• 제목/요약/키워드: Bayesian modeling

검색결과 237건 처리시간 0.031초

네트워크 기반 시간지연 시스템을 위한 리세트 제어 및 확률론적 예측기법을 이용한 온라인 학습제어시스템 (Online Learning Control for Network-induced Time Delay Systems using Reset Control and Probabilistic Prediction Method)

  • 조현철;심광열;이권순
    • 제어로봇시스템학회논문지
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    • 제15권9호
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    • pp.929-938
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    • 2009
  • This paper presents a novel control methodology for communication network based nonlinear systems with time delay nature. We construct a nominal nonlinear control law for representing a linear model and a reset control system which is aimed for corrective control strategy to compensate system error due to uncertain time delay through wireless communication network. Next, online neural control approach is proposed for overcoming nonstationary statistical nature in the network topology. Additionally, DBN (Dynamic Bayesian Network) technique is accomplished for modeling of its dynamics in terms of casuality, which is then utilized for estimating prediction of system output. We evaluate superiority and reliability of the proposed control approach through numerical simulation example in which a nonlinear inverted pendulum model is employed as a networked control system.

A spatial heterogeneity mixed model with skew-elliptical distributions

  • Farzammehr, Mohadeseh Alsadat;McLachlan, Geoffrey J.
    • Communications for Statistical Applications and Methods
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    • 제29권3호
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    • pp.373-391
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    • 2022
  • The distribution of observations in most econometric studies with spatial heterogeneity is skewed. Usually, a single transformation of the data is used to approximate normality and to model the transformed data with a normal assumption. This assumption is however not always appropriate due to the fact that panel data often exhibit non-normal characteristics. In this work, the normality assumption is relaxed in spatial mixed models, allowing for spatial heterogeneity. An inference procedure based on Bayesian mixed modeling is carried out with a multivariate skew-elliptical distribution, which includes the skew-t, skew-normal, student-t, and normal distributions as special cases. The methodology is illustrated through a simulation study and according to the empirical literature, we fit our models to non-life insurance consumption observed between 1998 and 2002 across a spatial panel of 103 Italian provinces in order to determine its determinants. Analyzing the posterior distribution of some parameters and comparing various model comparison criteria indicate the proposed model to be superior to conventional ones.

EARLY WARNING FORECASTS FOR COVID-19 IN KOREA USING BAYESIAN ESTIMATION OF THE TRANSMISSION RATE

  • Byul Nim Kim
    • East Asian mathematical journal
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    • 제39권5호
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    • pp.493-503
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    • 2023
  • Tendency prediction of daily confirmed cases is an important issue for public health authorities. To protect the tendency, we estimate the transmission rate of stochastic SEIR model for COVID-19 in Korea using particle Markov chain Monte Carlo method. The results show that the increasing and decreasing tendency of estimated transmission rate appear one or two days in advance compared to daily incidence cases, and as time evolves the standard deviation of the estimates of transmission rate reduces. Since ten months have passed since the first incident case of COVID-19 in Korea, we expect to forecast the tendency of daily confirmed cases for the next one or two days more accurately using our method.

Tilted beta regression and beta-binomial regression models: Mean and variance modeling

  • Edilberto Cepeda-Cuervo
    • Communications for Statistical Applications and Methods
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    • 제31권3호
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    • pp.263-277
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    • 2024
  • This paper proposes new parameterizations of the tilted beta binomial distribution, obtained from the combination of the binomial distribution and the tilted beta distribution, where the beta component of the mixture is parameterized as a function of their mean and variance. These new parameterized distributions include as particular cases the beta rectangular binomial and the beta binomial distributions. After that, we propose new linear regression models to deal with overdispersed binomial datasets. These new models are defined from the proposed new parameterization of the tilted beta binomial distribution, and assume regression structures for the mean and variance parameters. These new linear regression models are fitted by applying Bayesian methods and using the OpenBUGS software. The proposed regression models are fitted to a school absenteeism dataset and to the seeds germination rate according to the type seed and root.

수문해석과정의 불확실성을 고려한 수문학적 댐 위험도 해석 기법 개선 (Improvement of Hydrologic Dam Risk Analysis Model Considering Uncertainty of Hydrologic Analysis Process)

  • 나봉길;김진영;권현한;임정열
    • 한국수자원학회논문집
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    • 제47권10호
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    • pp.853-865
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    • 2014
  • 수문학적 댐 위험도 분석은 복잡한 수문분석과 연계되어 있으며, 기본적으로 수문분석 과정과 모형에 사용되는 입력자료에 대한 불확실성을 평가하는 과정이 필요하다. 그러나 체계적인 불확실성 분석 과정을 통한 댐 위험도 분석 절차에 대한 연구는 상대적으로 적은편이다. 이러한 점에서 본 연구에서는 기존 연구에 대해서 2가지 주요 개선점을 도출하여 댐 위험도 분석에 활용하였다. 첫째, 강우 분석시 매개변수의 불확실성 분석이 가능한 Bayesian 모형 기반의 지역빈도해석 절차를 수립하였다. 둘째, 강우-유출 모형 매개변수의 사후분포를 정량적으로 추정하기 위하여 Bayesian 모형과 연계한 HEC-1모형을도입하였다. 도출된 유입 시나리오를 댐의 수위로 환산하기 위하여 기존 저수지 운영기준에 근거하여 저수지 추적을 수행하였으며, 최종적으로 실행함수를 통하여 수문학적 위험도를 추정하였다. 실제 댐에 대해서 모형의 적합성을 평가하였으며, 초기수위 가정에 따른 수문학적 위험도에 민감도를 평가하였다.

지구물리 자료의 고속 베이지안 역산 (Fast Bayesian Inversion of Geophysical Data)

  • 오석훈;권병두;남재철;이덕기
    • 지구물리
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    • 제3권3호
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    • pp.161-174
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    • 2000
  • 베이지안 역산(Bayesian inversion)은 불충분한 자료를 가지고 지하구조를 추정해야 하는 지구물리자료의 해석에 있어서 안정적이고 신뢰를 줄 수 있는 방법 중의 하나이다. 관측 자료가 측정 과정부터 불확실성을 함유하고 있으며, 역산에 이용되는 이론 자료 또한 모델의 매개변수화에 따른 각종 불확실성을 포함하고 있다. 따라서 지구물리 자료의 역산은 확률적으로 접근하는 것이 가장 바람직하며 베이지안 역산은 이에 대한 처리뿐만 아니라, 추정에 대한 신뢰도와 불확실성에 대한 이론적 근거를 제공한다. 그러나 대부분의 베이지안 역산이 고차원의 적분을 필요로 하므로 몬테 카를로 방법과 같은 대규모의 계산이 요구되는 방법에 의해 사후 확률분포가 구해지는 경우가 많다. 이는 특히 지구물리 자료와 같이 고도의 비선형 자료에 대하여 매우 적합한 접근 방법이기는 하지만, 점차 현장화, 고속화되어가는 자료의 해석 경향에 맞추어 간략하게 사후 확률분포를 근사한 수 있는 기법의 연구 또한 필요하다. 따라서 이 연구에서는 관측자료와 사전 확률분포가 정규분포에 의해 근사 될 수 있는 지구물리자료에 대한 베이지안 역산에 대해 논의 하고자 한다. 사전 확률분포의 작성을 위해 지구통계학적 기법이 이용되었으며, 관측자료의 통계적 불화실성을 추정하기 위해 교차 검사(cross-validation) 방법을 이용하여 공분산(covariance)을 유도하고 그것에 의한 우도 함수(likelihood function)를 작성하였다. 베이지안 해석을 위해 두 확률분포를 곱하여 근사적인 사후 확률분포를 얻을 수 있었으며, 이에 대해 최적화(optimization) 기법을 이용하여 최대 사후 확률(Maximum a Posterior)을 따르는 지하 구조를 얻을 수 있었다. 또한 사후 확률 분포의 공분산 항을 이용하여 지하 비저항 구조를 시뮬레이션 하여 불확실성분석을 수행하였다.

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What are the benefits and challenges of multi-purpose dam operation modeling via deep learning : A case study of Seomjin River

  • Eun Mi Lee;Jong Hun Kam
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2023년도 학술발표회
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    • pp.246-246
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    • 2023
  • Multi-purpose dams are operated accounting for both physical and socioeconomic factors. This study aims to evaluate the utility of a deep learning algorithm-based model for three multi-purpose dam operation (Seomjin River dam, Juam dam, and Juam Control dam) in Seomjin River. In this study, the Gated Recurrent Unit (GRU) algorithm is applied to predict hourly water level of the dam reservoirs over 2002-2021. The hyper-parameters are optimized by the Bayesian optimization algorithm to enhance the prediction skill of the GRU model. The GRU models are set by the following cases: single dam input - single dam output (S-S), multi-dam input - single dam output (M-S), and multi-dam input - multi-dam output (M-M). Results show that the S-S cases with the local dam information have the highest accuracy above 0.8 of NSE. Results from the M-S and M-M model cases confirm that upstream dam information can bring important information for downstream dam operation prediction. The S-S models are simulated with altered outflows (-40% to +40%) to generate the simulated water level of the dam reservoir as alternative dam operational scenarios. The alternative S-S model simulations show physically inconsistent results, indicating that our deep learning algorithm-based model is not explainable for multi-purpose dam operation patterns. To better understand this limitation, we further analyze the relationship between observed water level and outflow of each dam. Results show that complexity in outflow-water level relationship causes the limited predictability of the GRU algorithm-based model. This study highlights the importance of socioeconomic factors from hidden multi-purpose dam operation processes on not only physical processes-based modeling but also aritificial intelligence modeling.

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Start-to-end modeling and transmission efficiency optimization for a cyclotron-based proton therapy beamline

  • Yu Chen;Bin Qin;Xu Liu;Wei Wang;Yicheng Liao
    • Nuclear Engineering and Technology
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    • 제56권10호
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    • pp.4365-4374
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    • 2024
  • Utilizing first-order beam dynamics models is adequate for studying the beam properties during the conceptual design of a cyclotron-based proton therapy beamline. After finishing lattice design, particle-matter interaction simulations for passive elements (e.g., degrader, collimators, energy slit) are required. The cascade simulation is used for lattice updates in each iteration, which is complicated. In addition, when the models involve particle tracking and particle-matter interaction, their optimization process is time-consuming. Therefore, this study proposes a start-to-end modeling method using Monte Carlo Beam Delivery Simulation (BDSIM) software that considers more realistic factors, such as particle-matter interaction and the realistic vacuum chamber, to precisely evaluate working parameters, along with an efficient optimization method that utilizes multi-objective Bayesian optimization (MOBO) to improve transmission efficiency. Taking the Huazhong University of Science and Technology proton therapy facility (HUST-PTF) as an example, beam loss along the beamline is located, quantified, and subsequently reduced by tuning the quadrupole strengths based on MOBO. The results show that: (i) By considering the particle-matter interaction and the realistic vacuum chamber, the precision in the prediction of the beam properties is improved; (ii) After optimization, the transmission efficiency of the entire beamline is relatively increased by an average of 6.52 % under different energy settings, especially 11.39 % at 70 MeV.

Time Trends of Esophageal Cancer Mortality in Linzhou City During the Period 1988-2010 and a Bayesian Approach Projection for 2020

  • Liu, Shu-Zheng;Zhang, Fang;Quan, Pei-Liang;Lu, Jian-Bang;Liu, Zhi-Cai;Sun, Xi-Bin
    • Asian Pacific Journal of Cancer Prevention
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    • 제13권9호
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    • pp.4501-4504
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    • 2012
  • In recent decades, decreasing trends in esophageal cancer mortality have been observed across China. We here describe esophageal cancer mortality trends in Linzhou city, a high-incidence region of esophageal cancer in China, during 1988-2010 and make a esophageal cancer mortality projection in the period 2011-2020 using a Bayesian approach. Age standardized mortality rates were estimated by direct standardization to the World population structure in 1985. A Bayesian age-period-cohort (BAPC) analysis was carried out in order to investigate the effect of the age, period and birth cohort on esophageal cancer mortality in Linzhou during 1988-2010 and to estimate future trends for the period 2011-2020. Age-adjusted rates for men and women decreased from 1988 to 2005 and changed little thereafter. Risk increased from 30 years of age until the very elderly. Period effects showed little variation in risk throughout 1988-2010. In contrast, a cohort effect showed risk decreased greatly in later cohorts. Forecasting, based on BAPC modeling, resulted in a increasing burden of mortality and a decreasing age standardized mortality rate of esophageal cancer in Linzhou city. The decrease of esophageal cancer mortality risk since the 1930 cohort could be attributable to the improvements of socialeconomic environment and lifestyle. The standardized mortality rates of esophageal cancer should decrease continually. The effect of aging on the population could explain the increase in esophageal mortality projected for 2020.

계층적 베이지안 ARX 모형을 활용한 염분모의기법 개발 (Development of salinity simulation using a hierarchical bayesian ARX model)

  • 김호준;신충훈;김태웅;권현한
    • 한국수자원학회논문집
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    • 제53권7호
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    • pp.481-491
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    • 2020
  • 새만금 농업단지가 조성됨에 따라 농업용수 공급이 요구되며, 농업적 측면에서 염분은 작물 재배시 생육에 영향을 미치는 항목으로 농업용수 공급시 철저한 관리가 요구된다. 따라서 농작물에 영향을 미치지 않는 농업용수 공급을 위해 염분계측을 통한 체계적인 농업용수 관리가 필요하다. 본 연구에서는 새만금호내에 관측되는 염분 시계열 자료를 모의하기 위해서 자기회귀모형을 기반으로 한 Two-Stage ARX 모형을 개발하였다. 층별로 나눠진 염분자료를 계층적 Bayesian기법을 활용하여 매개변수를 확률분포형으로 추정하였으며 염분모의의 불확실성을 제시하였다. 최적 모형을 선정하기 위해서 통계적 지표인 BIC값을 이용하였으며, 최종적으로 선정된 모형을 통해 양수장 인근 수역의 염분 모의 결과를 제시하였다.