• Title/Summary/Keyword: Bayesian Updating

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Developing a Bayesian Network Model for Real-time Project Risk Management (실시간 프로젝트 위험관리를 위한 베이지안 네트워크 모형의 개발)

  • Kim, Jee-Young;Ahn, Sun-Eung
    • IE interfaces
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    • v.24 no.2
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    • pp.119-127
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    • 2011
  • Most companies have been increasing temporary work projects to maximize the usage of their resources. They also have been developing the effective techniques for analyzing and managing the state of the projects. In order to monitor the state of a project in real-time and predict the project's future state more accurately, this paper suggests the Bayesian Network (BN) as a tool for discovering the causes of project risk and presenting the failure probability of the project. The proposed BN modeling method with consideration of the Earned Value Management (EVM) method shows how to induce the predictive and conditional probability of the risk occurrence in the future. The advantages of the suggested model are (1) that the cause of a project risk can be easily figured out via the BN, (2) that the future value of the project can be sufficiently increased by updating relevant components of the project, and (3) that more credible prediction can be made in the similar and future situation by using the data obtained in current analysis. A numerical example is also given.

Forecasting Accidents by Transforming Event Trees into Influence disgrams

  • Yang, Hee-Joong
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.29 no.1
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    • pp.72-75
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    • 2006
  • Event trees are widely used graphical tool to denote the accident inintiation and escalation to more severe accident. But they have some drawbacks in that they do not have efficient way of updating model parameters and also they can not contain the information about dependency or independency among model parameters. A tool that can cure such drawbacks is an influence diagram. We introduce influence diagrams and explain how to update model parameters and obtain predictive distributions. We show that an event tree can be converted to a statistically equivalent influence diagram, and bayesian prediction can be made more effectively through the use of influence diagrams.

Development of a Secure Routing Protocol using Game Theory Model in Mobile Ad Hoc Networks

  • Paramasivan, Balasubramanian;Viju Prakash, Maria Johan;Kaliappan, Madasamy
    • Journal of Communications and Networks
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    • v.17 no.1
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    • pp.75-83
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    • 2015
  • In mobile ad-hoc networks (MANETs), nodes are mobile in nature. Collaboration between mobile nodes is more significant in MANETs, which have as their greatest challenges vulnerabilities to various security attacks and an inability to operate securely while preserving its resources and performing secure routing among nodes. Therefore, it is essential to develop an effective secure routing protocol to protect the nodes from anonymous behaviors. Currently, game theory is a tool that analyzes, formulates and solves selfishness issues. It is seldom applied to detect malicious behavior in networks. It deals, instead, with the strategic and rational behavior of each node. In our study,we used the dynamic Bayesian signaling game to analyze the strategy profile for regular and malicious nodes. This game also revealed the best actions of individual strategies for each node. Perfect Bayesian equilibrium (PBE) provides a prominent solution for signaling games to solve incomplete information by combining strategies and payoff of players that constitute equilibrium. Using PBE strategies of nodes are private information of regular and malicious nodes. Regular nodes should be cooperative during routing and update their payoff, while malicious nodes take sophisticated risks by evaluating their risk of being identified to decide when to decline. This approach minimizes the utility of malicious nodes and it motivates better cooperation between nodes by using the reputation system. Regular nodes monitor continuously to evaluate their neighbors using belief updating systems of the Bayes rule.

Development of an Adaptive e-Learning System for Engineering Mathematics using Computer Algebra and Bayesian Inference Network (컴퓨터 대수와 베이지언 추론망을 이용한 이공계 수학용 적응적 e-러닝 시스템 개발)

  • Park, Hong-Joon;Jun, Young-Cook
    • The Journal of the Korea Contents Association
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    • v.8 no.5
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    • pp.276-286
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    • 2008
  • In this paper, we introduce an adaptive e-Learning system for engineering mathematics which is based on computer algebra system (Mathematica) and on-line authoring environment. The system provides an assessment tool for individual diagnosis using Bayesian inference network. Using this system, an instructor can easily develop mathematical web contents via web interface. Examples of such content development are illustrated in the area of linear algebra, differential equation and discrete mathematics. The diagnostic module traces a student's knowledge level based on statistical inference using the conditional probability and Bayesian updating algorithm via Netica. As part of formative evaluation, we brought this system into real university settings and analyzed students' feedback using survey.

Performance Enhancing Technique for Terrain Referenced Navigation Systems using Terrain Roughness and Information Gain Based on Information Theory (정보이론기반 지형 험준도 및 정보이득을 이용한 지형대조항법 성능 향상 기법)

  • Nam, Seongho
    • Journal of the Korea Institute of Military Science and Technology
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    • v.20 no.3
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    • pp.307-314
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    • 2017
  • Terrain referenced navigation(TRN) system is an attractive method for obtaining position based on terrain measurements and a terrain map. We focus on TRN systems based on the point mass filter(PMF) which is one of the recursive Bayesian method. In this paper, we propose two kinds of performance index for Bayesian filter. The proposed indices are based on entropy and mutual information from information theory. The first index measures roughness of terrain based on entropy of likelihood. The second index named by information gain, which is the mutual information between priori and posteriori distribution, is a quantity of information gained by updating measurement at each step. The proposed two indices are used to determine whether the solution from TRN is adequate for TRN/INS integration or not, and this scheme gives the performance improvement. Simulation result shows that the proposed indices are meaningful and the proposed algorithm performs better than normal TRN algorithm.

Review of Classification Models for Reliability Distributions from the Perspective of Practical Implementation (실무적 적용 관점에서 신뢰성 분포의 유형화 모형의 고찰)

  • Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
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    • v.13 no.1
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    • pp.195-202
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    • 2011
  • The study interprets each of three classification models based on Bath-Tub Failure Rate (BTFR), Extreme Value Distribution (EVD) and Conjugate Bayesian Distribution (CBD). The classification model based on BTFR is analyzed by three failure patterns of decreasing, constant, or increasing which utilize systematic management strategies for reliability of time. Distribution model based on BTFR is identified using individual factors for each of three corresponding cases. First, in case of using shape parameter, the distribution based on BTFR is analyzed with a factor of component or part number. In case of using scale parameter, the distribution model based on BTFR is analyzed with a factor of time precision. Meanwhile, in case of using location parameter, the distribution model based on BTFR is analyzed with a factor of guarantee time. The classification model based on EVD is assorted into long-tailed distribution, medium-tailed distribution, and short-tailed distribution by the length of right-tail in distribution, and depended on asymptotic reliability property which signifies skewness and kurtosis of distribution curve. Furthermore, the classification model based on CBD is relied upon conjugate distribution relations between prior function, likelihood function and posterior function for dimension reduction and easy tractability under the occasion of Bayesian posterior updating.

TREATING UNCERTAINTIES IN A NUCLEAR SEISMIC PROBABILISTIC RISK ASSESSMENT BY MEANS OF THE DEMPSTER-SHAFER THEORY OF EVIDENCE

  • Lo, Chung-Kung;Pedroni, N.;Zio, E.
    • Nuclear Engineering and Technology
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    • v.46 no.1
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    • pp.11-26
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    • 2014
  • The analyses carried out within the Seismic Probabilistic Risk Assessments (SPRAs) of Nuclear Power Plants (NPPs) are affected by significant aleatory and epistemic uncertainties. These uncertainties have to be represented and quantified coherently with the data, information and knowledge available, to provide reasonable assurance that related decisions can be taken robustly and with confidence. The amount of data, information and knowledge available for seismic risk assessment is typically limited, so that the analysis must strongly rely on expert judgments. In this paper, a Dempster-Shafer Theory (DST) framework for handling uncertainties in NPP SPRAs is proposed and applied to an example case study. The main contributions of this paper are two: (i) applying the complete DST framework to SPRA models, showing how to build the Dempster-Shafer structures of the uncertainty parameters based on industry generic data, and (ii) embedding Bayesian updating based on plant specific data into the framework. The results of the application to a case study show that the approach is feasible and effective in (i) describing and jointly propagating aleatory and epistemic uncertainties in SPRA models and (ii) providing 'conservative' bounds on the safety quantities of interest (i.e. Core Damage Frequency, CDF) that reflect the (limited) state of knowledge of the experts about the system of interest.

Stochastic identification of masonry parameters in 2D finite elements continuum models

  • Giada Bartolini;Anna De Falco;Filippo Landi
    • Coupled systems mechanics
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    • v.12 no.5
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    • pp.429-444
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    • 2023
  • The comprehension and structural modeling of masonry constructions is fundamental to safeguard the integrity of built cultural assets and intervene through adequate actions, especially in earthquake-prone regions. Despite the availability of several modeling strategies and modern computing power, modeling masonry remains a great challenge because of still demanding computational efforts, constraints in performing destructive or semi-destructive in-situ tests, and material uncertainties. This paper investigates the shear behavior of masonry walls by applying a plane-stress FE continuum model with the Modified Masonry-like Material (MMLM). Epistemic uncertainty affecting input parameters of the MMLM is considered in a probabilistic framework. After appointing a suitable probability density function to input quantities according to prior engineering knowledge, uncertainties are propagated to outputs relying on gPCE-based surrogate models to considerably speed up the forward problem-solving. The sensitivity of the response to input parameters is evaluated through the computation of Sobol' indices pointing out the parameters more worthy to be further investigated, when dealing with the seismic assessment of masonry buildings. Finally, masonry mechanical properties are calibrated in a probabilistic setting with the Bayesian approach to the inverse problem based on the available measurements obtained from the experimental load-displacement curves provided by shear compression in-situ tests.

Development of a Successive LCC Model for Marine RC Structures Exposed to Chloride Attack on the Basis of Bayesian Approach (베이지안 기법을 이용한 해양 RC 구조물의 염해에 대한 LCC 모델 개발)

  • Jung, Hyun-Jun;Park, Heung-Min;Kong, Jung-Sik;Zi, Goang-Seup;Kim, Gyu-Seon
    • Journal of the Korea Concrete Institute
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    • v.21 no.3
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    • pp.359-366
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    • 2009
  • A new life-cycle cost (LCC) evaluation scheme for marine reinforced concrete structures is proposed. In this method, unlike the conventional life-cycle cost evaluation performed during the design process, the life-cycle cost is updated successively whenever new information of the chloride penetration is available. This updating is performed based on the Bayesian approach. For important structures, information required for this new method can be obtained without any difficulties because it is a common element of various types of monitoring systems. Using the new method, the life-cycle maintenance cost of structures can be estimated with a good precision.

Path Planning of Autonomous Mobile Robots Based on a Probability Map (확률지도를 이용한 자율이동로봇의 경로계획)

  • 임종환;조동우
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.16 no.4
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    • pp.675-683
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    • 1992
  • Mapping and navigation system based on certainty grids for an autonomous mobile robt operating in unknown and unstructured environment is described. The system uses sonar range data to build a map of robot's surroundings. The range data from sonar sensor are integrated into a probability map that is composed of two dimensional grids which contain the probabilities of being occupied by the objects in the environment. A Bayesian model is used to estimate the uncertainty of the sensor information and to update the existing probability map with new range data. The resulting two dimensional map is used for path planning and navigation. In this paper, the Bayesian updating model which was successfully simulated in our earlier work is implemented on a mobile robot and is shown to be valid in the real world through experiment. This paper also proposes a technique for reducing for reducing specular reflection problem of sonar system which seriousely deteriorates the map quality, and a new path planning method based on weighted distance, which enables the robot to efficiently navigate in an unknown area.