• Title/Summary/Keyword: Bayesian model

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Probabilistic assessment of causal relationship between drought and water quality management in the Nakdong River basin using the Bayesian network model (베이지안 네트워크 모형을 이용한 낙동강 유역의 가뭄과 수질관리의 인과관계에 대한 확률론적 평가)

  • Yoo, Jiyoung;Ryu, Jae-Hee;Lee, Joo-Heon;Kim, Tae-Woong
    • Journal of Korea Water Resources Association
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    • v.54 no.10
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    • pp.769-777
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    • 2021
  • This study investigated the change of the achievement rate of the target water quality conditioned on the occurrence of severe drought, to assess the effects of meteorological drought on the water quality management in the Nakdong River basin. Using three drought indices with difference time scales such as 30-, 60-, 90-day, i.e., SPI30, SPI60, SPI90, and three water quality indicators such as biochemical oxygen demand (BOD), total organic carbon (TOC), and total phosphorus (T-P), we first analyzed the relationship between severe drought occurrence water quality change in mid-sized watersheds, and identified the watersheds in which water quality was highly affected by severe drought. The Bayesian network models were constructed for the watersheds to probabilistically assess the relationship between severe drought and water quality management. Among 22 mid-sized watersheds in the Nakdong River basin, four watersheds, such as #2005, #2018, #2021, and #2022, had high environmental vulnerability to severe drought. In addition, severe drought affected spring and fall water quality in the watershed #2021, summer water quality in the #2005, and winter water quality in the #2022. The causal relationship between drought and water quality management is usufaul in proactive drought management.

SHM-based probabilistic representation of wind properties: statistical analysis and bivariate modeling

  • Ye, X.W.;Yuan, L.;Xi, P.S.;Liu, H.
    • Smart Structures and Systems
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    • v.21 no.5
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    • pp.591-600
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    • 2018
  • The probabilistic characterization of wind field characteristics is a significant task for fatigue reliability assessment of long-span railway bridges in wind-prone regions. In consideration of the effect of wind direction, the stochastic properties of wind field should be represented by a bivariate statistical model of wind speed and direction. This paper presents the construction of the bivariate model of wind speed and direction at the site of a railway arch bridge by use of the long-term structural health monitoring (SHM) data. The wind characteristics are derived by analyzing the real-time wind monitoring data, such as the mean wind speed and direction, turbulence intensity, turbulence integral scale, and power spectral density. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method is proposed to formulate the joint distribution model of wind speed and direction. For the probability density function (PDF) of wind speed, a double-parameter Weibull distribution function is utilized, and a von Mises distribution function is applied to represent the PDF of wind direction. The SQP algorithm with multi-start points is used to estimate the parameters in the bivariate model, namely Weibull-von Mises mixture model. One-year wind monitoring data are selected to validate the effectiveness of the proposed modeling method. The optimal model is jointly evaluated by the Bayesian information criterion (BIC) and coefficient of determination, $R^2$. The obtained results indicate that the proposed SQP algorithm-based finite mixture modeling method can effectively establish the bivariate model of wind speed and direction. The established bivariate model of wind speed and direction will facilitate the wind-induced fatigue reliability assessment of long-span bridges.

A Study of Exchange rate Prediction Model using Model-based (모델기반 방법론을 이용한 환율예측 모형 연구)

  • Jeon, Jin-Ho;Moon, Seok-Hwan;Lee, Chae-Rin
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2012.10a
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    • pp.547-549
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    • 2012
  • Forex trading participants, due to the intensified economic internationalization exchange risk avoidance measures are needed. In this research, Model suitable for estimation of time-series data, such as stock prices and exchange rates, through the concealment of HMM and estimate the short-term exchange rate forecasting model is applied to the prediction of the future. Estimated by applying the optimal model if the real exchange rate data for a certain period of the future will be able to predict the movement aspect of it. Alleged concealment of HMM. For the estimation of the model to accurately estimate the number of states of the model via Bayesian Information Criterion was confirmed as a model predictive aspect of physical exercise aspect and predict the movement of the two curves were similar.

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A hidden Markov model for long term drought forecasting in South Korea

  • Chen, Si;Shin, Ji-Yae;Kim, Tae-Woong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.225-225
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    • 2015
  • Drought events usually evolve slowly in time and their impacts generally span a long period of time. This indicates that the sequence of drought is not completely random. The Hidden Markov Model (HMM) is a probabilistic model used to represent dependences between invisible hidden states which finally result in observations. Drought characteristics are dependent on the underlying generating mechanism, which can be well modelled by the HMM. This study employed a HMM with Gaussian emissions to fit the Standardized Precipitation Index (SPI) series and make multi-step prediction to check the drought characteristics in the future. To estimate the parameters of the HMM, we employed a Bayesian model computed via Markov Chain Monte Carlo (MCMC). Since the true number of hidden states is unknown, we fit the model with varying number of hidden states and used reversible jump to allow for transdimensional moves between models with different numbers of states. We applied the HMM to several stations SPI data in South Korea. The monthly SPI data from January 1973 to December 2012 was divided into two parts, the first 30-year SPI data (January 1973 to December 2002) was used for model calibration and the last 10-year SPI data (January 2003 to December 2012) for model validation. All the SPI data was preprocessed through the wavelet denoising and applied as the visible output in the HMM. Different lead time (T= 1, 3, 6, 12 months) forecasting performances were compared with conventional forecasting techniques (e.g., ANN and ARMA). Based on statistical evaluation performance, the HMM exhibited significant preferable results compared to conventional models with much larger forecasting skill score (about 0.3-0.6) and lower Root Mean Square Error (RMSE) values (about 0.5-0.9).

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Stock assessment and management of blackthroat seaperch Doederleinia seaperch using Bayesian state-space model (베이지안 State-space 모델을 이용한 눈볼대 자원평가 및 관리방안)

  • CHOI, Ji Hoon;KIM, Do Hoon;CHOI, Min-Je;KANG, Hee Joong;SEO, Young Il;LEE, Jae Bong
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.55 no.2
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    • pp.95-104
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    • 2019
  • This study is aimed to take a stock assessment of blackthroat seaperch Doederleinia seaperch regarding the fishing effort of large-powered Danish Seine Fishery and Southwest Sea Danish Seine Fishery. For the assessment, the state-space model was implemented and the standardized catch per unit effort (CPUE) of large powered Danish Seine Fishery and Southwest Sea Danish Seine Fishery which is necessary for the model was estimated with generalized linear model (GLM). The model was adequate for stock assessment because its r-square value was 0.99 and root mean square error (RMSE) value was 0.003. According to the model with 95% confidence interval, maximum sustainable yield (MSY) of Blackthroat seaperch is from 2,634 to 6,765 ton and carrying capacity (K) is between 33,180 and 62,820. Also, the catchability coefficient (q) is between 2.14E-06 and 3.95E-06 and intrinsic growth rate (r) is between 0.31 and 0.72.

Evaporative demand drought index forecasting in Busan-Ulsan-Gyeongnam region using machine learning methods (기계학습기법을 이용한 부산-울산-경남 지역의 증발수요 가뭄지수 예측)

  • Lee, Okjeong;Won, Jeongeun;Seo, Jiyu;Kim, Sangdan
    • Journal of Korea Water Resources Association
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    • v.54 no.8
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    • pp.617-628
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    • 2021
  • Drought is a major natural disaster that causes serious social and economic losses. Local drought forecasts can provide important information for drought preparedness. In this study, we propose a new machine learning model that predicts drought by using historical drought indices and meteorological data from 10 sites from 1981 to 2020 in the southeastern part of the Korean Peninsula, Busan-Ulsan-Gyeongnam. Using Bayesian optimization techniques, a hyper-parameter-tuned Random Forest, XGBoost, and Light GBM model were constructed to predict the evaporative demand drought index on a 6-month time scale after 1-month. The model performance was compared by constructing a single site model and a regional model, respectively. In addition, the possibility of improving the model performance was examined by constructing a fine-tuned model using data from a individual site based on the regional model.

A State-space Production Assessment Model with a Joint Prior Based on Population Resilience: Illustration with the Common Squid Todarodes pacificus Stock (자원복원력 개념을 적용한 사전확률분포 및 상태공간 잉여생산 평가모델: 살오징어(Todarodes pacificus) 개체군 자원평가)

  • Gim, Jinwoo;Hyun, Saang-Yoon;Yoon, Sang Chul
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.55 no.2
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    • pp.183-188
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    • 2022
  • It is a difficult task to estimate parameters in even a simple stock assessment model such as a surplus production model, using only data about temporal catch-per-unit-effort (CPUE) (or survey index) and fishery yields. Such difficulty is exacerbated when time-varying parameters are treated as random effects (aka state variables). To overcome the difficulty, previous studies incorporated somewhat subjective assumptions (e.g., B1=K) or informative priors of parameters. A key is how to build an objective joint prior of parameters, reducing subjectivity. Given the limited data on temporal CPUEs and fishery yields from 1999-2020 for common squid Todarodes pacificus, we built a joint prior of only two parameters, intrinsic growth rate (r) and carrying capacity (K), based on the resilience level of the population (Froese et al., 2017), and used a Bayesian state-space production assessment model. We used template model builder (TMB), a R package for implementing the assessment model, and estimating all parameters in the model. The predicted annual biomass was in the range of 0.76×106 to 4.06×106 MT, the estimated MSY was 0.13×106 MT, the estimated r was 0.24, and the estimated K was 2.10×106 MT.

Framework for improving the prediction rate with respect to outdoor thermal comfort using machine learning

  • Jeong, Jaemin;Jeong, Jaewook;Lee, Minsu;Lee, Jaehyun
    • International conference on construction engineering and project management
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    • 2022.06a
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    • pp.119-127
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    • 2022
  • Most of the construction works are conducted outdoors, so the construction workers are affected by weather conditions such as temperature, humidity, and wind velocity which can be evaluated the thermal comfort as environmental factors. In our previous researches, it was found that construction accidents are usually occurred in the discomfort ranges. The safety management, therefore, should be planned in consideration of the thermal comfort and measured by a specialized simulation tool. However, it is very complex, time-consuming, and difficult to model. To address this issue, this study is aimed to develop a framework of a prediction model for improving the prediction accuracy about outdoor thermal comfort considering environmental factors using machine learning algorithms with hyperparameter tuning. This study is done in four steps: i) Establishment of database, ii) Selection of variables to develop prediction model, iii) Development of prediction model; iv) Conducting of hyperparameter tuning. The tree type algorithm is used to develop the prediction model. The results of this study are as follows. First, considering three variables related to environmental factor, the prediction accuracy was 85.74%. Second, the prediction accuracy was 86.55% when considering four environmental factors. Third, after conducting hyperparameter tuning, the prediction accuracy was increased up to 87.28%. This study has several contributions. First, using this prediction model, the thermal comfort can be calculated easily and quickly. Second, using this prediction model, the safety management can be utilized to manage the construction accident considering weather conditions.

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Comparison between REML and Bayesian via Gibbs Sampling Algorithm with a Mixed Animal Model to Estimate Genetic Parameters for Carcass Traits in Hanwoo(Korean Native Cattle) (한우의 도체형질 유전모수 추정을 위한 REML과 Bayesian via Gibbs Sampling 방법의 비교 연구)

  • Roh, S.H.;Kim, B.W.;Kim, H.S.;Min, H.S.;Yoon, H.B.;Lee, D.H.;Jeon, J.T.;Lee, J.G.
    • Journal of Animal Science and Technology
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    • v.46 no.5
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    • pp.719-728
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    • 2004
  • The aims of this study were to estimate genetic parameters for carcass traits on Hanwoo(Korean Native Cattle) and to compare two different statistical algorithms for estimating genetic parameters. Data obtained from 1526 steers at Hanwoo Improvement Center and Hanwoo Improvement Complex Area from 1996 to 2001 were used for the analyses. The carcass traits considered in these studies were carcass weight, dressing percent, eye muscle area, backfat thickness, and marbling score. Estimated genetic parameters using EM-REML algorithm were compared to those by Bayesian inference via Gibbs Sampling to find out statistical properties. The estimated heritabilities of carcass traits by REML method were 0.28, 0.25, 0.35, 0.39 and 0.51, respectively and those by Gibbs Sampling method were 0.29, 0.25, 0.40, 0.42 and 0.54, respectively. This estimates were not significantly different, even though the estimated heritabilities by Gibbs Sampling method were higher than ones by REML method. Since the estimated statistics by REML method and Gibbs Sampling method were not significantly different in this study, it is inferred that both mothods could be efficiently applied for the analysis of carcass traits of cattle. However, further studies are demanded to define an optimal statistical method for handling large scale performance data.

Estimation of Genetic Parameters for Gestation Length, Wean to First Service, Litter Size and Stillborn Piglets in a Closed Nucleus Swine Breeding Herd (특정 종돈집단의 임신기간, 이유후초종부일, 총산자수 및 사산에 대한 유전모수 추정)

  • Lee, Deukhwan;Son, Jihyun
    • Journal of Animal Science and Technology
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    • v.55 no.5
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    • pp.389-398
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    • 2013
  • This study was conducted to investigate the genetic relationships among four reproductive traits. Data for this study were 7616 records from 1910 Landrace (L) and 10,454 records from 2283 Yorkshire (Y) in a closed nucleus swine herd. Traits considered on this study were gestation length (GL), total number of piglets born (TNB), wean to first service (WFS), and number of stillborn per litter (NSB). Heritabilities and genetic correlations were estimated by using the Bayesian inferences via Gibbs sampling in a four trait linear-threshold repeatability animal mixed model by designating NSB as a categorical trait in the L and Y purebred populations. Effects on the statistical model were considered for parity, contemporary group as fixed and service sire, permanent environmental, animal additive genetic effects as random. Estimates of heritability were 0.21, 0.23, 0.16, and 0.09 for GL, WFS, TNB, and NSB in the L population and 0.35, 0.16, 0.14 and 0.10 for corresponding traits in the Y population, respectively. Genetic correlation for GL was -0.59 and -0.28 with TNB and -0.58 and -0.17 with NSB in the L and Y populations, respectively. The NSB was positively correlated with TNB in the L and Y populations in genetic and environmental aspects. Therefore, the NSB should be taken into account in selecting sows for improving prolificacy of dam line breeding swine stock.