• Title/Summary/Keyword: Bayesian Linear Regression

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Bayesian inference in finite population sampling under measurement error model

  • Goo, You Mee;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • 제23권6호
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    • pp.1241-1247
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    • 2012
  • The paper considers empirical Bayes (EB) and hierarchical Bayes (HB) predictors of the finite population mean under a linear regression model with measurement errors We discuss how to calculate the mean squared prediction errors of the EB predictors using jackknife methods and the posterior standard deviations of the HB predictors based on the Markov Chain Monte Carlo methods. A simulation study is provided to illustrate the results of the preceding sections and compare the performances of the proposed procedures.

비정규 시계열 자료의 회귀모형 연구 (Generalized Linear Model with Time Series Data)

  • 최윤하;이성임;이상열
    • 응용통계연구
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    • 제16권2호
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    • pp.365-376
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    • 2003
  • 본 연구에서는 비정규 시계열 자료에 관한 다양한 회귀모형을 고찰하고, 이들 모형의 선택 기준에 관하여 연구해 보았다. 모형 선택의 기준으로는 AIC (Akaike information criterion), BIC (Baysian information criterion) 그리고 우도비 검정을 확장 적용하였다. 또한, 실제의 Polio 자료분석을 통해 이를 적용해보았다.

Relevance vector based approach for the prediction of stress intensity factor for the pipe with circumferential crack under cyclic loading

  • Ramachandra Murthy, A.;Vishnuvardhan, S.;Saravanan, M.;Gandhic, P.
    • Structural Engineering and Mechanics
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    • 제72권1호
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    • pp.31-41
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    • 2019
  • Structural integrity assessment of piping components is of paramount important for remaining life prediction, residual strength evaluation and for in-service inspection planning. For accurate prediction of these, a reliable fracture parameter is essential. One of the fracture parameters is stress intensity factor (SIF), which is generally preferred for high strength materials, can be evaluated by using linear elastic fracture mechanics principles. To employ available analytical and numerical procedures for fracture analysis of piping components, it takes considerable amount of time and effort. In view of this, an alternative approach to analytical and finite element analysis, a model based on relevance vector machine (RVM) is developed to predict SIF of part through crack of a piping component under fatigue loading. RVM is based on probabilistic approach and regression and it is established based on Bayesian formulation of a linear model with an appropriate prior that results in a sparse representation. Model for SIF prediction is developed by using MATLAB software wherein 70% of the data has been used for the development of RVM model and rest of the data is used for validation. The predicted SIF is found to be in good agreement with the corresponding analytical solution, and can be used for damage tolerant analysis of structural components.

극치자료계열의 Scaling 특성과 Bayesian GLM Model을 이용한 지역빈도해석 (A Bayesian GLM Model Based Regional Frequency Analysis Using Scaling Properties of Extreme Rainfalls)

  • 김진영;권현한;이병석
    • 대한토목학회논문집
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    • 제37권1호
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    • pp.29-41
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    • 2017
  • 확률강수량 산정은 하천관리, 수공구조물 설계 및 위험도 분석에 있어 중요한 기초적인 자료 중 하나이다. 실무에서는 대표지속시간에 대해서 지점빈도해석을 통해 확률강수량을 추정하고 이를 지속시간에 대해서 회귀분석을 실시하여 IDF (intensity-duration-frequency) 곡선을 작성한다. 이들 IDF곡선을 활용하여 기타 지속시간에 대해서는 내삽 또는 외삽으로 보간 하여 확률강수량 추정이 이루어지고 있다. 우리나라의 경우 상대적으로 자료 연한이 짧은 점을 고려한다면, 보다 정확하고 신뢰성 있는 확률강수량 산정 기법의 필요성이 대두되고 있다. 이러한 이유로 본 연구에서는 Bayesian GLM 모형을 통하여 자료의 확률분포 매개변수의 Scaling 특성을 고려할 수 있는 지역빈도해석 모형을 개발하였다. 모형 적용결과 개별지점에서 효과적인 매개변수 추정뿐만 아니라, 유역전체의 특성을 대표하는 매개변수 추정이 가능하였다. 본 연구결과를 통해 도출된 IDF 곡선은 향후 다양한 수자원분야의 기초자료로 활용될 수 있을 것으로 기대되며, 미계측유역 또는 지속시간별 자료가 불충분한 지역에 대해서도 활용이 가능할 것으로 판단된다.

산림재적 추정을 위한 계층적 베이지안 분석 (Hierarchical Bayesian analysis for a forest stand volume)

  • 송세리;박주원;김용구
    • Journal of the Korean Data and Information Science Society
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    • 제28권1호
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    • pp.29-37
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    • 2017
  • 산림경영 계획을 위한 필요한 산림재적을 보다 효율적으로 추정하기 위해서 다양한 연구가 요구되어져 왔는데, 이러한 산림구조에 관한 연구는 주로 현장조사와 위성영상을 이용하여 이루어진다. 현장조사를 통한 연구는 비교적 정확하나 시간과 비용이 많이 들 뿐 아니라 접근의 용이성이 떨어지는 지역이 있기 때문에, 넓은 지역의 조사가 어렵다는 단점이 있다. 최근에는 항공기에서 발사된 레이저 펄스가 반사되어 돌아오는 시간을 측정하여 대상의 3차원 좌표를 얻는 LiDAR (Light Detection and Ranging) 기술을 활용하여 획득한 정밀한 수치형자료를 이용한 산림의 구조에 관한 연구가 이루어지고 있다. 일반적으로 산림재적을 추정하기 위해서 LiDAR자료를 이용한 수고자료와 산림 재적에 대한 회귀모형의 중요성이 점차 높아지는데, 국내의 경우 수목의 종류와 그 분포가 다르기 때문에 회귀모형만으로 재적을 추정하는 데 한계가 있다. 따라서 본 논문에서는 산림의 수고와 흉고직경을 측정하여 재적값을 추정하고 산림의 공간효과를 고려한 계층적 베이지안 분석을 통해 관측되지 않은 전체 산림재적에 대한 추정을 하고자 한다.

Inclusion of bioclimatic variables in genetic evaluations of dairy cattle

  • Negri, Renata;Aguilar, Ignacio;Feltes, Giovani Luis;Machado, Juliana Dementshuk;Neto, Jose Braccini;Costa-Maia, Fabiana Martins;Cobuci, Jaime Araujo
    • Animal Bioscience
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    • 제34권2호
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    • pp.163-171
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    • 2021
  • Objective: Considering the importance of dairy farming and the negative effects of heat stress, more tolerant genotypes need to be identified. The objective of this study was to investigate the effect of heat stress via temperature-humidity index (THI) and diurnal temperature variation (DTV) in the genetic evaluations for daily milk yield of Holstein dairy cattle, using random regression models. Methods: The data comprised 94,549 test-day records of 11,294 first parity Holstein cows from Brazil, collected from 1997 to 2013, and bioclimatic data (THI and DTV) from 18 weather stations. Least square linear regression models were used to determine the THI and DTV thresholds for milk yield losses caused by heat stress. In addition to the standard model (SM, without bioclimatic variables), THI and DTV were combined in various ways and tested for different days, totaling 41 models. Results: The THI and DTV thresholds for milk yield losses was THI = 74 (-0.106 kg/d/THI) and DTV = 13 (-0.045 kg/d/DTV). The model that included THI and DTV as fixed effects, considering the two-day average, presented better fit (-2logL, Akaike information criterion, and Bayesian information criterion). The estimated breeding values (EBVs) and the reliabilities of the EBVs improved when using this model. Conclusion: Sires are re-ranking when heat stress indicators are included in the model. Genetic evaluation using the mean of two days of THI and DTV as fixed effect, improved EBVs and EBVs reliability.

Improvement of inspection system for common crossings by track side monitoring and prognostics

  • Sysyn, Mykola;Nabochenko, Olga;Kovalchuk, Vitalii;Gruen, Dimitri;Pentsak, Andriy
    • Structural Monitoring and Maintenance
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    • 제6권3호
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    • pp.219-235
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    • 2019
  • Scheduled inspections of common crossings are one of the main cost drivers of railway maintenance. Prognostics and health management (PHM) approach and modern monitoring means offer many possibilities in the optimization of inspections and maintenance. The present paper deals with data driven prognosis of the common crossing remaining useful life (RUL) that is based on an inertial monitoring system. The problem of scheduled inspections system for common crossings is outlined and analysed. The proposed analysis of inertial signals with the maximal overlap discrete wavelet packet transform (MODWPT) and Shannon entropy (SE) estimates enable to extract the spectral features. The relevant features for the acceleration components are selected with application of Lasso (Least absolute shrinkage and selection operator) regularization. The features are fused with time domain information about the longitudinal position of wheels impact and train velocities by multivariate regression. The fused structural health (SH) indicator has a significant correlation to the lifetime of crossing. The RUL prognosis is performed on the linear degradation stochastic model with recursive Bayesian update. Prognosis testing metrics show the promising results for common crossing inspection scheduling improvement.

Refractive-index Prediction for High-refractive-index Optical Glasses Based on the B2O3-La2O3-Ta2O5-SiO2 System Using Machine Learning

  • Seok Jin Hong;Jung Hee Lee;Devarajulu Gelija;Woon Jin Chung
    • Current Optics and Photonics
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    • 제8권3호
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    • pp.230-238
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    • 2024
  • The refractive index is a key material-design parameter, especially for high-refractive-index glasses, which are used for precision optics and devices. Increased demand for high-precision optical lenses produced by the glass-mold-press (GMP) process has spurred extensive studies of proper glass materials. B2O3, SiO2, and multiple heavy-metal oxides such as Ta2O5, Nb2O5, La2O3, and Gd2O3 mostly compose the high-refractive-index glasses for GMP. However, due to many oxides including up to 10 components, it is hard to predict the refractivity solely from the composition of the glass. In this study, the refractive index of optical glasses based on the B2O3-La2O3-Ta2O5-SiO2 system is predicted using machine learning (ML) and compared to experimental data. A dataset comprising up to 271 glasses with 10 components is collected and used for training. Various ML algorithms (linear-regression, Bayesian-ridge-regression, nearest-neighbor, and random-forest models) are employed to train the data. Along with composition, the polarizability and density of the glasses are also considered independent parameters to predict the refractive index. After obtaining the best-fitting model by R2 value, the trained model is examined alongside the experimentally obtained refractive indices of B2O3-La2O3-Ta2O5-SiO2 quaternary glasses.

건강군과 질환군의 한열지표 차이에 관한 고찰 (Differences of Cold-heat Patterns between Healthy and Disease Group)

  • 김지은;이승기;유화승;박경모
    • 동의생리병리학회지
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    • 제20권1호
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    • pp.224-228
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    • 2006
  • The pattern identification of exterior-interior syndrome and cold-heat syndrome is one of the diagnostic methods using most frequently in Oriental medicine. There was no systematic studies analyzing the characteristics of the 'exterior-interior and cold-heat' between healthy and disease group. In this study, cold-heat pattern, blood pressure, pulse rate, height and weight are recorded from 100 healthy subjects and 196 disease subjects with age ranging from 30 to 59 years. To analyze the differences between healthy and disease group, we used the descriptive statistics. And linear regression function, linear support vector machine and bayesian classifier were used for distinguishing healthy group from disease group. The score of both exterior-heat and interior-cold in healthy group is higher than the score in disease group. This means that if one belongs to the disease group, his(or her) exterior gets cold and his interior gets hot. And also, these result have no relevance to age. But, the attempt to classify healthy group from disease group with a exterior-interior and cold-heat and other vital signs did not have good performance. It mean that even though they have a different trend each other, only these kinds of information couldn't classify healthy group and disease group.

공간적 연관구조를 고려한 총범죄 자료 분석 (Analysis of Total Crime Count Data Based on Spatial Association Structure)

  • 최정순;박만식;원유복;김학열;허태영
    • 응용통계연구
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    • 제23권2호
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    • pp.335-344
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    • 2010
  • 공간자료분석에서 공간적 상관성을 배제한 일반적인 회귀모형을 통한 모수 추정값들은 신뢰성의 문제가 지적 되어 오고 있다. 본 연구에서는 공간자료의 상관성을 고려한 모형을 구축하기 위하여 일변량 조건부자기회귀모형을 이용하였으며 베이지안 기법을 통하여 모수를 추정하고 공간상관성이 고려된 공간 가산자료모형과 고려되지 않은 일반 가산자료모형을 비교하였다. 연구 대상으로는 서울시의 25개 행정자치구별 총범죄 자료를 이용하였으며 자료분석을 통하여 도시계획과 같은 국가 정책의 수립에 참고자료로 활용될 수 있으리라 판단된다.