• Title/Summary/Keyword: Bayesian framework

Search Result 166, Processing Time 0.039 seconds

Development of Bias Correction Technique of Radar Precipitation Using Hierarchical Bayesian Framework (계층적 Bayesian 구조를 이용한 레이더 강수량 편의보정기법 개발)

  • Kim, Tae-Jeong;Choi, Kyu-Hyun;Oh, Tae-Suk;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2018.05a
    • /
    • pp.96-96
    • /
    • 2018
  • 최근 기후변동성으로 유발되는 불안정한 기상상태를 효과적으로 관측하고자 기상레이더가 도입되고 있다. 기상레이더는 경험식으로 산정된 Z-R 관계식을 통하여 레이더 강수량을 제시하게 된다. 이 과정에서 레이더 강수량은 필연적으로 실제 지상에 도달하는 강수량과는 정량적으로 오차가 발생하게 된다. 레이더 강수량에 포함된 오차는 다양한 원인으로 발생하게 되므로 레이더 강수량의 오차 성분을 규명하는 것은 레이더 강수량 활용을 위하여 필수적으로 선행되어야 한다. 본 연구는 지상강수량과 레이더 강수량의 편의를 보정하기 위한 확률통계학적 방법론을 개발하였다. 레이더 강수량의 편의오차를 보정하기 위하여 수문통계학에서 널리 활용되고 있는 계층적 Bayesian 구조를 기반으로 하였으며 자료통합(data pooling) 기법을 이용하여 편의보정 매개변수 추정과정의 불확실성 추정 효율성을 증대시켰다. 본 연구를 통하여 개발된 레이더 강수량 편의보정기법은 계층적 Bayesian 구조를 도입함으로써 편의보정 매개계수의 불확실성을 정량적으로 제시하였으며 유역 단위의 강수상관성을 현실적으로 복원하는 것을 확인하였다. 따라서 본 연구에서 제안하는 편의보정기법은 편의보정 과정에서 발생할 수 있는 매개변수의 불확실성 및 레이더 강수량의 오차구조를 정량적으로 규명하여 고해상도의 강수정보를 생산함으로써 고도화된 수문해석을 가능케 할 것으로 판단된다.

  • PDF

Bayesian in-situ parameter estimation of metallic plates using piezoelectric transducers

  • Asadi, Sina;Shamshirsaz, Mahnaz;Vaghasloo, Younes A.
    • Smart Structures and Systems
    • /
    • v.26 no.6
    • /
    • pp.735-751
    • /
    • 2020
  • Identification of structure parameters is crucial in Structural Health Monitoring (SHM) context for activities such as model validation, damage assessment and signal processing of structure response. In this paper, guided waves generated by piezoelectric transducers are used for in-situ and non-destructive structural parameter estimation based on Bayesian approach. As Bayesian approach needs iterative process, which is computationally expensive, this paper proposes a method in which an analytical model is selected and developed in order to decrease computational time and complexity of modeling. An experimental set-up is implemented to estimate three target elastic and geometrical parameters: Young's modulus, Poisson ratio and thickness of aluminum and steel plates. Experimental and simulated data are combined in a Bayesian framework for parameter identification. A significant accuracy is achieved regarding estimation of target parameters with maximum error of 8, 11 and 17 percent respectively. Moreover, the limitation of analytical model concerning boundary reflections is addressed and managed experimentally. Pulse excitation is selected as it can excite the structure in a wide frequency range contrary to conventional tone burst excitation. The results show that the proposed non-destructive method can be used in service for estimation of material and geometrical properties of structure in industrial applications.

Learning and Propagation Framework of Bayesian Network using Meta-Heuristics and EM algorithm considering Dynamic Environments (EM 알고리즘 및 메타휴리스틱을 통한 다이나믹 환경에서의 베이지안 네트워크 학습 전파 프레임웍)

  • Choo, Sanghyun;Lee, Hyunsoo
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.26 no.5
    • /
    • pp.335-342
    • /
    • 2016
  • When dynamics changes occurred in an existing Bayesian Network (BN), the related parameters embedding on the BN have to be updated to new parameters adapting to changed patterns. In this case, these parameters have to be updated with the consideration of the causalities in the BN. This research suggests a framework for updating parameters dynamically using Expectation Maximization (EM) algorithm and Harmony Search (HS) algorithm among several Meta-Heuristics techniques. While EM is an effective algorithm for estimating hidden parameters, it has a limitation that the generated solution converges a local optimum in usual. In order to overcome the limitation, this paper applies HS for tracking the global optimum values of Maximum Likelihood Estimators (MLE) of parameters. The proposed method suggests a learning and propagation framework of BN with dynamic changes for overcoming disadvantages of EM algorithm and converging a global optimum value of MLE of parameters.

A development of nonstationary rainfall frequency analysis model based on mixture distribution (혼합분포 기반 비정상성 강우 빈도해석 기법 개발)

  • Choi, Hong-Geun;Kwon, Hyun-Han;Park, Moon-Hyung
    • Journal of Korea Water Resources Association
    • /
    • v.52 no.11
    • /
    • pp.895-904
    • /
    • 2019
  • It has been well recognized that extreme rainfall process often features a nonstationary behavior, which may not be effectively modeled within a stationary frequency modeling framework. Moreover, extreme rainfall events are often described by a two (or more)-component mixture distribution which can be attributed to the distinct rainfall patterns associated with summer monsoons and tropical cyclones. In this perspective, this study explores a Mixture Distribution based Nonstationary Frequency (MDNF) model in a changing rainfall patterns within a Bayesian framework. Subsequently, the MDNF model can effectively account for the time-varying moments (e.g. location parameter) of the Gumbel distribution in a two (or more)-component mixture distribution. The performance of the MDNF model was evaluated by various statistical measures, compared with frequency model based on both stationary and nonstationary mixture distributions. A comparison of the results highlighted that the MDNF model substantially improved the overall performance, confirming the assumption that the extreme rainfall patterns might have a distinct nonstationarity.

Multivariable Bayesian curve-fitting under functional measurement error model

  • Hwang, Jinseub;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
    • /
    • v.27 no.6
    • /
    • pp.1645-1651
    • /
    • 2016
  • A lot of data, particularly in the medical field, contain variables that have a measurement error such as blood pressure and body mass index. On the other hand, recently smoothing methods are often used to solve a complex scientific problem. In this paper, we study a Bayesian curve-fitting under functional measurement error model. Especially, we extend our previous model by incorporating covariates free of measurement error. In this paper, we consider penalized splines for non-linear pattern. We employ a hierarchical Bayesian framework based on Markov Chain Monte Carlo methodology for fitting the model and estimating parameters. For application we use the data from the fifth wave (2012) of the Korea National Health and Nutrition Examination Survey data, a national population-based data. To examine the convergence of MCMC sampling, potential scale reduction factors are used and we also confirm a model selection criteria to check the performance.

Combining Geostatistical Indicator Kriging with Bayesian Approach for Supervised Classification

  • Park, No-Wook;Chi, Kwang-Hoon;Moon, Wooil-M.;Kwon, Byung-Doo
    • Proceedings of the KSRS Conference
    • /
    • 2002.10a
    • /
    • pp.382-387
    • /
    • 2002
  • In this paper, we propose a geostatistical approach incorporated to the Bayesian data fusion technique for supervised classification of multi-sensor remote sensing data. Traditional spectral based classification cannot account for the spatial information and may result in unrealistic classification results. To obtain accurate spatial/contextual information, the indicator kriging that allows one to estimate the probability of occurrence of classes on the basis of surrounding observations is incorporated into the Bayesian framework. This approach has its merit incorporating both the spectral information and spatial information and improves the confidence level in the final data fusion task. To illustrate the proposed scheme, supervised classification of multi-sensor test remote sensing data set was carried out.

  • PDF

Project Duration Estimation and Risk Analysis Using Intra-and Inter-Project Learning for Partially Repetitive Projects (부분적으로 반복되는 프로젝트를 위한 프로젝트 내$\cdot$외 학습을 이용한 프로젝트기간예측과 위험분석)

  • Cho, Sung-Bin
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.30 no.3
    • /
    • pp.137-149
    • /
    • 2005
  • This study proposes a framework enhancing the accuracy of estimation for project duration by combining linear Bayesian updating scheme with the learning curve effect. Activities in a particular project might share resources in various forms and might be affected by risk factors such as weather Statistical dependence stemming from such resource or risk sharing might help us learn about the duration of upcoming activities in the Bayesian model. We illustrate, using a Monte Carlo simulation, that for partially repetitive projects a higher degree of statistical dependence among activity duration results in more variation in estimating the project duration in total, although more accurate forecasting Is achievable for the duration of an individual activity.

Spatio-temporal models for generating a map of high resolution NO2 level

  • Yoon, Sanghoo;Kim, Mingyu
    • Journal of the Korean Data and Information Science Society
    • /
    • v.27 no.3
    • /
    • pp.803-814
    • /
    • 2016
  • Recent times have seen an exponential increase in the amount of spatial data, which is in many cases associated with temporal data. Recent advances in computer technology and computation of hierarchical Bayesian models have enabled to analyze complex spatio-temporal data. Our work aims at modeling data of daily average nitrogen dioxide (NO2) levels obtained from 25 air monitoring sites in Seoul between 2003 and 2010. We considered an independent Gaussian process model and an auto-regressive model and carried out estimation within a hierarchical Bayesian framework with Markov chain Monte Carlo techniques. A Gaussian predictive process approximation has shown the better prediction performance rather than a Hierarchical auto-regressive model for the illustrative NO2 concentration levels at any unmonitored location.

Bayesian curve-fitting with radial basis functions under functional measurement error model

  • Hwang, Jinseub;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
    • /
    • v.26 no.3
    • /
    • pp.749-754
    • /
    • 2015
  • This article presents Bayesian approach to regression splines with knots on a grid of equally spaced sample quantiles of the independent variables under functional measurement error model.We consider small area model by using penalized splines of non-linear pattern. Specifically, in a basis functions of the regression spline, we use radial basis functions. To fit the model and estimate parameters we suggest a hierarchical Bayesian framework using Markov Chain Monte Carlo methodology. Furthermore, we illustrate the method in an application data. We check the convergence by a potential scale reduction factor and we use the posterior predictive p-value and the mean logarithmic conditional predictive ordinate to compar models.

Bayesian estimation of median household income for small areas with some longitudinal pattern

  • Lee, Jayoun;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
    • /
    • v.26 no.3
    • /
    • pp.755-762
    • /
    • 2015
  • One of the main objectives of the U.S. Census Bureau is the proper estimation of median household income for small areas. These estimates have an important role in the formulation of various governmental decisions and policies. Since direct survey estimates are available annually for each state or county, it is desirable to exploit the longitudinal trend in income observations in the estimation procedure. In this study, we consider Fay-Herriot type small area models which include time-specific random effect to accommodate any unspecified time varying income pattern. Analysis is carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. We have evaluated our estimates by comparing those with the corresponding census estimates of 1999 using some commonly used comparison measures. It turns out that among three types of time-specific random effects the small area model with a time series random walk component provides estimates which are superior to both direct estimates and the Census Bureau estimates.