• Title/Summary/Keyword: Bayesian 모형

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Development of bias correction scheme for high resolution precipitation forecast (고해상도 강수량 수치예보에 대한 편의 보정 기법 개발)

  • Uranchimeg, Sumiya;Kim, Ji-Sung;Kim, Kyu-Ho;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.51 no.7
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    • pp.575-584
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    • 2018
  • An increase in heavy rainfall and floods have been observed over South Korea due to recent abnormal weather. In this perspective, the high-resolution weather forecasts have been widely used to facilitate flood management. However, these models are known to be biased due to initial conditions and topographical conditions in the process of model building. Theretofore, a bias correction scheme is largely applied for the practical use of the prediction to flood management. This study introduces a new mean field bias correction (MFBC) approach for the high-resolution numerical rainfall products, which is based on a Bayesian Kriging model to combine an interpolation technique and MFBC approach for spatial representation of the error. The results showed that the proposed method can reliably estimate the bias correction factor over ungauged area with an improvement in the reduction of errors. Moreover, it can be seen that the bias corrected rainfall forecasts could be used up to 72 hours ahead with a relatively high accuracy.

A Study on the Volatility Analysis of Economic Indicators Using Extended Bayesian Information Criteria (확장된 베이지안 정보기준을 이용한 경기지표의 변동성 분석 연구)

  • Jeon, Jin-Ho
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.18 no.4
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    • pp.260-266
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    • 2017
  • The global economy, including Korea, has continuously searched for various market-friendly policies and new economic systems in pursuit of the forth industrial revolution. As a result, economic markets have grown, and factors affecting markets have diversified. Therefore, as for many company's decision makers, it has become an important issue to analyze and forecast markets accurately and effectively for rapid and appropriate decision making. In this study, we aim to improve the accuracy and validity of forecast models by applying extended information criteria in existing restricted information criteria to determine optimized modeling for the accurate analysis and prediction of complex market environments. In order to verify the practical use of the extended information criteria adopted in this study, we compare this study employing KOSPI data with previous studies. Experimental results show that applying extended information criteria is more accurate than using the existing information criteria.

A Development of Nonstationary Frequency Analysis Model using a Bayesian Multiple Non-crossing Quantile Regression Approach (베이지안 다중 비교차 분위회귀 분석 기법을 이용한 비정상성 빈도해석 모형 개발)

  • Uranchimeg, Sumiya;Kim, Yong-Tak;Kwon, Young-Jun;Kwon, Hyun-Han
    • Journal of Coastal Disaster Prevention
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    • v.4 no.3
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    • pp.119-131
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    • 2017
  • Global warming under the influence of climate change and its direct impact on glacial and sea level are known issue. However, there is a lack of research on an indirect impact of climate change such as coastal structure design which is mainly based on a frequency analysis of water level under the stationary assumption, meaning that maximum sea level will not vary significantly over time. In general, stationary assumption does not hold and may not be valid under a changing climate. Therefore, this study aims to develop a novel approach to explore possible distributional changes in annual maximum sea levels (AMSLs) and provide the estimate of design water level for coastal structures using a multiple non-crossing quantile regression based nonstationary frequency analysis within a Bayesian framework. In this study, 20 tide gauge stations, where more than 30 years of hourly records are available, are considered. First, the possible distributional changes in the AMSLs are explored, focusing on the change in the scale and location parameter of the probability distributions. The most of the AMSLs are found to be upward-convergent/divergent pattern in the distribution, and the significance test on distributional changes is then performed. In this study, we confirm that a stationary assumption under the current climate characteristic may lead to underestimation of the design sea level, which results in increase in the failure risk in coastal structures. A detailed discussion on the role of the distribution changes for design water level is provided.

Mapping Landslide Susceptibility Based on Spatial Prediction Modeling Approach and Quality Assessment (공간예측모형에 기반한 산사태 취약성 지도 작성과 품질 평가)

  • Al, Mamun;Park, Hyun-Su;JANG, Dong-Ho
    • Journal of The Geomorphological Association of Korea
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    • v.26 no.3
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    • pp.53-67
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    • 2019
  • The purpose of this study is to identify the quality of landslide susceptibility in a landslide-prone area (Jinbu-myeon, Gangwon-do, South Korea) by spatial prediction modeling approach and compare the results obtained. For this goal, a landslide inventory map was prepared mainly based on past historical information and aerial photographs analysis (Daum Map, 2008), as well as some field observation. Altogether, 550 landslides were counted at the whole study area. Among them, 182 landslides are debris flow and each group of landslides was constructed in the inventory map separately. Then, the landslide inventory was randomly selected through Excel; 50% landslide was used for model analysis and the remaining 50% was used for validation purpose. Total 12 contributing factors, such as slope, aspect, curvature, topographic wetness index (TWI), elevation, forest type, forest timber diameter, forest crown density, geology, landuse, soil depth, and soil drainage were used in the analysis. Moreover, to find out the co-relation between landslide causative factors and incidents landslide, pixels were divided into several classes and frequency ratio for individual class was extracted. Eventually, six landslide susceptibility maps were constructed using the Bayesian Predictive Discriminant (BPD), Empirical Likelihood Ratio (ELR), and Linear Regression Method (LRM) models based on different category dada. Finally, in the cross validation process, landslide susceptibility map was plotted with a receiver operating characteristic (ROC) curve and calculated the area under the curve (AUC) and tried to extract success rate curve. The result showed that Bayesian, likelihood and linear models were of 85.52%, 85.23%, and 83.49% accuracy respectively for total data. Subsequently, in the category of debris flow landslide, results are little better compare with total data and its contained 86.33%, 85.53% and 84.17% accuracy. It means all three models were reasonable methods for landslide susceptibility analysis. The models have proved to produce reliable predictions for regional spatial planning or land-use planning.

Comparison of Dynamic Origin Destination Demand Estimation Models in Highway Network (고속도로 네트워크에서 동적기종점수요 추정기법 비교연구)

  • 이승재;조범철;김종형
    • Journal of Korean Society of Transportation
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    • v.18 no.5
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    • pp.83-97
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    • 2000
  • The traffic management schemes through traffic signal control and information provision could be effective when the link-level data and trip-level data were used simultaneously in analysis Procedures. But, because the trip-level data. such as origin, destination and departure time, can not be obtained through the existing surveillance systems directly. It is needed to estimate it using the link-level data which can be obtained easily. Therefore the objective of this study is to develop the model to estimate O-D demand using only the link flows in highway network as a real time. The methodological approaches in this study are kalman filer, least-square method and normalized least-square method. The kalman filter is developed in the basis of the bayesian update. The normalized least-square method is developed in the basis of the least-square method and the natural constraint equation. These three models were experimented using two kinds of simulated data. The one has two abrupt changing Patterns in traffic flow rates The other is a 24 hours data that has three Peak times in a day Among these models, kalman filer has Produced more accurate and adaptive results than others. Therefore it is seemed that this model could be used in traffic demand management. control, travel time forecasting and dynamic assignment, and so forth.

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An Economic Valuation Analysis of Building the Second Ice-Breaking Research Ship in Korea with Using Bayesian Approach (베이지안 접근법을 활용한 제2쇄빙연구선 건조사업의 경제적 편익 산정연구)

  • Cho, Seung-Kuk;Lee, Joo-Suk
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.24 no.5
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    • pp.569-575
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    • 2018
  • The need for ice-breaking research ships is growing as interest in the Arctic grows. In Korea the 7,500 ton ship Araon, launched in 2009, is the only icebreaker, and difficulty remains when conducting research at the North and South Pole. Thus, the Ministry of Maritime Affairs and Fisheries is pushing for the construction of a second icebreaker, and an economic valuation of a second icebreaker is needed. Such a study will help reduce controversy about the construction of a second icebreaker and help ensure reasonable decisions. The economic benefits of a second icebreaker were calculated using a contingent valuation method. In this study, a Bayesian Approach was applied, in contrast to previous methodology utilizing the maximum likelihood estimation method. According to this analysis, the average WTP per household was estimated at 1,999 won per year, and the total benefit from the construction of a second icebreaker was estimated at 373.9 billion won per year.

Important significant factors of health-related quality of life(EQ-5D) by age group in Korea based on KNHANES(2014) (한국인의 연령대에 따른 건강관련 삶의 질(EQ-5D)에 대한 주요 요인 분석)

  • Oh, Hyun Sook
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.3
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    • pp.573-584
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    • 2017
  • The main purpose of this study is to investigate the important impacting factors of health-related quality of life (HRQOL) by different age groups. The subjects of this study were 5,976 adults over 19 based on data from the 2014 Korea National Health and Nutrition Examination Survey and EQ-5D index score was used for the measurement of HRQOL. Three age groups were considered of young (19-39), middle (40-65), and old (over 66) and for each age group Bayesian ordered probit model analysis was fitted to identify significant factors and their effects on HRQOL. Sex, subjective awareness of health, stress and diseases have been identified to be common important factors for all age groups. HRQOL of women is more likely to be lower than that of men. Subjective awareness of health affect positively but stress and diseases affect negatively on HRQOL. For middle age group, occupational activities have been found to be important positive factors on HRQOL. On the other hand, obesity is more important factor influencing on HRQOL negatively and frequent walking is recommended for old age group.

Forecasting the Effects of Korea-China FTA on Korean Industrial Exports and CO2 Emissions (한·중 FTA에 따른 산업부문별 수출 변화와 CO2 배출량 변화 예측)

  • Ha, Inbong;Lee, Kwangsuck
    • Environmental and Resource Economics Review
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    • v.19 no.1
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    • pp.81-100
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    • 2010
  • This paper measures the impacts of the Korea-China Free Trade Agreement (FTA) on the emissions of carbon dioxide ($CO_2$) in Korean export industries. The Korean industrial exports were forecasted by employing Bayesian Kalman Filter Vector Auto-Regression (BVAR) model. The emissions of $CO_2$ were then estimated by applying the $CO_2$ emission coeffcients on the conditionally forecasted values of export by industries. Under the conditional scenario of the 50% reduction in current tariff rate through FTA between Korea and China, the total $CO_2$ emissions in Korea were expected to increase by 1.96% compared to the BAU (Non FT A) trend at the end of 2010. Another conditional scenario with no tariff after 2012 was also adopted. In this case, the total $CO_2$ emlssions were estimated to increase by 2.06% compared to the BAU up until the end of 2014. These facts imply that the FTA between Korea and China would not result in the significant increase of $CO_2$ emissions in Korea.

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A comparison of synthetic data approaches using utility and disclosure risk measures (유용성과 노출 위험성 지표를 이용한 재현자료 기법 비교 연구)

  • Seongbin An;Trang Doan;Juhee Lee;Jiwoo Kim;Yong Jae Kim;Yunji Kim;Changwon Yoon;Sungkyu Jung;Dongha Kim;Sunghoon Kwon;Hang J Kim;Jeongyoun Ahn;Cheolwoo Park
    • The Korean Journal of Applied Statistics
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    • v.36 no.2
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    • pp.141-166
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    • 2023
  • This paper investigates synthetic data generation methods and their evaluation measures. There have been increasing demands for releasing various types of data to the public for different purposes. At the same time, there are also unavoidable concerns about leaking critical or sensitive information. Many synthetic data generation methods have been proposed over the years in order to address these concerns and implemented in some countries, including Korea. The current study aims to introduce and compare three representative synthetic data generation approaches: Sequential regression, nonparametric Bayesian multiple imputations, and deep generative models. Several evaluation metrics that measure the utility and disclosure risk of synthetic data are also reviewed. We provide empirical comparisons of the three synthetic data generation approaches with respect to various evaluation measures. The findings of this work will help practitioners to have a better understanding of the advantages and disadvantages of those synthetic data methods.

Analysis of Elderly Drivers' Accident Models Considering Operations and Physical Characteristics (고령운전자 운전 및 신체특성을 반영한 교통사고 분석 연구)

  • Lim, Sam Jin;Park, Jun Tae;Kim, Young Il;Kim, Tae Ho
    • Journal of Korean Society of Transportation
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    • v.30 no.6
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    • pp.37-46
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    • 2012
  • The number of traffic accidents caused by elderly drivers over the age of 65 has surged over the past ten years from 37,000 to 274,000 cases. The proportion of elderly drivers' accidents has jumped 3.1 times from 1.2% to 3.7% out of all traffic accidents, and traffic safety organizations are pursuing diverse measures to address the situation. Above all, connecting safety measures with an in-depth research on behavioral and physical characteristics of elderly drivers will prove vital. This study conducted an empirical research linking the driving characteristics and traffic accidents by elderly drivers based on the Driving Aptitude Test items and traffic accident data, which enabled the measurement of behavioral characteristics of elderly drivers. In developing the Influence Model, we applied the zero-inflated Poisson (ZIP) regression model and selected an accident prediction model based on the Bayesian Influence in regards to the ZIP regression model and the zero-inflated negative binomial (ZINB) regression model. According to the results of the AAE analysis, the ZIP regression model was more appropriate and it was found that three variables? prediction of velocity, diversion, and cognitive ability? had a relation of influence with traffic accidents caused by elderly drivers.