• Title/Summary/Keyword: Bayesian cost

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A review on prognostics and health management and its applications (건전성예측 및 관리기술 연구동향 및 응용사례)

  • Choi, Joo-ho
    • Journal of Aerospace System Engineering
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    • v.8 no.4
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    • pp.7-17
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    • 2014
  • Objective of this paper is to introduce a new technology known as prognostics and health management (PHM) which enables a real-time life prediction for safety critical systems under extreme loading conditions. In the PHM, Bayesian framework is employed to account for uncertainties and probabilities arising in the overall process including condition monitoring, fault severity estimation and failure predictions. Three applications - aircraft fuselage crack, gearbox spall and battery capacity degradation are taken to illustrate the approach, in which the life is predicted and validated by end-of-life results. The PHM technology may allow new maintenance strategy that achieves higher degree of safety while reducing the cost in effective manner.

Parameter Estimation of Reliability Growth Model with Incomplete Data Using Bayesian Method (베이지안 기법을 적용한 Incomplete data 기반 신뢰성 성장 모델의 모수 추정)

  • Park, Cheongeon;Lim, Jisung;Lee, Sangchul
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.47 no.10
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    • pp.747-752
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    • 2019
  • By using the failure information and the cumulative test execution time obtained by performing the reliability growth test, it is possible to estimate the parameter of the reliability growth model, and the Mean Time Between Failure (MTBF) of the product can be predicted through the parameter estimation. However the failure information could be acquired periodically or the number of sample data of the obtained failure information could be small. Because there are various constraints such as the cost and time of test or the characteristics of the product. This may cause the error of the parameter estimation of the reliability growth model to increase. In this study, the Bayesian method is applied to estimating the parameters of the reliability growth model when the number of sample data for the fault information is small. Simulation results show that the estimation accuracy of Bayesian method is more accurate than that of Maximum Likelihood Estimation (MLE) respectively in estimation the parameters of the reliability growth model.

A Study on OMS/MP for Establishing Target RAM Values of New Weapon System in Precedent study : Focusing on the case of unmanned combat vehicle (선행 연구단계에서 신규 무기체계의 RAM 목표값 설정을 위한 OMS/MP 작성 연구 : 무인전투차량의 사례를 중심으로)

  • Choi, Hong-Cheol;Kang, Taeho;Youn, Byung Jo;Lee, Hochan
    • Convergence Security Journal
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    • v.19 no.2
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    • pp.163-174
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    • 2019
  • RAM analysis determines the range of resources to be invested by presenting the development goals of the weapon system. If the RAM analysis is not performed properly, it can cause a huge increase in business costs. While the cumulative cost ratio in the concept study is less than 1% of the total cost, 65-70% of the total lifecycle cost is determined and can't be reduced later. Therefore, RAM analysis is crucial in precedent study. When calculating the target RAM value by writing an existing OMS/MP, new functions and the future missions are hardly considered and reflected. Therefore, this paper proposes a method to establish OMS/MP by deriving arguments based on Delphi and Bayesian theory focusing on unmanned combat vehicle.

A minimum cost sampling inspection plan for destructive testing (破壤檢査詩의 最小費용 샘플링 檢査方式)

  • 趙星九;裵道善
    • Journal of the Korean Statistical Society
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    • v.7 no.1
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    • pp.27-43
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    • 1978
  • This paper deals with the problem of obtaining a minimum cost acceptance sampling plan for destructive testing. The cost model is constructed under the assumption that the sampling procedure takes the following form; 1) lots rejected on the first sample are acreened with a non-destructive testing, 2) the screening is assumed to be imperfect, and therefore, after the screening, a second sample is taken to determine whether to accept the lot of to scrap it. The usual sampling procedures for destructive testing can be regarded as special cases of the above one. Utilizing Hald's Bayesian approach, procedures for finding the global optimal sampling plans are given. However, when the lot size is large, the global plan is very different to obtain even with the aid of an electronic computer. Therefore a method of finding suboptimal plan is suggested. An example with uniform prior is also given.

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Corresponding between Error Probabilities and Bayesian Wrong Decision Lasses in Flexible Two-stage Plans

  • Ko, Seoung-gon
    • Journal of the Korean Statistical Society
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    • v.29 no.4
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    • pp.435-441
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    • 2000
  • Ko(1998, 1999) proposed certain flexible two-stage plans that could be served as one-step interim analysis in on-going clinical trials. The proposed Plans are optimal simultaneously in both a Bayes and a Neyman-Pearson sense. The Neyman-Pearson interpretation is that average expected sample size is being minimized, subject just to the two overall error rates $\alpha$ and $\beta$, respectively of first and second kind. The Bayes interpretation is that Bayes risk, involving both sampling cost and wrong decision losses, is being minimized. An example of this correspondence are given by using a binomial setting.

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A Bayes Sequential Selection of the Least Probale Event

  • Hwang, Hyung-Tae;Kim, Woo-Chul
    • Journal of the Korean Statistical Society
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    • v.11 no.1
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    • pp.25-35
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    • 1982
  • A problem of selecting the least probable cell in a multinomial distribution is studied in a Bayesian framework. We consider two loss components the cost of sampling and the difference in cell probabilities between the selected and the least probable cells. A Bayes sequential selection rule is derived with respect to a Dirichlet prior, and it is compared with the best fixed sample size selection rule. The continuation sets with respect to the vague prior are tabulated for certain cases.

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Statistical Estimates from Black Non-Hispanic Female Breast Cancer Data

  • Khan, Hafiz Mohammad Rafiqullah;Ibrahimou, Boubakari;Saxena, Anshul;Gabbidon, Kemesha;Abdool-Ghany, Faheema;Ramamoorthy, Venkataraghavan;Ullah, Duff;Stewart, Tiffanie Shauna-Jeanne
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.19
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    • pp.8371-8376
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    • 2014
  • Background: The use of statistical methods has become an imperative tool in breast cancer survival data analysis. The purpose of this study was to develop the best statistical probability model using the Bayesian method to predict future survival times for the black non-Hispanic female breast cancer patients diagnosed during 1973-2009 in the U.S. Materials and Methods: We used a stratified random sample of black non-Hispanic female breast cancer patient data from the Surveillance Epidemiology and End Results (SEER) database. Survival analysis was performed using Kaplan-Meier and Cox proportional regression methods. Four advanced types of statistical models, Exponentiated Exponential (EE), Beta Generalized Exponential (BGE), Exponentiated Weibull (EW), and Beta Inverse Weibull (BIW) were utilized for data analysis. The statistical model building criteria, Akaike Information Criteria (AIC), Bayesian Information Criteria (BIC), and Deviance Information Criteria (DIC) were used to measure the goodness of fit tests. Furthermore, we used the Bayesian approach to obtain the predictive survival inferences from the best-fit data based on the exponentiated Weibull model. Results: We identified the highest number of black non-Hispanic female breast cancer patients in Michigan and the lowest in Hawaii. The mean (SD), of age at diagnosis (years) was 58.3 (14.43). The mean (SD), of survival time (months) for black non-Hispanic females was 66.8 (30.20). Non-Hispanic blacks had a significantly increased risk of death compared to Black Hispanics (Hazard ratio: 1.96, 95%CI: 1.51-2.54). Compared to other statistical probability models, we found that the exponentiated Weibull model better fits for the survival times. By making use of the Bayesian method predictive inferences for future survival times were obtained. Conclusions: These findings will be of great significance in determining appropriate treatment plans and health-care cost allocation. Furthermore, the same approach should contribute to build future predictive models for any health related diseases.

Arbitrator's Reputation and PR Cost: A Signaling Approach

  • Joon Yeop Kwon;Sung Ryong Kim
    • Journal of Arbitration Studies
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    • v.33 no.3
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    • pp.129-146
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    • 2023
  • We construct a signaling game model between the arbitrator and claimants, in which the arbitrator's marketing amount is adopted as the signaling device. Assuming that the parties to the dispute select an arbitrator, and if there is a difference in the arbitrator's fee depending on the arbitrator's reputation, the arbitrator will pay to further enhance his reputation. We would like to analyze the cost differences between arbitrators who already have a high reputation and arbitrators who strive to further enhance their reputation using the signal model. From the Analysis of our study, We derive perfect Bayesian equilibrium of the signaling game and refine the equilibrium into a unique equilibrium by invoking the Intuitive Criterion of Cho and Kreps (1987). Further, we characterize the refined equilibrium.

Prediction of Life Expectancy of Asphalt Road Pavement by Region (아스팔트 도로포장의 균열률에 대한 지역별 기대수명 추정)

  • Song, Hyun Yeop;Choi, Seung Hyun;Han, Dae Seok;Do, Myung Sik
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.41 no.4
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    • pp.417-428
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    • 2021
  • Since future maintenance cost estimation of infrastructure involves uncertainty, it is important to make use of a failure prediction model. However, it is difficult for local governments to develop accurate failure prediction models applicable to infrastructure due to a lack of budget and expertise. Therefore, this study estimated the life expectancy of asphalt road pavement of national highways using the Bayesian Markov Mixture Hazard model. In addition, in order to accurately estimate life expectancy, environmental variables such as traffic volume, ESAL (Equivalent Single Axle Loads), SNP (Structural Number of Pavement), meteorological conditions, and de-icing material usage were applied to retain reliability of the estimation results. As a result, life expectancy was estimated from at least 13.09 to 19.61 years by region. By using this approach, it is expected that it will be possible to estimate future maintenance cost considering local failure characteristics.

Bayesian Survival Analysis of High-Dimensional Microarray Data for Mantle Cell Lymphoma Patients

  • Moslemi, Azam;Mahjub, Hossein;Saidijam, Massoud;Poorolajal, Jalal;Soltanian, Ali Reza
    • Asian Pacific Journal of Cancer Prevention
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    • v.17 no.1
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    • pp.95-100
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    • 2016
  • Background: Survival time of lymphoma patients can be estimated with the help of microarray technology. In this study, with the use of iterative Bayesian Model Averaging (BMA) method, survival time of Mantle Cell Lymphoma patients (MCL) was estimated and in reference to the findings, patients were divided into two high-risk and low-risk groups. Materials and Methods: In this study, gene expression data of MCL patients were used in order to select a subset of genes for survival analysis with microarray data, using the iterative BMA method. To evaluate the performance of the method, patients were divided into high-risk and low-risk based on their scores. Performance prediction was investigated using the log-rank test. The bioconductor package "iterativeBMAsurv" was applied with R statistical software for classification and survival analysis. Results: In this study, 25 genes associated with survival for MCL patients were identified across 132 selected models. The maximum likelihood estimate coefficients of the selected genes and the posterior probabilities of the selected models were obtained from training data. Using this method, patients could be separated into high-risk and low-risk groups with high significance (p<0.001). Conclusions: The iterative BMA algorithm has high precision and ability for survival analysis. This method is capable of identifying a few predictive variables associated with survival, among many variables in a set of microarray data. Therefore, it can be used as a low-cost diagnostic tool in clinical research.