• Journal of the Korean Data and Information Science Society
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• v.16 no.4
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• pp.1167-1176
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• 2005

Tweedie (1957a) proposed a method for the analysis of residuals from an inverse Gaussian population paralleling the analysis of variance in normal theory. He called it the analysis of reciprocals. In this paper, we propose a Bayesian model selection procedure based on the fractional Bayes factor for the analysis of reciprocals. Using the proposed model selection procedures, we compare with the classical tests.

• Journal of Korea Water Resources Association
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• v.48 no.10
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• pp.781-791
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• 2015

Dam risk analysis requires a systematic process to ensure that hydrologic variables (e.g. precipitation, discharge and water surface level) contribute to each other. However, the existing dam risk approach showed a limitation in assessing the interdependencies across the variables. This study aimed to develop Bayesian network based dam risk analysis model to better characterize the interdependencies. It was found that the proposed model provided advantages which would enable to better identify and understand the interdependencies and uncertainties over dam risk analysis. The proposed model also provided a scenario-based risk evaluation framework which is a function of the failure probability and the consequence. This tool would give dam manager a framework for prioritizing risks more effectively.

• Wind and Structures
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• v.22 no.5
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• pp.543-553
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• 2016

The growing complexity of modern technological systems requires more flexible and powerful reliability analysis tools. Existing tools encounter a number of limitations including lack of modeling power to address components interactions for complex systems and lack of flexibility in handling component failure distribution. We propose a reliability modeling framework based on the Bayesian network (BN). It can combine historical data with expert judgment to treat data scarcity. The proposed methodology is applied to wind turbines reliability analysis. The observed result shows that a BN based reliability modeling is a powerful potential solution to modeling and analyzing various kinds of system components behaviors and interactions. Moreover, BN provides performing several inference approaches such as smoothing, filtering, what-if analysis, and sensitivity analysis for considering system.

• Industrial Engineering and Management Systems
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• v.12 no.2
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• pp.130-142
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• 2013

Social Networking Service (SNS) is prevailing rapidly in Japan in recent years. The most popular ones are Facebook, mixi, and Twitter, which are utilized in various fields of life together with the convenient tool such as smart-phone. In this work, a questionnaire investigation is carried out in order to clarify the current usage condition, issues and desired functions. More than 1,000 samples are gathered. Bayesian network is utilized for this analysis. After conducting the sensitivity analysis, useful results are obtained. Differences in usage objectives and SNS sites are made clear by the attributes and preference of SNS users. They can be utilized effectively for marketing by clarifying the target customer through the sensitivity analysis.

• Journal of Korea Water Resources Association
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• v.50 no.11
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• pp.745-758
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• 2017

The copula-based models have been successfully applied to hydrological modeling including drought frequency analysis and time series modeling. However, uncertainty estimation associated with the parameters of these model is not often properly addressed. In these context, the main purposes of this study are to develop the Bayesian inference scheme for bivariate copula functions. The main applications considered are two-fold: First, this study developed and tested an approach to copula model parameter estimation within a Bayesian framework for drought frequency analysis. The proposed modeling scheme was shown to correctly estimate model parameters and detect the underlying dependence structure of the assumed copula functions in the synthetic dataset. The model was then used to estimate the joint return period of the recent 2013~2015 drought events in the Han River watershed. The joint return period of the drought duration and drought severity was above 100 years for many of stations. The results obtained in the validation process showed that the proposed model could effectively reproduce the underlying distribution of observed extreme rainfalls as well as explicitly account for parameter uncertainty in the bivariate drought frequency analysis.

• Journal of Korean Society of Transportation
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• v.22 no.2 s.73
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• pp.77-86
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• 2004

In this study, we applied the Bayesian Network for the case of the mode choice models using the Seoul metropolitan area's house trip survey Data. Sex and age were used lot the independent variables for the explanation or the mode choice, and the relationships between the mode choice and the travellers' social characteristics were identified by the Bayesian Network. Furthermore, trip and mode's characteristics such as time and fare were also used for independent variables and the mode choice models were developed. It was found that the Bayesian Network were useful tool to overcome the problems which were in the traditional mode choice models. In particular, the various transport policies could be evaluated in the very short time by the established relation-ships. It is expected that the Bayesian Network will be utilized as the important tools for the transport analysis.

• Journal of the Korea Concrete Institute
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• v.22 no.2
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• pp.171-177
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• 2010

Recently, Performance Based Design (PBD) method has been studied as a next generation structural design method, which enables a designed structure to satisfy the required performance during its service life. One method of deciding whether the required performance has been satisfied is Bayesian method, which has been commonly used in seismic analysis. Generally, it is presented as a conditional probability of exceeding some limit state (i.e., collapse) for a given ground motion. In PBD of concrete mixture design, the same methodology can be applied to assess concrete material performance based on some conditional parameters (i.e. strength, workability, carbonation, etc). In this paper, a detailed explanation of the procedure of drawing satisfaction curve by using Bayesian method based on various material parameters is shown. Also, a discussion of using the developed satisfaction curves for PBD for concrete mixture design is presented.

• Journal of the Korean Statistical Society
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• v.30 no.3
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• pp.435-451
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• 2001

We describe a hierarchical bayesian model to analyze multinomial nonignorable nonresponse data. Using a Dirichlet and beta prior to model the cell probabilities, We develop a complete hierarchical bayesian analysis for multinomial proportions without making any algebraic approximation. Inference is sampling based and Markove chain Monte Carlo methods are used to perform the computations. We apply our method to the dta on body mass index(BMI) and show the model works reasonably well.

• Communications for Statistical Applications and Methods
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• v.22 no.6
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• pp.557-573
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• 2015

In this paper we develop a Bayesian inference for a multiplicative double seasonal autoregressive (DSAR) model by implementing a fast, easy and accurate Gibbs sampling algorithm. We apply the Gibbs sampling to approximate empirically the marginal posterior distributions after showing that the conditional posterior distribution of the model parameters and the variance are multivariate normal and inverse gamma, respectively. The proposed Bayesian methodology is illustrated using simulated examples and real-world time series data.

• Journal of the Korean Data and Information Science Society
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• v.13 no.1
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• pp.139-145
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• 2002

This paper deals with the problem of obtaining the Bayesian predictive density function and the prediction intervals for a future observation and the p-th order statistics of n future observations for the exponential model under the censored sampling with incomplete information.