• Title/Summary/Keyword: 마코프 체인 몬테 카를로 시뮬레이션

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A Study on the War Simulation and Prediction Using Bayesian Inference (베이지안 추론을 이용한 전쟁 시뮬레이션과 예측 연구)

  • Lee, Seung-Lyong;Yoo, Byung Joo;Youn, Sangyoun;Bang, Sang-Ho;Jung, Jae-Woong
    • The Journal of the Korea Contents Association
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    • v.21 no.11
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    • pp.77-86
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    • 2021
  • A method of constructing a war simulation based on Bayesian Inference was proposed as a method of constructing heterogeneous historical war data obtained with a time difference into a single model. A method of applying a linear regression model can be considered as a method of predicting future battles by analyzing historical war results. However it is not appropriate for two heterogeneous types of historical data that reflect changes in the battlefield environment due to different times to be suitable as a single linear regression model and violation of the model's assumptions. To resolve these problems a Bayesian inference method was proposed to obtain a post-distribution by assuming the data from the previous era as a non-informative prior distribution and to infer the final posterior distribution by using it as a prior distribution to analyze the data obtained from the next era. Another advantage of the Bayesian inference method is that the results sampled by the Markov Chain Monte Carlo method can be used to infer posterior distribution or posterior predictive distribution reflecting uncertainty. In this way, it has the advantage of not only being able to utilize a variety of information rather than analyzing it with a classical linear regression model, but also continuing to update the model by reflecting additional data obtained in the future.

Statistical Calibration and Validation of Mathematical Model to Predict Motion of Paper Helicopter (종이 헬리콥터 낙하해석모델의 통계적 교정 및 검증)

  • Kim, Gil Young;Yoo, Sung Bum;Kim, Dong Young;Kim, Dong Seong;Choi, Joo Ho
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.39 no.8
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    • pp.751-758
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    • 2015
  • Mathematical models are actively used to reduce the experimental expenses required to understand physical phenomena. However, they are different from real phenomena because of assumptions or uncertain parameters. In this study, we present a calibration and validation method using a paper helicopter and statistical methods to quantify the uncertainty. The data from the experiment using three nominally identical paper helicopters consist of different groups, and are used to calibrate the drag coefficient, which is an unknown input parameter in both analytical models. We predict the predicted fall time data using probability distributions. We validate the analysis models by comparing the predicted distribution and the experimental data distribution. Moreover, we quantify the uncertainty using the Markov Chain Monte Carlo method. In addition, we compare the manufacturing error and experimental error obtained from the fall-time data using Analysis of Variance. As a result, all of the paper helicopters are treated as one identical model.