• Earthquakes and Structures
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• 제14권3호
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• pp.203-214
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• 2018

Predictive demand and collapse fragility functions are two essential components of the probabilistic seismic demand analysis that are commonly developed based on statistics with enormous, costly and time consuming data gathering. Although this approach might be justified for research purposes, it is not appealing for practical applications because of its computational cost. Thus, in this paper, Bayesian regression-based demand and collapse models are proposed to eliminate the need of time-consuming analyses. The demand model developed in the form of linear equation predicts overall maximum inter-story drift of the lowto mid-rise regular steel moment resisting frames (SMRFs), while the collapse model mathematically expressed by lognormal cumulative distribution function provides collapse occurrence probability for a given spectral acceleration at the fundamental period of the structure. Next, as an application, the proposed demand and collapse functions are implemented in a seismic fragility analysis to develop fragility and consequently seismic demand curves of three example buildings. The accuracy provided by utilization of the proposed models, with considering computation reduction, are compared with those directly obtained from Incremental Dynamic analysis, which is a computer-intensive procedure.

• 응용통계연구
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• 제11권2호
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• pp.377-387
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• 1998

컴퓨터의 발전에 따른 마코브체인 몬테카를로방법을 소프트웨어 신뢰확률모형에 이용하였다. 베이지안 추론에서 조건부분포를 가지고 사후분포를 결정하는데 있어서의 계산문제와 이론적인 정당성을 고려, 마코프연쇄와 메트로폴리스방법의 관계를 고찰하였으며, 특히 Mus-Okumoto와 Erlang(2)의 중첩모형에 대하여 깁스샘플링 알고리즘과 메트로폴리스 알고리즘을 활용하며 베이지안 계산과 예측 우도기준에 의 한 모형선택을 제안하고 Cox-Lewis에 의해 계시된 Thing method를 이용한 모의실험자료를 이용하여 수치적인 계산을 시행하고 그 결과가 제시되었다.

• Journal of applied mathematics & informatics
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• 제8권1호
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• pp.243-252
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• 2001

The points of failure of a decomposition process are defined to be the union of the points of failure from two component point processes for software reliability systems. Because sampling from the likelihood function of the decomposition model is difficulty, Gibbs Sampler can be applied in a straightforward manner. A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. For model determination, we explored the prequential conditional predictive ordinate criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. A numerical example with a simulated data set is given.

• 품질경영학회지
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• 제26권1호
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• pp.201-212
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• 1998

A methodology of the safety analysis on the fusion power plant is introduced. It starts with the understanding of the physics and engineering of the plant followed by the assessment of the tritium inventory and flow rate. We a, pp.y the probabilistic risk assessment. An event tree that explains the propagation of the accident is constructed and then it is translated in to an influence diagram, that is accident is constructed and then it is translated in to an influence diagram, that is statistically equivalent so far as the parameter updating is concerned. We follow the Bayesian a, pp.oach where model parameters are treated as random variables. We briefly discuss the parameter updating scheme, and finally develop the methodology to obtain the predictive distribution of time to next severe accident.

• The Journal of Asian Finance, Economics and Business
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• 제9권3호
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• pp.181-193
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• 2022

This paper seeks to investigate major macroeconomic factors and bond yield interactions in Thai bond markets, with the goal of forecasting future bond yields. This study examines the best predictive yields for future bond yields at different maturities of 1-, 3-, 5-, 7-, and 10-years using time series data of economic indicators covering the period from 1998 to 2020. The empirical findings support the hypothesis that macroeconomic factors influence bond yield fluctuations. In terms of forecasting future bond yields, static predictions reveal that in most cases, the BVAR model offers the best predictivity of bond rates at various maturities. Furthermore, the BVAR model has the best performance in dynamic rolling-window, forecasting bond yields with various maturities for 2-, 4-, and 8-quarters. The findings of this study imply that the BVAR model forecasts future yields more accurately and consistently than other competitive models. Our research could help policymakers and investors predict bond yield changes, which could be important in macroeconomic policy development.

• Asian Pacific Journal of Cancer Prevention
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• 제17권6호
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• pp.2895-2899
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• 2016

Background: Increasing breast cancer (BC) incidence rates have been reported from India; causal factors for this increased incidence are not understood and diagnosis is mostly in advanced stages. Trivandrum exhibits the highest BC incidence rates in India. This study aimed to estimate trends in incidence by age from 2005-2014, to predict rates through 2020 and to assess the stage at diagnosis of BC in Trivandrum. Materials and Methods: BC cases were obtained from the Population Based Cancer Registry, Trivandrum. Distribution of stage at diagnosis and incidence rates of BC [Age-specific (ASpR), crude (CR) and age-standardized (ASR)] are described and employed with a joinpoint regression model to estimate average annual percent changes (AAPC) and a Bayesian model to estimate predictive rates. Results: BC accounts for 31% (2681/8737) of all female cancers in Trivandrum. Thirty-five percent (944/2681) are <50 years of age and only 9% present with stage I disease. Average age increased from 53 to 56.4 years (p=0.0001), CR (per $10^5$ women) increased from 39 (ASR: 35.2) to 55.4 (ASR: 43.4), AAPC for CR was 5.0 (p=0.001) and ASR was 3.1 (p=0.001). Rates increased from 50 years. Predicted ASpR is 174 in 50-59 years, 231 in > 60 years and overall CR is 80 (ASR: 57) for 2019-20. Conclusions: BC, mostly diagnosed in advanced stages, is rising rapidly in South India with large increases likely in the future; particularly among post-menopausal women. This increase might be due to aging and/or changes in lifestyle factors. Reasons for the increased incidence and late stage diagnosis need to be studied.

• 응용통계연구
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• 제27권1호
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• pp.71-87
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• 2014

손해보험의 신뢰도이론에서 순보험료로 사용되는 베이즈보험료는 꼬리위험을 반영하지 못한다는 한계점이 있다. 본 논문에서는 꼬리위험측도를 이용하여 할증보험료를 결정하는데 있어 중요하다고 여겨지는 두 가지 주제를 다루었다. 첫째, 위험측도로부터 유도되는 안전할증은 내재된 담보의 위험을 보다 정확히 반영할 수 있으며, 동시에 베이즈보험료만을 사용할 경우 초래될 수 있는 잘못된 의사결정을 피할 수 있음을 보였다. 둘째, 동일한 사전분포가 주어지더라도 서로 다른 조건부손실분포의 꼬리위험 순위와 그에 상응하는 예측분포의 꼬리위험순위는 일반적으로 다를 수 있음을 모수적 모형에 기반하여 보였다. 따라서 안전할증은 조건부손실분포의 위험측도가 아니라 예측분포의 위험측도를 사용해야 함을 알 수 있다.

• Smart Structures and Systems
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• 제33권5호
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• pp.325-332
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• 2024

This study proposes a novel long short-term memory (LSTM)-based approach for predicting carbonation depth, with the aim of enhancing the durability evaluation of concrete structures. Conventional carbonation depth prediction relies on statistical methodologies using carbonation influencing factors and in-situ carbonation depth data. However, applying in-situ data for predictive modeling faces challenges due to the lack of time-series data. To address this limitation, an LSTM-based carbonation depth prediction technique is proposed. First, training data are generated through random sampling from the distribution of carbonation velocity coefficients, which are calculated from in-situ carbonation depth data. Subsequently, a Bayesian theorem is applied to tailor the training data for each target bridge, which are depending on surrounding environmental conditions. Ultimately, the LSTM model predicts the time-dependent carbonation depth data for the target bridge. To examine the feasibility of this technique, a carbonation depth dataset from 3,960 in-situ bridges was used for training, and untrained time-series data from the Miho River bridge in the Republic of Korea were used for experimental validation. The results of the experimental validation demonstrate a significant reduction in prediction error from 8.19% to 1.75% compared with the conventional statistical method. Furthermore, the LSTM prediction result can be enhanced by sequentially updating the LSTM model using actual time-series measurement data.

• Journal of the Korean Association of Oral and Maxillofacial Surgeons
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• 제26권5호
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• pp.462-469
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• 2000

Positron Emission Tomography(PET) is a new diagnostic method that can create functional images of the distribution of positron emitting radionuclides, which when administered intravenously in the body, makes possible anatomical and functional analysis by quantity of biochemical and physiological process. After genetic and biochemical changes in initial stage, malignant tumor undergoes functional changes before undergoing anatomical changes. So, early diagnosis of malignant tumors by functional analysis with PET can be achieved, replacing traditional anatomical analysis, such as computed tomography(CT) and magnetic resonance image(MRI), etc. Similarly, PET can identify malignant tumor without confusion with scar and fibrosis in follow up check. In the Korea Cancer Center Hospital(KCCH) from October 1997 to September 1999, clinical study was performed in 79 cases that underwent 89 times PET evaluation with [18F]-Fluorodeoxyglucose for diagnosis of oral and maxillofacial tumors, and the data was analysed by Bayesian $2{\times}2$ Classification Table. The results were as follows : Evaluation for initial diagnosis with FDG-PET (P<0.005) 1. Agreement rate or accuracy rate is 88.9%. 2. Sensitivity is 95.2%, and specificity 66.7%. 3. Positive predictive rate is 90.9%, and negative predictive rate 80.0%. 4. In consideration of tumor stage, diagnostic rate in less than stage II was 90% and in greater than stage III 100%. 5. In consideration of tumor size, diagnostic rate in less than T2 was 92.3% and in greater than T3 100%. After primary treatment, evaluation for follow up check with FDG-PET (P < 0.001) 1. Agreement rate or accuracy rate is 85.4%. 2. Sensitivity is 87.5%, and specificity 82.4%. 3. Positive predictive rate is 87.5%, and negative predictive rate 82.4%. 4. In 24 recurred cases, 6 had distant metastasis, and 5 of them were diagnosed with FDG-PET, resulting in diagnostic rate of FDG-PET of 83.3%. From the above results, Positron Emission Tomography with [18F]- Fluorodeoxyglucose appears to be more sensitive and accurate for detecting the presence of oral and maxillofacial tumors, and has various clinical applications such as early diagnosis of tumor in initial and follow up check and detection of distant metastasis.

• 경제분석
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• 제27권4호
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• pp.1-42
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• 2021

우리나라 소비자물가상승률에 대한 예측은 한국은행의 물가안정목표제 운용, 채권시장 참가자의 만기 포트폴리오 최적화, 부동산 시장 및 민간의 소비와 투자 등 경제 전반에 지대한 영향을 미친다. 본 연구는 향후 3년간 우리나라 소비자물가상승률 예측결과를 제시한다. 이를 위해 우선 자기회귀시차(Autoregressive Distributed Lag, ADL) 모형, AR 모형, 소규모 벡터자기회귀(VAR) 모형, 대규모 VAR 모형의 표본외 예측력을 기준으로 모형선택을 실시한다. 물가상승률에는 다수의 잠재적인 예측변수가 존재하기 때문에 12개의 거시변수를 대상으로 ADL 모형에 베이지안 변수선택기법을 도입하고, 예측력 향상을 위한 정밀한 튜닝과정을 고안하고 적용하였다. VAR 모형에는 미네소타 사전분포를 설정하여 차원의 저주 문제를 극복하고자 하였다. 최근 5년을 대상으로 한 장단기 표본외 예측결과, ADL 모형이 점예측과 분포예측 모두에서 여타 경쟁모형에 비해 전반적으로 우월하였다. 예측조합을 통한 예측결과, 우리나라 소비자물가상승률이 2022년 하반기까지는 현재 비슷한 2% 내외의 수준을 유지할 것으로 보이며, 2023년 상반기부터는 1% 내외로 하락할 것으로 전망된다. 80% 신용구간은 예측치의 대략 ±1%p이다.