• Title/Summary/Keyword: Bayesian Design

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Self-adaptive sampling for sequential surrogate modeling of time-consuming finite element analysis

  • Jin, Seung-Seop;Jung, Hyung-Jo
    • Smart Structures and Systems
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    • v.17 no.4
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    • pp.611-629
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    • 2016
  • This study presents a new approach of surrogate modeling for time-consuming finite element analysis. A surrogate model is widely used to reduce the computational cost under an iterative computational analysis. Although a variety of the methods have been widely investigated, there are still difficulties in surrogate modeling from a practical point of view: (1) How to derive optimal design of experiments (i.e., the number of training samples and their locations); and (2) diagnostics of the surrogate model. To overcome these difficulties, we propose a sequential surrogate modeling based on Gaussian process model (GPM) with self-adaptive sampling. The proposed approach not only enables further sampling to make GPM more accurate, but also evaluates the model adequacy within a sequential framework. The applicability of the proposed approach is first demonstrated by using mathematical test functions. Then, it is applied as a substitute of the iterative finite element analysis to Monte Carlo simulation for a response uncertainty analysis under correlated input uncertainties. In all numerical studies, it is successful to build GPM automatically with the minimal user intervention. The proposed approach can be customized for the various response surfaces and help a less experienced user save his/her efforts.

Development of Bayesian Multiple Quantile Regression model and Estimation fo Future Design Rainfall with Increased Temperature (베이지안 다중분위회귀분석모형 개발 및 온도상승에 따른 미래 확률강수량 전망)

  • Uranchimeg, Sumiya;Kim, Jin-Guk;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.22-22
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    • 2019
  • 최근 전 세계적으로 급증하는 기후변화의 영향으로 인해 강우량 증가에 따른 이상홍수 발생 및 댐 여유고 부족 등 다양한 위험인자가 노출되고 있다. 이러한 예상치 못한 이상홍수는 실제 거주하고 있는 사람들을 위협할 수 있으며, 하천 범람으로 인해 2차 3차 피해가 일어날 가능성이 존재하고 있다. 이에 다양한 자연재해로부터 인명 및 재산 피해를 방지 및 저감하기 위한 목적으로 다양한 수공구조물이 존재하며, 수자원 관리계획 수립의 목적에 따라 다양한 강수량이 활용되고 있다. 특히, 지구온난화에 따른 기후변화 영향을 고려한 연최대 강수량 및 확률강수량 산정이 필요한 시점이며, 온도변화에 따른 증기압 계산식인 Clausius-Clapeyron 관계에 따르면 대기 온도가 $1^{\circ}C$ 상승할 때 대기수분량이 6~7% 증가하여 평균 온도상승에 따라 극치강수량 발생 잠재력이 향상 될 것으로 전망되고 있다. 본 연구에서는 온도상승에 따른 극치강수량의 변화를 베이지안 다중분위회귀분석모형을 통해 산정하여 CORDEX 온도자료 기반의 미래 극치강수량을 전망하였다. 본 연구결과 100년 이상 빈도의 강수량은 온도상승에 따라 급격히 증가하는 추세를 확인하였으며, 2100년까지 온도상승을 고려한 최대 극치강수량은 1500mm를 넘을 가능성을 확인하였다.

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A Forecasting and Decision Model that Incorporates Accident Risks (사고 위험성을 고려한 운행중지 결정 모형)

  • Yang Hee-Joong;Lee Keun-Boo;Oh Se-Ho
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.27 no.4
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    • pp.1-6
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    • 2004
  • For a given plant design, improved decisions on when to shutdown an existing plant may be obtained by making better predictions of failure rates, by exerting efforts to collect more relevant information or by improving decision making models which put that information to best use. It is important that the models include the value of possible loss of lives and fear along with cleanup, decommissioning, relocation if the decisions derived from the model are to be useful. The decision model we have described enables us to investigate a class of optimal decisions on whether to shutdown or continue operating one period of time. The analysis and decision process is repeated at the end of each period with additional information about new costs and risks.

Forecasting tunnel path geology using Gaussian process regression

  • Mahmoodzadeh, Arsalan;Mohammadi, Mokhtar;Abdulhamid, Sazan Nariman;Ali, Hunar Farid Hama;Ibrahim, Hawkar Hashim;Rashidi, Shima
    • Geomechanics and Engineering
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    • v.28 no.4
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    • pp.359-374
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    • 2022
  • Geology conditions are crucial in decision-making during the planning and design phase of a tunnel project. Estimation of the geology conditions of road tunnels is subject to significant uncertainties. In this work, the effectiveness of a novel regression method in estimating geological or geotechnical parameters of road tunnel projects was explored. This method, called Gaussian process regression (GPR), formulates the learning of the regressor within a Bayesian framework. The GPR model was trained with data of old tunnel projects. To verify its feasibility, the GPR technique was applied to a road tunnel to predict the state of three geological/geomechanical parameters of Rock Mass Rating (RMR), Rock Structure Rating (RSR) and Q-value. Finally, in order to validate the GPR approach, the forecasted results were compared to the field-observed results. From this comparison, it was concluded that, the GPR is presented very good predictions. The R-squared values between the predicted results of the GPR vs. field-observed results for the RMR, RSR and Q-value were obtained equal to 0.8581, 0.8148 and 0.8788, respectively.

Prediction of aerodynamic coefficients of streamlined bridge decks using artificial neural network based on CFD dataset

  • Severin Tinmitonde;Xuhui He;Lei Yan;Cunming Ma;Haizhu Xiao
    • Wind and Structures
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    • v.36 no.6
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    • pp.423-434
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    • 2023
  • Aerodynamic force coefficients are generally obtained from traditional wind tunnel tests or computational fluid dynamics (CFD). Unfortunately, the techniques mentioned above can sometimes be cumbersome because of the cost involved, such as the computational cost and the use of heavy equipment, to name only two examples. This study proposed to build a deep neural network model to predict the aerodynamic force coefficients based on data collected from CFD simulations to overcome these drawbacks. Therefore, a series of CFD simulations were conducted using different geometric parameters to obtain the aerodynamic force coefficients, validated with wind tunnel tests. The results obtained from CFD simulations were used to create a dataset to train a multilayer perceptron artificial neural network (ANN) model. The models were obtained using three optimization algorithms: scaled conjugate gradient (SCG), Bayesian regularization (BR), and Levenberg-Marquardt algorithms (LM). Furthermore, the performance of each neural network was verified using two performance metrics, including the mean square error and the R-squared coefficient of determination. Finally, the ANN model proved to be highly accurate in predicting the force coefficients of similar bridge sections, thus circumventing the computational burden associated with CFD simulation and the cost of traditional wind tunnel tests.

The Impact of the RMB Exchange Rate Expectations on Foreign Direct Investment in China

  • Yuantao FANG;Renhong WU;Md. Alamgir HOSSAIN
    • The Journal of Economics, Marketing and Management
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    • v.12 no.3
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    • pp.1-12
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    • 2024
  • Purpose: As a major economy attracting foreign investment, China is currently facing significant international economic pressure due to the appreciation of the RMB. Additionally, China is at a critical period of socio-economic development, where foreign direct investment (FDI) plays an indispensable role in stabilizing economic growth, adjusting industrial structure, and promoting economic transformation. Research design, data and methodology: This paper focuses on the relationship between RMB exchange rate expectations and FDI. It examines the magnitude of their relationship through empirical research using cointegration tests, Granger causality tests, and BVAR (Bayesian Vector Autoregression) analysis. Results: The comprehensive study of the empirical results in this paper concludes that there is a long-term cointegrated relationship between China's RMB exchange rate expectations and foreign direct investment, indicating that their relationship is stable in the long run. It is also found that RMB exchange rate expectations have a significantly positive impact in the short term, but this impact is not significant in the long term. Conclusions: The paper also considers the possibility of establishing a China-EU Free Trade Area in the future and offers policy recommendations regarding RMB exchange rate expectations and foreign direct investment.

The Study on the Verification of Speaker Change using GMM-UBM based KL distance (GMM-UBM 기반 KL 거리를 활용한 화자변화 검증에 대한 연구)

  • Cho, Joon-Beom;Lee, Ji-eun;Lee, Kyong-Rok
    • Journal of Convergence Society for SMB
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    • v.6 no.4
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    • pp.71-77
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    • 2016
  • In this paper, we proposed a verification of speaker change utilizing the KL distance based on GMM-UBM to improve the performance of conventional BIC based Speaker Change Detection(SCD). We have verified Conventional BIC-based SCD using KL-distance based SCD which is robust against difference of information volume than BIC-based SCD. And we have applied GMM-UBM to compensate asymmetric information volume. Conventional BIC-based SCD was composed of two steps. Step 1, to detect the Speaker Change Candidate Point(SCCP). SCCP is positive local maximum point of dissimilarity d. Step 2, to determine the Speaker Change Point(SCP). If ${\Delta}BIC$ of SCCP is positive, it decides to SCP. We examined verification of SCP using GMM-UBM based KL distance D. If the value of D on each SCP is higher than threshold, we accepted that point to the final SCP. In the experimental condition MDR(Missed Detection Rate) is 0, FAR(False Alarm Rate) when the threshold value of 0.028 has been improved to 60.7%.

Estimation of Fatigue Crack Initiation Life Distribution by Multi-notched Specimen (다응력집중부(多應力集中部)를 가진 판(判)에 의(依)한 피로균열(疲勞龜裂) 발생수명(發生壽命) 분포(分布) 추정(推定))

  • S.W. Kang;D.S. Uom;J.H. Lee
    • Journal of the Society of Naval Architects of Korea
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    • v.29 no.4
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    • pp.234-243
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    • 1992
  • Fatigue crack initiation life has a wide scatter and this makes the fatigue design of structural members difficult. In order to make the fatigue life distribution clear, it is required to prepare a large number of specimens and repeat the fatigue tests under the same loading condition. Such fatigue tests usually take much time and cost. In this study, a fatigue testing method using a multi-notched test specimen for the purpose of estimating the distribution function of fatigue crack initiation life by small number of fatigue tests is used. The purpose of this study is to verify the above fatigue testing method of a multi-notched specimen by using Bayesian reliability analysis, Least square method and Skewness method for the determination of unknown Weibull parameters. The multi-notched specimen is a specimen in which several tens of statistically identical notches are prepared.

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Design of a User Location Prediction Algorithm Using the Cache Scheme (캐시 기법을 이용한 위치 예측 알고리즘 설계)

  • Son, Byoung-Hee;Kim, Sang-Hee;Nahm, Eui-Seok;Kim, Hag-Bae
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.32 no.6B
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    • pp.375-381
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    • 2007
  • This paper focuses on the prediction algorithm among the context-awareness technologies. With a representative algorithm, Bayesian Networks, it is difficult to realize a context-aware as well as to decrease process time in real-time environment. Moreover, it is also hard to be sure about the accuracy and reliability of prediction. One of the simplest algorithms is the sequential matching algorithm. We use it by adding the proposed Cache Scheme. It is adequate for a context-aware service adapting user's habit and reducing the processing time by average 48.7% in this paper. Thus, we propose a design method of user location prediction algorithm that uses sequential matching with the cache scheme by taking user's habit or behavior into consideration. The novel approach will be dealt in a different way compared to the conventional prediction algorithm.

Efficient Methods for Reducing Clock Cycles in VHDL Model Verification (VHDL 모델 검증의 효율적인 시간단축 방법)

  • Kim, Kang-Chul
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • v.40 no.12
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    • pp.39-45
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    • 2003
  • Design verification of VHDL models is getting difficult and has become a critical and time-consuming process in hardware design. Recent]y the methods using Bayesian estimation and stopping rule have been introduced to verify behavioral models and to reduce clock cycles. This paper presents two strategies to reduce clock cycles when using stopping rule in a VHDL model verification. The first method is that a semi-random variable is defined and the data that stay in the range of semi-random variable are skipped when stopping rule is running. The second one is to keep the old values of parameters when phases of stopping rule are changed. 12 VHDL models are examined to observe the effectiveness of strategies, and the simulation results show that more than about 25% of clock cycles is reduced by using the two proposed strategies with 0.6% losses of branch coverage rate.