• Title/Summary/Keyword: Bayesian 모형

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A Study on the Determination of the Risk-Loaded Premium using Risk Measures in the Credibility Theory (신뢰도이론에서 위험측도를 이용한 할증보험료 결정에 대한 고찰)

  • Kim, Hyun Tae;Jeon, Yongho
    • The Korean Journal of Applied Statistics
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    • v.27 no.1
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    • pp.71-87
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    • 2014
  • The Bayes premium or the net premium in the credibility theory does not reflect the underlying tail risk. In this study we examine how the tail risk measures can be utilized in determining the risk premium. First, we show that the risk measures can not only provide the proper risk loading, but also allow the insurer to avoid the wrong decision made with the Bayesian premium alone. Second, it is illustrated that the rank of the tail thickness among different conditional loss distributions does not preserve for the corresponding predictive distributions, even if they share the identical prior variable. The implication of this result is that the risk loading for a contract should be based on the risk measure of the predictive loss distribution not the conditional one.

Bayesian Model Selection for Linkage Analyses: Considering Collinear Predictors (연관분석을 위한 베이지안 모형 선택: 상호상관성 변수를 중심으로)

  • Suh, Young-Ju
    • The Korean Journal of Applied Statistics
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    • v.18 no.3
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    • pp.533-541
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    • 2005
  • We identify the correct chromosome and locate the corresponding markers close to the QTL in the linkage analysis of a quantitative trait by using the SSVS method. We consider several markers linked to the QTL, as well as to each oyher and thus the i.b.d. values at these loci generate collinear predictors to be evaluated when using the SSVS approach. The results on considering only closely linked markers to two QTL simultaneously showed clear evidence in favor of the closest marker to the QTL considered over other markers. The results of the analysis of collinear markers with SSVS showeed high concordance to those obtained using traditional multiple regression. We conclude based on this simulation study that the SSVS is quite useful to identify linkage with multiple linked markers simultaneously for a complex quantitative trait.

Robustness Estimation for Power and Water Supply Network : in the Context of Failure Propagation (피해파급에 대한 고찰을 통한 전력 및 상수도 네트워크의 강건성 예측)

  • Lee, Seulbi;Park, Moonseo;Lee, Hyun-Soo
    • Korean Journal of Construction Engineering and Management
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    • v.19 no.3
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    • pp.33-42
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    • 2018
  • In the aftermath of an earthquake, seismic-damaged infrastructure systems loss estimation is the first step for the disaster response. However, lifeline systems' ability to supply service can be volatile by external factors such as disturbances of nearby facilities, and not by own physical issue. Thus, this research develops the bayesian model for probabilistic inference on common-cause and cascading failure of seismic-damaged lifeline systems. In addition, the authors present network robustness estimation metrics in the context of failure propagation. In order to quantify the functional loss and observe the effect of the mitigation plan, power and water supply system in Daegu-Gyeongbuk in South Korea is selected as case network. The simulation results show that reduction of cascading failure probability allows withstanding the external disruptions from a perspective of the robustness improvement. This research enhances the comprehensive understanding of how a single failure propagates to whole lifeline system performance and affected region after an earthquake.

A Study on Auction Mechanism for DMZ Conservation using the South-North Korean Economic Development Projects (남북경제협력에 따른 개발이익 경매와 DMZ 보전기금 확보)

  • Park, Hojeong;Kim, Joonsoon;Kim, Hyunhee
    • Environmental and Resource Economics Review
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    • v.28 no.1
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    • pp.39-59
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    • 2019
  • The Korean Demilitarized Zone (DMZ) has the great ecosystem as all the artificial activities in DMZ have been prohibited over half a century. The ecosystem should be conserved even after the reunification of Korea and hence the conservation plan should be established not after the reunification but before it. It requires a considerable budget to conserve DMZ, considering management of ecology resource, recovery, and research. The objective of this paper is to analyze a fund-raising measure for DMZ conservation, using economic incentives mechanism when multiple developers participate in the auction to get the right to develop North Korean regions, have private information about their sunk costs and pay a part of their profits for the fund. First, we analyze the real option model to decide the optimal investment time. Second, we construct the auction for bidders not to misrepresent their private information, based on Bayesian Nash equilibrium.

A Study on Soil Moisture Estimates Performance Using Various Land Surface Models (다양한 지표모형을 활용한 토양수분 예측 성능 평가 연구)

  • Jang, Ye-Geun;Sin, Seoung-Hun;Lee, Tae-Hwa;Jang, Won-Seok;Shin, Yong-Chul;Jang, Keun-Chang;Chun, Jung-Hwa;Kim, Jong-Gun
    • Journal of The Korean Society of Agricultural Engineers
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    • v.64 no.1
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    • pp.79-89
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    • 2022
  • Soil moisture is significantly related to crop growth and plays an important role in irrigation management. To predict soil moisture, various process-based model has been developed and used in the world. Various models (Land surface model) may have different performance depending on the model parameters and structures that causes the different model output for the same modeling condition. In this study, the three land surface models (Noah Land Surface Model, Soil Water Atmosphere Plant, Community Land Model) were used to compare the model performance (soil moisture prediction) and develop the multi-model simulation. At first, the genetic algorithm was used to estimate the optimal soil parameters for each model, and the parameters were used to predict soil moisture in the study area. Then, we used the multi-model approach based on Bayesian model averaging (BMA). The results derived from this approach showed a better match to the measurements than the results from the original single land surface model. In addition, identifying the strengths and weaknesses of the single model and utilizing multi-model methods can help to increase the accuracy of soil moisture prediction.

Recommender system using BERT sentiment analysis (BERT 기반 감성분석을 이용한 추천시스템)

  • Park, Ho-yeon;Kim, Kyoung-jae
    • Journal of Intelligence and Information Systems
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    • v.27 no.2
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    • pp.1-15
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    • 2021
  • If it is difficult for us to make decisions, we ask for advice from friends or people around us. When we decide to buy products online, we read anonymous reviews and buy them. With the advent of the Data-driven era, IT technology's development is spilling out many data from individuals to objects. Companies or individuals have accumulated, processed, and analyzed such a large amount of data that they can now make decisions or execute directly using data that used to depend on experts. Nowadays, the recommender system plays a vital role in determining the user's preferences to purchase goods and uses a recommender system to induce clicks on web services (Facebook, Amazon, Netflix, Youtube). For example, Youtube's recommender system, which is used by 1 billion people worldwide every month, includes videos that users like, "like" and videos they watched. Recommended system research is deeply linked to practical business. Therefore, many researchers are interested in building better solutions. Recommender systems use the information obtained from their users to generate recommendations because the development of the provided recommender systems requires information on items that are likely to be preferred by the user. We began to trust patterns and rules derived from data rather than empirical intuition through the recommender systems. The capacity and development of data have led machine learning to develop deep learning. However, such recommender systems are not all solutions. Proceeding with the recommender systems, there should be no scarcity in all data and a sufficient amount. Also, it requires detailed information about the individual. The recommender systems work correctly when these conditions operate. The recommender systems become a complex problem for both consumers and sellers when the interaction log is insufficient. Because the seller's perspective needs to make recommendations at a personal level to the consumer and receive appropriate recommendations with reliable data from the consumer's perspective. In this paper, to improve the accuracy problem for "appropriate recommendation" to consumers, the recommender systems are proposed in combination with context-based deep learning. This research is to combine user-based data to create hybrid Recommender Systems. The hybrid approach developed is not a collaborative type of Recommender Systems, but a collaborative extension that integrates user data with deep learning. Customer review data were used for the data set. Consumers buy products in online shopping malls and then evaluate product reviews. Rating reviews are based on reviews from buyers who have already purchased, giving users confidence before purchasing the product. However, the recommendation system mainly uses scores or ratings rather than reviews to suggest items purchased by many users. In fact, consumer reviews include product opinions and user sentiment that will be spent on evaluation. By incorporating these parts into the study, this paper aims to improve the recommendation system. This study is an algorithm used when individuals have difficulty in selecting an item. Consumer reviews and record patterns made it possible to rely on recommendations appropriately. The algorithm implements a recommendation system through collaborative filtering. This study's predictive accuracy is measured by Root Mean Squared Error (RMSE) and Mean Absolute Error (MAE). Netflix is strategically using the referral system in its programs through competitions that reduce RMSE every year, making fair use of predictive accuracy. Research on hybrid recommender systems combining the NLP approach for personalization recommender systems, deep learning base, etc. has been increasing. Among NLP studies, sentiment analysis began to take shape in the mid-2000s as user review data increased. Sentiment analysis is a text classification task based on machine learning. The machine learning-based sentiment analysis has a disadvantage in that it is difficult to identify the review's information expression because it is challenging to consider the text's characteristics. In this study, we propose a deep learning recommender system that utilizes BERT's sentiment analysis by minimizing the disadvantages of machine learning. This study offers a deep learning recommender system that uses BERT's sentiment analysis by reducing the disadvantages of machine learning. The comparison model was performed through a recommender system based on Naive-CF(collaborative filtering), SVD(singular value decomposition)-CF, MF(matrix factorization)-CF, BPR-MF(Bayesian personalized ranking matrix factorization)-CF, LSTM, CNN-LSTM, GRU(Gated Recurrent Units). As a result of the experiment, the recommender system based on BERT was the best.

The development of water circulation model based on quasi-realtime hydrological data for drought monitoring (수문학적 가뭄 모니터링을 위한 실적자료 기반 물순환 모델 개발)

  • Kim, Jin-Young;Kim, Jin-Guk;Kim, Jang-Gyeng;Chun, Gun-il;Kang, Shin-uk;Lee, Jeong-Ju;Nam, Woo-Sung;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.53 no.8
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    • pp.569-582
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    • 2020
  • Recently, Korea has faced a change in the pattern of water use due to urbanization, which has caused difficulties in understanding the rainfall-runoff process and optimizing the allocation of available water resources. In this perspective, spatially downscaled analysis of the water balance is required for the efficient operation of water resources in the National Water Management Plan and the River Basin Water Resource Management Plan. However, the existing water balance analysis does not fully consider water circulation and availability in the basin, thus, the obtained results provide limited information in terms of decision making. This study aims at developing a novel water circulation analysis model that is designed to support a quasi-real-time assessment of water availability along the river. The water circulation model proposed in this study improved the problems that appear in the existing water balance analysis. More importantly, the results showed a significant improvement over the existing model, especially in the low flow simulation. The proposed modeling framework is expected to provide primary information for more realistic hydrological drought monitoring and drought countermeasures by providing streamflow information in quasi-real-time through a more accurate natural flow estimation approach with highly complex network.

Assessing the public preference and acceptance for renewable energy participation initiatives - focusing on photovoltaic power (재생에너지 사업 참여에 대한 국민 선호와 수용성 분석 - 태양광 발전을 중심으로)

  • Ham, AeJung;Kang, SeungJin
    • Journal of Energy Engineering
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    • v.27 no.4
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    • pp.36-49
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    • 2018
  • This study analyzed the public preference and acceptance regarding renewable energy projects through Choice Based Conjoint Analysis. The results show that the surveyed respondents consider the leading authority of the projects, as the most important factor when considering participating in renewable energy initiatives. Following this, the mode of participation and profit distribution and the power plant location are also viewed as important, whereas participation through decision making regarding the projects was less important. Also when participating in renewable energy projects, respondents tend to prefer to financially participating through loans or owning shares rather than volunteering support for the business such as sharing information, stating one's views, or providing cooperation and coordination. Therefore, the focus is on distributional justice, such as financial investment and profit distribution, rather than procedural justice, for instance decision making. When analyzing the part-worths utilities for the participation attribute, the respondents most preferred to receiving dividends based on earnings by owning shares with the local government in charge of the entire projects. As a consequence, the results suggest that it is important to have local government get involved and have trust-worthy governing systems in place for the initiation of the public participating-renewable energy projects.

Comparison of Temperature-dependent Development Model of Aphis gossypii (Hemiptera: Aphididae) under Constant Temperature and Fluctuating Temperature (실내 항온과 온실 변온조건에서 목화진딧물의 온도 발육비교)

  • Kim, Do-Ik;Ko, Suk-Ju;Choi, Duck-Soo;Kang, Beom-Ryong;Park, Chang-Gyu;Kim, Seon-Gon;Park, Jong-Dae;Kim, Sang-Soo
    • Korean journal of applied entomology
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    • v.51 no.4
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    • pp.421-429
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    • 2012
  • The developmental time period of Aphis gossypii was studied in laboratory (six constant temperatures from 15 to $30^{\circ}C$ with 50~60% RH, and a photoperiod of 14L:10D) and in a cucumber plastic house. The mortality of A. gossypii in the laboratory was high in the 2nd (20.0%) and 3rd stage(13.3%) at low temperature but high in the 3rd (26.7%) and 4th stage (33.3%) at high temperatures. Mortality in the plastic house was high in the 1st and 2nd stage but there was no mortality in the 4th stage at low temperature. The total developmental period was longest at $15^{\circ}C$ (12.2 days) in the laboratory and shortest at $28.5^{\circ}C$ (4.09 days) in the plastic house. The lower threshold temperature at the total nymphal stage was $6.8^{\circ}C$ in laboratory. The thermal constant required to reach the total nymphal stage was 111.1DD. The relationship between the developmental rate and temperature fit the nonlinear model of Logan-6 which has the lowest value for the Akaike information criterion(AIC) and Bayesian information criterion(BIC). The distribution of completion of each development stage was well described by the 3-parameter Weibull function ($r^2=0.89{\sim}0.96$). This model accurately described the predicted and observed outcomes. Thus it is considered that the model can be used for predicting the optimal spray time for Aphis gossypii.

A Study on the Overall Economic Risks of a Hypothetical Severe Accident in Nuclear Power Plant Using the Delphi Method (델파이 기법을 이용한 원전사고의 종합적인 경제적 리스크 평가)

  • Jang, Han-Ki;Kim, Joo-Yeon;Lee, Jai-Ki
    • Journal of Radiation Protection and Research
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    • v.33 no.4
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    • pp.127-134
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    • 2008
  • Potential economic impact of a hypothetical severe accident at a nuclear power plant(Uljin units 3/4) was estimated by applying the Delphi method, which is based on the expert judgements and opinions, in the process of quantifying uncertain factors. For the purpose of this study, it is assumed that the radioactive plume directs the inland direction. Since the economic risk can be divided into direct costs and indirect effects and more uncertainties are involved in the latter, the direct costs were estimated first and the indirect effects were then estimated by applying a weighting factor to the direct cost. The Delphi method however subjects to risk of distortion or discrimination of variables because of the human behavior pattern. A mathematical approach based on the Bayesian inferences was employed for data processing to improve the Delphi results. For this task, a model for data processing was developed. One-dimensional Monte Carlo Analysis was applied to get a distribution of values of the weighting factor. The mean and median values of the weighting factor for the indirect effects appeared to be 2.59 and 2.08, respectively. These values are higher than the value suggested by OECD/NEA, 1.25. Some factors such as small territory and public attitude sensitive to radiation could affect the judgement of panel. Then the parameters of the model for estimating the direct costs were classified as U- and V-types, and two-dimensional Monte Carlo analysis was applied to quantify the overall economic risk. The resulting median of the overall economic risk was about 3.9% of the gross domestic products(GDP) of Korea in 2006. When the cost of electricity loss, the highest direct cost, was not taken into account, the overall economic risk was reduced to 2.2% of GDP. This assessment can be used as a reference for justifying the radiological emergency planning and preparedness.