• Title/Summary/Keyword: 베이지안 분석

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A Study of Line-shaped Echo Detection Method using Naive Bayesian Classifier (나이브 베이지안 분류기를 이용한 선에코 탐지 방법에 대한 연구)

  • Lee, Hansoo;Kim, Sungshin
    • Journal of the Korean Institute of Intelligent Systems
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    • v.24 no.4
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    • pp.360-365
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    • 2014
  • There are many types of advanced devices for weather prediction process such as weather radar, satellite, radiosonde, and other weather observation devices. Among them, the weather radar is an essential device for weather forecasting because the radar has many advantages like wide observation area, high spatial and time resolution, and so on. In order to analyze the weather radar observation result, we should know the inside structure and data. Some non-precipitation echoes exist inside of the observed radar data. And these echoes affect decreased accuracy of weather forecasting. Therefore, this paper suggests a method that could remove line-shaped non-precipitation echo from raw radar data. The line-shaped echoes are distinguished from the raw radar data and extracted their own features. These extracted data pairs are used as learning data for naive bayesian classifier. After the learning process, the constructed naive bayesian classifier is applied to real case that includes not only line-shaped echo but also other precipitation echoes. From the experiments, we confirm that the conclusion that suggested naive bayesian classifier could distinguish line-shaped echo effectively.

A Comparison of Bayesian and Maximum Likelihood Estimations in a SUR Tobit Regression Model (SUR 토빗회귀모형에서 베이지안 추정과 최대가능도 추정의 비교)

  • Lee, Seung-Chun;Choi, Byongsu
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.991-1002
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    • 2014
  • Both Bayesian and maximum likelihood methods are efficient for the estimation of regression coefficients of various Tobit regression models (see. e.g. Chib, 1992; Greene, 1990; Lee and Choi, 2013); however, some researchers recognized that the maximum likelihood method tends to underestimate the disturbance variance, which has implications for the estimation of marginal effects and the asymptotic standard error of estimates. The underestimation of the maximum likelihood estimate in a seemingly unrelated Tobit regression model is examined. A Bayesian method based on an objective noninformative prior is shown to provide proper estimates of the disturbance variance as well as other regression parameters

A Bayesian Extreme Value Analysis of KOSPI Data (코스피 지수 자료의 베이지안 극단값 분석)

  • Yun, Seok-Hoon
    • The Korean Journal of Applied Statistics
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    • v.24 no.5
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    • pp.833-845
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    • 2011
  • This paper conducts a statistical analysis of extreme values for both daily log-returns and daily negative log-returns, which are computed using a collection of KOSPI data from January 3, 1998 to August 31, 2011. The Poisson-GPD model is used as a statistical analysis model for extreme values and the maximum likelihood method is applied for the estimation of parameters and extreme quantiles. To the Poisson-GPD model is also added the Bayesian method that assumes the usual noninformative prior distribution for the parameters, where the Markov chain Monte Carlo method is applied for the estimation of parameters and extreme quantiles. According to this analysis, both the maximum likelihood method and the Bayesian method form the same conclusion that the distribution of the log-returns has a shorter right tail than the normal distribution, but that the distribution of the negative log-returns has a heavier right tail than the normal distribution. An advantage of using the Bayesian method in extreme value analysis is that there is nothing to worry about the classical asymptotic properties of the maximum likelihood estimators even when the regularity conditions are not satisfied, and that in prediction it is effective to reflect the uncertainties from both the parameters and a future observation.

Design and Implementation of Trip Generation Model Using the Bayesian Networks (베이지안 망을 이용한 통행발생 모형의 설계 및 구축)

  • Kim, Hyun-Gi;Lee, Sang-Min;Kim, Kang-Soo
    • Journal of Korean Society of Transportation
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    • v.22 no.7 s.78
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    • pp.79-90
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    • 2004
  • In this study, we applied the Bayesian Networks for the case of the trip generation models using the Seoul metropolitan area's house trip survey Data. The household income was used for the independent variable for the explanation of household size and the number of cars in a household, and the relationships between the trip generation and the households' social characteristics were identified by the Bayesian Networks. Furthermore, trip generation's characteristics such as the household income, household size and the number of cars in a household were also used for explanatory variables and the trip generation model was developed. It was found that the Bayesian Networks were useful tool to overcome the problems which were in the traditional trip generation models. In particular the various transport policies could be evaluated in the very short time by the established relationships. It is expected that the Bayesian Networks will be utilized as the important tools for the analysis of trip patterns.

Evaluations of Small Area Estimations with/without Spatial Terms (공간 통계 활용에 따른 소지역 추정법의 평가)

  • Shin, Key-Il;Choi, Bong-Ho;Lee, Sang-Eun
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.229-244
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    • 2007
  • Among the small area estimation methods, it has been known that hierarchical Bayesian(HB) approach is the most reasonable and effective method. However any model based approaches need good explanatory variables and finding them is the key role in the model based approach. As the lacking of explanatory variables, adopting the spatial terms in the model was introduced. Here in this paper, we evaluate the model based methods with/without spatial terms using the diagnostic methods which were introduced by Brown et al. (2001). And Economic Active Population Survey(2005) is used for data analysis.

Bayesian Change Point Analysis for a Sequence of Normal Observations: Application to the Winter Average Temperature in Seoul (정규확률변수 관측치열에 대한 베이지안 변화점 분석 : 서울지역 겨울철 평균기온 자료에의 적용)

  • 김경숙;손영숙
    • The Korean Journal of Applied Statistics
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    • v.17 no.2
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    • pp.281-301
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    • 2004
  • In this paper we consider the change point problem in a sequence of univariate normal observations. We want to know whether there is any change point or not. In case a change point exists, we will identify its change type. Namely, it can be a mean change, a variance change, or both the mean and variance change. The intrinsic Bayes factors of Berger and Pericchi (1996, 1998) are used to find the type of optimal change model. The Gibbs sampling including the Metropolis-Hastings algorithm is used to estimate all the parameters in the change model. These methods are checked via simulation and applied to the winter average temperature data in Seoul.

Error Analysis of Equivalence Ratio using Bayesian Statistics (베이지안 확률기법을 이용한 당량비 오차분석에 관한 연구)

  • Ahn, Joongki;Park, Ik Soo;Lee, Ho-il
    • Journal of the Korean Society of Propulsion Engineers
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    • v.22 no.2
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    • pp.131-137
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    • 2018
  • This paper analyzes the probability of failure for the equivalence ratio error. The control error of the equivalence ratio is affected by the aleatory and epistemic uncertainties. In general, reliability analysis techniques are easily incorporated to handle the aleatory uncertainty. However, the epistemic uncertainty requires a new approach, as it does not provide an uncertainty distribution. The Bayesian inference incorporates the reliability analysis results to handle both uncertainties. The result gives a distribution of failure probability, whose equivalence ratio does not meet the requirement. This technique can be useful in the analysis of most engineering systems, where the aleatory and epistemic uncertainties exist simultaneously.

Fast Bayesian Inversion of Geophysical Data (지구물리 자료의 고속 베이지안 역산)

  • Oh, Seok-Hoon;Kwon, Byung-Doo;Nam, Jae-Cheol;Kee, Duk-Kee
    • Journal of the Korean Geophysical Society
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    • v.3 no.3
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    • pp.161-174
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    • 2000
  • Bayesian inversion is a stable approach to infer the subsurface structure with the limited data from geophysical explorations. In geophysical inverse process, due to the finite and discrete characteristics of field data and modeling process, some uncertainties are inherent and therefore probabilistic approach to the geophysical inversion is required. Bayesian framework provides theoretical base for the confidency and uncertainty analysis for the inference. However, most of the Bayesian inversion require the integration process of high dimension, so massive calculations like a Monte Carlo integration is demanded to solve it. This method, though, seemed suitable to apply to the geophysical problems which have the characteristics of highly non-linearity, we are faced to meet the promptness and convenience in field process. In this study, by the Gaussian approximation for the observed data and a priori information, fast Bayesian inversion scheme is developed and applied to the model problem with electric well logging and dipole-dipole resistivity data. Each covariance matrices are induced by geostatistical method and optimization technique resulted in maximum a posteriori information. Especially a priori information is evaluated by the cross-validation technique. And the uncertainty analysis was performed to interpret the resistivity structure by simulation of a posteriori covariance matrix.

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Object Detection and Tracking using Bayesian Classifier in Surveillance (서베일런스에서 베이지안 분류기를 이용한 객체 검출 및 추적)

  • Kang, Sung-Kwan;Choi, Kyong-Ho;Chung, Kyung-Yong;Lee, Jung-Hyun
    • Journal of Digital Convergence
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    • v.10 no.6
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    • pp.297-302
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    • 2012
  • In this paper, we present a object detection and tracking method based on image context analysis. It is robust from the image variations such as complicated background, dynamic movement of the object. Image context analysis is carried out using the hybrid network of k-means and RBF. The proposed object detection employs context-driven adaptive Bayesian framework to relive the effect due to uneven object images. The proposed method used feature vector generator using 2D Haar wavelet transform and the Bayesian discriminant method in order to enhance the speed of learning. The system took less time to learn, and learning in a wide variety of data showed consistent results. After we developed the proposed method was applied to real-world environment. As a result, in the case of the object to detect pass outside expected area or other changes in the uncertain reaction showed that stable. The experimental results show that the proposed approach can achieve superior performance using various data sets to previously methods.

A Bayesian Inference Model for Landmarks Detection on Mobile Devices (모바일 디바이스 상에서의 특이성 탐지를 위한 베이지안 추론 모델)

  • Hwang, Keum-Sung;Cho, Sung-Bae;Lea, Jong-Ho
    • Journal of KIISE:Computing Practices and Letters
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    • v.13 no.1
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    • pp.35-45
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    • 2007
  • The log data collected from mobile devices contains diverse meaningful and practical personal information. However, this information is usually ignored because of its limitation of memory capacity, computation power and analysis. We propose a novel method that detects landmarks of meaningful information for users by analyzing the log data in distributed modules to overcome the problems of mobile environment. The proposed method adopts Bayesian probabilistic approach to enhance the inference accuracy under the uncertain environments. The new cooperative modularization technique divides Bayesian network into modules to compute efficiently with limited resources. Experiments with artificial data and real data indicate that the result with artificial data is amount to about 84% precision rate and about 76% recall rate, and that including partial matching with real data is about 89% hitting rate.