• International Journal of Computer Science & Network Security
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• v.24 no.3
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• pp.196-200
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• 2024

Weather forecasting is considered to be of utmost important among various important sectors such as flood management and hydro-electricity generation. Although there are various numerical methods for weather forecasting but majority of them are reported to be Mechanistic computationally demanding due to their complexities. Therefore, it is necessary to develop and build models for accurately predicting the weather conditions which are faster as well as efficient in comparison to the prevalent meteorological models. The study has been undertaken to forecast various atmospheric parameters in the city of Bangalore using Naïve Bayes algorithms. The individual parameters analyzed in the study consisted of wind speed (WS), wind direction (WD), relative humidity (RH), solar radiation (SR), black carbon (BC), radiative forcing (RF), air temperature (AT), bar pressure (BP), PM₁₀ and PM_2.5 of the Bangalore city collected from Air Quality Monitoring Station for a period of 5 years from January 2015 to May 2019. The study concluded that Naive Bayes is an easy and efficient classifier that is centered on Bayes theorem, is quite efficient in forecasting the various air pollution parameters of the city of Bangalore.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1531-1541
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• 2013

This paper proposes a new method of VaR forecasting using the conditional autoregressive VaR (CAViaR) models and information criteria. Instead of using a single CAViaR model, we propose to utilize several candidate CAViaR models during a forecasting period. By adopting the Akaike and Bayesian information criteria for quantile regression, we can update not only parameter estimates but also the CAViaR specifications. We also propose extended CAViaR models with a constant location parameter. An empirical study is provided to examine the performance of the proposed method. The results suggest that our method shows more stable performance than those using a single specification.

• Journal of Korea Multimedia Society
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• v.18 no.7
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• pp.886-894
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• 2015

In this paper, we conduct sensitivity analysis of parameters used for inverse modeling in order to estimate the PM₁₀ emissions from the 16 areas in East Asia accurately. Parameters used in sensitivity analysis are R, the observational error covariance matrix, and B, a priori (background) error covariance matrix. In previous studies, it was used with the predetermined parameter empirically. Such a method, however, has difficulties in estimating an accurate emissions. Therefore, an automatically determining method for the most suitable value of R and B with an error measurement criteria and posteriori emissions accuracy is required. We determined the parameters through a sensitivity analysis, and improved the accuracy of posteriori emissions estimation. Inverse modeling methods used in the emissions estimation are pseudo inverse, NNLS (Nonnegative Least Square), and BA(Bayesian Approach). Pseudo inverse has a small error, but has negative values of emissions. In order to resolve the problem, NNLS is used. It has a unrealistic emissions, too. The problems are resolved with BA(Bayesian Approach). We showed the effectiveness and the accuracy of three methods through case studies.

• Journal of Korean Institute of Industrial Engineers
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• v.26 no.3
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• pp.193-199
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• 2000

In many studies, considerable attention has been focussed upon choosing a model which represents underlying process of time series and forecasting the future. In the real world, however, there may be some cases that one model can not reflect all the characteristics of original time series. Under such circumstances, we may get better performance by combining the forecasts from several models. The most popular methods for combining forecasts involve taking a weighted average of multiple forecasts. But the weights are usually unstable. In cases the assumptions of normality and unbiasedness for forecast errors are satisfied, a Bayesian method can be used for updating the weights. In the real world, however, there are many circumstances the Bayesian method is not appropriate. This paper proposes a PNN(Probabilistic Neural Net) approach as a method for combining forecasts that can be applied when the assumption of normality or unbiasedness for forecast errors is not satisfied. In this paper, PNN method, which is similar to Bayesian approach, is suggested as an updating method of the unstable weights in the combination of the forecasts. The PNN method has been usually used in the field of pattern recognition. Unlike the Bayesian approach, it requires no assumption of a specific prior distribution because it gets probabilities by using the distribution estimated from given data. Empirical results reveal that the PNN method offers superior predictive capabilities.

• Korean Journal of Construction Engineering and Management
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• v.8 no.4
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• pp.203-213
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• 2007

In the past, several construction projects have exceeded their schedule resulting in financial losses to the owners; at present there are very few methods available to accurately forecast the completion date of a project. These nay be because of unforeseen outcomes that cannot be accounted for earlier and because of deficiency of proper tools to forecast completion date of said project. To overcome these difficulties, project managers may need a tool to predict the completion date at the early stage of project development. Bayesian Inference introduced in this paper is one such tool that can be employed to forecast project progress at all construction stages. Using this inference, project managers can combine an initially planned project progress (growth curve) with reported information from ongoing projects during the development, and in addition, dynamically revise this initial plan and quantify the uncertainty of completion date. This study introduces a theoretical model and proposes a mathematically information-based framework to forecast a project completion date that corresponds with the actual progress data and to monitor the modified uncertainties using Bayesian Inference.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.422-422
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• 2022

최근 기후변화와 도시화 등의 영향으로 인해 전 지구적으로 홍수 피해의 규모와 홍수발생 빈도가 증가하고 있다. 특히, 전 세계 인구의 약 50% 이상이 거주하고 있는 연안지역의 홍수피해 위험성은 급격히 증가하고 있는 추세이며, 각 국가는 홍수 피해를 저감하고 예방하기 위한 노력을 지속적으로 기울이고 있다. 본 연구에서는 연안지역의 감조하천을 대상으로 홍수 예경보 의사결정기법을 개발하고자 하였다. 이를 위해 감조하천에서 관측된 수위는 조석에 의한 수위(조석 성분), 파고에 의한 수위(파고 성분), 강우에 의한 수위(강우-유출 성분), 그리고 잡음에 의한 수위(잡음 성분)의 4가지 수문 성분으로 구성되어 있다고 정의하였고, 감조하천의 예측 강우 성분에 해당하는 예측 수위를 추정하기 위해 수위-유량 관계 곡선식을 개발하고자 하였다. 또한 각 수문 성분별 위기 경보 단계를 설정하고, Bayesian Network를 활용하여 수문 성분들의 위험을 종합적으로 고려할 수 있는 홍수 예·경보 의사결정 기법을 개발하였다. 3가지 난수 발생 방법에 따라 Bayesian Network 모형을 통해 다양한 수문 조건에 따른 조건부 확률을 산정하였으며, 정확도 검토를 수행한 결과 F-1 Socre가 25.1%, 63.5% 및 82.3%의 정확도를 보였다. 향후 본 연구에서 제시한 방법론을 활용한다면 기상청에서 제공하고 있는 예측 강우 및 GRM 모형을 통해 유출량을 산정하고, 이를 예측 수위로 변환하여 연안 지역의 홍수 위험도 매트릭스를 통해 홍수 예·경보에 대한 의사결정을 수행할 수 있을 것으로 판단된다.

• Smart Structures and Systems
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• v.33 no.1
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• pp.17-26
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• 2024

The new metro crossing the existing metro will cause the settlement or floating of the existing structures, which will have safety problems for the operation of the existing metro and the construction of the new metro. Therefore, it is necessary to monitor and predict the settlement of the existing metro caused by the construction of the new metro in real time. Considering the complexity and uncertainty of metro settlement, a Gaussian Prior Bayesian Emulator (GPBE) probability prediction model based on Bayesian optimization (BO) is proposed, that is, BO-GPBE. Firstly, the settlement monitoring data are analyzed to get the influence of the new metro on the settlement of the existing metro. Then, five different acquisition functions, that is, expected improvement (EI), expected improvement per second (EIPS), expected improvement per second plus (EIPSP), lower confidence bound (LCB), probability of improvement (PI) are selected to construct BO model, and then BO-GPBE model is established. Finally, three years settlement monitoring data were collected by structural health monitoring (SHM) system installed on Nanjing Metro Line 10 are employed to demonstrate the effectiveness of BO-GPBE for forecasting the settlement.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.13 no.5
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• pp.988-995
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• 2009

One of the most popular services of Telematics is a shortest path finding from a starting point to a destination. In this paper, a dynamic shortest path finding system with forecasting result of traffic flow in the future was developed and various experiments to verify the performance of our system using real-time traffic information has been conducted. Traffic forecasting has been done by a prediction system using Bayesian network. It searched a dynamic shortest path, a static shortest path and an accumulated shortest path for the same starting point and destination and calculated their travel time to compare with one of its real shortest path. From the experiment, over 75%, the travel time of dynamic shortest paths is the closest to one of their real shortest paths than one of static shortest paths and accumulated shortest paths. Therefore, it is proved that finding a dynamic shortest path by applying traffic flows in the future for intermediated intersections can give more accurate traffic information and improve the quality of services of Telematics than finding a static shortest path applying by traffic flows of the starting time for intermediated intersections.

• The Korean Journal of Applied Statistics
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• v.24 no.2
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• pp.293-305
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• 2011

The volatility is one of most important parameters in the areas of pricing of financial derivatives an measuring risks arising from a sudden change of economic circumstance. We propose a Bayesian approach to estimate the volatility varying with time under a linear model with ARMA(p, q)-GARCH(r, s) errors. This Bayesian estimate of the volatility is compared with the ML estimate. We also present the probability of existence of the unit root in the GARCH model.

• Journal of Environmental Science International
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• v.27 no.7
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• pp.509-518
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• 2018

Weather is the most influential factor for crop cultivation. Weather information for cultivated areas is necessary for growth and production forecasting of agricultural crops. However, there are limitations in the meteorological observations in cultivated areas because weather equipment is not installed. This study tested methods of predicting the daily mean temperature in onion fields using geostatistical models. Three models were considered: inverse distance weight method, generalized additive model, and Bayesian spatial linear model. Data were collected from the AWS (automatic weather system), ASOS (automated synoptic observing system), and an agricultural weather station between 2013 and 2016. To evaluate the prediction performance, data from AWS and ASOS were used as the modeling data, and data from the agricultural weather station were used as the validation data. It was found that the Bayesian spatial linear regression performed better than other models. Consequently, high-resolution maps of the daily mean temperature of Jeonnam were generated using all observed weather information.