• Smart Structures and Systems
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• v.29 no.2
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• pp.321-336
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• 2022

Model uncertainty is a key factor that could influence the accuracy and reliability of numerical model-based analysis. It is necessary to acquire an appropriate updating approach which could search and determine the realistic model parameter values from measurements. In this paper, the Bayesian model updating theory combined with the transitional Markov chain Monte Carlo (TMCMC) method and K-means cluster analysis is utilized in the updating of the structural model parameters. Kriging and polynomial chaos expansion (PCE) are employed to generate surrogate models to reduce the computational burden in TMCMC. The selected updating approaches are applied to three structural examples with different complexity, including a two-storey frame, a ten-storey frame, and the national stadium model. These models stand for the low-dimensional linear model, the high-dimensional linear model, and the nonlinear model, respectively. The performances of updating in these three models are assessed in terms of the prediction uncertainty, numerical efforts, and prior information. This study also investigates the updating scenarios using the analytical approach and surrogate models. The uncertainty quantification in the Bayesian approach is further discussed to verify the validity and accuracy of the surrogate models. Finally, the advantages and limitations of the surrogate model-based updating approaches are discussed for different structural complexity. The possibility of utilizing the boosting algorithm as an ensemble learning method for improving the surrogate models is also presented.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.41-41
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• 2021

최근 전 세계적으로 급증하는 기후변화의 영향으로 이상기후로 인한 자연재해들의 강도 및 발생 빈도의 증가가 다양한 연구를 통하여 확인되고 있으며, 이를 대비 및 대응하기 위한 방안수립 연구가 세계의 가장 중요한 주제로 부상되고 있다. 우리나라의 경우에는 기후변화에 따른 심각성 문제가 대두되고 있지만 국가적 대응기반조성 및 수자원정책 의사결정에 직접적으로 활용될 수 있는 일관성 있고 통합적인 기후 정보가 부족한 실정이다. 미래 기상 변동성을 나타내는 기후모델은 전 지구적 대규모 기상장(large scale climate pattern)을 비교적 정확하게 묘사하는 것으로 알려져 있으나 모형에 내재해 있는 시·공간적 편의(spatial-temporal bias) 및 불확실성으로 인하여 통계학적 상세화가 필수적으로 요구된다. 이러한 편향성은 일반적으로 지상 관측 자료를 격자에 보간하여 보정하는 방법이 적용되고 있지만, 관측자료의 불연속성 및 관측소의 불균등성으로 인하여 공간적 신뢰성이 낮다. 이에, 본 연구에서는 Bayesian 기반의 Kriging을 통한 공간적 편의보정 및 QDM(quantile delta mapping)을 연계한 새로운 격자 기반의 통계적 상세화 모형 Bayesian Kriging-QDM을 개발하였다. 본 연구를 통하여 산정된 결과는 과거자료에 근거하여 이루어지는 기존의 보수적인 수자원 관리 체계의 위험성을 저감 시킬 수 있는 의사결정에 직접적으로 활용될 수 있는 기초 자료로 이용 가능할 것으로 판단된다.

• Journal of Korea Water Resources Association
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• v.32 no.1
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• pp.3-13
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• 1999

In this study, an alternative spatial analysis method against conventional methods such as Thiessen method, Inverse Distance method, and Kriging method, named Spatial-Analysis Neural-Network (SANN) is presented. It is based on neural network modeling and provides a nonparametric mean estimator and also estimators of high order statistics such as standard deviation and skewness. In addition, it provides a decision-making tool including an estimator of posterior probability that a spatial variable at a given point will belong to various classes representing the severity of the problem of interest and a Bayesian classifier to define the boundaries of subregions belonging to the classes. In this paper, the SANN is implemented to be used for analyzing a mean annual precipitation filed and classifying the field into dry, normal, and wet subregions. For an example, the whole area of South Korea with 39 precipitation sites is applied. Then, several useful results related with the spatial variability of mean annual precipitation on South Korea were obtained such as interpolated field, standard deviation field, and probability maps. In addition, the whole South Korea was classified with dry, normal, and wet regions.

• Journal of the Korean earth science society
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• v.23 no.1
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• pp.15-29
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• 2002

Bayesian inversion for gravity and resistivity data was performed to investigate the cavity structure appearing as a lava tunnel in Cheju Island, Korea. Dipole-dipole DC resistivity data were proposed for a prior information of gravity data and we applied the geostatistical techniques such as kriging and simulation algorithms to provide a prior model information and covariance matrix in data domain. The inverted resistivity section gave the indicator variogram modeling for each threshold and it provided spatial uncertainty to give a prior PDF by sequential indicator simulations. We also presented a more objective way to make data covariance matrix that reflects the state of the achieved field data by geostatistical technique, cross-validation. Then Gaussian approximation was adopted for the inference of characteristics of the marginal distributions of model parameters and Broyden update for simple calculation of sensitivity matrix and SVD was applied. Generally cavity investigation by geophysical exploration is difficult and success is hard to be achieved. However, this exotic multiple interpretations showed remarkable improvement and stability for interpretation when compared to data-fit alone results, and suggested the possibility of diverse application for Bayesian inversion in geophysical inverse problem.

• Korean Journal of Remote Sensing
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• v.7 no.1
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• pp.45-67
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• 1991

An overview is given on stochastic techniques with which remotely sensed data may be used together with ground measurements for purposes of state estimation and prediction. They can explicitly account for spatiotemporal differences in measurement characteristics between ground measurements and remotely sensed data, and are suitable for highly variant space or space-time processes, such as atmosperic processes, which may be viewed as (containing) a random process. For state estimation of static ststems, optimal linear estimation is described. As alternatives, various co-kriging estimation techniques are also described, including simple, ordinary, universal, lognormal, disjunctive, indicator, and Bayesian extersion to simple and lognormal. For illustrative purposes, very simple examples of optimal linear estimation and simple co-kriging are given. For state estimation and prediction of dynamic system, distributed-parameter kalman filter is described. Issues concerning actual implemention are given, and with application potential are described.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.21 no.10
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• pp.393-405
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• 2020

Various geotechnical information is required to evaluate the stability of the ground and a foundation once liquefaction occurs due to earthquakes, such as the soil strength and groundwater level. The results of the Standard Penetration Test (SPT) conducted in Korea are registered in the National Geotechnical Information Portal System. If geotechnical information for a non-drilled area is needed, geostatistics can be applied. This paper is about the feasibility of obtaining ground information by the Empirical Bayesian Kriging (EBK) method and the Inverse Distance Weighting Method (IDWM). Esri's ArcGIS Pro program was used to estimate these techniques. The soil strength parameter of the drilling area and the level of groundwater obtained from the standard penetration test were cross-validated with the results of the analysis technique. In addition, Multichannel Analysis of Surface Waves (MASW) was conducted to verify the techniques used in the analysis. The Buk-gu area of Pohang was divided into 1.0 km×1.0 km and 110 zones. The cross-validation for the SPT N value and groundwater level through EBK and IDWM showed that both techniques were suitable. MASW presented an approximate section area, making it difficult to clearly grasp the distribution pattern and groundwater level of the SPT N value.

• Journal of Korea Water Resources Association
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• v.51 no.7
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• pp.575-584
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• 2018

An increase in heavy rainfall and floods have been observed over South Korea due to recent abnormal weather. In this perspective, the high-resolution weather forecasts have been widely used to facilitate flood management. However, these models are known to be biased due to initial conditions and topographical conditions in the process of model building. Theretofore, a bias correction scheme is largely applied for the practical use of the prediction to flood management. This study introduces a new mean field bias correction (MFBC) approach for the high-resolution numerical rainfall products, which is based on a Bayesian Kriging model to combine an interpolation technique and MFBC approach for spatial representation of the error. The results showed that the proposed method can reliably estimate the bias correction factor over ungauged area with an improvement in the reduction of errors. Moreover, it can be seen that the bias corrected rainfall forecasts could be used up to 72 hours ahead with a relatively high accuracy.

• Geophysics and Geophysical Exploration
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• v.5 no.4
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• pp.262-271
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• 2002

This study presents a practical procedure for the Bayesian inversion of geophysical data. We have applied geostatistical techniques for the acquisition of prior model information, then the Markov Chain Monte Carlo (MCMC) method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter.

• Smart Structures and Systems
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• v.32 no.1
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• pp.61-81
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• 2023

This study presents an ensemble learning based Bayesian model updating approach for structural damage diagnosis. In the developed framework, the structure is initially decomposed into a set of substructures. The autoregressive moving average (ARMAX) model is established first for structural damage localization based structural motion equation. The wavelet packet decomposition is utilized to extract the damage-sensitive node energy in different frequency bands for constructing structural surrogate models. Four methods, including Kriging predictor (KRG), radial basis function neural network (RBFNN), support vector regression (SVR), and multivariate adaptive regression splines (MARS), are selected as candidate structural surrogate models. These models are then resampled by bootstrapping and combined to obtain an ensemble model by probabilistic ensemble. Meanwhile, the maximum entropy principal is adopted to search for new design points for sample space updating, yielding a more robust ensemble model. Through the iterations, a framework of surrogate ensemble learning based model updating with high model construction efficiency and accuracy is proposed. The specificities of the method are discussed and investigated in a case study.

• Communications for Statistical Applications and Methods
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• v.24 no.4
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• pp.383-396
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• 2017

The model in our approach assumes that computer responses are a realization of a Gaussian processes superimposed on a regression model called a Gaussian process regression model (GPRM). Selecting a subset of variables or building a good reduced model in classical regression is an important process to identify variables influential to responses and for further analysis such as prediction or classification. One reason to select some variables in the prediction aspect is to prevent the over-fitting or under-fitting to data. The same reasoning and approach can be applicable to GPRM. However, only a few works on the variable selection in GPRM were done. In this paper, we propose a new algorithm to build a good prediction model among some GPRMs. It is a post-work of the algorithm that includes the Welch method suggested by previous researchers. The proposed algorithms select some non-zero regression coefficients (${\beta}^{\prime}s$) using forward and backward methods along with the Lasso guided approach. During this process, the fixed were covariance parameters (${\theta}^{\prime}s$) that were pre-selected by the Welch algorithm. We illustrated the superiority of our proposed models over the Welch method and non-selection models using four test functions and one real data example. Future extensions are also discussed.