• 제목/요약/키워드: Bayesian modeling

검색결과 234건 처리시간 0.022초

회귀모형 오차항의 1차 자기상관에 대한 베이즈 검정법 : SPC 분야에의 응용 (A Bayesian Test for First Order Autocorrelation in Regression Errors : An Application to SPC Approach)

  • 김혜중;한성실
    • 품질경영학회지
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    • 제24권4호
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    • pp.190-206
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    • 1996
  • In case measurements are made on units of production in time order, it is reasonable to expect that the measurement errors will sometimes be first order autocorrelated, and a technique to test such autocorrelation is required to give good control of the productive process. Tool-wear process provide an example for which regression model can sometimes be useful in modeling and controlling the process. For the control of such process, we present a simple method for testing first order autocorrelation in regression errors. The method is based on Bayesian test method via Bayes factor and derived by observing that in general, a Bayes factor can be written as the product of a quantity called the Savage-Dickey density ratio and a correction factor ; both terms are easily estimated from Gibbs sampling technique. Performance of the method is examined by means of Monte Carlo simulation. It is noted that the test not only achieves satisfactory power but eliminates the inconvenience occurred in using the well-known Durbin-Watson test.

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Non-chemical Risk Assessment for Lifting and Low Back Pain Based on Bayesian Threshold Models

  • Pandalai, Sudha P.;Wheeler, Matthew W.;Lu, Ming-Lun
    • Safety and Health at Work
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    • 제8권2호
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    • pp.206-211
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    • 2017
  • Background: Self-reported low back pain (LBP) has been evaluated in relation to material handling lifting tasks, but little research has focused on relating quantifiable stressors to LBP at the individual level. The National Institute for Occupational Safety and Health (NIOSH) Composite Lifting Index (CLI) has been used to quantify stressors for lifting tasks. A chemical exposure can be readily used as an exposure metric or stressor for chemical risk assessment (RA). Defining and quantifying lifting nonchemical stressors and related adverse responses is more difficult. Stressor-response models appropriate for CLI and LBP associations do not easily fit in common chemical RA modeling techniques (e.g., Benchmark Dose methods), so different approaches were tried. Methods: This work used prospective data from 138 manufacturing workers to consider the linkage of the occupational stressor of material lifting to LBP. The final model used a Bayesian random threshold approach to estimate the probability of an increase in LBP as a threshold step function. Results: Using maximal and mean CLI values, a significant increase in the probability of LBP for values above 1.5 was found. Conclusion: A risk of LBP associated with CLI values > 1.5 existed in this worker population. The relevance for other populations requires further study.

Deep Image Annotation and Classification by Fusing Multi-Modal Semantic Topics

  • Chen, YongHeng;Zhang, Fuquan;Zuo, WanLi
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제12권1호
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    • pp.392-412
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    • 2018
  • Due to the semantic gap problem across different modalities, automatically retrieval from multimedia information still faces a main challenge. It is desirable to provide an effective joint model to bridge the gap and organize the relationships between them. In this work, we develop a deep image annotation and classification by fusing multi-modal semantic topics (DAC_mmst) model, which has the capacity for finding visual and non-visual topics by jointly modeling the image and loosely related text for deep image annotation while simultaneously learning and predicting the class label. More specifically, DAC_mmst depends on a non-parametric Bayesian model for estimating the best number of visual topics that can perfectly explain the image. To evaluate the effectiveness of our proposed algorithm, we collect a real-world dataset to conduct various experiments. The experimental results show our proposed DAC_mmst performs favorably in perplexity, image annotation and classification accuracy, comparing to several state-of-the-art methods.

비모수 베이지안 겉보기 무관 회귀모형 (A nonparametric Bayesian seemingly unrelated regression model)

  • 조성일;석인혜;최태련
    • 응용통계연구
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    • 제29권4호
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    • pp.627-641
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    • 2016
  • 본 논문에서는 겉보기 무관 회귀모형을 고려하고 디리크레 프로세스 혼합모형을 오차항의 분포로 하는 비모수 베이지안 방법을 제안한다. 제안된 모형을 바탕으로 사후분포를 유도하고 디리크레 프로세스 혼합모형의 붕괴깁스표집 방법을 통해 마코프 체인 몬테 칼로 알고리듬을 구성하고 사후추론을 실시한다. 모형의 성능을 비교하기 위해 모의실험을 실시하고, 더 나아가 한국지역의 강수량 예측에 대한 실제 자료에 적용해 본다.

컴퓨팅 사고력 신장을 위한 퍼즐 기반 컴퓨터과학 교육 프로그램의 효과 예측 (Predicting the Effect of Puzzle-based Computer Science Education Program for Improving Computational Thinking)

  • 오정철;김종훈
    • 정보교육학회논문지
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    • 제23권5호
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    • pp.499-511
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    • 2019
  • 본 연구의 선행 연구에서는 1~3차에 걸쳐 초등학생의 컴퓨팅 사고력 신장을 위한 퍼즐 기반 컴퓨터과학 교육 프로그램을 개발하여 현장에 투입하며 교육 효과를 CT창의성과 CT인지력으로 나눠 검증하고 교육 프로그램을 개선해왔다. 본 연구에서는 이러한 선행 연구 결과를 바탕으로 연령과 CT사고력 하위 요소를 매개 변수로 사용하여 계층적 베이지안 추론 모델링을 실시하였다. 그리고 그 결과를 바탕으로 중 고등학교에서 퍼즐 기반 컴퓨터과학 교육 프로그램의 효과를 예측하고 향후 투입할 중 고등학교의 퍼즐 기반 컴퓨터과학 교육 프로그램의 주요 개선 항목과 개선 방향을 제안하였다.

원자력 발전소 사고 예측 모형과 병합한 최적 운행중지 결정 모형 (Deciding the Optimal Shutdown Time Incorporating the Accident Forecasting Model)

  • 양희중
    • 산업경영시스템학회지
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    • 제41권4호
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    • pp.171-178
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    • 2018
  • Recently, the continuing operation of nuclear power plants has become a major controversial issue in Korea. Whether to continue to operate nuclear power plants is a matter to be determined considering many factors including social and political factors as well as economic factors. But in this paper we concentrate only on the economic factors to make an optimum decision on operating nuclear power plants. Decisions should be based on forecasts of plant accident risks and large and small accident data from power plants. We outline the structure of a decision model that incorporate accident risks. We formulate to decide whether to shutdown permanently, shutdown temporarily for maintenance, or to operate one period of time and then periodically repeat the analysis and decision process with additional information about new costs and risks. The forecasting model to predict nuclear power plant accidents is incorporated for an improved decision making. First, we build a one-period decision model and extend this theory to a multi-period model. In this paper we utilize influence diagrams as well as decision trees for modeling. And bayesian statistical approach is utilized. Many of the parameter values in this model may be set fairly subjective by decision makers. Once the parameter values have been determined, the model will be able to present the optimal decision according to that value.

Performance Evaluation of Smart Intersections for Emergency Response Time based on Integration of Geospatial and Incident Data

  • Oh, Heung Jin;Ashuri, Baabak
    • 국제학술발표논문집
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    • The 9th International Conference on Construction Engineering and Project Management
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    • pp.945-951
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    • 2022
  • The major objective of this research is to evaluate performance of improved intersections for response time to emergency vehicle preemption. Smart technologies have been introduced to civil infrastructure systems for resilient communities. The technologies need to evaluate their effectiveness and feasibility to confirm their introduction. This research focuses on the performance of emergency vehicle preemption, represented by response time, when smart intersections are introduced in a community. The response time is determined by not only intersections but also a number of factors such as traffic, distance, road conditions, and incident types. However, the evaluation of emergency response has often ignored factors related to emergency vehicle routes. In this respect, this research synthetically analyzes geospatial and incident data using each route of emergency vehicle and conducts before-and-after evaluations. The changes in performance are analyzed by the impact of smart intersections on response time through Bayesian regression models. The result provides measures of the project's performance. This study will contribute to the body of knowledge on modeling the impacts of technology application and integrating heterogeneous data sets. It will provide a way to confirm and prove the effectiveness of introducing smart technologies to our communities.

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Game Theory for Routing Modeling in Communication Networks - A Survey

  • Pavlidou, Fotini-Niovi;Koltsidas, Georgios
    • Journal of Communications and Networks
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    • 제10권3호
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    • pp.268-286
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    • 2008
  • In this work, we review the routing models that use game theoretical methodologies. A very common assumption in the analysis and development of networking algorithms is the full cooperation of the participating nodes. Most of the analytical tools are based on this assumption. However, the reality may differ considerably. The existence of multiple domains belonging to different authorities or even the selfishness of the nodes themselves could result in a performance that significantly deviates from the expected one. Even though it is known to be extensively used in the fields of economics and biology, game theory has attracted the interest of researchers in the field of communication networking as well. Nowadays, game theory is used for the analysis and modeling of protocols in several layers, routing included. This review aims at providing an elucidation of the terminology and principles behind game theory and the most popular and recent routing models. The examined networks are both the traditional networks where latency is of paramount importance and the emerging ad hoc and sensor networks, where energy is the main concern.

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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    • 제21권5호
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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.

안정동위원소를 이용한 하천에서의 질소오염원 기여율 정량화: Bayesian 혼합모델의 적용 (Quantifying nitrogen source contribution ratios using stable isotope method: Application of Bayesian mixing model)

  • 남태희;류희성;강태우;한영운;김지현;이경희;황순홍;김경현
    • 한국물환경학회지
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    • 제35권6호
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    • pp.510-519
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    • 2019
  • The 'Stable Isotope Analysis in R' (SIAR), one of the Bayesian mixing models for stable isotopes, has been proven to be useful for source apportionment of nitrates in rivers. In this study, the contribution ratios of nitrate sources were quantified by using the SIAR based on nitrogen and oxygen stable isotope measurements in the Yeongsan River. From the measurements, it was found that the values of δ15N-NO3 and δ18O-NO3 ranged from -8.2 ‰ to +13.4 ‰ and from +2.2 ‰ to +9.8 ‰, respectively. We further analyzed the contribution ratios of the five nitrate sources by using the SIAR. From the modeling results, the main nitrate source was found to be soil N (29.3 %), followed by sewage (26.7 %), manure (19.6 %), chemical fertilizer (17.9 %) and precipitation (6.3 %). From the results, it was found that the anthropogenic sources, i.e., sewage, manure and chemical fertilizer contribute 64.2% of the total nitrate inflow from the watershed. Due to the significant correlation of δ15N-NO3 and lnNO3- in this study, the fractionation factors reflecting the biogeochemical processes of stable isotope ratios could be directly obtained. This may make the contribution ratios obtained in this study more precise. The fractionation factors were identified as +3.64 ± 0.91 ‰ for δ15N-NO3 (p<0.01) and -5.67 ± 1.73 ‰ for δ18O-NO3(p<0.01), respectively, and were applied in using the SIAR. The study showed that the stable isotope method using the SIAR could be applied to quantitatively calculate the contribution ratios of nitrate sources in the Yeongsan River.