finding the factor that affects the measurement of parameter is important for estimation of measurement precision. In this paper, the evaluation of uncertainty analysis about positioning accuracy and repeatability precision measurements of high precision feed mechanism is presented to evaluate the important factors of uncertainty.

고정밀 이송기구의 위치결정정밀도에 대한 측정불확도 요소 분석 (Measurement Uncertainty Analysis of Positioning Accuracy for High Precision Feed Mechanism)

  • 이정훈;윤상환;박민원
    • 한국정밀공학회지
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    • 제29권5호
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    • pp.494-499
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    • 2012
  • Reliable results can't be derived without the notion of measurement uncertainty. The reason is that the measured value includes a lot of uncertain factors. Finding the factor that affect the measurement of parameter is important for estimation of measurement uncertainty. In this paper, the evaluation of uncertainty analysis about positioning accuracy measurements of high precision feed mechanism is presented to evaluate the important factors of uncertainty.

가공 기계부품 고유진동수 해석과 측정에 관한 연구 (A Study on the Uncertainty of Estimation in Vibration Test for the Machine Parts)

  • 황재덕;김재실;조성진
    • 한국기계가공학회지
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    • 제13권1호
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    • pp.16-22
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    • 2014
  • Resonance refers to the magnification of a structural response which occurs when a linear lightly damped system is driven with a sinusoidal input at its natural frequency. An exploratory vibration test (a natural frequency measurement test) is very important for the vibration testing of machine parts, as the value measured in an actual laboratory affects test results. For this reason, it is necessary to estimate the measurement uncertainty to verify the reliability of this type of test. In this study, measurement uncertainty is estimated based on three uncertainty factors. The uncertain factors are the measured points in the machine parts, the resolution of the vibration equipment, and uncertainty of the calibration certificate.

Bootstrap 방법 및 SIR 알고리즘을 이용한 예상홍수피해액의 불확실성 분석 (Uncertainty Analysis of Flood Damage Estimation Using Bootstrap Method and SIR Algorithm)

  • 이건행;이정기;김수전;김형수
    • 한국습지학회지
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    • 제13권1호
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    • pp.53-66
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    • 2011
  • 본 연구에서는 수문자료와 수문해석과정에 포함되어 있는 불확실성을 고려함으로써 현재 하천 시설물에 적용되고 있는 안전율 혹은 여유고에서 고려하고 있는 불확실성과 비교 검토하였다. 불확실성을 고려하기 위하여 연 최대 강우량자료를 Bootstrap 방법, SIR 알고리즘을 통해 재추출함으로써 불확실성을 고려한 확률강우량을 산정 하였다. 산정된 현재의 확률강우량과 불확실성을 고려한 경우의 확률강우량을 이용하여 HEC-HMS를 통해 홍수량을 산정, HEC-RAS를 통해 지점별 홍수위를 산정 하였다. 예상홍수피해액의 산정은 다차원홍수피해산정방법(MD-FDA)을 이용하였다. 그 결과 SIR 알고리즘을 이용한 경우 예상홍수피해액의 최대값은 현재의 확률강우량을 이용한 경우의 1.22배, Bootstrap 방법에 의한 최대값은 0.92배의 값을 보였다. SIR 알고리즘은 자료의 재추출시 가중치 부여를 위한 우도함수의 영향을 크게 받으며, 이로 인한 불확실성의 구간이 커져 가장 큰 예상홍수 피해액이 도출되었다. 따라서 자료의 적정 위치에 우도를 결정하는 것이 매우 중요하게 작용하는 것을 알 수 있었다.

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.

Bayesian estimation of tension in bridge hangers using modal frequency measurements

  • Papadimitriou, Costas;Giakoumi, Konstantina;Argyris, Costas;Spyrou, Leonidas A.;Panetsos, Panagiotis
    • Structural Monitoring and Maintenance
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    • 제3권4호
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    • pp.349-375
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    • 2016
  • The tension of an arch bridge hanger is estimated using a number of experimentally identified modal frequencies. The hanger is connected through metallic plates to the bridge deck and arch. Two different categories of model classes are considered to simulate the vibrations of the hanger: an analytical model based on the Euler-Bernoulli beam theory, and a high-fidelity finite element (FE) model. A Bayesian parameter estimation and model selection method is used to discriminate between models, select the best model, and estimate the hanger tension and its uncertainty. It is demonstrated that the end plate connections and boundary conditions of the hanger due to the flexibility of the deck/arch significantly affect the estimate of the axial load and its uncertainty. A fixed-end high fidelity FE model of the hanger underestimates the hanger tension by more than 20 compared to a baseline FE model with flexible supports. Simplified beam models can give fairly accurate results, close to the ones obtained from the high fidelity FE model with flexible support conditions, provided that the concept of equivalent length is introduced and/or end rotational springs are included to simulate the flexibility of the hanger ends. The effect of the number of experimentally identified modal frequencies on the estimates of the hanger tension and its uncertainty is investigated.

불확실한 인자 표본을 이용한 시스템 고유진동수의 신뢰성 설계 (Reliability Design of the Natural frequency of a System based on the Samples of Uncertain Parameters)

  • 최찬규;유홍희
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2014년도 추계학술대회 논문집
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    • pp.467-471
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    • 2014
  • The natural frequencies of a mechanical system are determined by the system parameters such as masses and stiffness of the system. Since material irregularities and manufacturing tolerances always exist in most of practical engineering situations, the system parameters always have uncertainties. As the uncertainties of the parameters increase, the uncertainties of the system natural frequencies also increases. Then, the reliability of the system deteriorates. So, the uncertainty of the system natural frequencies should be analyzed accurately and considered in the design of the system. In order to analyze the uncertainty of the system natural frequencies employing most of existing uncertainty analysis methods, the probability distributions of the uncertain system parameters should be identified. In most practical situations, however, identification of the probability distributions is almost impossible because of limited time and cost. For that case, the reliability should be estimated based on finite samples of the system parameters. In this paper, sample based reliability estimation method employing extreme value theory was proposed. Using the proposed estimation method, sample based reliability design of the system natural frequencies was conducted.

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