• Title/Summary/Keyword: Bayesian Prediction

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Database Development For Efficient Construction Process Management Using Construction Simulation Technique and Bayesian Approach (건설 시뮬레이션과 베이시안 기법을 이용한 공정관리 데이터베이스 구축)

  • Ko, Yong-Ho;Park, Min-Ha;Han, SeungWoo
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2014.11a
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    • pp.94-95
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    • 2014
  • Construction industry has become higher, larger and more complicated. It has been analyzed that the process planning in the construction site has been made by the site engineer experience mostly and some were made based on historical data. However, such plans have been investigated that require numerous revisions during construction which means that the plans made through such methods are not reliable. Numerous studies in this field have been conducted trying to solve such problems developing methodologies to overcome such limitations. It has been analyzed that many studies have focused on suggesting prediction models only that cannot be used for both actual planning prior to construction and process monitoring during construction. Therefore, this study suggests a methodology that effectively manages construction productivity by applying simulation methodology combined with bayesian approach focusing on the high-rise curtain wall operations.

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Recursive Bayesian Filter based Strike Velocity Estimation for Small Caliber Projectile (재귀적 베이시안 필터를 적용한 소화기탄의 충돌속도 추정 연구)

  • Kim, Jong-Hwan;Jo, Seungsik
    • Journal of the Korea Institute of Military Science and Technology
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    • v.19 no.2
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    • pp.177-184
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    • 2016
  • This paper presents a strike velocity estimation using the recursive Bayesian filter that operates both correction and prediction models to probabilistically remove noises of sensors and accurately estimate the strike velocity during the real-time experiments. Four different types of bullets such as 5.56 mm M193, 7.62 mm M80, 5.45 mm 7N10 and 7.62 mm MSC were used to validate the proposed method. Compared to the existing method, the proposed method statistically results in higher stability of the strike velocity estimation as well as its reliability for the ballistic limit velocity computation.

Forecasting the Baltic Dry Index Using Bayesian Variable Selection (베이지안 변수선택 기법을 이용한 발틱건화물운임지수(BDI) 예측)

  • Xiang-Yu Han;Young Min Kim
    • Korea Trade Review
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    • v.47 no.5
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    • pp.21-37
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    • 2022
  • Baltic Dry Index (BDI) is difficult to forecast because of the high volatility and complexity. To improve the BDI forecasting ability, this study apply Bayesian variable selection method with a large number of predictors. Our estimation results based on the BDI and all predictors from January 2000 to September 2021 indicate that the out-of-sample prediction ability of the ADL model with the variable selection is superior to that of the AR model in terms of point and density forecasting. We also find that critical predictors for the BDI change over forecasts horizon. The lagged BDI are being selected as an key predictor at all forecasts horizon, but commodity price, the clarksea index, and interest rates have additional information to predict BDI at mid-term horizon. This implies that time variations of predictors should be considered to predict the BDI.

A Study on the Point-Mass Filter for Nonlinear State-Space Models (비선형 상태공간 모델을 위한 Point-Mass Filter 연구)

  • Yeongkwon Choe
    • Journal of Industrial Technology
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    • v.43 no.1
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    • pp.57-62
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    • 2023
  • In this review, we introduce the non-parametric Bayesian filtering algorithm known as the point-mass filter (PMF) and discuss recent studies related to it. PMF realizes Bayesian filtering by placing a deterministic grid on the state space and calculating the probability density at each grid point. PMF is known for its robustness and high accuracy compared to other nonparametric Bayesian filtering algorithms due to its uniform sampling. However, a drawback of PMF is its inherently high computational complexity in the prediction phase. In this review, we aim to understand the principles of the PMF algorithm and the reasons for the high computational complexity, and summarize recent research efforts to overcome this challenge. We hope that this review contributes to encouraging the consideration of PMF applications for various systems.

Comparison of genome-wide association and genomic prediction methods for milk production traits in Korean Holstein cattle

  • Lee, SeokHyun;Dang, ChangGwon;Choy, YunHo;Do, ChangHee;Cho, Kwanghyun;Kim, Jongjoo;Kim, Yousam;Lee, Jungjae
    • Asian-Australasian Journal of Animal Sciences
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    • v.32 no.7
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    • pp.913-921
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    • 2019
  • Objective: The objectives of this study were to compare identified informative regions through two genome-wide association study (GWAS) approaches and determine the accuracy and bias of the direct genomic value (DGV) for milk production traits in Korean Holstein cattle, using two genomic prediction approaches: single-step genomic best linear unbiased prediction (ss-GBLUP) and Bayesian Bayes-B. Methods: Records on production traits such as adjusted 305-day milk (MY305), fat (FY305), and protein (PY305) yields were collected from 265,271 first parity cows. After quality control, 50,765 single-nucleotide polymorphic genotypes were available for analysis. In GWAS for ss-GBLUP (ssGWAS) and Bayes-B (BayesGWAS), the proportion of genetic variance for each 1-Mb genomic window was calculated and used to identify informative genomic regions. Accuracy of the DGV was estimated by a five-fold cross-validation with random clustering. As a measure of accuracy for DGV, we also assessed the correlation between DGV and deregressed-estimated breeding value (DEBV). The bias of DGV for each method was obtained by determining regression coefficients. Results: A total of nine and five significant windows (1 Mb) were identified for MY305 using ssGWAS and BayesGWAS, respectively. Using ssGWAS and BayesGWAS, we also detected multiple significant regions for FY305 (12 and 7) and PY305 (14 and 2), respectively. Both single-step DGV and Bayes DGV also showed somewhat moderate accuracy ranges for MY305 (0.32 to 0.34), FY305 (0.37 to 0.39), and PY305 (0.35 to 0.36) traits, respectively. The mean biases of DGVs determined using the single-step and Bayesian methods were $1.50{\pm}0.21$ and $1.18{\pm}0.26$ for MY305, $1.75{\pm}0.33$ and $1.14{\pm}0.20$ for FY305, and $1.59{\pm}0.20$ and $1.14{\pm}0.15$ for PY305, respectively. Conclusion: From the bias perspective, we believe that genomic selection based on the application of Bayesian approaches would be more suitable than application of ss-GBLUP in Korean Holstein populations.

Experimental investigation of predicting rockburst using Bayesian model

  • Wang, Chunlai;Chuai, Xiaosheng;Shi, Feng;Gao, Ansen;Bao, Tiancai
    • Geomechanics and Engineering
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    • v.15 no.6
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    • pp.1153-1160
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    • 2018
  • Rockbursts, catastrophic events involving the violent release of elastic energy stored in rock features, remain a worldwide challenge for geoengineering. Especially at deep-mining sites, rockbursts can occur in hard, high-stress, brittle rock zones, and the associated risk depends on such factors as mining activity and the stress on surrounding rocks. Rockbursts are often sudden and destructive, but there is still no unified standard for predicting them. Based on previous studies, a new Bayesian multi-index model was introduced to predict and evaluate rockbursts. In this method, the rock strength index, energy release index, and surrounding rock stress are the basic factors. Values from 18 rock samples were obtained, and the potential rockburst risks were evaluated. The rockburst tendencies of the samples were modelled using three existing methods. The results were compared with those obtained by the new Bayesian model, which was observed to predict rockbursts more effectively than the current methods.

Assessment of Breast Cancer Risk in an Iranian Female Population Using Bayesian Networks with Varying Node Number

  • Rezaianzadeh, Abbas;Sepandi, Mojtaba;Rahimikazerooni, Salar
    • Asian Pacific Journal of Cancer Prevention
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    • v.17 no.11
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    • pp.4913-4916
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    • 2016
  • Objective: As a source of information, medical data can feature hidden relationships. However, the high volume of datasets and complexity of decision-making in medicine introduce difficulties for analysis and interpretation and processing steps may be needed before the data can be used by clinicians in their work. This study focused on the use of Bayesian models with different numbers of nodes to aid clinicians in breast cancer risk estimation. Methods: Bayesian networks (BNs) with a retrospectively collected dataset including mammographic details, risk factor exposure, and clinical findings was assessed for prediction of the probability of breast cancer in individual patients. Area under the receiver-operating characteristic curve (AUC), accuracy, sensitivity, specificity, and positive and negative predictive values were used to evaluate discriminative performance. Result: A network incorporating selected features performed better (AUC = 0.94) than that incorporating all the features (AUC = 0.93). The results revealed no significant difference among 3 models regarding performance indices at the 5% significance level. Conclusion: BNs could effectively discriminate malignant from benign abnormalities and accurately predict the risk of breast cancer in individuals. Moreover, the overall performance of the 9-node BN was better, and due to the lower number of nodes it might be more readily be applied in clinical settings.

A novel nomogram of naïve Bayesian model for prevalence of cardiovascular disease

  • Kang, Eun Jin;Kim, Hyun Ji;Lee, Jea Young
    • Communications for Statistical Applications and Methods
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    • v.25 no.3
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    • pp.297-306
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    • 2018
  • Cardiovascular disease (CVD) is the leading cause of death worldwide and has a high mortality rate after onset; therefore, the CVD management requires the development of treatment plans and the prediction of prevalence rates. In our study, age, income, education level, marriage status, diabetes, and obesity were identified as risk factors for CVD. Using these 6 factors, we proposed a nomogram based on a $na{\ddot{i}}ve$ Bayesian classifier model for CVD. The attributes for each factor were assigned point values between -100 and 100 by Bayes' theorem, and the negative or positive attributes for CVD were represented to the values. Additionally, the prevalence rate can be calculated even in cases with some missing attribute values. A receiver operation characteristic (ROC) curve and calibration plot verified the nomogram. Consequently, when the attribute values for these risk factors are known, the prevalence rate for CVD can be predicted using the proposed nomogram based on a $na{\ddot{i}}ve$ Bayesian classifier model.

Bayesian Theorem-based Prediction of Success in Building Commissioning

  • Park, Borinara
    • International conference on construction engineering and project management
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    • 2015.10a
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    • pp.523-526
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    • 2015
  • In recent years, building commissioning has often been part of a standard delivery practice in construction, particularly in the high-performance green building market, to ensure the building is designed and constructed per owner's requirements. Commissioning, therefore, intends to provide quality assurance that buildings perform as intended by the design and often helps achieve energy savings. Commissioning, however, is not as widely adopted as its potential benefits are perceived. Owners are still skeptical of the cost-effectiveness claims by energy management and commissioning professionals. One of the issues in the current commissioning practice is that not every project is guaranteed to benefit from the commissioning services. This, coupled with its added cost, the commissioning service is not acquired with great acceptance and confidence by building owners. To overcome this issue, this paper presents a unique methodology to enhance owner's predicting capability of the degree of success of commissioning service using the Bayesian theorem. The paper analyzes a situation where a future building owner wants to use a pre-commissioning in an attempt to refine the success rate of the future commissioned building performance. The author proposes the Bayesian theorem based framework to improve the current commissioning practice where building owners are not given accurate information how much successful their projects are going to be in terms of energy savings from the commissioning service. What should be provided to the building owners who consider their buildings to be commissioned is that they need some indicators how likely their projects benefit from the commissioning process. Based on this, the owners can make better informed decisions whether or not they acquire a commissioning service.

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Predicting Default of Construction Companies Using Bayesian Probabilistic Approach (베이지안 확률적 접근법을 이용한 건설업체 부도 예측에 관한 연구)

  • Hong, Sungmoon;Hwang, Jaeyeon;Kwon, Taewhan;Kim, Juhyung;Kim, Jaejun
    • Korean Journal of Construction Engineering and Management
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    • v.17 no.5
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    • pp.13-21
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    • 2016
  • Insolvency of construction companies that play the role of main contractors can lead to clients' losses due to non-fulfillment of construction contracts, and it can have negative effects on the financial soundness of construction companies and suppliers. The construction industry has the cash flow financial characteristic of receiving a project and getting payment based on the progress of the construction. As such, insolvency during project progress can lead to financial losses, which is why the prediction of construction companies is so important. The prediction of insolvency of Korean construction companies are often made through the KMV model from the KMV (Kealhofer McQuown and Vasicek) Company developed in the U.S. during the early 90s, but this model is insufficient in predicting construction companies because it was developed based on credit risk assessment of general companies and banks. In addition, the predictive performance of KMV value's insolvency probability is continuously being questioned due to lack of number of analyzed companies and data. Therefore, in order to resolve such issues, the Bayesian Probabilistic Approach is to be combined with the existing insolvency predictive probability model. This is because if the Prior Probability of Bayesian statistics can be appropriately predicted, reliable Posterior Probability can be predicted through ensured conditionality on the evidence despite the lack of data. Thus, this study is to measure the Expected Default Frequency (EDF) by utilizing the Bayesian Probabilistic Approach with the existing insolvency predictive probability model and predict the accuracy by comparing the result with the EDF of the existing model.