• Title/Summary/Keyword: 베이지안 방법론

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Estimation of the value of dam flushing by using Bayesian analysis - the case of Chungju dam (베이지안 추정법을 활용한 댐 추가방류수의 경제적 가치 추정 - 충주댐 사례)

  • Lee, Joo-Suk;Choi, Han-Joo;Yoo, Seung-Hoon
    • Journal of Korea Water Resources Association
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    • v.50 no.7
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    • pp.467-473
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    • 2017
  • Recently as algae phenomenon has been intensified, the need for additional dam flushing has been raised. To establish the more rational policies concerning the dam flushing, it is necessary to evaluate the dam flushing. This paper attempts to examine households' willingness to pay (WTP) for dam flushing by using a contingent valuation (CV). Especially, unlike other CV studies which used maximum likelihood estimation (MLE), this study employed Bayesian approach. This study surveyed a randomly selected sample of 1,000 households nation-widely, and asked respondents questions in person-to-person interviews about how they would be willing to pay for the additional dam flushing. Respondents overall accepted the contingent market and were willing to contribute a significant amount (1,909.4 won), on average, per household per year. The aggregate value amounts to approximately 35.7 billion won per year.

The Bayesian Analysis for Software Reliability Models Based on NHPP (비동질적 포아송과정을 사용한 소프트웨어 신뢰 성장모형에 대한 베이지안 신뢰성 분석에 관한 연구)

  • Lee, Sang-Sik;Kim, Hee-Cheul;Kim, Yong-Jae
    • The KIPS Transactions:PartD
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    • v.10D no.5
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    • pp.805-812
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    • 2003
  • This paper presents a stochastic model for the software failure phenomenon based on a nonhomogeneous Poisson process (NHPP) and performs Bayesian inference using prior information. The failure process is analyzed to develop a suitable mean value function for the NHPP; expressions are given for several performance measure. The parametric inferences of the model using Logarithmic Poisson model, Crow model and Rayleigh model is discussed. Bayesian computation and model selection using the sum of squared errors. The numerical results of this models are applied to real software failure data. Tools of parameter inference was used method of Gibbs sampling and Metropolis algorithm. The numerical example by T1 data (Musa) was illustrated.

Residential Heating Fuel Choice in Korea - A Multinomial Probit Analysis - (Multinomial Probit 모형을 이용한 가정용 난방연료 선택에 관한 연구)

  • Kim, Yeonbae;Shin, Seong-Yun
    • Environmental and Resource Economics Review
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    • v.11 no.4
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    • pp.609-632
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    • 2002
  • 국민소득이 빠르게 증가함에 따라 1990년대 이후 가정용 난방연료의 소비구조 역시 크게 변화하고 있다. 본 연구는 에너지 및 교통수요분석에 많이 사용되는 Multinomial Probit 모형을 이용하여 가정용 난방연료의 선택 행태를 분석하였다. 모형의 추정방법으로는 베이지안(Baysian) 방법론에 의한 Gibbs Sampling기법 (McColluch et al., 2000)을 이용하여 Multinomial probit 모형에서 선택대안이 3개 이상일 경우 발생할 수 있는 추정상의 어려움을 극복하였다. 한국가구패널조사(KHPS) 자료를 이용하여 서울과 경기도 대도시 지역을 대상으로 분석한 결과, 석유와 천연가스가 연탄에 비해 더 밀접한 상호 대체관계를 가지고 있는 것으로 나타났다. 또한 소득이 높은 가구일수록 천연가스에 대한 선호도가 더 높은 것으로 나타나서 향후 공급망 확대에 따라 난방연료용 가스 소비가 더욱 늘어날 것으로 예상된다.

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Durability Prediction for Concrete Structures Exposed to Chloride Attack Using a Bayesian Approach (베이지안 기법을 이용한 염해 콘크리트구조물의 내구성 예측)

  • Jung, Hyun-Jun;Zi, Goang-Seup;Kong, Jung-Sik;Kang, Jin-Gu
    • Journal of the Korea Concrete Institute
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    • v.20 no.1
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    • pp.77-88
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    • 2008
  • This paper provides a new approach for predicting the corrosion resistivity of reinforced concrete structures exposed to chloride attack. In this method, the prediction can be updated successively by a Bayesian theory when additional data are available. The stochastic properties of model parameters are explicitly taken into account into the model. To simplify the procedure of the model, the probability of the durability limit is determined from the samples obtained from the Latin hypercube sampling technique. The new method may be very useful in designing important concrete structures and help to predict the remaining service life of existing concrete structures which have been monitored.

An Extended DDN based Self-Adaptive System (확장된 동적 결정 네트워크기반 자가적응형 시스템)

  • Kim, Misoo;Jeong, Hohyeon;Lee, Eunseok
    • Journal of KIISE
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    • v.42 no.7
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    • pp.889-900
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    • 2015
  • In order to solve problems happening in the practical environment of complicated system, the importance of the self-adaptive system has recently begun to emerge. However, since the differences between the model built at the time of system design and the practical environment can lead the system into unpredictable situations, the study into methods of dealing with it is also emerging as an important issue. In this paper, we propose a method for deciding on the adaptation time in an uncertain environment, and reflecting the real-time environment in the system's model. The proposed method calculates the Bayesian Surprise for the suitable adaptation time by comparing previous and current states, and then reflects the result following the performed policy in the design model to help in deciding the proper policy for the actual environment. The suggested method is applied to a navigation system to confirm its effectiveness.

Overview of the 217PlusTM, Electronic System Reliability Prediction Methodology (전기전자 시스템 신뢰성 예측 방법론 217PlusTM의 개요)

  • Jeon, Tae-Bo
    • Journal of Industrial Technology
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    • v.28 no.B
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    • pp.215-226
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    • 2008
  • MIL-HDBK-217 has widely been used for electronics reliability predictions. Recently, the $217Plus^{TM}$ has been developed by DoD RIAC and may replace MIL-HDBK-217. A overview of the $217Plus^{TM}$ has been performed in this paper. We first reviewed the overall concepts and reliability prediction procedures. We then explained the component models and the system level model with process grading concepts. Bayesian approach incorporating field data into the predicted failure rate is another feature of this methodology.

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Analysis of the Effects of Subsystem Improvements on the Total System Safety (하부시스템의 안전도 개선이 전체 시스템 안전도에 미치는 영향 분석)

  • Yang, Hee-Joong
    • Journal of the Korea Safety Management & Science
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    • v.12 no.3
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    • pp.129-134
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    • 2010
  • 본 논문에서는 하부 안전 시스템의 개선이 전체 안전 시스템에 미치는 영향을 분석하기 위한 방법론을 개발하였다. 어느 하부 시스템의 안전성을 개선하느냐에 따라 전체 시스템의 안전성 증가는 서로 다르게 나타날 수도 있다. 본 연구에서는 베이지안 기법을 활용하여 사건가지와 상호연관도를 응용한 모형을 활용하였다. 또한 가지 파라메터의 확률 값 향상이 다음 번 사고까지의 시간을 어떻게 변화시키는지 연구하였다. 본 연구를 통해 우리가 관심을 갖고 있는 시스템 전체의 안전성 향상을 위해서는 어느 하부 시스템을 우선적으로 개선해야할지를 판단할 수 있게 한다.

A Study for Determining the Best Number of Clusters on Temporal Data (Temporal 데이터의 최적의 클러스터 수 결정에 관한 연구)

  • Cho Young-Hee;Lee Gye-Sung;Jeon Jin-Ho
    • The Journal of the Korea Contents Association
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    • v.6 no.1
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    • pp.23-30
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    • 2006
  • A clustering method for temporal data takes a model-based approach. This uses automata based model for each cluster. It is necessary to construct global models for a set of data in order to elicit individual models for the cluster. The preparation for building individual models is completed by determining the number of clusters inherent in the data set. In this paper, BIC(Bayesian Information Criterion) approximation is used to determine the number clusters and confirmed its applicability. A search technique to improve efficiency is also suggested by analyzing the relationship between data size and BIC values. A number of experiments have been performed to check its validity using artificially generated data sets. BIC approximation measure has been confirmed that it suggests best number of clusters through experiments provided that the number of data is relatively large.

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Methodology for Real-time Detection of Changes in Dynamic Traffic Flow Using Turning Point Analysis (Turning Point Analysis를 이용한 실시간 교통량 변화 검지 방법론 개발)

  • KIM, Hyungjoo;JANG, Kitae;KWON, Oh Hoon
    • Journal of Korean Society of Transportation
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    • v.34 no.3
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    • pp.278-290
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    • 2016
  • Maximum traffic flow rate is an important performance measure of operational status in transport networks, and has been considered as a key parameter for transportation operation since a bottleneck in congestion decreases maximum traffic flow rate. Although previous studies for traffic flow analysis have been widely conducted, a detection method for changes in dynamic traffic flow has been still veiled. This paper explores the dynamic traffic flow detection that can be utilized for various traffic operational strategies. Turning point analysis (TPA), as a statistical method, is applied to detect the changes in traffic flow rate. In TPA, Bayesian approach is employed and vehicle arrival is assumed to follow Poisson distribution. To examine the performance of the TPA method, traffic flow data from Jayuro urban expressway were obtained and applied. We propose a novel methodology to detect turning points of dynamic traffic flow in real time using TPA. The results showed that the turning points identified in real-time detected the changes in traffic flow rate. We expect that the proposed methodology has wide application in traffic operation systems such as ramp-metering and variable lane control.

Estimation of the Hydrological Design Frequency of Local Rivers Using Bayesian Inference and a Sensitivity Analysis of Evaluation Factors (평가인자 가중치에 대한 베이지안 추론과 민감도 분석을 통한 적정 하천설계빈도 결정)

  • Ryu, Jae Hee;Kim, Ji Eun;Lee, Jin-Young;Park, Kyung-Woon;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.42 no.5
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    • pp.617-626
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    • 2022
  • In Korea, annual precipitation and its variability have gradually increased since modern meteorological observations began, and the risk of disasters has also been increasing due to significant regional variations and recent abnormal climate conditions. Given that damage from storms and floods mainly occurs around rivers, it is crucial to determine the appropriate design frequency for river-related projects. This study examined existing design practices used to determine hydrological design frequencies and suggested a new method to determine appropriate design frequencies. The study collected available data pertaining to seven evaluation factors, specifically the basin areas, shape parameters, channel slopes, stream orders, backwater effect reaches, extreme rainfall frequencies, and urbanized flood inundation areasfor 413 local rivers in Chungcheongnam-do in Korea. The estimated weights for areas of extreme rainfall frequencies and urbanized flood inundation were found to be 18, having a great effect on determining the design frequency. Compared with the established design frequency in previous government reports, the estimated design frequency increased for 255 rivers and decreased for 158 rivers.