• Title/Summary/Keyword: Bayesian Design

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The Choice of a Primary Resolution and Basis Functions in Wavelet Series for Random or Irregular Design Points Using Bayesian Methods

  • Park, Chun-Gun
    • Communications for Statistical Applications and Methods
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    • v.15 no.3
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    • pp.379-386
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    • 2008
  • In this paper, the choice of a primary resolution and wavelet basis functions are introduced under random or irregular design points of which the sample size is free of a power of two. Most wavelet methods have used the number of the points as the primary resolution. However, it turns out that a proper primary resolution is much affected by the shape of an unknown function. The proposed methods are illustrated by some simulations.

A Case Study on Quantifying Uncertainties of Geotechnical Random Variables (지반 확률변수의 불확실성 정량화에 관한 사례연구)

  • Han, Sang-Hyun;Yea, Geu-Guwen;Kim, Hong-Yeon
    • The Journal of Engineering Geology
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    • v.22 no.1
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    • pp.15-25
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    • 2012
  • Probabilistic design methods have been used as a design standard in Korea and abroad for achieving reasonable design by considering the statistical uncertainties of soil properties. In this study, the following techniques for reflecting geotechnical uncertainty are analyzed: quantification of the uncertainties of geotechnical random variables, and consideration of economic feasibility in design by minimizing the uncertainties related to the number of samples. To quantify the uncertainties, the techniques were applied to soil properties obtained from samples collected and tested in the field. The results showed an underestimation of the standard deviation by the 3-sigma approach in comparison with calculations using data from the samples. This finding indicates that economical design is possible in terms of probability. However, when compared with the Bayesian approach, which does not consider the number of samples, variability in the 3-sigma approach is underestimated for some variables. This finding also indicates a safety issue, whereas the number of samples based on the Bayesian approach showed the lowest variance. The variance of the probability density function showed a marked decrease with increasing number of samples, to converge at a certain level when the number exceeds 25. Of note, the estimation of values is more reliable for random variables having low variability, such as soil unit weight, and can be obtained with a small number of samples.

Nonstationary Frequency Analysis of Hydrologic Extreme Variables Considering of Seasonality and Trend (계절성과 경향성을 고려한 극치수문자료의 비정상성 빈도해석)

  • Lee, Jeong-Ju;Kwon, Hyun-Han;Moon, Young-Il
    • Proceedings of the Korea Water Resources Association Conference
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    • 2010.05a
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    • pp.581-585
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    • 2010
  • This study introduced a Bayesian based frequency analysis in which the statistical trend seasonal analysis for hydrologic extreme series is incorporated. The proposed model employed Gumbel and GEV 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 trend and seasonal 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. In addition, full annual cycle of the design rainfall through seasonal model could be applied to annual control such as dam operation, flood control, irrigation water management, and so on. The proposed study showed advantage in assessing statistical significance of parameters associated with trend analysis through statistical inference utilizing derived posterior distributions.

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Design-Parameter Computation of Subsurface Investigation Profile on Probability Method (확률론적 방법에 의한 지반조사 자료의 설계정수 산정)

  • 신은철;김종인;이준철
    • Proceedings of the Korean Geotechical Society Conference
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    • 2003.03a
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    • pp.833-840
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    • 2003
  • The stability of structure, effectiveness of design and construction are very important factors in soil-structure design. The design-parameter is based on the test through laboratory-test and field-test. There are two ways to obtain the design-parameter. One is to through test, and the other is through relative documents and references. Recently, statistics has been used to get reliable data. In this study, Kriging method as Geostatistics and the theory of Bayesian's inference are used and the design-parameters are obtained. As the result of this study to the design-parameter is reliable and information about soil condition and soil properties in design and construction is easily found.

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Development of damage assesment of concrete compression member subjected to impact load using Bayesian probabilistic method (Bayesian 통계방법을 이용한 충격하중을 받는 콘크리트 압축부재의 손상평가의 개발)

  • Kim, Seung-Pyo;Yi, Jong-Gil;Yi, Na-Hyun;Kim, Jang-Ho;Lee, Kang-Won
    • Proceedings of the Korea Concrete Institute Conference
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    • 2010.05a
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    • pp.161-162
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    • 2010
  • In this study, the impact load on concrete compression member was considered to assess the quantitative damage index. The case study was carried out using the LS-DYNA, on explicit finite element analysis program. The parameters for the case study were impact load angle, slenderness ratio, etc. Using the analysis results, the performance based design method for impact load was developed using Bayesian probabilistic method, which can be applied to reinforced concrete column design for impact loads.

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An Approach to Combining Classifier with MIMO Fuzzy Model

  • Kim, Do-Wan;Park, Jin-Bae;Lee, Yeon-Woo;Joo, Young-Hoon
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.05a
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    • pp.182-185
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    • 2003
  • This paper presents a new design algorithm for the combination with the fuzzy classifier and the Bayesian classifier. Only few attempts have so far been made at providing an effective design algorithm combining the advantages and removing the disadvantages of two classifiers. Specifically, the suggested algorithms are composed of three steps: the combining, the fuzzy-set-based pruning, and the fuzzy set tuning. In the combining, the multi-inputs and multi-outputs (MIMO) fuzzy model is used to combine two classifiers. In the fuzzy-set-based pruning, to effectively decrease the complexity of the fuzzy-Bayesian classifier and the risk of the overfitting, the analysis method of the fuzzy set and the recursive pruning method are proposesd. In the fuzzy set tuning for the misclassified feature vectors, the premise parameters are adjusted by using the gradient decent algorithm. Finally, to show the feasibility and the validity of the proposed algorithm, a computer simulation is provided.

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An Hourly Extreme Data Estimation Method Developed Using Nonstationary Bayesian Beta Distribution (비정상성 Bayesian Beta 분포를 이용한 시 단위 극치자료 추정기법 개발)

  • Kim, Yong-Tak;Kim, Jin-Young;Lee, Jae Chul;Kwon, Hyun-Han
    • Journal of Korean Society on Water Environment
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    • v.33 no.3
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    • pp.256-272
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    • 2017
  • Extreme rainfall has become more frequent over the Korean peninsula in recent years, causing serious damages. In a changing climate, traditional approaches based on historical records of rainfall and on the stationary assumption can be inadequate and lead to overestimate (or underestimate) the design rainfalls. A main objective of this study is to develop a stochastic disaggregation method of seasonal rainfall to hourly extreme rainfall, and offer a way to derive the nonstationary IDF curves. In this study, we propose a novel approach based on a Four-Parameter Beta (4P-beta) distribution to estimate the nonstationary IDF curves conditioned on the observed (or simulated) seasonal rainfall, which becomes the time-varying upper bound of the 4P beta distribution. Moreover, this study employed a Bayesian framework that provides a better way to take into account the uncertainty in the model parameters. The proposed model showed a comparable design rainfall to that of GEV distribution under the stationary assumption. As a nonstationary rainfall frequency model, the proposed model can effectively translate the seasonal variation into the sub-daily extreme rainfall.

A Study on the Data Fusion Algorithm under Operational Environment of the Sensors for Helicopter ASE System (헬기 생존계통 센서 운용 환경 하에서의 데이터 융합 알고리즘에 관한 연구)

  • Park, Young-Sun;Kim, Hwa-Soo;Kim, Sook-Gyeong;Wu, Sang-Min;Jung, Hun-Gi
    • Journal of the military operations research society of Korea
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    • v.34 no.3
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    • pp.79-92
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    • 2008
  • The purpose of this paper is to design an algorithm for data fusion of sensors data in the helicopter ASE system, using Bayesian Network, which was selected among several knowledge base data fusion methods after consideration and applied to this study. The result of the algorithm analysis shows that Bayesian Network is effective method for solving this problem.

Reliability analysis for fatigue damage of railway welded bogies using Bayesian update based inspection

  • Zuo, Fang-Jun;Li, Yan-Feng;Huang, Hong-Zhong
    • Smart Structures and Systems
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    • v.22 no.2
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    • pp.193-200
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    • 2018
  • From the viewpoint of engineering applications, the prediction of the failure of bogies plays an important role in preventing the occurrence of fatigue. Fatigue is a complex phenomenon affected by many uncertainties (such as load, environment, geometrical and material properties, and so on). The key to predict fatigue damage accurately is how to quantify these uncertainties. A Bayesian model is used to account for the uncertainty of various sources when predicting fatigue damage of structural components. In spite of improvements in the design of fatigue-sensitive structures, periodic non-destructive inspections are required for components. With the help of modern nondestructive inspection techniques, the fatigue flaws can be detected for bogie structures, and fatigue reliability can be updated by using Bayesian theorem with inspection data. A practical fatigue analysis of welded bogies is utilized to testify the effectiveness of the proposed methods.

Construction of Robust Bayesian Network Ensemble using a Speciated Evolutionary Algorithm (종 분화 진화 알고리즘을 이용한 안정된 베이지안 네트워크 앙상블 구축)

  • Yoo Ji-Oh;Kim Kyung-Joong;Cho Sung-Bae
    • Journal of KIISE:Software and Applications
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    • v.31 no.12
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    • pp.1569-1580
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    • 2004
  • One commonly used approach to deal with uncertainty is Bayesian network which represents joint probability distributions of domain. There are some attempts to team the structure of Bayesian networks automatically and recently many researchers design structures of Bayesian network using evolutionary algorithm. However, most of them use the only one fittest solution in the last generation. Because it is difficult to combine all the important factors into a single evaluation function, the best solution is often biased and less adaptive. In this paper, we present a method of generating diverse Bayesian network structures through fitness sharing and combining them by Bayesian method for adaptive inference. In order to evaluate performance, we conduct experiments on learning Bayesian networks with artificially generated data from ASIA and ALARM networks. According to the experiments with diverse conditions, the proposed method provides with better robustness and adaptation for handling uncertainty.