• Title/Summary/Keyword: Bayesian cost

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Deciding the Optimal Shutdown time of a Nuclear Power Plant (원자력 발전소의 최적 운행중지 시기 결정 방법)

  • Yang, Hee-Joong
    • IE interfaces
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    • v.13 no.2
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    • pp.211-216
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    • 2000
  • A methodology that determines the optimal shutdown time of a nuclear power plant is suggested. The shutdown time is decided considering the trade off between the cost of accident and the loss of profit due to the early shutdown. We adopt the bayesian approach in manipulating the model parameter that predicts the accidents. We build decision tree models and apply dynamic programming approach to decide whether to shutdown immediately or operate one more period. The branch parameters in decision trees are updated by bayesian approach. We apply real data to this model and provide the cost of accidents that guarantees the immediate shutdown.

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A Bayesian Decision Model for a Deteriorating Repairable System (열화시스템의 수리를 위한 베이지안 의사결정 모형의 개발)

  • Kim, Taeksang;Ahn, Suneung
    • Journal of Korean Institute of Industrial Engineers
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    • v.32 no.2
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    • pp.141-152
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    • 2006
  • This paper presents the development of a decision model to examine the optimal repair action for a deteriorating system. In order to make a reasonable decision, it is necessary to perform an analysis of the uncertainties embedded in deterioration and to evaluate the repair actions based on the expected future cost. Focusing on the power law failure model, the uncertainties related to deterioration are analyzed based on the Bayesian approach. In addition, we develop a decision model for the optimal repair action by applying a repair cost function. A case study is given to illustrate a decision-making process by analyzing the loss incurred due to deterioration.

Optimal Maintenance Policy Using Non-Informative Prior Distribution and Marcov Chain Monte Carlo Method (사전확률분포와 Marcov Chain Monte Carlo법을 이용한 최적보전정책 연구)

  • Ha, Jung Lang;Park, Minjae
    • Journal of Applied Reliability
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    • v.17 no.3
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    • pp.188-196
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    • 2017
  • Purpose: The purpose of this research is to determine optimal replacement age using non-informative prior information and Bayesian method. Methods: We propose a novel approach using Bayesian method to determine the optimal replacement age in block replacement policy by defining the prior probability with data on failure time and repair time. The Marcov Chain Monte Carlo simulation is used to investigate the asymptotic distribution of posterior parameters. Results: An optimal replacement age of block replacement policy is determined which minimizes cost and nonoperating time when no information on prior distribution of parameters is given. Conclusion: We find the posterior distribution of parameters when lack of information on prior distribution, so that the optimal replacement age which minimizes the total cost and maximizes the total values is determined.

The Use of Regularizers for High-Frequency Apodization in Filtered Backprojection (Filtered Backprojection에서 정착자를 사용한 고주파 감쇠)

  • Lee, Soo-Jin;Kim, Yong-Hoh
    • The Journal of Engineering Research
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    • v.2 no.1
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    • pp.49-56
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    • 1997
  • In emission computed tomography, statistical reconstruction methods in the context of a Bayesian framework have been a topic of interest over the last decade. This was mainly due to the fact that Bayesian approaches can incorporate a priori information into the reconstruction algorithm. Although these approaches can exhibit good performance, their applications to the clinic is hindered mainly by their high computational cost. On the other hand, the speed and simplicity of the filtered backprojection (FBP) algorithm have led to its widespread use in most clinical applications. In this work, we use spline models, which have been quite useful in Bayesian reconstruction, as regularizers for high-frequency apodization in FBP algorithm and show that the effects of using spline models as priors in Bayesian reconstruction can also be achieved in FBP reconstruction.

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Two Bayesian methods for sample size determination in clinical trials

  • Kwak, Sang-Gyu;Kim, Dal-Ho;Shin, Im-Hee;Kim, Ho-Gak;Kim, Sang-Gyung
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1343-1351
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    • 2010
  • Sample size determination is very important part in clinical trials because it influences the time and the cost of the experimental studies. In this article, we consider the Bayesian methods for sample size determination based on hypothesis testing. Specifically we compare the usual Bayesian method using Bayes factor with the decision theoretic method using Bayesian reference criterion in mean difference problem for the normal case with known variances. We illustrate two procedures numerically as well as graphically.

Study on Modeling and Simulation for Fire Localization Using Bayesian Estimation (화원 위치 추정을 위한 베이시안 추정 기반의 모델링 및 시뮬레이션 연구)

  • Kim, Taewan;Kim, Soo Chan;Kim, Jong-Hwan
    • Journal of the Society of Naval Architects of Korea
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    • v.58 no.6
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    • pp.424-430
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    • 2021
  • Fire localization is a key mission that must be preceded for an autonomous fire suppression system. Although studies using a variety of sensors for the localization are actively being conducted, the fire localization is still unfinished due to the high cost and low performance. This paper presents the modeling and simulation of the fire localization estimation using Bayesian estimation to determine the probabilistic location of the fire. To minimize the risk of fire accidents as well as the time and cost of preparing and executing live fire tests, a 40m × 40m-virtual space is created, where two ultraviolet sensors are simulated to rotate horizontally to collect ultraviolet signals. In addition, Bayesian estimation is executed to compute the probability of the fire location by considering both sensor errors and uncertainty under fire environments. For the validation of the proposed method, sixteen fires were simulated in different locations and evaluated by calculating the difference in distance between simulated and estimated fire locations. As a result, the proposed method demonstrates reliable outputs, showing that the error distribution tendency widens as the radial distance between the sensor and the fire increases.

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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Proposal of Maintenance Scenario and Feasibility Analysis of Bridge Inspection using Bayesian Approach (베이지안 기법을 이용한 교량 점검 타당성 분석 및 유지관리 시나리오 제안)

  • Lee, Jin Hyuk;Lee, Kyung Yong;Ahn, Sang Mi;Kong, Jung Sik
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.38 no.4
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    • pp.505-516
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    • 2018
  • In order to establish an efficient bridge maintenance strategy, the future performance of a bridge must be estimated by considering the current performance, which allows more rational way of decision-making in the prediction model with higher accuracy. However, personnel-based existing maintenance may result in enormous maintenance costs since it is difficult for a bridge administrator to estimate the bridge performance exactly at a targeting management level, thereby disrupting a rational decision making for bridge maintenance. Therefore, in this work, we developed a representative performance prediction model for each bridge element considering uncertainty using domestic bridge inspection data, and proposed a bayesian updating method that can apply the developed model to actual maintenance bridge with higher accuracy. Also, the feasibility analysis based on calculation of maintenance cost for monitoring maintenance scenario case is performed to propose advantages of the Bayesian-updating-driven preventive maintenance in terms of the cost efficiency in contrast to the conventional periodic maintenance.

Development of benthic macroinvertebrate species distribution models using the Bayesian optimization (베이지안 최적화를 통한 저서성 대형무척추동물 종분포모델 개발)

  • Go, ByeongGeon;Shin, Jihoon;Cha, Yoonkyung
    • Journal of Korean Society of Water and Wastewater
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    • v.35 no.4
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    • pp.259-275
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    • 2021
  • This study explored the usefulness and implications of the Bayesian hyperparameter optimization in developing species distribution models (SDMs). A variety of machine learning (ML) algorithms, namely, support vector machine (SVM), random forest (RF), boosted regression tree (BRT), XGBoost (XGB), and Multilayer perceptron (MLP) were used for predicting the occurrence of four benthic macroinvertebrate species. The Bayesian optimization method successfully tuned model hyperparameters, with all ML models resulting an area under the curve (AUC) > 0.7. Also, hyperparameter search ranges that generally clustered around the optimal values suggest the efficiency of the Bayesian optimization in finding optimal sets of hyperparameters. Tree based ensemble algorithms (BRT, RF, and XGB) tended to show higher performances than SVM and MLP. Important hyperparameters and optimal values differed by species and ML model, indicating the necessity of hyperparameter tuning for improving individual model performances. The optimization results demonstrate that for all macroinvertebrate species SVM and RF required fewer numbers of trials until obtaining optimal hyperparameter sets, leading to reduced computational cost compared to other ML algorithms. The results of this study suggest that the Bayesian optimization is an efficient method for hyperparameter optimization of machine learning algorithms.

Bayesian Method on Sequential Preventive Maintenance Problem

  • Kim Hee-Soo;Kwon Young-Sub;Park Dong-Ho
    • Communications for Statistical Applications and Methods
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    • v.13 no.1
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    • pp.191-204
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    • 2006
  • This paper develops a Bayesian method to derive the optimal sequential preventive maintenance(PM) policy by determining the PM schedules which minimize the mean cost rate. Such PM schedules are derived based on a general sequential imperfect PM model proposed by Lin, Zuo and Yam(2000) and may have unequal length of PM intervals. To apply the Bayesian approach in this problem, we assume that the failure times follow a Weibull distribution and consider some appropriate prior distributions for the scale and shape parameters of the Weibull model. The solution is proved to be finite and unique under some mild conditions. Numerical examples for the proposed optimal sequential PM policy are presented for illustrative purposes.