• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.493-493
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• 2017

부유사 수리실험에서 부유사의 농도를 측정하는 것은 불확실성이 매우 크다. Einstein(1950)은 유사의 pickup function 결정에서 이러한 불확실성 때문에 유사입자의 거동을 발생시키는 양력의 확률을 적용하기도 하였다. 일반적으로 부유사의 측정은 부유사 채집기를 통해 수행하지만, 시간적으로 비효율 적이며, 채집 시 채집기의 부피로 인한 난류 발생으로 채집 후 흐름 변화가 발생할 수 있다. 수리실험의 규모라면 이 문제는 더욱 부각될 수 있다. 연속적인 부유사의 농도 측정을 위해 이러한 점은 개선되어야 하는 문제이다. 본 연구에서는 유사 실험의 이러한 단점을 극복하고자 image processing 기법을 적용하였다. Image processing은 부유사의 농도가 증가할수록 탁도가 증가하는 특성을 이용하여, 부유사 농도를 추정하는 방법이다. 이 과정에서 RGB(Red-Green-Blue)로 색을 표시하는 방식에서 image를 변환하여 gray scale로 전환해야 하며, 파(wave)의 전파에 의한 image 결과의 변형은 없다고 가정하였다. Gray scale과 탁도와의 관계를 도출하기 위해 하상에 유사를 포설하고, 단파(surge)를 발생 시켰다. 실험은 길이 12.0m, 폭 0.8m, 높이 0.75m의 개수로에서 수행하였으며, 수로 상류에 sluice형 gate를 급격하게 개방하는 것으로 단파를 재현하였다. 탁도 측정을 위해 유사 채집기를 이용하였으며, 상기에서 제시한 흐름 교란문제로, 1지점에서 1개의 시간동안만 채집을 수행하였으며, image의 촬영을 병행하였다. 또한 data의 정확도를 높이기 위해 3번의 반복실험을 수행하였다. 실험결과 gray scale과 탁도와는 일정한 관계가 나타났으며, 이를 토대로 gray scale-SSC(suspended sediment concentration)와의 관계를 도출하였다. Bayesian 분석을 이용하여 image processing의 보정(확률적 보정)을 추가적으로 수행하였다. 최종적으로 실측한 값과 image processing을 통한 값을 1:1 curve를 통해 비교하였으며, 약 9%의 평균 오차가 발생하여, image processing과 bayesian 적용을 통한 부유사 농도 측정은 신뢰할 만한 결과를 도출하는 것으로 판단된다.

• The Korean Journal of Applied Statistics
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• v.35 no.2
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• pp.311-325
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• 2022

For count responses, the situation of excess zeros often occurs in various research fields. Zero-inflated model is a common choice for modeling such count data. Bayesian inference for the zero-inflated model has long been recognized as a hard problem because the form of conditional posterior distribution is not in closed form. Recently, however, Pillow and Scott (2012) and Polson et al. (2013) proposed a Pólya-Gamma data-augmentation strategy for logistic and negative binomial models, facilitating Bayesian inference for the zero-inflated model. We apply Bayesian zero-inflated negative binomial regression model to longitudinal pharmaceutical data which have been previously analyzed by Min and Agresti (2005). To facilitate posterior sampling for longitudinal zero-inflated model, we use the Pólya-Gamma data-augmentation strategy.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.30 no.4B
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• pp.389-397
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• 2010

This study introduced a Bayesian based frequency analysis in which the statistical trend analysis for hydrologic extreme series is incorporated. The proposed model employed Gumbel extreme distribution to characterize extreme events and a fully coupled bayesian frequency model was finally utilized to estimate design rainfalls in Seoul. Posterior distributions of the model parameters in both Gumbel distribution and trend analysis were updated through Markov Chain Monte Carlo Simulation mainly utilizing Gibbs sampler. This study proposed a way to make use of nonstationary frequency model for dynamic risk analysis, and showed an increase of hydrologic risk with time varying probability density functions. The proposed study showed advantage in assessing statistical significance of parameters associated with trend analysis through statistical inference utilizing derived posterior distributions.

• 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.

• The Korean Journal of Financial Management
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• v.16 no.2
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• pp.215-241
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• 1999

본 연구는 우리나라 상장기업중 금융 보험업을 제외하고 비교적 상장기업수가 많은 9개 산업에서 임의로 선정한 180개 표본기업을 분석대상으로 하였다. 1989년 1월부터 1996년 12월까지를 분석대상기간으로 설정하여 베타계수 예측능력을 향상시키기 위한 회계위험변수모형의 예측능력을 평가하고 위험수준별 예측능력에 차이가 있는지도 분석하였다. 아울러 베타계수 추정시 사용된 수익률 측정간격에 빠른 베타계수의 안정성과 회계위험변수모형의 예측능력을 분식하였다. 본 연구의 중요한 결과를 요약하면 다음과 같다. 첫째, 포트폴리오를 구성한 경우 수익률 측정기간에 관계없이 일관되게 예측오차가 유의적으로 적게 나타나 회계위험변수모형의 베타계수 예측능력이 우수하였으며 베타계수예측에 회계 변수의 유용성이 확인되었다. 둘째, 위험수준에 따른 베타계수의 안정성 분석에서는 중위험집단의 베타가 안정성이 높았으며 고위험집단에서 예측오차가 가장 크게 나타나 불안정하였다. 회계위험변수모형의 예측능력은 위험수준에 관계없이 단순모형보다 우수하여 베타예측에 회계정보의 유용성을 일반화시킬 수 있을 것이다. 셋째, 수익률 측정간격에 따른 베타계수의 안정성과 예측능력 분석에서는 월별수익률을 이용하는 경우보다 주별수익률을 이용하는 경우 추정베타의 안정성이 높고 베타계수 예측모형의 예측능력이 향상되는 것으로 나타났다. 넷째, OLS베타를 수정하지 않고 이용하는 경우보다 Bayesian 기법으로 수정한 Bayesian수정 베타를 이용할 경우 예측오차가 감소하여 Bayesian 수정기법의 유용성이 확인되었다.

• Journal of the Korean Institute of Intelligent Systems
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• v.15 no.3
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• pp.306-311
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• 2005

To analyze the consumer's purchase pattern, we must consider a factor which is a cultural, social, individual, psychological and so on. If we consider the internal state by the consumer's purchase, Both the consumer's purchase action and the purchase factor can be predicted, so the corporation can use effectively in suitable goods development in a consumer's preference. These factors need a technology that treat uncertain information, because it is difficult to analyze by directly information processing. Therefore, bayesian network manages elements those the observation of inner state such as consumer's purchase is difficult. In addition, it is interpretable about data that the observation is impossible. In this paper, we examine the seller's know-how and the way of consumer's purchase to analyze consumer's purchase action pattern through goods purchase. Also, we compose the bayesian network based on the examined data, and propose the method that predicts purchase patterns. Finally, we remove the data including unnecessary attribute using the bayesian network, and analyze the consumer's Purchase pattern using Kohonen's SOM method.

• Journal of Internet Computing and Services
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• v.4 no.2
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• pp.69-80
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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 modificated anomaly intrusions effectively. In this paper, the relation among system calls of processes is represented by bayesian network and Multiple Sequence Alignment. Program behavior profiling by Bayesian Network classifies modified anomaly intrusion behaviors, and detects anomaly behaviors. we had simulation by proposed normal behavior profiling technique using UNM data.

• The Korean Journal of Applied Statistics
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• v.11 no.1
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• pp.97-111
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• 1998

This paper suggests a Bayesian method for testing first-order markov correlation among linear regression disturbances. As a Bayesian test criterion, Bayes factor is derived in the form of generalized Savage-Dickey density ratio that is easily estimated by means of posterior simulation via Gibbs sampling scheme. Performance of the Bayesian test is evaluated and examined based upon a Monte Carlo experiment and an empirical data analysis. Efficiency of the posterior simulation is also examined.

• Journal of the Korean Data and Information Science Society
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• v.12 no.1
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• pp.51-59
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• 2001

We propose the Bayesian testing for the equality of two Lognormal population means. Specially we use the fractional Bayesian factors suggested by O'Hagan (1995) based on the noninformative priors for the parameters. In order to investigate the usefulness of the proposed Bayesian testing procedures, we compare it with classical tests via both real data analysis and simulations.

• Proceedings of the Korea Water Resources Association Conference
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• 2012.05a
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• pp.467-467
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• 2012

As the features of recent flood are spatially concentrated, loss of life and property increase by the impact of climate change. In addition to this the public interest in water control information is increased and socially reasonable justification of water control policy is needed. It is necessary to estimate the flood risk in order to let people know the status of flood control and establish flood control policy. For accurate flood risk analysis, we should consider inter-relation between causal factors of flood damage. Hence, flood risk analysis should be applied to interdependence of the factors selected. The Bayesian networks are ideally suited to assist decision-making in situations where there is uncertainty in the data and where the variables are highly interlinked. In this research, to provide more proper water control information the flood risk analysis is performed using the Bayesian networks to handle uncertainty and dependency among 13 specific proxy variables.