• Title/Summary/Keyword: Bayesian 분석

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A development of bivariate regional drought frequency analysis model using copula function (Copula 함수를 이용한 이변량 가뭄 지역빈도해석 모형 개발)

  • Kim, Jin-Guk;Kim, Jin-Young;Ban, Woo-Sik;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.52 no.12
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    • pp.985-999
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    • 2019
  • Over the last decade, droughts have become more severe and frequent in many regions, and several studies have been conducted to explore the recent drought. Copula-based bivariate drought frequency analysis has been widely used to evaluate drought risk in the context of point frequency analysis. However, the relatively significant uncertainties in the parameters are problematic when available data are limited. For this reason, the primary purpose of this study is to develop a regional drought frequency model based on the Copula function. All parameters, including marginal and copula functions in the regional frequency model, were estimated simultaneously. Here, we present a case study of recent drought 2013-2015 over the Han-River watershed where severe drought risk is consistently found to increase. The proposed model provided a reliable way to significantly reduce the uncertainty of parameters with a Bayesian modeling framework. The uncertainty of the joint return period in the regional frequency analysis is nearly three times lower than that of the point frequency analysis. Accordingly, DIC values in the regional frequency analysis model are significantly decreased by 15. The results confirm that the proposed model is not only reliably representing characteristics of historical droughts and dependencies between drought variables, but also providing the efficacy of understanding regional drought characteristics.

A Short-Term Traffic Information Prediction Model Using Bayesian Network (베이지안 네트워크를 이용한 단기 교통정보 예측모델)

  • Yu, Young-Jung;Cho, Mi-Gyung
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.13 no.4
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    • pp.765-773
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    • 2009
  • Currently Telematics traffic information services have been various because we can collect real-time traffic information through Intelligent Transport System. In this paper, we proposed and implemented a short-term traffic information prediction model for giving to guarantee the traffic information with high quality in the near future. A Short-term prediction model is for forecasting traffic flows of each segment in the near future. Our prediction model gives an average speed on the each segment from 5 minutes later to 60 minutes later. We designed a Bayesian network for each segment with some casual nodes which makes an impact to the road situation in the future and found out its joint probability density function on the supposition of GMM(Gaussian Mixture Model) using EM(Expectation Maximization) algorithm with training real-time traffic data. To validate the precision of our prediction model we had conducted various experiments with real-time traffic data and computed RMSE(Root Mean Square Error) between a real speed and its prediction speed. As the result, our model gave 4.5, 4.8, 5.2 as an average value of RMSE about 10, 30, 60 minutes later, respectively.

Performance Comparison of the Batch Filter Based on the Unscented Transformation and Other Batch Filters for Satellite Orbit Determination (인공위성 궤도결정을 위한 Unscented 변환 기반의 배치필터와 다른 배치필터들과의 성능비교)

  • Park, Eun-Seo;Park, Sang-Young;Choi, Kyu-Hong
    • Journal of Astronomy and Space Sciences
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    • v.26 no.1
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    • pp.75-88
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    • 2009
  • The main purpose of the current research is to introduce the alternative algorithm of the non-recursive batch filter based on the unscented transformation in which the linearization process is unnecessary. The presented algorithm is applied to the orbit determination of a low earth orbiting satellite and compared its results with those of the well-known Bayesian batch least squares estimation and the iterative UKF smoother (IUKS). The system dynamic equations consist of the Earth's geo-potential, the atmospheric drag, solar radiation pressure and the lunar/solar gravitational perturbations. The range, azimuth and elevation angles of the satellite measured from ground stations are used for orbit determination. The characteristics of the non recursive unscented batch filter are analyzed for various aspects, including accuracy of the determined orbit, sensitivity to the initial uncertainty, measurement noise and stability performance in a realistic dynamic system and measurement model. As a result, under large non-linear conditions, the presented non-recursive batch filter yields more accurate results than the other batch filters about 5% for initial uncertainty test and 12% for measurement noise test. Moreover, the presented filter exhibits better convergence reliability than the Bayesian least squares. Hence, it is concluded that the non-recursive batch filter based on the unscented transformation is effectively applicable for highly nonlinear batch estimation problems.

Committee Learning Classifier based on Attribute Value Frequency (속성 값 빈도 기반의 전문가 다수결 분류기)

  • Lee, Chang-Hwan;Jung, In-Chul;Kwon, Young-S.
    • Journal of KIISE:Databases
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    • v.37 no.4
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    • pp.177-184
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    • 2010
  • In these day, many data including sensor, delivery, credit and stock data are generated continuously in massive quantity. It is difficult to learn from these data because they are large in volume and changing fast in their concepts. To handle these problems, learning methods based in sliding window methods over time have been used. But these approaches have a problem of rebuilding models every time new data arrive, which requires a lot of time and cost. Therefore we need very simple incremental learning methods. Bayesian method is an example of these methods but it has a disadvantage which it requries the prior knowledge(probabiltiy) of data. In this study, we propose a learning method based on attribute values. In the proposed method, even though we don't know the prior knowledge(probability) of data, we can apply our new method to data. The main concept of this method is that each attribute value is regarded as an expert learner, summing up the expert learners lead to better results. Experimental results show our learning method learns from data very fast and performs well when compared to current learning methods(decision tree and bayesian).

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.

The Effect of Smart Safety and Health Activities on Workers' Intended Behavior (스마트 안전보건활동이 근로자의 의도된 행동에 미치는 영향)

  • Choonhwan Cho
    • Journal of the Society of Disaster Information
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    • v.19 no.3
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    • pp.519-531
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    • 2023
  • With the aim of preventing safety accidents at construction sites, the company aims to create safe behaviors intended through variables called smart safety and health activities to help reduce industrial accidents. Purpose: It analyzes how smart safety and health activities affect accidents caused by unsafe behavior and changes in worker behavior, which is the root cause, and verifies the hypothesis that it helps prevent safety accidents and protect workers' lives. Method: Smart safety and health activities were selected as independent variables (X), and intended safety and anxiety, which are workers' behavioral intentions, were set as dependent variables (Y), attitude and subjective norms, and planned behavioral control as parameters (M). Exploratory factor analysis, discriminant validity analysis, and intensive validity analysis of safety and health activities were used to analyze the scale's reliability and validity. To verify the hypothesis of behavior change, the study was verified through Bayesian model analysis and MC simulation's probability density distribution. Result: It was found that workers who experienced smart safety and health activities at construction sites had the highest analysis of reducing unstable behavior and performing intended safety behavior. The research hypothesis that this will affect changes in worker behavior has been proven, the correlation between variables has been verified in the structural equation and path analysis of the research analysis, and it has been confirmed that smart safety and health activities can control and reduce worker instability. Conclusion: Smart safety and health activities are a very important item to prevent accidents and change workers' behavior at construction sites.

Change Detection of land-surface Environment in Gongju Areas Using Spatial Relationships between Land-surface Change and Geo-spatial Information (지표변화와 지리공간정보의 연관성 분석을 통한 공주지역 지표환경 변화 분석)

  • Jang Dong-Ho
    • Journal of the Korean Geographical Society
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    • v.40 no.3 s.108
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    • pp.296-309
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    • 2005
  • In this study, we investigated the change of future land-surface and relationships of land-surface change with geo-spatial information, using a Bayesian prediction model based on a likelihood ratio function, for analysing the land-surface change of the Gongju area. We classified the land-surface satellite images, and then extracted the changing area using a way of post classification comparison. land-surface information related to the land-surface change is constructed in a GIS environment, and the map of land-surface change prediction is made using the likelihood ratio function. As the results of this study, the thematic maps which definitely influence land-surface change of rural or urban areas are elevation, water system, population density, roads, population moving, the number of establishments, land price, etc. Also, thematic maps which definitely influence the land-surface change of forests areas are elevation, slope, population density, population moving, land price, etc. As a result of land-surface change analysis, center proliferation of old and new downtown is composed near Gum-river, and the downtown area will spread around the local roads and interchange areas in the urban area. In case of agricultural areas, a small tributary of Gum-river or an area of local roads which are attached with adjacent areas showed the high probability of change. Most of the forest areas are located in southeast and from this result we can guess why the wide chestnut-tree cultivation complex is located in these areas and the capability of forest damage is very high. As a result of validation using a prediction rate curve, a capability of prediction of urban area is $80\%$, agriculture area is $55\%$, forest area is $40\%$ in higher $10\%$ of possibility which the land-surface change would occur. This integration model is unsatisfactory to Predict the forest area in the study area and thus as a future work, it is necessary to apply new thematic maps or prediction models In conclusion, we can expect that this way can be one of the most essential land-surface change studies in a few years.

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.

Intercomparison of Change Point Analysis Methods for Identification of Inhomogeneity in Rainfall Series and Applications (강우자료의 비동질성 규명을 위한 변동점 분석기법의 상호비교 및 적용)

  • Lee, Sangho;Kim, Sang Ug;Lee, Yeong Seob;Sung, Jang Hyun
    • Journal of Korea Water Resources Association
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    • v.47 no.8
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    • pp.671-684
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    • 2014
  • Change point analysis is a efficient tool to understand the fundamental information in hydro-meteorological data such as rainfall, discharge, temperature etc. Especially, this fundamental information to change points to future rainfall data identified by reasonable detection skills can affect the prediction of flood and drought occurrence because well detected change points provide a key to resolve the non-stationary or inhomogeneous problem by climate change. Therefore, in this study, the comparative study to assess the performance of the 3 change point detection skills, cumulative sum (CUSUM) method, Bayesian change point (BCP) method, and segmentation by dynamic programming (DP) was performed. After assessment of the performance of the proposed detection skills using the 3 types of the synthetic series, the 2 reasonable detection skills were applied to the observed and future rainfall data at the 5 rainfall gauges in South Korea. Finally, it was suggested that BCP (with 0.9 posterior probability) could be best detection skill and DP could be reasonably recommended through the comparative study. Also it was suggested that BCP (with 0.9 posterior probability) and DP detection skills to find some change points could be reasonable at the North-eastern part in South Korea. In future, the results in this study can be efficiently used to resolve the non-stationary problems in hydrological modeling considering inhomogeneity or nonstationarity.

Modeling the Trend of Apartment Market Price in Seoul (서울시 아파트 가격 추세의 모형화)

  • Hwang, Eun-Yeon;Kwon, Yong-Chan;Jang, Dong-Ik;Lee, Jae-Yong;Oh, Hee-Seok
    • Communications for Statistical Applications and Methods
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    • v.15 no.2
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    • pp.173-191
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    • 2008
  • The goal of this paper is analyzing and modeling the trend of apartment market price in Seoul using the dynamic linear model(DLM). We use the market price per pyeong of 30-pyeong-apartment provided by "KB apartment market price database" of Kookmin bank. The data is collected from June $24^{th}$, 2003 to August $28^{th}$, 2006. The inspection of the data reveals that the trend of apartment market price in Seoul can be divided into two groups and we assume that the price is expressed by the common trend of divided groups. We try to estimate the price of apartment by DLM using the Bayesian method.