• Title/Summary/Keyword: Bayesian Design

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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.

Reliability Updates of Driven Piles Based on Bayesian Theory Using Proof Pile Load Test Results (베이지안 이론을 이용한 타입강관말뚝의 신뢰성 평가)

  • Park, Jae-Hyun;Kim, Dong-Wook;Kwak, Ki-Seok;Chung, Moon-Kyung;Kim, Jun-Young;Chung, Choong-Ki
    • Journal of the Korean Geotechnical Society
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    • v.26 no.7
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    • pp.161-170
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    • 2010
  • For the development of load and resistance factor design, reliability analysis is required to calibrate resistance factors in the framework of reliability theory. The distribution of measured-to-predicted pile resistance ratio was obrained based on only the results of load tests conducted to failure for the assessment of uncertainty regarding pile resistance and used in the conventional reliability analysis. In other words, successful pile load test (piles resisted twice their design loads without failure) results were discarded, and therefore, were not reflected in the reliability analysis. In this paper, a new systematic method based on Bayesian theory is used to update reliability indices of driven steel pipe piles by adding more proof pile load test results, even not conducted to failure, to the prior distribution of pile resistance ratio. Fifty seven static pile load tests performed to failure in Korea were compiled for the construction of prior distribution of pile resistance ratio. The empirical method proposed by Meyerhof is used to calculate the predicted pile resistance. Reliability analyses were performed using the updated distribution of pile resistance ratio. The challenge of this study is that the distribution updates of pile resistance ratio are possible using the load test results even not conducted to failure, and that Bayesian updates are most effective when limited data are available for reliability analysis.

Development of a Successive LCC Model for Marine RC Structures Exposed to Chloride Attack on the Basis of Bayesian Approach (베이지안 기법을 이용한 해양 RC 구조물의 염해에 대한 LCC 모델 개발)

  • Jung, Hyun-Jun;Park, Heung-Min;Kong, Jung-Sik;Zi, Goang-Seup;Kim, Gyu-Seon
    • Journal of the Korea Concrete Institute
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    • v.21 no.3
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    • pp.359-366
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    • 2009
  • A new life-cycle cost (LCC) evaluation scheme for marine reinforced concrete structures is proposed. In this method, unlike the conventional life-cycle cost evaluation performed during the design process, the life-cycle cost is updated successively whenever new information of the chloride penetration is available. This updating is performed based on the Bayesian approach. For important structures, information required for this new method can be obtained without any difficulties because it is a common element of various types of monitoring systems. Using the new method, the life-cycle maintenance cost of structures can be estimated with a good precision.

Dynamic Bayesian Network-Based Gait Analysis (동적 베이스망 기반의 걸음걸이 분석)

  • Kim, Chan-Young;Sin, Bong-Kee
    • Journal of KIISE:Software and Applications
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    • v.37 no.5
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    • pp.354-362
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    • 2010
  • This paper proposes a new method for a hierarchical analysis of human gait by dividing the motion into gait direction and gait posture using the tool of dynamic Bayesian network. Based on Factorial HMM (FHMM), which is a type of DBN, we design the Gait Motion Decoder (GMD) in a circular architecture of state space, which fits nicely to human walking behavior. Most previous studies focused on human identification and were limited in certain viewing angles and forwent modeling of the walking action. But this work makes an explicit and separate modeling of pedestrian pose and posture to recognize gait direction and detect orientation change. Experimental results showed 96.5% in pose identification. The work is among the first efforts to analyze gait motions into gait pose and gait posture, and it could be applied to a broad class of human activities in a number of situations.

A Geotechnical Parameter Estimation of Underground Structures in Elasto -plastic Condition (지하공간 건설시 탄.소성 모델에 의한 지반계수 추정)

  • Lee, In-Mo;Kim, Dong-Hyeon;Lee, U-Jin
    • Geotechnical Engineering
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    • v.13 no.4
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    • pp.85-94
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    • 1997
  • The design and construction of underground structures contain many substantial mincer dainties. A reasonable estimation of geotechnical parameters is of paramount importance and must be one of the most difficult tasks in designing and constructing underground structures. If the plastic zone exists by tunnel excavation, the ground response may also be dependent on the yield criterion mainly composed of strength parameters. In order to estimate unknown model parameters from the in-situ measurements as well as prior estimates for designing tunnels which have plastic zones, the Extended Bayesian Method(EBM) is adopted : an elasto-plastic finite element program is linked to the EBM as a mathematical model to predict the ground response. Mohr-Coulomb failure criterion is used to represent the plastic behavior. A hypothetical underground site, where the ground behaves elasto-plastically, is adopted to demonstrate the validity of the proposed feedback system.

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Cooperative Bayesian Compressed Spectrum Sensing for Correlated Signals in Cognitive Radio Networks (인지 무선 네트워크에서 상관관계를 갖는 다중 신호를 위한 협력 베이지안 압축 스펙트럼 센싱)

  • Jung, Honggyu;Kim, Kwangyul;Shin, Yoan
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.38B no.9
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    • pp.765-774
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    • 2013
  • In this paper, we present a cooperative compressed spectrum sensing scheme for correlated signals in decentralized wideband cognitive radio networks. Compressed sensing is a signal processing technique that can recover signals which are sampled below the Nyquist rate with high probability, and can solve the necessity of high-speed analog-to-digital converter problem for wideband spectrum sensing. In compressed sensing, one of the main issues is to design recovery algorithms which accurately recover original signals from compressed signals. In this paper, in order to achieve high recovery performance, we consider the multiple measurement vector model which has a sequence of compressed signals, and propose a cooperative sparse Bayesian recovery algorithm which models the temporal correlation of the input signals.

The Development of Intelligent On-line Quiz Authoring Tool based on Bayesian Inference Network (베이지언 추론망 기반 지능형 온라인 퀴즈 저작도구의 개발)

  • Park, Hong-Joon;Jun, Young-Cook
    • The KIPS Transactions:PartA
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    • v.16A no.5
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    • pp.403-410
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    • 2009
  • In this paper, we present an on-line quiz authoring software that helps teachers create an intelligent on-line quiz. It is designed to give each student appropriate diagnostic report using Bayesian inference networks that represent the relationships among knowledge-items. Once the authors design and edit quizzes in quiz authoring page, the authoring tool automatically produces a knowledge-model based on Bayesian inference network, on-line quizzes, and student report pages. It turns out that the on-line quizzes generated by this tool help students identify their weak parts of subject, make learning strategies for the next learning steps and carry out supplementary learning for their weak knowledge-items.

Variability Analysis of Design Flood Considering Uncertainty of Rainfall-Runoff Model and Climate Change (기후변화 영향과 강우-유출 모형의 불확실성을 고려한 설계홍수량 변동성 분석)

  • Kwon, Hyun-Han;Kim, Jang-Gyeong;Lee, Jong-Seok
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.365-365
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    • 2012
  • 이수 및 치수를 위한 수공구조물 설계 및 하천기본계획 수립의 요점은 설계홍수량의 산정에 있으며, 통계적으로 유의성을 가지는 설계홍수량을 산정하기 위해서는 일반적으로 30년 이상 관측된 홍수자료가 요구된다. 우리나라의 경우 대부분의 유역이 미계측 유역이거나 관측년수가 비교적 작은 경우가 많으므로, 상대적으로 자료 연한이 긴 강우자료를 빈도분석한 후 이를 강우-유출 모형에 입력하여 확률홍수량을 추정하는 간접적인 방법이 주로 이용되며 사용된 강우의 빈도가 홍수의 빈도와 동일하다는 가정을 기본으로 한다. 그러나 동일한 강우량이 발생하더라도 강우의 강도, 지속시간, 유역의 선행함수조건 등과 같은 유역 특성에 따라 유출의 특성은 현저히 다르게 나타나며 결국 이러한 특성은 입력자료, 강우-유출 모형, 기후변동성 등과 같은 불확실성 요소로 인식될 수 있다. 따라서 본 연구에서는 이러한 불확실성을 고려할 수 있는 강우-유출 모의기법을 개발하여 이를 통해 홍수빈도곡선을 유도할 수 있는 방법론을 제시하고자 한다. 불확실성 분석을 위해 기존 HEC-1 강우-유출 모형에서 Bayesian MCMC 기법을 적용하여 매개변수들의 사후분포를 추정하여 매개변수들의 최적화 및 불확실성 분석을 수행하였다. 마지막으로 기후변화 영향을 통합한 홍수빈도곡선을 유도하기 위해서 극치강수를 모의하는 것이 필요하며, 본 연구에서는 극치값 재현에 있어서 우수한 성능을 발휘하는 Kernel-Pareto Piecewise분포 기반의 강우모의발생 기법을 적용하여 HEC-1모형과 연동되도록 모형을 개발하였다. 본 연구에서 제안하는 방법론은 기존 홍수빈도곡선 유도 방법에서 불확실성을 분석하기 위해 모든 변수들을 독립사상으로 간주하고 Monte Carlo Simulation을 수행함으로서 매개변수들간의 상호연관성, 상관성, 조건부 확률들을 고려할 수 없었던 점을 Bayesian 모형을 통해 매개변수들간의 조건부 확률을 고려한 매개변수의 사후분포 도출을 가능하게 하여 보다 현실적인 강우-유출 관계 도출이 가능하고 불확실성 구간이 자연적으로 도출됨으로서 향후, 신뢰성 있는 수자원 계획수립에 유용한 자료로 활용이 가능할 것으로 판단된다.

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Derivation of Design Flood Using Multisite Rainfall Simulation Technique and Continuous Rainfall-Runoff Model

  • Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.540-544
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    • 2009
  • Hydrologic pattern under climate change has been paid attention to as one of the most important issues in hydrologic science group. Rainfall and runoff is a key element in the Earth's hydrological cycle, and associated with many different aspects such as water supply, flood prevention and river restoration. In this regard, a main objective of this study is to evaluate design flood using simulation techniques which can consider a full spectrum of uncertainty. Here we utilize a weather state based stochastic multivariate model as conditional probability model for simulating the rainfall field. A major premise of this study is that large scale climatic patterns are a major driver of such persistent year to year changes in rainfall probabilities. Uncertainty analysis in estimating design flood is inevitably needed to examine reliability for the estimated results. With regard to this point, this study applies a Bayesian Markov Chain Monte Carlo scheme to the NWS-PC rainfall-runoff model that has been widely used, and a case study is performed in Soyang Dam watershed in Korea. A comprehensive discussion on design flood under climate change is provided.

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Synthesis of Machine Knowledge and Fuzzy Post-Adjustment to Design an Intelligent Stock Investment System

  • Lee, Kun-Chang;Kim, Won-Chul
    • Journal of the Korean Operations Research and Management Science Society
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    • v.17 no.2
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    • pp.145-162
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    • 1992
  • This paper proposes two design principles for expert systems to solve a stock market timing (SMART) problems : machine knowledge and fuzzy post-adjustment, Machine knowledge is derived from past SMART instances by using an inductive learning algorithm. A knowledge-based solution, which can be regarded as a prior SMART strategy, is then obtained on the basis of the machine knowledge. Fuzzy post-adjustment (FPA) refers to a Bayesian-like reasoning, allowing the prior SMART strategy to be revised by the fuzzy evaluation of environmental factors that might effect the SMART strategy. A prototype system, named K-SISS2 (Knowledge-based Stock Investment Support System 2), was implemented using the two design principles and tested for solving the SMART problem that is aimed at choosing the best time to buy or sell stocks. The prototype system worked very well in an actual stock investment situation, illustrating basic ideas and techniques underlying the suggested design principles.

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