• The Journal of Asian Finance, Economics and Business
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• v.9 no.3
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• pp.203-215
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• 2022

Bayesian Networks are multivariate probabilistic factor graphs that are used to assess underlying factor relationships. From January 2005 to December 2018, the study examines how Dynamic Bayesian Networks can be utilized to estimate portfolio risk and return as well as determine inter-factor relationships among reversal profit-generating components in Pakistan's emerging market (PSX). The goal of this article is to uncover the factors that cause reversal profits in the Pakistani stock market. In visual form, Bayesian networks can generate causal and inferential probabilistic relationships. Investors might update their stock return values in the network simultaneously with fresh market information, resulting in a dynamic shift in portfolio risk distribution across the networks. The findings show that investments in low net profit margin, low investment, and high volatility-based designed portfolios yield the biggest dynamical reversal profits. The main triggering aspects related to generation reversal profits in the Pakistan market, in the long run, are net profit margin, market risk premium, investment, size, and volatility factor. Investors should invest in and build portfolios with small companies that have a low price-to-earnings ratio, small earnings per share, and minimal volatility, according to the most likely explanation.

• International Journal of Computer Science & Network Security
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• v.23 no.4
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• pp.85-94
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• 2023

Image halftoning is a technique for varying grayscale images into two-tone binary images. Unfortunately, the static representation of an image-half toning, wherever each pixel intensity is combined by its local neighbors only, causes missing subjective problem. Also, the existing noise causes an instability criterion. In this paper an image half-toning is represented as a dynamical system for recognizing the global representation. Also, noise is reduced based on a probabilistic model. Since image half-toning is considered as 2-D matrix with a full connected pass, this structure is recognized by the dynamical system of Cellular Neural Networks (CNNs) which is defined by its template. Bayesian Rough Sets is used in exploiting the ideal CNNs construction that synthesis its dynamic. Also, Bayesian rough sets contribute to enhance the quality of the halftone image by removing noise and discovering the effective parameters in the CNNs template. The novelty of this method lies in finding a probabilistic based technique to discover the term of CNNs template and define new learning rules for CNNs internal work. A numerical experiment is conducted on image half-toning corrupted by Gaussian noise.

• Journal of the Korean Institute of Intelligent Systems
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• v.17 no.3
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• pp.316-321
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• 2007

We propose a quatitative annotation method for edges in Bayesian networks using given sets of condition-specific data. Bayesian network model has been used widely in various fields to infer probabilistic dependency relationships between entities in target systems. Besides the need for identifying dependency relationships, the annotation of edges in Bayesian networks is required to analyze the meaning of learned Bayesian networks. We assume the training data is composed of several condition-specific data sets. The contribution of each condition-specific data set to each edge in the learned Bayesian network is measured using the ratio of likelihoods between network structures of including and missing the specific edge. The proposed method can be a good approach to make quantitative annotation for learned Bayesian network structures while previous annotation approaches only give qualitative one.

• Journal of Korea Water Resources Association
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• v.50 no.11
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• pp.769-779
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• 2017

As the occurrence of drought is recently on the rise, the reliable drought forecasting is required for developing the drought mitigation and proactive management of water resources. This study developed a probabilistic hydrological drought forecasting method using the Bayesian Networks and drought propagation relationship to estimate future drought with the forecast uncertainty, named as the Propagated Bayesian Networks Drought Forecasting (PBNDF) model. The proposed PBNDF model was composed with 4 nodes of past, current, multi-model ensemble (MME) forecasted information and the drought propagation relationship. Using Palmer Hydrological Drought Index (PHDI), the PBNDF model was applied to forecast the hydrological drought condition at 10 gauging stations in Nakdong River basin. The receiver operating characteristics (ROC) curve analysis was applied to measure the forecast skill of the forecast mean values. The root mean squared error (RMSE) and skill score (SS) were employed to compare the forecast performance with previously developed forecast models (persistence forecast, Bayesian network drought forecast). We found that the forecast skill of PBNDF model showed better performance with low RMSE and high SS of 0.1~0.15. The overall results mean the PBNDF model had good potential in probabilistic drought forecasting.

• Proceedings of the Korean Information Science Society Conference
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• 2003.04c
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• pp.434-436
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• 2003

DNA칩 기술로 얻어지는 유전자발현데이터(gene expression data)는 생채 조직이나 세포의 수천개에 달하는 유전자의 발현량(expression level)을 측정한 것으로, 유전자발현양상(gene expression pattern)에 기반한 암 종류의 분류 등에 유용하다. 본 논문에서는 확률그래프모델(probabilistic graphical model)의 하나인 베이지안망(Bayesian network)을 발현데이터의 분류에 적응하며, 분류 성능을 높이기 위해 베이지안망의 앙상블(ensemble of Bayesian networks)을 구성한다. 실험은 실제 암 조직에서 추출된 유전자발현데이터에 대해 행해졌다 실험 결과, 앙상블 베이지안망의 분류 정확도는 단일 베이지안망보다 높았으며, naive Bayes 분류기, 신경망, support vector machine(SVM) 등과 대등한 성능을 보였다.

• Journal of Institute of Control, Robotics and Systems
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• v.22 no.2
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• pp.104-109
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• 2016

In this paper, a localization method for multiple robots based on Bayesian inference is proposed when multiple robots adopting multi-RAT (Radio Access Technology) communications exist in cognitive radio networks. Multiple robots are separately defined by primary and secondary users as in conventional mobile communications system. In addition, the heterogeneous spectrum environment is considered in this paper. To improve the performance of localization for multiple robots, a realistic multiple primary user distribution is explained by using the probabilistic graphical model, and then we introduce the Gibbs sampler strategy based on Bayesian inference. In addition, the secondary user selection minimizing the value of GDOP (Geometric Dilution of Precision) is also proposed in order to overcome the limitations of localization accuracy with Gibbs sampling. Via the simulation results, we can show that the proposed localization method based on GDOP enhances the accuracy of localization for multiple robots. Furthermore, it can also be verified from the simulation results that localization performance is significantly improved with increasing number of observation samples when the GDOP is considered.

• Journal of KIISE
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• v.44 no.11
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• pp.1149-1155
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• 2017

Recently, with the development of communication technology, it has become possible to collect various sensor data that indicate the environmental stimuli within a space. In this paper, we propose a group emotion prediction system using a modular Bayesian network that was designed considering the psychological impact of environmental stimuli. A Bayesian network can compensate for the uncertain and incomplete characteristics of the sensor data by the probabilistic consideration of the evidence for reasoning. Also, modularizing the Bayesian network has enabled flexible response and efficient reasoning of environmental stimulus fluctuations within the space. To verify the performance of the system, we predict public emotion based on the brightness, volume, temperature, humidity, color temperature, sound, smell, and group emotion data collected in a kindergarten. Experimental results show that the accuracy of the proposed method is 85% greater than that of other classification methods. Using quantitative and qualitative analyses, we explore the possibilities and limitations of probabilistic methodology for predicting group emotion.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.30 no.9C
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• pp.887-898
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• 2005

In this paper, we introduce a probabilistic model based on Bayesian networks BNs) for recognizing human fatigue. First of all, we measured face feature information such as eyelid movement, gaze, head movement, and facial expression by IR illumination. But, an individual face feature information does not provide enough information to determine human fatigue. Therefore in this paper, a Bayesian network model was constructed to fuse as many as possible fatigue cause parameters and face feature information for probabilistic inferring human fatigue. The MSBNX simulation result ending a 0.95 BN fatigue index threshold. As a result of the experiment, when comparisons are inferred BN fatigue index and the TOVA response time, there is a mutual correlation and from this information we can conclude that this method is very effective at recognizing a human fatigue.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.8 no.4
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• pp.254-259
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• 2008

Uncertainty of result of context awareness always exists in any context-awareness computing. This falling-off in accuracy of context awareness result is mostly caused by the imperfectness and incompleteness of sensed data, because of this reasons, we must improve the accuracy of context awareness. In this article, we propose a novel approach to model the uncertain context by using ontology and context reasoning method based on Bayesian Network. Our context aware processing is divided into two parts; context modeling and context reasoning. The context modeling is based on ontology for facilitating knowledge reuse and sharing. The ontology facilitates the share and reuse of information over similar domains of not only the logical knowledge but also the uncertain knowledge. Also the ontology can be used to structure learning for Bayesian network. The context reasoning is based on Bayesian Networks for probabilistic inference to solve the uncertain reasoning in context-aware processing problem in a flexible and adaptive situation.

• Structural Engineering and Mechanics
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• v.26 no.3
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• pp.251-262
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• 2007

This paper examines the application of artificial neural networks (ANN) to the response prediction of geometrically nonlinear truss structures. Two types of analysis (deterministic and probabilistic analyses) are considered. A three-layer feed-forward backpropagation network with three input nodes, five hidden layer nodes and two output nodes is firstly developed for the deterministic response analysis. Then a back propagation training algorithm with Bayesian regularization is used to train the network. The trained network is then successfully combined with a direct Monte Carlo Simulation (MCS) to perform a probabilistic response analysis of geometrically nonlinear truss structures. Finally, the proposed ANN is applied to predict the response of a geometrically nonlinear truss structure. It is found that the proposed ANN is very efficient and reasonable in predicting the response of geometrically nonlinear truss structures.