• Title/Summary/Keyword: 베이지안 회귀모형

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Small Area Estimation Using Bayesian Auto Poisson Model with Spatial Statistics (공간통계량을 활용한 베이지안 자기 포아송 모형을 이용한 소지역 통계)

  • Lee, Sang-Eun
    • The Korean Journal of Applied Statistics
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    • v.19 no.3
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    • pp.421-430
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    • 2006
  • In sample survey sample designs are performed by geographically-based domain such as countries, states and metropolitan areas. However mostly statistics of interests are smaller domain than sample designed domain. Then sample sizes are typically small or even zero within the domain of interest. Shin and Lee(2003) mentioned Spatial Autoregressive(SAR) model in small area estimation model-based method and show the effectiveness by MSE. In this study, Bayesian Auto-Poisson Model is applied in model-based small area estimation method and compare the results with SAR model using MSE ME and bias check diagnosis using regression line. In this paper Survey of Disability, Aging and Cares(SDAC) data are used for simulation studies.

A Hierarchical Bayesian Modeling of Temporal Trends in Return Levels for Extreme Precipitations (한국지역 집중호우에 대한 반환주기의 베이지안 모형 분석)

  • Kim, Yongku
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.137-149
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    • 2015
  • Flood planning needs to recognize trends for extreme precipitation events. Especially, the r-year return level is a common measure for extreme events. In this paper, we present a nonstationary temporal model for precipitation return levels using a hierarchical Bayesian modeling. For intensity, we model annual maximum daily precipitation measured in Korea with a generalized extreme value (GEV). The temporal dependence among the return levels is incorporated to the model for GEV model parameters and a linear model with autoregressive error terms. We apply the proposed model to precipitation data collected from various stations in Korea from 1973 to 2011.

Development of Pedestrian Fatality Model using Bayesian-Based Neural Network (베이지안 신경망을 이용한 보행자 사망확률모형 개발)

  • O, Cheol;Gang, Yeon-Su;Kim, Beom-Il
    • Journal of Korean Society of Transportation
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    • v.24 no.2 s.88
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    • pp.139-145
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    • 2006
  • This paper develops pedestrian fatality models capable of producing the probability of pedestrian fatality in collision between vehicles and pedestrians. Probabilistic neural network (PNN) and binary logistic regression (BLR) ave employed in modeling pedestrian fatality pedestrian age, vehicle type, and collision speed obtained from reconstructing collected accidents are used as independent variables in fatality models. One of the nice features of this study is that an iterative sampling technique is used to construct various training and test datasets for the purpose of better performance comparison Statistical comparison considering the variation of model Performances is conducted. The results show that the PNN-based fatality model outperforms the BLR-based model. The models developed in this study that allow us to predict the pedestrian fatality would be useful tools for supporting the derivation of various safety Policies and technologies to enhance Pedestrian safety.

Improvement of streamflow forecast using a Bayesian inference approach (베이지안 기법을 통한 유량예측 정확도 개선)

  • Seo, Seung Beom;Kim, Young-Oh;Kang, Shin-Uk
    • Proceedings of the Korea Water Resources Association Conference
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    • 2018.05a
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    • pp.303-303
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    • 2018
  • 안정적인 수자원 운용을 위해서는 정확한 유량예측 기술이 필요하다. 본 연구에서는 유량예측 정확도의 개선을 위해 베이지안 추론(Bayesian inference) 기법과 앙상블 유량 예측(Ensemble Streamflow Prediction, ESP) 기법의 결합을 통한 새로운 유량예측 기법(Bayesian ESP)을 제안하였다. ESP를 통한 유량 예보 앙상블은 베이지안 추론의 사전정보로 활용되며, 관측 유량과 ESP 전망 결과의 선형관계를 통해 우도함수가 추정된다. 우도함수는 관측 유량이 존재하는 과거 기간에 대한 ESP를 수행한 후 예보 시점의 관측 유량(concurrent observed flow)과 선행 관측 유량(lagged observed flow)과의 다중선형회귀 모형을 통해 추정된다. 사전정보와 우도함수는 정규분포로 가정되며, 따라서 최종 유량예측인 사후정보 역시 정규분포함수로 산정되게 된다. Bayesian ESP은 ESP에서 발생하는 강우-유출모형 오차의 개선을 통해 수문예측의 정확도를 개선하게 되며 정규분포함수로 최종 결과가 산정되므로 확률예보 형태의 수문 전망도 가능하다. 본 기법을 전국 35개 댐 유역에 시범적용을 한 결과, 모든 유역에서 기존 ESP 기법 대비 수문예측 정확도의 개선을 가져왔으며, 우도함수 추정에 있어 선행 유량의 포함 여부가 수문 예측 정확도의 추가적인 개선을 가져왔다. 본 기법은 주간 예보부터 계절 예보까지 탄력적으로 구축이 가능하며 적용 결과 리드 타임이 길어질수록 예측 능력이 감소되었지만 전체 구간에 있어서 Bayesian ESP 기법이 가장 우수한 예측 정확도를 보여주었다.

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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.

Bayesian spatial analysis of obesity proportion data (비만율 자료에 대한 베이지안 공간 분석)

  • Choi, Jungsoon
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1203-1214
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    • 2016
  • Obesity is a risk factor for various diseases as well as itself a disease and associated with socioeconomic factors. The obesity proportion has been increasing in Korea over about 15 years so that investigation of the socioeconomic factors related with obesity is important in terms of preventation of obesity. In particular, the association between obesity and socioeconomic status varies with gender and has spatial dependency. In the paper, we estimate the effects of socioeconomic factors on obesity proportion by gender, considering the spatial correlation. Here, a conditional autoregressive model under the Bayesian framework is used in order to take into account the spatial dependency. For the real applicaiton, we use the obestiy proportion dataset at 25 districts of Seoul in 2010. We compare the proposed spatial model with a non-spatial model in terms of the goodness-of-fit and prediction measures so the spatial model performs well.

Hierarchical Bayesian analysis for a forest stand volume (산림재적 추정을 위한 계층적 베이지안 분석)

  • Song, Se Ri;Park, Joowon;Kim, Yongku
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.1
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    • pp.29-37
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    • 2017
  • It has gradually become important to estimate a forest stand volume utilizing LiDAR data. Recently, various statistical models including a linear regression model has been introduced to estimate a forest stand volume using LiDAR data. One of limitations of the current approaches is in that the accuracy of observed forest stand volume data, which is used as a response variable, is questionable unstable. To overcome this limitation, we consider a spatial structure for a forest stand volume. In this research, we propose a hierarchical model for applying a spatial structure to a forest stand volume. The proposed model is applied to the LiDAR data and the forest stand volume for Bonghwa, Gyeongsangbuk-do.

Factors affecting regional population of Korea using Bayesian quantile regression (베이지안 분위회귀모형을 이용한 지역인구에 영향을 미치는 요인분석)

  • Kim, Minyoung;Oh, Man-Suk
    • The Korean Journal of Applied Statistics
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    • v.34 no.5
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    • pp.823-835
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    • 2021
  • Identification of factors influencing regional population is critical for establishing government's population policies as well as for improving residents' social, economic and cultural well-being in the region. In this study we analysed the data from 2019 Population Housing Survey in Korea to identify the factors affecting the population size in each of the three regions: Seoul, metropolitan cities, and provincial regions. We applied a Bayesian quantile regression to account for asymmetry and heteroscedasticity of data. The analysis results showed that the effects of factors vary greatly between the three regions of Seoul, metropolitan cities, and provincial regions as well as between sub regions within the same region. These results suggest that population-related variables have very heterogeneous characteristics from region to region and therefore it is important to establish customized population policies that suit regional characteristics rather than uniform population policies that apply to every region.

Locally Powerful Unit-Root Test (국소적 강력 단위근 검정)

  • Choi, Bo-Seung;Woo, Jin-Uk;Park, You-Sung
    • Communications for Statistical Applications and Methods
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    • v.15 no.4
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    • pp.531-542
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    • 2008
  • The unit root test is the major tool for determining whether we use differencing or detrending to eliminate the trend from time series data. Dickey-Fuller test (Dickey and Fuller, 1979) has the low power of test when the sample size is small or the true coefficient of AR(1) process is almost unit root and the Bayesian unit root test has complicated testing procedure. We propose a new unit root testing procedure, which mixed Bayesian approach with the traditional testing procedure. Using simulation studies, our approach showed locally higher powers than Dickey-Fuller test when the sample size is small or the time series has almost unit root and simpler procedure than Bayesian unit root test procedure. Proposed testing procedure can be applied to the time series data that are not observed as process with unit root.

On Testing the First-order Autocorrelation of the Error Term in a Regression Model via Multiple Bayes Factor (다중 베이즈요인에 의한 회귀모형 오차항의 자기상관 검정)

  • 한성실;김혜중
    • The Korean Journal of Applied Statistics
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    • v.12 no.2
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    • pp.605-619
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    • 1999
  • 본 논문은 회귀분석에서 오차항의 1차 자기상관 존재 여부 및 그 값을 검정하는 방법을 베이지안 접근법으로 제안하였다. 이 방법은 모수공간의 다중분할로 인해 얻어진 여러 가설들에 대한 다중결정문제를 다중 베이즈요인에 관한 이론과 일반화 Savage-Dickey 밀도비를 이용한 사후확률 추정법을 합성하여 개발되었다. 이 방법은 기존의 검정법들에서 가능한 검정 뿐 아니라 이들이 해결할 수 없는 자기상관에 대한 다중결정문제에도 사용이 가능한데 그 효용성이 있다. 모의실험을 통하여 제안된 검정법의 유효성을 평가하였다.

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