공공조직의 순위 평가 방안: 확률적 변경분석과 자료포락분석의 적용

정수관,원두환 한국자료분석학회 2014 Journal of the Korean Data Analysis Society Vol.16 No.6

Stochastic frontier analysis and data envelopment analysis are widely used for ranking evaluating in efficiency of public institute performance, and most previous research have measured efficiency and ranking evaluation by an analysis method. However, decision-makers are interested in efficiency ranking in order to support selective parts, but they can be confused with the differences in ranking evaluation by analysis methods. This study shed light on the complimentariness in stochastic frontier analysis and data envelopment analysis in ranking evaluation. Return to scale in efficiency of public institute is tested by stochastic frontier analysis. Then, a type of data envelopment analysis is determined by the result of return to scale. The differences of evaluation ranking between two analysis are examined. We find that the ranking order in efficiency is significant differences between the analysis and suggest a weighted average of two ranking evaluation as an alternative efficiency ranking. The method can be applied to other public areas. 공공조직의 성과를 평가하기 위해 확률적 변경분석과 자료포락분석이 많이 활용되고 있는데, 대부분의 연구는 각각의 분석법을 이용하여 효율성 측정에만 집중하였다. 그러나 두 가지 분석법은 장단점이 있기 때문에 각 방법의 특성을 이해하고 보완한다면 효율성 측정의 정확성을 향상시킬 수 있다. 본 연구는 확률적 변경분석과 자료포락분석을 이용하여 효율성을 각각 평가하고 두 결과를 보완하고자 한다. 이를 위해 부산시 28개 공공도서관을 사례로 효율성을 측정하였다. 먼저, 확률적 변경분석에서는 공공도서관의 투입-산출 변수를 이용하여 규모수익을 검증하고, 도서관의 효율성을 측정한다. 둘째, 확률적 변경분석의 결과를 통해 규모수익여부에 따라 적합한 자료포락분석을 선택한 후 개별 도서관의 효율성을 측정한다. 셋째, 자료포락분석의 모형 선택이 잘못되었을 경우에 효율성을 측정하고 비교하여, 확률적 변경분석을 통해 규모수익 확인의 중요성을 보인다. 마지막으로 분석방법의 차이점을 이해하고 각 분석을 통해 추정된 효율성에 가중평균을 이용하여 새로운 효율성 지표를 만들고자 한다. 분석결과 확률적 변경분석을 통해 부산시 공공도서관의 효율성은 규모수익체증이 나타남을 알 수 있었고, 규모수익을 고려하지 않은 자료포락분석은 효율성과는 측정에 왜곡이 발생하였다. 또한 확률적 변경분석과 자료포락분석에서 추정된 각각의 효율성을 가중평균하여 새로운 효율적 지표로 사용할 수 있다. 이러한 평가방안은 공공도서관을 포함한 다양한 공공조직의 효율성 측정에 응용할 수 있을 것이다.

Stochastic finite element based reliability analysis of steel fiber reinforced concrete (SFRC) corbels

Mehmet Eren Gulsan,Abdulkadir Cevik,AhmetEminKurtoglu 사단법인 한국계산역학회 2015 Computers and Concrete, An International Journal Vol.15 No.2

In this study, reliability analyses of steel fiber reinforced concrete (SFRC) corbels based on stochastic finite element were performed for the first time in literature. Prior to stochastic finite element analysis, an experimental database of 84 sfrc corbels was gathered from literature. These sfrc corbels were modeled by a special finite element program. Results of experimental studies and finite element analysis were compared and found to be very close to each other. Furthermore experimental crack patterns of corbel were compared with finite element crack patterns and were observed to be quite similar. After verification of the finite element models, stochastic finite element analyses were implemented by a specialized finite element module. As a result of stochastic finite element analysis, appropriate probability distribution functions (PDF’s) were proposed. Finally, coefficient of variation, bias and strength reduction (resistance) factors were proposed for sfrc corbels as a consequence of stochastic based reliability analysis.

Reliability analysis of reinforced concrete haunched beams shear capacity based on stochastic nonlinear FE analysis

Hasan M. Albegmprli,AbdulkadirÇevik,M. ErenGülşan,AhmetEminKurtoglu 사단법인 한국계산역학회 2015 Computers and Concrete, An International Journal Vol.15 No.2

The lack of experimental studies on the mechanical behavior of reinforced concrete (RC) haunched beams leads to difficulties in statistical and reliability analyses. This study performs stochastic and reliability analyses of the ultimate shear capacity of RC haunched beams based on nonlinear finite element analysis. The main aim of this study is to investigate the influence of uncertainty in material properties and geometry parameters on the mechanical performance and shear capacity of RC haunched beams. Firstly, 65 experimentally tested RC haunched beams and prismatic beams are analyzed via deterministic nonlinear finite element method by a special program (ATENA) to verify the efficiency of utilized numerical models, the shear capacity and the crack pattern. The accuracy of nonlinear finite element analyses is verified by comparing the results of nonlinear finite element and experiments and both results are found to be in a good agreement. Afterwards, stochastic analyses are performed for each beam where the RC material properties and geometry parameters are assigned to take probabilistic values using an advanced simulating procedure. As a result of stochastic analysis, statistical parameters are determined. The statistical parameters are obtained for resistance bias factor and the coefficient of variation which were found to be equal to 1.053 and 0.137 respectively. Finally, reliability analyses are accomplished using the limit state functions of ACI-318 and ASCE-7 depending on the calculated statistical parameters. The results show that the RC haunched beams have higher sensitivity and riskiness than the RC prismatic beams.

A Study on Safety Assessment of Cable-Stayed Bridges Based on Stochastic Finite Element Analysis and Reliability Analysis

한성호 대한토목학회 2011 KSCE JOURNAL OF CIVIL ENGINEERING Vol.15 No.2

It is more reasonable to evaluate the effect of uncertainty included in actual structures using the reliability assessment method. However, using the reliability assessment method to evaluate complicated structures, such as cable-stayed bridges whose limit state function is given as a nonlinear function, was very difficult. Therefore, in this study the structural response characteristics are investigated quantitatively using Stochastic Finite Element Analysis (SFEA) according to the external uncertainty of random variables included in cable-stayed bridges, and Reliability Analysis (RA) considering external uncertainty is performed more efficiently using the result of SFEA. For this approach, after performing the initial shape analysis of the cable-stayed bridge,improved Stochastic Finite Element Method Program (SFEMP) is developed for executing nonlinear SFEA by considering correlation of random variables. The feasibility of the developed program was investigated by comparing the analysis results of beam-cable structures with those of the verified program using Direct Monte Carlo Simulation (DMCS). The effect of each random variable on the structural response was examined by performing sensitivity analysis. The safety index and failure probability according to the correlation was investigated by applying RA that considered the correlation of the major random variables. The critical percentile distribution of the RA result is re-evaluated quantitatively considering the effect of the internal uncertainty.

몬테카를로 시뮬레이션을 이용한 건축물 생애주기비용(LCC)의 실질할인율에 대한 확률론적 분석

김범식 ( Bum Sic Kim ),정영한 ( Young Han Jung ) 한국건축시공학회 2012 한국건축시공학회 학술발표대회 논문집 Vol.12 No.1

Recently on Value Engineering(VE) and Life Cycle Cost(LCC) social interests is increasing. The government Turn Key, BTL projects and public works projects, such as VE and LCC Analysis on the value and economic analysis is mandatory. And accordingly the VE and LCC analysis is underway for the various studies. However, there is a problem existing in the LCC analysis. Worth the cost varies according to the flow of time. However, the real interest rate during the LCC analysis of buildings in calculation time for interest rates and inflation are not considering the value of the flow. In other words, a few years using the average value of the deterministic analysis method has been adopted. These costs for the definitive analysis of the cost of an uncertain future, unforeseen changes resulting hazardous value. In this study of the last 15 years interest rates and inflation targeting by using Monte-Carlo Simulation is to perform probabilistic analysis. This potential to overcome uncertainties of the cost of building a more scientific and LCC Estimation of the probability value of the real interest rate is presented.

OECD국가들의 수출성과에 관한 동태적 분석

조상섭,서청석,강신원 한국무역학회 2009 貿易學會誌 Vol.34 No.5

The change in dynamic structure and its long-term trend in terms of the export performance of 24 OECD countries from 1995-2004 is examined. To analyze the export structure, we first apply an entropy index to export performance to measure the total export concentration index of the 24 OECD countries, and then decompose the total export concentration index into the concentration degree between countries, and the product specialization degree within each. Then, using the decomposed related entropy index, the transition probability of degree of change and possibility of variation in the two entropy indices is calculated according to the conditional stochastic kernel function estimation on the basis of a stochastic difference equation and the Markov Chain analysis. The outcome of the analysis is outlined as follows. First, on average, regarding the export structure of the 24 OECD countries, the export concentration degree for 2004 was found to be lower than that for 1995, and the export product specialization degree was found to have increased. Compared with the USA and Japan, among other advanced countries, Korea weakened its export concentration in the OECD territory and strove to increase the diversity of its export products, thus changing its export structure in this region. Second, as regards the trend in the export concentration index, groups with a high export concentration showed a more unstable export structure; in the case of the between index of countries with a high export concentration degree in the OECD territory, the probability of transition, which shows the continuity of the current state, was found to be lower than the within index. Thus, OECD countries with a high total export entropy index are forecast to develop an export structure where export concentration and product specialization in the OECD region are bolstered.

확률론적 응답면 기법을 이용한 저수지 제체의 침투수량 해석

봉태호,손영환,노수각,최우석,Bong, Tae-Ho,Son, Young-Hwan,Noh, Soo-Kack,Choi, Woo-Seok 한국농공학회 2013 한국농공학회논문집 Vol.55 No.3

The seepage quantity analysis of reservoir embankment is very important for assessment of embankment safety. However, the conventional analysis does not consider uncertainty of soil properties. Permeability is known that the coefficient of variation is larger than other soil properties and seepage quantity is highly dependent on the permeability of embankment. Therefore, probabilistic analysis should be carried out for seepage analysis. To designers, however, the probabilistic analysis is not an easy task. In this paper, the method that can be performed probabilistic analysis easily and efficiently through the numerical analysis based commercial program is proposed. Stochastic response surface method is used for approximate the limit state function and when estimating the coefficients, the moving least squares method is applied in order to reduce local error. The probabilistic analysis is performed by LHC-MCS through the response surface. This method was applied to two type (homogeneous, core zone) earth dams and permeability of embankment body and core are considered as random variables. As a result, seepage quantity was predicted effectively by response surface and probabilistic analysis could be successfully implemented.

Performance-based reliability assessment of RC shear walls using stochastic FE analysis

Arina Nosoudi,Hooshang Dabbagh,Azad Yazdani 국제구조공학회 2021 Structural Engineering and Mechanics, An Int'l Jou Vol.80 No.6

Performance-based reliability analysis is a practical approach to investigate the seismic performance and stochastic nonlinear response of structures considering a random process. This is significant due to the uncertainties involved in every aspect of the analysis. Therefore, the present study aims to evaluate the performance-based reliability within a stochastic finite element (FE) framework for reinforced concrete (RC) shear walls that are considered as one of the most essential elements of structures. To accomplish this purpose, deterministic FE analyses are conducted for both squat and slender shear walls to validate numerical models through experimental results. The presented numerical analysis is performed by using the ABAQUS FE program. Afterwards, a random-effects investigation is carried out to consider the influence of different random variables on the lateral load-top displacement behavior of RC members. Using these results and through utilizing the Monte-Carlo simulation method, stochastic nonlinear analyses are also performed to generate random FE models based on input parameters and their probabilistic distributions. In order to evaluate the reliability of RC walls, failure probabilities and corresponding reliability indices are calculated at life safety and collapse prevention levels of performance as suggested by FEMA 356. Moreover, based on reliability indices, capacity reduction factors are determined subjected to shear for all specimens that are designed according to the ACI 318 Building Code. Obtained results show that the lateral load and the compressive strength of concrete have the highest effects on load-displacement responses compared to those of other random variables. It is also found that the probability of shear failure for the squat wall is slightly lower than that for slender walls. This implies that β values are higher in a nonductile mode of failure. Besides, the reliability of both squat and slender shear walls does not change significantly in the case of varying capacity reduction factors.

구성요소치 해석을 이용한 확률계의 축소와 제어

채교순(Kyo-Soon Chae),이동희(Dong-Hee Lee),박성만(Sung-Man Park),여운경(Un-Kyung Yeo),조윤현(Yun-Hyun Cho),허훈(Hoon Heo) 대한기계학회 2007 대한기계학회 춘추학술대회 Vol.2007 No.5

A dynamic system under random disturbance is considered in the study. In order to control the system efficiently, proper reduction of system dimension is indispensible in design stage. The reduction method using component cost analysis in conjunction with stochastic analysis is proposed for the control of a system. System response is obtained in terms of dynamic moment equation via Fokker-Plank-Kolmogorov(F-P-K) equation. The dynamic moment response of the system under random disturbance are reduced by using of deterministic version of component cost analysis. The reduced system via proposed stochastic component cost analysis is successfully implemented for dynamic response and shows remarkable control performance effectively utilizing stochastic controller in physical time domain.

몬테카를로 분석에 의한 효율성 추정방법의 비교

최태성,김성호 한국경영과학회 2002 經營 科學 Vol.19 No.1

In this paper we investigate the performance of the five efficiency estimation methods which include the stochastic frontier model estimated by maximum likelihood (SFML), the stochastic frontier model estimated by corrected ordinary least squares (SFCOLS), the data envelopment analysis (DEA) model, the combined estimation of SFML and DEA (SFML + DEA), and the combined estimation of SFCLOS and DEA (SFCOLS + DEA) using Monte Carlo analysis. The results include : 1) SFML provides most accurate efficiency estimates for the sample size 150 or over, 2) SFML + DEA or SFCOLS + DEA perform better for the cases with sample size 25, 50, and low random errors, 3) SFCOLS performs better for the case with sample size 25, 50 and very high random errors.