• Title/Summary/Keyword: Bayesian estimate

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Comparison of the Applicability of Bayesian Filters for System Identification of Sudden Structural Damage (급격한 구조손상탐지를 위한 베이지안 필터 적용가능성 비교 검토 연구)

  • Se-Hyeok Lee;Minkyu Kim;Sang-ri Yi
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.37 no.4
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    • pp.283-293
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    • 2024
  • In this study, advanced unscented Kalman filter (UKF) and particle filter (PF) implementations are introduced and applied to perform system identification (SI) for sudden structural damage induced by seismic loading. These two methods are then compared to validate their applicability to SI tasks. For this validation, the Bouc- Wen model is used to simulate the nonlinear shear-building response, and an adaptive rule (i.e., an adaptive tracking method) is applied to the two filter methods to improve their tracking performance during sudden changes in system properties. When the original UKF and PF are applied to an earthquake scenario, both methods fail to estimate the damage initiation time and post-damage parameter values. After applying the adaptive tracking method, it is found for both methods that although the occurrence time is identified, the estimation of the damage state is still not accurate. To improve the accuracy, an adjusted adaptive tracking method is applied, and the two methods then derive accurate estimates. Finally, when considering the computation time, UKF is promoted as a better choice for practical applications, provided that a proper adaptive tracking method is implemented.

Models for Estimating Genetic Parameters of Milk Production Traits Using Random Regression Models in Korean Holstein Cattle

  • Cho, C.I.;Alam, M.;Choi, T.J.;Choy, Y.H.;Choi, J.G.;Lee, S.S.;Cho, K.H.
    • Asian-Australasian Journal of Animal Sciences
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    • v.29 no.5
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    • pp.607-614
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    • 2016
  • The objectives of the study were to estimate genetic parameters for milk production traits of Holstein cattle using random regression models (RRMs), and to compare the goodness of fit of various RRMs with homogeneous and heterogeneous residual variances. A total of 126,980 test-day milk production records of the first parity Holstein cows between 2007 and 2014 from the Dairy Cattle Improvement Center of National Agricultural Cooperative Federation in South Korea were used. These records included milk yield (MILK), fat yield (FAT), protein yield (PROT), and solids-not-fat yield (SNF). The statistical models included random effects of genetic and permanent environments using Legendre polynomials (LP) of the third to fifth order (L3-L5), fixed effects of herd-test day, year-season at calving, and a fixed regression for the test-day record (third to fifth order). The residual variances in the models were either homogeneous (HOM) or heterogeneous (15 classes, HET15; 60 classes, HET60). A total of nine models (3 orders of $polynomials{\times}3$ types of residual variance) including L3-HOM, L3-HET15, L3-HET60, L4-HOM, L4-HET15, L4-HET60, L5-HOM, L5-HET15, and L5-HET60 were compared using Akaike information criteria (AIC) and/or Schwarz Bayesian information criteria (BIC) statistics to identify the model(s) of best fit for their respective traits. The lowest BIC value was observed for the models L5-HET15 (MILK; PROT; SNF) and L4-HET15 (FAT), which fit the best. In general, the BIC values of HET15 models for a particular polynomial order was lower than that of the HET60 model in most cases. This implies that the orders of LP and types of residual variances affect the goodness of models. Also, the heterogeneity of residual variances should be considered for the test-day analysis. The heritability estimates of from the best fitted models ranged from 0.08 to 0.15 for MILK, 0.06 to 0.14 for FAT, 0.08 to 0.12 for PROT, and 0.07 to 0.13 for SNF according to days in milk of first lactation. Genetic variances for studied traits tended to decrease during the earlier stages of lactation, which were followed by increases in the middle and decreases further at the end of lactation. With regards to the fitness of the models and the differential genetic parameters across the lactation stages, we could estimate genetic parameters more accurately from RRMs than from lactation models. Therefore, we suggest using RRMs in place of lactation models to make national dairy cattle genetic evaluations for milk production traits in Korea.

Comparison of Dynamic Origin Destination Demand Estimation Models in Highway Network (고속도로 네트워크에서 동적기종점수요 추정기법 비교연구)

  • 이승재;조범철;김종형
    • Journal of Korean Society of Transportation
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    • v.18 no.5
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    • pp.83-97
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    • 2000
  • The traffic management schemes through traffic signal control and information provision could be effective when the link-level data and trip-level data were used simultaneously in analysis Procedures. But, because the trip-level data. such as origin, destination and departure time, can not be obtained through the existing surveillance systems directly. It is needed to estimate it using the link-level data which can be obtained easily. Therefore the objective of this study is to develop the model to estimate O-D demand using only the link flows in highway network as a real time. The methodological approaches in this study are kalman filer, least-square method and normalized least-square method. The kalman filter is developed in the basis of the bayesian update. The normalized least-square method is developed in the basis of the least-square method and the natural constraint equation. These three models were experimented using two kinds of simulated data. The one has two abrupt changing Patterns in traffic flow rates The other is a 24 hours data that has three Peak times in a day Among these models, kalman filer has Produced more accurate and adaptive results than others. Therefore it is seemed that this model could be used in traffic demand management. control, travel time forecasting and dynamic assignment, and so forth.

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Genetic Contribution of Indigenous Yakutian Cattle to Two Hybrid Populations, Revealed by Microsatellite Variation

  • Li, M.H.;Nogovitsina, E.;Ivanova, Z.;Erhardt, G.;Vilkki, J.;Popov, R.;Ammosov, I.;Kiselyova, T.;Kantanen, J.
    • Asian-Australasian Journal of Animal Sciences
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    • v.18 no.5
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    • pp.613-619
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    • 2005
  • Indigenous Yakutian cattle' adaptation to the hardest subarctic conditions makes them a valuable genetic resource for cattle breeding in the Siberian area. Since early last century, crossbreeding between native Yakutian cattle and imported Simmental and Kholmogory breeds has been widely adopted. In this study, variations at 22 polymorphic microsatellite loci in 5 populations of Yakutian, Kholmogory, Simmental, Yakutian-Kholmogory and Yakutian-Simmental cattle were analysed to estimate the genetic contribution of Yakutian cattle to the two hybrid populations. Three statistical approaches were used: the weighted least-squares (WLS) method which considers all allele frequencies; a recently developed implementation of a Markov chain Monte Carlo (MCMC) method called likelihood-based estimation of admixture (LEA); and a model-based Bayesian admixture analysis method (STRUCTURE). At population-level admixture analyses, the estimate based on the LEA was consistent with that obtained by the WLS method. Both methods showed that the genetic contribution of the indigenous Yakutian cattle in Yakutian-Kholmogory was small (9.6% by the LEA and 14.2% by the WLS method). In the Yakutian-Simmental population, the genetic contribution of the indigenous Yakutian cattle was considerably higher (62.8% by the LEA and 56.9% by the WLS method). Individual-level admixture analyses using STRUCTURE proved to be more informative than the multidimensional scaling analysis (MDSA) based on individual-based genetic distances. Of the 9 Yakutian-Simmental animals studied, 8 showed admixed origin, whereas of the 14 studied Yakutian-Kholmogory animals only 2 showed Yakutian ancestry (>5%). The mean posterior distributions of individual admixture coefficient (q) varied greatly among the samples in both hybrid populations. This study revealed a minor existing contribution of the Yakutian cattle in the Yakutian-Kholmogory hybrid population, but in the Yakutian-Simmental hybrid population, a major genetic contribution of the Yakutian cattle was seen. The results reflect the different crossbreeding patterns used in the development of the two hybrid populations. Additionally, molecular evidence for differences among individual admixture proportions was seen in both hybrid populations, resulting from the stochastic process in crossing over generations.

Estimating the Likelihood of Malignancy in Solitary Pulmonary Nodules by Bayesian Approach (Bayes식 접근법에 의한 고립성 폐결절의 악성도 예측)

  • Shin, Kyeong-Cheol;Chung, Jin-Hong;Lee, Kwan-Ho;Kim, Chang-Ho;Park, Jae-Yong;Jung, Tae-Hoon;Han, Sung-Beom;Jeon, Young-Jun
    • Tuberculosis and Respiratory Diseases
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    • v.47 no.4
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    • pp.498-506
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    • 1999
  • Background : The causes of solitary pulmonary nodule are many, but the main concern is whether the nodule is benign or malignant. Because a solitary pulmonary nodule is the initial manifestation of the majority of lung cancer, accurate clinical and radiologic interpretation is important. Bayes' theorem is a simple method of combining clinical and radiologic findings to estimate the probability that a nodule in an individual patients is malignant. We estimated the probability of malignancy of solitary pulmonary nodules with a specific combination of features by Bayesian approach. Method : One hundred and eighty patients with solitary pulmonary nodules were identified from multi-center analysis. The hospital records of these patients were reviewed and patient age, smoking history, original radiologic findings, and diagnosis of the solitary pulmonary nodules were recorded. The diagnosis of solitary pulmonary nodule was established pathologically in all patients. We used to Bayes' theorem to devise a simple scheme for estimating the likelihood that a solitary pulmonary nodule is malignant based on radiological and clinical characteristics. Results : In patients characteristics, the probability of malignancy increases with advancing age, peaking in patients older than 66 year of age(LR : 3.64), and higher in patients with smoking history more than 46 pack years(LR : 8.38). In radiological features, the likelihood ratios were increased with increasing size of the nodule and nodule with lobulated or spiculated margin. Conclusion : In conclusion, the likelihood ratios of malignancy may improve the accuracy of the probability of malignancy, and can be a guide of management of solitary pulmonary nodule.

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Remaining Useful Life Prediction of Li-Ion Battery Based on Charge Voltage Characteristics (충전 전압 특성을 이용한 리튬 이온 배터리의 잔존 수명 예측)

  • Sim, Seong Heum;Gang, Jin Hyuk;An, Dawn;Kim, Sun Il;Kim, Jin Young;Choi, Joo Ho
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.37 no.4
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    • pp.313-322
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    • 2013
  • Batteries, which are being used as energy sources in various applications, tend to degrade, and their capacity declines with repeated charging and discharging cycles. A battery is considered to fail when it reaches 80% of its initial capacity. To predict this, prognosis techniques are attracting attention in recent years in the battery community. In this study, a method is proposed for estimating the battery health and predicting its remaining useful life (RUL) based on the slope of the charge voltage curve. During this process, a Bayesian framework is employed to manage various uncertainties, and a Particle Filter (PF) algorithm is applied to estimate the degradation of the model parameters and to predict the RUL in the form of a probability distribution. Two sets of test data-one from the NASA Ames Research Center and another from our own experiment-for an Li-ion battery are used for illustrating this technique. As a result of the study, it is concluded that the slope can be a good indicator of the battery health and PF is a useful tool for the reliable prediction of RUL.

Development and application of GLS OD matrix estimation with genetic algorithm for Seoul inner-ringroad (유전알고리즘을 이용한 OD 추정모형의 개발과 적용에 관한 연구 (서울시 내부순환도로를 대상으로))

  • 임용택;김현명;백승걸
    • Journal of Korean Society of Transportation
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    • v.18 no.4
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    • pp.117-126
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    • 2000
  • Conventional methods for collecting origin-destination trips have been mainly relied on the surveys of home or roadside interview. However, the methods tend to be costly, labor intensive and time disruptive to the trip makers, thus the methods are not considered suitable for Planning applications such as routing guidance, arterial management and information Provision, as the parts of deployments in Intelligent Transport Systems Motivated by the problems, more economic ways to estimate origin-destination trip tables have been studied since the late 1970s. Some of them, which have been estimating O-D table from link traffic counts are generally Entropy maximizing, Maximum likelihood, Generalized least squares(GLS), and Bayesian inference estimation etc. In the Paper, with user equilibrium constraint we formulate GLS problem for estimating O-D trips and develop a solution a1gorithm by using Genetic Algorithm, which has been known as a g1oba1 searching technique. For the purpose of evaluating the method, we apply it to Seoul inner ringroad and compare it with gradient method proposed by Spiess(1990). From the resu1ts we fond that the method developed in the Paper is superior to other.

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Bayesian Cognizance of RFID Tags (Bayes 풍의 RFID Tag 인식)

  • Park, Jin-Kyung;Ha, Jun;Choi, Cheon-Won
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.46 no.5
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    • pp.70-77
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    • 2009
  • In an RFID network consisting of a single reader and many tags, a framed and slotted ALOHA, which provides a number of slots for the tags to respond, was introduced for arbitrating a collision among tags' responses. In a framed and slotted ALOHA, the number of slots in each frame should be optimized to attain the maximal efficiency in tag cognizance. While such an optimization necessitates the knowledge about the number of tags, the reader hardly knows it. In this paper, we propose a tag cognizance scheme based on framed and slotted ALOHA, which is characterized by directly taking a Bayes action on the number of slots without estimating the number of tags separately. Specifically, a Bayes action is yielded by solving a decision problem which incorporates the prior distribution the number of tags, the observation on the number of slots in which no tag responds and the loss function reflecting the cognizance rate. Also, a Bayes action in each frame is supported by an evolution of prior distribution for the number of tags. From the simulation results, we observe that the pair of evolving prior distribution and Bayes action forms a robust scheme which attains a certain level of cognizance rate in spite of a high discrepancy between the Due and initially believed numbers of tags. Also, the proposed scheme is confirmed to be able to achieve higher cognizance completion probability than a scheme using classical estimate of the number of tags separately.

Continual Reassessment Method in Phase I Clinical Trials for Leukemia Patients (백혈병환자 대상의 제1상임상시험 연속재평가방법)

  • Lee, Joo-Hyoung;Song, Hae-Hiang
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.581-594
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    • 2011
  • The traditional method of 3+3 standard design and model-based Bayesian continual reassessment method (CRM) are commonly used in Phase I clinical trials to identify the maximal tolerated dose(MTD) of a new drug. In this paper we review clinical examples of Phase I trials that were carried out in patients with refractory or relapsed leukemia and myelodysplastic syndrome. The recently proposed 3+1+1 design and rolling-6 design can shorten the trial duration, when a very slow accrual of patients with a simple 3+3 standard design may result in the untimely termination of trials. Too conservative approaches in determining the dose levels in Phase I clinical trials can leave clinical investigators unable to accurately determine the MTD. When determining future patient doses, the designs that use a time-to-event CRM can cooperate late toxicities by accounting for the proportion of the observation period of each enrolled patient. With the CRM design, simulations under different scenarios during the trial are important in detecting the under- or over-estimation of the initial estimate of the dose-limiting toxicity rate for each dose level. We present the advantages and drawbacks of the designs used in Phase I clinical trials for leukemia patients.

Genetic Differentiation between Up- and Downstream Populations of Tribolodon hakonensis (Pieces: Cyprinidae) (삼척오십천 상.하류에 분포하는 황어, Tribolodon hakonensis (잉어과) 집단의 유전적 분화)

  • Lee, Sihn-Ae;Lee, Wan-Ok;Suk, Ho-Young
    • Korean Journal of Environment and Ecology
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    • v.26 no.4
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    • pp.475-483
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    • 2012
  • Tribolodon hakonensis(Cypriniformes; Leuciscinae) is anadromous; they are born in freshwater, migrate back to the ocean, then return to their home stream for spawning from mid-March to early-June. Here, five microsatellites were used to assess the level of gene flow among T. hakonensis populations from the Samcheok-Oship Stream, South Korea. The frequencies of dominant alleles across several loci differed between down-and upstream populations divided by several weirs, and pairwise multilocus $F_{ST}$ estimate was significantly high(0.083). However, there were no signs of any loss of genetic variation in the upstream population. Assignment tests of individuals in admixture model(K=2) to a set of baseline samples showed fairly correct assignment to each cluster; all of upstream individuals sere included in the first cluster, while the majority of downstream individuals(65%) comprise the second cluster. These results indicate reduced gene flow between up- and downstream populations but allowing passive downstream drift. It is likely that man-made structures might at least partially be a factor for creating and consolidating the current distribution patterns of genetic variation among T. hakonensis populations in the Samcheok-Oship Stream. This information will assist governing agencies in making informed decisions regarding conservation of anadromous fishes in Korean drainage systems.