• Title/Summary/Keyword: 계층적 Bayesian 모형

Search Result 43, Processing Time 0.028 seconds

A Bayesian Analysis of Return Level for Extreme Precipitation in Korea (한국지역 집중호우에 대한 반환주기의 베이지안 모형 분석)

  • Lee, Jeong Jin;Kim, Nam Hee;Kwon, Hye Ji;Kim, Yongku
    • The Korean Journal of Applied Statistics
    • /
    • v.27 no.6
    • /
    • pp.947-958
    • /
    • 2014
  • Understanding extreme precipitation events is very important for flood planning purposes. Especially, the r-year return level is a common measure of extreme events. In this paper, we present a spatial analysis of precipitation return level using hierarchical Bayesian modeling. For intensity, we model annual maximum daily precipitations and daily precipitation above a high threshold at 62 stations in Korea with generalized extreme value(GEV) and generalized Pareto distribution(GPD), respectively. The spatial dependence among return levels is incorporated to the model through a latent Gaussian process of the GEV and GPD model parameters. We apply the proposed model to precipitation data collected at 62 stations in Korea from 1973 to 2011.

How can the post-war reconstruction project be carried out in a stable manner? - terrorism prediction using a Bayesian hierarchical model (전후 재건사업을 안정적으로 진행하려면? - 베이지안 계층모형을 이용한 테러 예측)

  • Eom, Seunghyun;Jang, Woncheol
    • The Korean Journal of Applied Statistics
    • /
    • v.35 no.5
    • /
    • pp.603-617
    • /
    • 2022
  • Following the September 11, 2001 terrorist attacks, the United States declared war on terror and invaded Afghanistan and Iraq, winning quickly. However, interest in analyzing terrorist activities has developed as a result of a significant amount of time being spent on the post-war stabilization effort, which failed to minimize the number of terrorist activities that occurred later. Based on terrorist data from 2003 to 2010, this study utilized a Bayesian hierarchical model to forecast the terrorist threat in 2011. The model depicts spatiotemporal dependence with predictors such as population and religion by autonomous district. The military commander in charge of the region can utilize the forecast value based on the our model to prevent terrorism by deploying forces efficiently.

Regional Disparity of Ambulatory Health Care Utilization (시공간 분석을 이용한 외래 의료이용의 지역적 차이 분석)

  • Shin, Ho-Sung;Lee, Sue-Hyung
    • Journal of the Korean Association of Geographic Information Studies
    • /
    • v.15 no.4
    • /
    • pp.138-150
    • /
    • 2012
  • The purpose of this study was to examine the regional disparity of ambulatory health care utilization considering spatio-temporal variation in South Korea during 1996-2008(precisely, in 1996, 1999, 2002, 2005, and 2008) using bayesian hierarchial spatio-temporal model. The spatial pattern uses an intrinsic gaussian conditional autoregressive (CAR) error component. Ornstein-Uhlenbeck method was applied to detect the temporal patterns. The results showed that substantial temporal-geographical variation depending on diseases exists in Korea. On the Contrary to the pattern of total outpatient utilizations, for example, the areas that chronic diseases distributed relatively high were most in rural where the proportion of elderly population was higher than in the urban. Chungcheongnam-do, Junlabuk-do, and Kyeongsangbuk-do had higher risks in hypertension, whereas arthritis was higher risk in the Kyeonggi-do, Chungcheongbuk-do, Junlanam-do, and Junlabuk-do. The results of this study suggested that the effective health intervention programmes needed to alleviate the regional variation of health care utilization. These outcomes also provided the foundation for further investigation of risk factors and interventions in these high-risk areas.

Model selection method for categorical data with non-response (무응답을 가지고 있는 범주형 자료에 대한 모형 선택 방법)

  • Yoon, Yong-Hwa;Choi, Bo-Seung
    • Journal of the Korean Data and Information Science Society
    • /
    • v.23 no.4
    • /
    • pp.627-641
    • /
    • 2012
  • We consider a model estimation and model selection methods for the multi-way contingency table data with non-response or missing values. We also consider hierarchical Bayesian model in order to handle a boundary solution problem that can happen in the maximum likelihood estimation under non-ignorable non-response model and we deal with a model selection method to find the best model for the data. We utilized Bayes factors to handle model selection problem under Bayesian approach. We applied proposed method to the pre-election survey for the 2004 Korean National Assembly race. As a result, we got the non-ignorable non-response model was favored and the variable of voting intention was most suitable.

A spatiotemporal adjustment of precipitation using radar data and AWS data (레이더와 지상관측소 강우자료를 이용한 시공간 강우 조정 모형)

  • Shin, Tae Sung;Lee, Gyuwon;Kim, Yongku
    • Journal of the Korean Data and Information Science Society
    • /
    • v.28 no.1
    • /
    • pp.39-47
    • /
    • 2017
  • Precipitation is an important component for hydrological and water control study. In general, AWS data provides more accurate but low dense information for precipitation while radar data gives less accurate but high dense information. The objective of this study is to construct adjusted precipitation field based on hierarchical spatial model combining radar data and AWS data. Here, we consider a Bayesian hierarchical model with spatial structure for hourly accumulated precipitation. In addition, we also consider a redistribution of hourly precipitation to 2.5 minute precipitation. Through real data analysis, it has been shown that the proposed approach provides more reasonable precipitation field.

Estimation of design floods for ungauged watersheds using a scaling-based regionalization approach (스케일링 기법 기반의 지역화를 통한 미계측 유역의 설계 홍수량 산정)

  • Kim, Jin-Guk;Kim, Jin-Young;Choi, Hong-Geun;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
    • /
    • v.51 no.9
    • /
    • pp.769-782
    • /
    • 2018
  • Estimation of design floods is typically required for hydrologic design purpose. Design floods are routinely estimated for water resources planning, safety and risk of the existing water-related structures. However, the hydrologic data, especially streamflow data for the design purposes in South Korea are still very limited, and additionally the length of streamflow data is relatively short compared to the rainfall data. Therefore, this study collected a large number design flood data and watershed characteristics (e.g. area, slope and altitude) from the national river database. We further explored to formulate a scaling approach for the estimation of design flood, which is a function of the watershed characteristics. Then, this study adopted a Hierarchical Bayesian model for evaluating both parameters and their uncertainties in the regionalization approach, which models the hydrologic response of ungauged basins using regression relationships between watershed structure and model. The proposed modeling framework was validated through ungauged watersheds. The proposed approach have better performance in terms of correlation coefficient than the existing approach which is solely based on area as a predictor. Moreover, the proposed approach can provide uncertainty associated with the model parameters to better characterize design floods at ungauged watersheds.

Effects of Financial College Tuition Support by Korean Parents using a Hierarchical Bayes Model (계층적 베이즈 모형을 이용한 대학등록금에 대한 부모님의 경제적 지원 영향 분석)

  • Oh, Man-Suk;Oh, Hyun Sook;Oh, Min Jung
    • The Korean Journal of Applied Statistics
    • /
    • v.26 no.2
    • /
    • pp.267-280
    • /
    • 2013
  • College tuition is a significant economic, social, and political issue in Korea. We conduct a Bayesian analysis of a hierarchical model to address the factors related to college tuition based on a survey data collected by Statistics Korea. A binary response variable is selected depending on if more than 70% of tuition costs are supported by parents, and a hierarchical Probit model is constructed with areas as groups. A set of explanatory variables is selected from a factor analysis of available variables in the survey. A Markov chain Monte Carlo algorithm is used to estimate parameters. From the analysis results, income and stress are significantly related to college tuition support from parents. Parents with high income tend to support children's college tuition and students with parents' financial support tend to be mentally less stressed; subsequently, this shows that the economic status of parents significantly affects the mental health of college students. Gender, a healthy life style, and college satisfaction are not significant factors. Comparing areas in terms of the degrees of correlation between stress/income and tuition support from parents, students in Kangwon-do are the most mentally stressed when parents' support is limited; in addition, the positive correlation between parents support and income is stronger in big cities compared to provincial areas.

A spatial analysis of Neyman-Scott rectangular pulses model using an approximate likelihood function (근사적 우도함수를 이용한 Neyman-Scott 구형펄스모형의 공간구조 분석)

  • Lee, Jeongjin;Kim, Yongku
    • Journal of the Korean Data and Information Science Society
    • /
    • v.27 no.5
    • /
    • pp.1119-1131
    • /
    • 2016
  • The Neyman-Scott Rectangular Pulses Model (NSRPM) is mainly used to construct hourly rainfall series. This model uses a modest number of parameters to represent the rainfall processes and underlying physical phenomena, such as the arrival of storms or rain cells. In NSRPM, the method of moments has often been used because it is difficult to know the distribution of rainfall intensity. Recently, approximated likelihood function for NSRPM has been introduced. In this paper, we propose a hierarchical model for applying a spatial structure to the NSRPM parameters using the approximated likelihood function. The proposed method is applied to summer hourly precipitation data observed at 59 weather stations (Korea Meteorological Administration) from 1973 to 2011.

Bayesian Parameter Estimation of 2D infinite Hidden Markov Model for Image Segmentation (영상분할을 위한 2차원 무한 은닉 마코프 모형의 비모수적 베이스 추정)

  • Kim, Sun-Worl;Cho, Wan-Hyun
    • Proceedings of the Korean Information Science Society Conference
    • /
    • 2011.06a
    • /
    • pp.477-479
    • /
    • 2011
  • 본 논문에서는 1차원 은닉 마코프 모델을 2차원으로 확장하기 위하여 노드들의 마코프 특성이 인과적인 관계를 갖는 마코프 메쉬 모델을 이용하여 완전한 2차원 HMM의 구조를 갖는 모델을 제안한다. 마코프메쉬 모델은 이웃시스템을 통하여 이전의 시점을 정의하고, 인과적인 관계를 통하여 전이확률의 계산을 가능하게 한다. 또한 영상의 최적의 분할을 위하여 계층적 디리슐레 과정을 사전분포로 두어 고정된 상태의 수가 아닌 무한의 상태 수를 갖는 2차원 HMM을 제안한다. HDP로 정의된 사전분포와 관측된 표본 자료의 정보를 갖는 우도함수를 결합한 사후분포의 베이스 추정은 깁스샘플링 알고리즘을 이용하여 계산된다.

Concept and Procedure of Hydrologic Frequency Analysis with Climate Information (기상정보를 고려한 수문빈도해석 개념 및 절차)

  • Moon, Young-Il;Kwon, Hyun-Han
    • 한국방재학회:학술대회논문집
    • /
    • 2008.02a
    • /
    • pp.727-730
    • /
    • 2008
  • 최근 연구에 의하면 기상 등의 외부적 요인이 수문학적 빈도를 변화시킨다고 알려지고 있다. 그러나 전통적인 수문학적 빈도해석은 자료의 정상성을 전제로 하기 때문에 어떤 외부인자의 따른 영향을 고려할 수 없다. 본 연구에서는 비정상성 빈도해석 모형의 기본 개념 및 절차에 대해서 살펴보았고 이를 국내 자료에 대해서 적용 검토하였다. 본 연구에서는 계층적 Bayesian 방법을 이용하여 한국에서 극치사상의 영향을 미치는 다양한 영향 인자를 평가하였다. 해수면온도, 예측 GCM 강수량 및 기상인자를 잠재적인 영향인자로 고려하였다. 수문위험도 분석에 관련된 매개변수는 Markov Chain Monte Carlo (MCMC) 방법을 이용하였다. 각 예측 인자의 적합성 및 중요성은 각 예측인자와 관련된 매개변수의 사후분포를 이용하여 검토 평가하였다.

  • PDF