• Title/Summary/Keyword: 베이지안 확률기법

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Normal Behavior Profiling based on Bayesian Network for Anomaly Intrusion Detection (이상 침입 탐지를 위한 베이지안 네트워크 기반의 정상행위 프로파일링)

  • 차병래;박경우;서재현
    • Journal of the Korea Society of Computer and Information
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    • v.8 no.1
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    • pp.103-113
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    • 2003
  • Program Behavior Intrusion Detection Technique analyses system calls that called by daemon program or root authority, constructs profiles. and detectes anomaly intrusions effectively. Anomaly detections using system calls are detected only anomaly processes. But this has a Problem that doesn't detect affected various Part by anomaly processes. To improve this problem, the relation among system calls of processes is represented by bayesian probability values. Application behavior profiling by Bayesian Network supports anomaly intrusion informations . This paper overcomes the Problems of various intrusion detection models we Propose effective intrusion detection technique using Bayesian Networks. we have profiled concisely normal behaviors using behavior context. And this method be able to detect new intrusions or modificated intrusions we had simulation by proposed normal behavior profiling technique using UNM data.

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Context based Place and Object Recognition using Dynamic Bayesian Network (동적 베이지안 네트워크를 이용한 컨텍스트 기반 장소 및 물체 인식)

  • Im Seung-Bin;Cho Sung-Bae
    • Proceedings of the Korean Information Science Society Conference
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    • 2006.06b
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    • pp.286-288
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    • 2006
  • 영상 이해는 컴퓨터 비전의 가장 높은 수준의 처리 기법이다. 영상을 이해하기 위해서는 위치 정보, 물체 존재정보와 같은 기본 컨텍스트들을 추출하는 것이 중요하다. 그러나 실내 환경의 영상 정보는 카메라의 흔들림이나 각도, 빛의 상태에 따라 불확실해지기 때문에 이러한 불확실함에 강인한 영상 인식 기법이 필요하다. 동적 베이지안 네트워크(DBN)는 이러한 불확실한 정보의 처리에 강인하며 장소와 물체의 관계등 고수준의 컨텍스트를 모델링하는데 좋은 성능을 보이는 확률 모델이다. 또한 DBN은 이전 상태를 추론에 활용할 수 있으므로 장소 인식과 같은 컨텍스트의 추출에 좋다. 본 연구에서는 불확실한 실내 환경 영상으로부터 영상 전처리를 통해 특징값을 추출하고, 회전이나 크기 변화에 강인한 물체인식기법인 크기불변 특징 변환기법(SIFT)을 이용하여 물체 존재정보를 추출하여 고수준 컨텍스트가 모델링된 DBN 추론으로 장소 및 물체를 인식하는 방법을 제안한다. 실제 대학 실내 환경에서의 실험으로 DBN을 이용한 영상 인식기법이 좋은 성능을 보임을 확인할 수 있었다.

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Weighted Bayesian Automatic Document Categorization Based on Association Word Knowledge Base by Apriori Algorithm (Apriori알고리즘에 의한 연관 단어 지식 베이스에 기반한 가중치가 부여된 베이지만 자동 문서 분류)

  • 고수정;이정현
    • Journal of Korea Multimedia Society
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    • v.4 no.2
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    • pp.171-181
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    • 2001
  • The previous Bayesian document categorization method has problems that it requires a lot of time and effort in word clustering and it hardly reflects the semantic information between words. In this paper, we propose a weighted Bayesian document categorizing method based on association word knowledge base acquired by mining technique. The proposed method constructs weighted association word knowledge base using documents in training set. Then, classifier using Bayesian probability categorizes documents based on the constructed association word knowledge base. In order to evaluate performance of the proposed method, we compare our experimental results with those of weighted Bayesian document categorizing method using vocabulary dictionary by mutual information, weighted Bayesian document categorizing method, and simple Bayesian document categorizing method. The experimental result shows that weighted Bayesian categorizing method using association word knowledge base has improved performance 0.87% and 2.77% and 5.09% over weighted Bayesian categorizing method using vocabulary dictionary by mutual information and weighted Bayesian method and simple Bayesian method, respectively.

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Bayesian analysis of cumulative logit models using the Monte Carlo Gibbs sampling (몬테칼로깁스표본기법을 이용한 누적로짓 모형의 베이지안 분석)

  • 오만숙
    • The Korean Journal of Applied Statistics
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    • v.10 no.1
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    • pp.151-161
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    • 1997
  • An easy Monte Carlo Gibbs sampling approach is suggested for Bayesian analysis of cumulative logit models for ordinal polytomous data. Because in the cumulative logit model the posterior conditional distributions of parameters are not given in convenient forms for random sample generation, appropriate latent variables are introduced into the model so that in the new model all the conditional distributions are given in very convenient forms for implementation of the Gibbs sampler.

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Sensitivity Assessment of Meteorological Drought Index using Bayesian Network (베이지안 네트워크를 이용한 기상학적 가뭄지수의 민감도 평가)

  • Yoo, Ji-Young;Kim, Jin-Young;Kwon, Hyun-Han;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.6
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    • pp.1787-1796
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    • 2014
  • The main purpose of this study is to assess the sensitivity of meteorological drought indices in probabilistic perspective using Bayesian Network model. In other words, this study analyzed interrelationships between various drought indices and investigated the order of the incident. In this study, a Bayesian Network model was developed to evaluate meteorological drought characteristics by employing the percent of normal precipitation (PN) and Standardized Precipitation Index (SPI) with various time scales such as 30, 60, and 90 days. The sensitivity analysis was also performed for posterior probability of drought indices with various time scales. As a result, this study found out interdependent relationships among various drought indices and proposed the effective application method of SPI to drought monitoring.

Bayesian Analysis of a Stochastic Beta Model in Korean Stock Markets (확률베타모형의 베이지안 분석)

  • Kho, Bong-Chan;Yae, Seung-Min
    • The Korean Journal of Financial Management
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    • v.22 no.2
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    • pp.43-69
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    • 2005
  • This study provides empirical evidence that the stochastic beta model based on Bayesian analysis outperforms the existing conditional beta model and GARCH model in terms of the estimation accuracy and the explanatory power in the cross-section of stock returns in Korea. Betas estimated by the stochastic beta model explain $30{\sim}50%$ of the cross-sectional variation in stock-returns, whereas other time-varying beta models account for less than 3%. Such a difference in explanatory power across models turns out to come from the fact that the stochastic beta model absorbs the variation due to the market anomalies such as size, BE/ME, and idiosyncratic volatility. These results support the rational asset pricing model in that market anomalies are closely related to the variation of expected returns generated by time-varying betas.

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Context-aware application for smart home based on Bayesian network (베이지안 네트워크에 기반한 스마트 홈에서의 상황인식 기법개발)

  • Chung, Woo-Yong;Kim, Eun-Tai
    • Journal of the Korean Institute of Intelligent Systems
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    • v.17 no.2
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    • pp.179-184
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    • 2007
  • This paper deals with a context-aware application based on Bayesian network in the smart home. Bayesian network is a powerful graphical tool for learning casual dependencies between various context events and obtaining probability distributions. So we can recognize the resident's activities and home environment based on it. However as the sensors become various, learning the structure become difficult. We construct Bayesian network simple and efficient way with mutual information and evaluated the method in the virtual smart home.

Bayesian analysis of insurance risk model with parameter uncertainty (베이지안 접근법과 모수불확실성을 반영한 보험위험 측정 모형)

  • Cho, Jaerin;Ji, Hyesu;Lee, Hangsuck
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.1
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    • pp.9-18
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    • 2016
  • In the Heckman-Meyers model, which is frequently referred by IAA, Swiss Solvency Test, EU Solvency II, the assumption of parameter distribution is key factor. While in theory Bayesian analysis somewhat reflects parameter uncertainty using prior distribution, it is often the case where both Heckman-Meyers and Bayesian are necessary to better manage the parameter uncertainty. Therefore, this paper proposes the use of Bayesian H-M CRM, a combination of Heckman-Meyers model and Bayesian, and analyzes its efficiency.

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.