• Title/Summary/Keyword: uncertainty reduction

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The Reliability-based Design Optimization for the Military Communication Equipment considering the Dimension Uncertainty (치수 불확실성이 고려된 군용 통신 장비의 신뢰성 기반 최적설계)

  • Park, Dae-Woong
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.21 no.11
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    • pp.1051-1058
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    • 2011
  • The military communication equipment is required the high reliability for operating adequate functions under severe conditions. This reliability is the essential element for the quality of the product, for the uncontrolled factors, such as the clearance, damage of the material, the reduction of stiffness, which are the designer is unable to handle. In this paper, the uncertainty for the dimension was supposed to the probability model for the military communication equipment, and the average of the objective function was minimized for reducing design uncertainty. The reliability-based design optimization which was implemented the limit state function was formulated into the mathematical model, so the reliable optimized structure was implemented than the base-line design.

The Reliability-Based Design Optimization for the Military Communication Equipment considering the Design Uncertainty (설계 불확실성이 고려된 군용 통신 장비의 신뢰성 기반 최적설계)

  • Park, Dae-Woong;Moon, Woo-Yong
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2011.10a
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    • pp.504-509
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    • 2011
  • The military communication equipment is required the high reliability for operating adequate functions under severe conditions. This reliability is the essential element for the quality of the product, for the uncontrolled factors, such as the clearance, damage of the material, the reduction of stiffness, which are the designer is unable to handle. In this paper, the uncertainty for the design was supposed to the probability model for the military communication equipment, and the average of the objective function was minimized for reducing design uncertainty. The reliability-based design optimization which was implemented the limit state function was formulated into the mathematical model, so the reliable optimized structure was implemented than the base-line design.

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Shalt-Term Hydrological forecasting using Recurrent Neural Networks Model

  • Kim, Sungwon
    • Proceedings of the Korea Water Resources Association Conference
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    • 2004.05b
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    • pp.1285-1289
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    • 2004
  • Elman Discrete Recurrent Neural Networks Model(EDRNNM) was used to be a suitable short-term hydrological forecasting tool yielding a very high degree of flood stage forecasting accuracy at Musung station of Wi-stream one of IHP representative basins in South Korea. A relative new approach method has recurrent feedback nodes and virtual small memory in the structure. EDRNNM was trained by using two algorithms, namely, LMBP and RBP The model parameters, optimal connection weights and biases, were estimated during training procedure. They were applied to evaluate model validation. Sensitivity analysis test was also performed to account for the uncertainty of input nodes information. The sensitivity analysis approach could suggest a reduction of one from five initially chosen input nodes. Because the uncertainty of input nodes information always result in uncertainty in model results, it can help to reduce the uncertainty of EDRNNM application and management in small catchment.

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The Price of Risk in the Korean Stock Distribution Market after the Global Financial Crisis (글로벌 금융위기 이후 한국 주식유통시장의 위험가격에 관한 연구)

  • Sohn, Kyoung-Woo;Liu, Won-Suk
    • Journal of Distribution Science
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    • v.13 no.5
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    • pp.71-82
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    • 2015
  • Purpose - The purpose of this study is to investigate risk price implied from the pricing kernel of Korean stock distribution market. Recently, it is considered that the quantitative easing programs of major developed countries are contributing to a reduction in global uncertainty caused by the 2007~2009 financial crisis. If true, the risk premium as compensation for global systemic risk or economic uncertainty should show a decrease. We examine whether the risk price in the Korean stock distribution market has declined in recent years, and attempt to provide practical implications for investors to manage their portfolios more efficiently, as well as academic implications. Research design, data and methodology - To estimate the risk price, we adopt a non-parametric method; the minimum norm pricing kernel method under the LOP (Law of One Price) constraint. For the estimation, we use 17 industry sorted portfolios provided by the KRX (Korea Exchange). Additionally, the monthly returns of the 17 industry sorted portfolios, from July 2000 to June 2014, are utilized as data samples. We set 120 months (10 years) as the estimation window, and estimate the risk prices from July 2010 to June 2014 by month. Moreover, we analyze correlation between any of the two industry portfolios within the 17 industry portfolios to suggest further economic implications of the risk price we estimate. Results - According to our results, the risk price in the Korean stock distribution market shows a decline over the period of July 2010 to June 2014 with statistical significance. During the period of the declining risk price, the average correlation level between any of the two industry portfolios also shows a decrease, whereas the standard deviation of the average correlation shows an increase. The results imply that the amount of systematic risk in the Korea stock distribution market has decreased, whereas the amount of industry-specific risk has increased. It is one of the well known empirical results that correlation and uncertainty are positively correlated, therefore, the declining correlation may be the result of decreased global economic uncertainty. Meanwhile, less asset correlation enables investors to build portfolios with less systematic risk, therefore the investors require lower risk premiums for the efficient portfolio, resulting in the declining risk price. Conclusions - Our results may provide evidence of reduction in global systemic risk or economic uncertainty in the Korean stock distribution market. However, to defend the argument, further analysis should be done. For instance, the change of global uncertainty could be measured with funding costs in the global money market; subsequently, the relation between global uncertainty and the price of risk might be directly observable. In addition, as time goes by, observations of the risk price could be extended, enabling us to confirm the relation between the global uncertainty and the effect of quantitative easing. These topics are beyond our scope here, therefore we reserve them for future research.

Numerical simulation of 3-D probabilistic trajectory of plate-type wind-borne debris

  • Huang, Peng;Wang, Feng;Fu, Anmin;Gu, Ming
    • Wind and Structures
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    • v.22 no.1
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    • pp.17-41
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    • 2016
  • To address the uncertainty of the flight trajectories caused by the turbulence and gustiness of the wind field over the roof and in the wake of a building, a 3-D probabilistic trajectory model of flat-type wind-borne debris is developed in this study. The core of this methodology is a 6 degree-of-freedom deterministic model, derived from the governing equations of motion of the debris, and a Monte Carlo simulation engine used to account for the uncertainty resulting from vertical and lateral gust wind velocity components. The influence of several parameters, including initial wind speed, time step, gust sampling frequency, number of Monte Carlo simulations, and the extreme gust factor, on the accuracy of the proposed model is examined. For the purpose of validation and calibration, the simulated results from the 3-D probabilistic trajectory model are compared against the available wind tunnel test data. Results show that the maximum relative error between the simulated and wind tunnel test results of the average longitudinal position is about 20%, implying that the probabilistic model provides a reliable and effective means to predict the 3-D flight of the plate-type wind-borne debris.

Review on Studies about Greenhouse Gas Reduction Scenarios toward 2050 in Developed Countries and Implications (선진국의 2050년 온실가스 저감 시나리오에 관한 연구 동향과 시사점)

  • Park, Nyun-Bae
    • Journal of Environmental Policy
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    • v.5 no.3
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    • pp.57-78
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    • 2006
  • Now post 2012 greenhouse gas reduction commitment being discussed, studies about long-term GHG reduction scenarios toward 2050 have actively been worked separately from 5 years short-term approach. In this paper, background, temperature target, $CO_2$ concentration target, national emission target, and approach of long-term reduction scenarios toward 2050 particularly in European countries such as UK, Germany, France, Netherlands et al. are reviewed. After comparing GDP and emission indices between Developed (European) countries and Korea, some implications of long-term GHG reduction scenarios are deduced. Acting early owing to uncertainty in climate change impact and technology development rather than delaying reduction activity owing to scientific uncertainty in climate change is needed. Providing our society's vision of climate change and government's explicit direction through long-term GHG reduction target setting toward 2050 and economic units' preparing for those are needed.

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Uncertainty Observer using the Radial Basis Function Networks for Induction Motor Control

  • Huh, Sung-Hoe;Lee, Kyo-Beum;Ick Choy;Park, Gwi-Tae;Yoo, Ji-Yoon
    • Journal of Power Electronics
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    • v.4 no.1
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    • pp.1-11
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    • 2004
  • A stable adaptive sensorless speed controller for three-level inverter fed induction motor direct torque control (DTC) system using the radial-basis function network (RBFN) is presented in this paper. Torque ripple in the DTC system for high power induction motor could be drastically reduced with the foregoing researches of switching voltage selection and torque ripple reduction algorithms. However, speed control performance is still influenced by the inherent uncertainty of the system such as parametric uncertainty, external load disturbances and unmodeled dynamics, and its exact mathematical model is much difficult to be obtained due to their strong nonlinearity. In this paper, the inherent uncertainty is approximated on-line by the RBFN, and an additional robust control term is introduced to compensate for the reconstruction error of the RBFN instead of the rich number of rules and additional updated parameters. Control law for stabilizing the system and adaptive laws for updating both of weights in the RBFN and a bounding constant are established so that the whole closed-loop system is stable in the sense of Lyapunov, and the stability proof of the whole control system is presented. Computer simulations as well as experimental results are presented to show the validity and effectiveness of the proposed system.

Metamodeling of nonlinear structural systems with parametric uncertainty subject to stochastic dynamic excitation

  • Spiridonakos, Minas D.;Chatzia, Eleni N.
    • Earthquakes and Structures
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    • v.8 no.4
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    • pp.915-934
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    • 2015
  • Within the context of Structural Health Monitoring (SHM), it is often the case that structural systems are described by uncertainty, both with respect to their parameters and the characteristics of the input loads. For the purposes of system identification, efficient modeling procedures are of the essence for a fast and reliable computation of structural response while taking these uncertainties into account. In this work, a reduced order metamodeling framework is introduced for the challenging case of nonlinear structural systems subjected to earthquake excitation. The introduced metamodeling method is based on Nonlinear AutoRegressive models with eXogenous input (NARX), able to describe nonlinear dynamics, which are moreover characterized by random parameters utilized for the description of the uncertainty propagation. These random parameters, which include characteristics of the input excitation, are expanded onto a suitably defined finite-dimensional Polynomial Chaos (PC) basis and thus the resulting representation is fully described through a small number of deterministic coefficients of projection. The effectiveness of the proposed PC-NARX method is illustrated through its implementation on the metamodeling of a five-storey shear frame model paradigm for response in the region of plasticity, i.e., outside the commonly addressed linear elastic region. The added contribution of the introduced scheme is the ability of the proposed methodology to incorporate uncertainty into the simulation. The results demonstrate the efficiency of the proposed methodology for accurate prediction and simulation of the numerical model dynamics with a vast reduction of the required computational toll.

Denoising PIV velocity fields and improving vortex identification using spatial filters (공간 필터를 이용한 PIV 속도장의 잡음 제거 및 와류 식별 개선)

  • Jung, Hyunkyun;Lee, Hoonsang;Hwang, Wontae
    • Journal of the Korean Society of Visualization
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    • v.17 no.2
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    • pp.48-57
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    • 2019
  • A straightforward strategy for particle image velocimetry (PIV) interrogation and post-processing has been proposed, aiming at reducing errors and clarifying vortex structures. The interrogation window size should be kept small to reduce bias error and improve spatial resolution. A spatial filter is then applied to the velocity field to reduce random error and clarify flow structure. The performance of three popular spatial filters were assessed: box filter, median filter, and local quadratic polynomial regression filter. In order to quantify random uncertainty, the image matching (IM) method is applied to an experimental dataset of homogeneous and isotropic turbulence (HIT) obtained by 2D-PIV. We statistically analyze the uncertainty propagation through the spatial filters, and verify the reduction in random uncertainty. Moreover, we illustrate that the spatial filters help clarify vortex structures using vortex identification criteria. As a result, PIV random uncertainty was reduced and the vortex structures became clearer by spatial filtering.