• 제목/요약/키워드: Bayesian prediction model

검색결과 190건 처리시간 0.022초

베이지안 분류기를 이용한 소프트웨어 품질 분류 (Software Quality Classification using Bayesian Classifier)

  • 홍의석
    • 한국IT서비스학회지
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    • 제11권1호
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    • pp.211-221
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    • 2012
  • Many metric-based classification models have been proposed to predict fault-proneness of software module. This paper presents two prediction models using Bayesian classifier which is one of the most popular modern classification algorithms. Bayesian model based on Bayesian probability theory can be a promising technique for software quality prediction. This is due to the ability to represent uncertainty using probabilities and the ability to partly incorporate expert's knowledge into training data. The two models, Na$\ddot{i}$veBayes(NB) and Bayesian Belief Network(BBN), are constructed and dimensionality reduction of training data and test data are performed before model evaluation. Prediction accuracy of the model is evaluated using two prediction error measures, Type I error and Type II error, and compared with well-known prediction models, backpropagation neural network model and support vector machine model. The results show that the prediction performance of BBN model is slightly better than that of NB. For the data set with ambiguity, although the BBN model's prediction accuracy is not as good as the compared models, it achieves better performance than the compared models for the data set without ambiguity.

Bayesian Typhoon Track Prediction Using Wind Vector Data

  • Han, Minkyu;Lee, Jaeyong
    • Communications for Statistical Applications and Methods
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    • 제22권3호
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    • pp.241-253
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    • 2015
  • In this paper we predict the track of typhoons using a Bayesian principal component regression model based on wind field data. Data is obtained at each time point and we applied the Bayesian principal component regression model to conduct the track prediction based on the time point. Based on regression model, we applied to variable selection prior and two kinds of prior distribution; normal and Laplace distribution. We show prediction results based on Bayesian Model Averaging (BMA) estimator and Median Probability Model (MPM) estimator. We analysis 8 typhoons in 2006 using data obtained from previous 6 years (2000-2005). We compare our prediction results with a moving-nest typhoon model (MTM) proposed by the Korea Meteorological Administration. We posit that is possible to predict the track of a typhoon accurately using only a statistical model and without a dynamical model.

Leave-one-out Bayesian model averaging for probabilistic ensemble forecasting

  • Kim, Yongdai;Kim, Woosung;Ohn, Ilsang;Kim, Young-Oh
    • Communications for Statistical Applications and Methods
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    • 제24권1호
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    • pp.67-80
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    • 2017
  • Over the last few decades, ensemble forecasts based on global climate models have become an important part of climate forecast due to the ability to reduce uncertainty in prediction. Moreover in ensemble forecast, assessing the prediction uncertainty is as important as estimating the optimal weights, and this is achieved through a probabilistic forecast which is based on the predictive distribution of future climate. The Bayesian model averaging has received much attention as a tool of probabilistic forecasting due to its simplicity and superior prediction. In this paper, we propose a new Bayesian model averaging method for probabilistic ensemble forecasting. The proposed method combines a deterministic ensemble forecast based on a multivariate regression approach with Bayesian model averaging. We demonstrate that the proposed method is better in prediction than the standard Bayesian model averaging approach by analyzing monthly average precipitations and temperatures for ten cities in Korea.

Bayesian Prediction Inference for Censored Pareto Model

  • Ko, Jeong-Hwan;Kim, Young-Hoon
    • Journal of the Korean Data and Information Science Society
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    • 제10권1호
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    • pp.147-154
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    • 1999
  • Using a noninformative prior and an inverted gamma prior, the Bayesian predictive density and the prediction intervals for a future observation or the p - th order statistic of n' future observations from the censord Pareto model have been obtained. In additions, numerical examples are given in order to illustrate the proposed predictive procedure.

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Bayesian Belief Network 활용한 균형성과표 기반 가정간호사업 성과예측모델 구축 및 적용 (Development and Application of a Performance Prediction Model for Home Care Nursing Based on a Balanced Scorecard using the Bayesian Belief Network)

  • 노원정;서문경애
    • 대한간호학회지
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    • 제45권3호
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    • pp.429-438
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    • 2015
  • Purpose: This study was conducted to develop key performance indicators (KPIs) for home care nursing (HCN) based on a balanced scorecard, and to construct a performance prediction model of strategic objectives using the Bayesian Belief Network (BBN). Methods: This methodological study included four steps: establishment of KPIs, performance prediction modeling, development of a performance prediction model using BBN, and simulation of a suggested nursing management strategy. An HCN expert group and a staff group participated. The content validity index was analyzed using STATA 13.0, and BBN was analyzed using HUGIN 8.0. Results: We generated a list of KPIs composed of 4 perspectives, 10 strategic objectives, and 31 KPIs. In the validity test of the performance prediction model, the factor with the greatest variance for increasing profit was maximum cost reduction of HCN services. The factor with the smallest variance for increasing profit was a minimum image improvement for HCN. During sensitivity analysis, the probability of the expert group did not affect the sensitivity. Furthermore, simulation of a 10% image improvement predicted the most effective way to increase profit. Conclusion: KPIs of HCN can estimate financial and non-financial performance. The performance prediction model for HCN will be useful to improve performance.

Bayesian Prediction Analysis for the Exponential Model Under the Censored Sample with Incomplete Information

  • 김영훈;고정환
    • Journal of the Korean Data and Information Science Society
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    • 제13권1호
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    • pp.139-145
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    • 2002
  • This paper deals with the problem of obtaining the Bayesian predictive density function and the prediction intervals for a future observation and the p-th order statistics of n future observations for the exponential model under the censored sampling with incomplete information.

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Collapse risk evaluation method on Bayesian network prediction model and engineering application

  • WANG, Jing;LI, Shucai;LI, Liping;SHI, Shaoshuai;XU, Zhenhao;LIN, Peng
    • Advances in Computational Design
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    • 제2권2호
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    • pp.121-131
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    • 2017
  • Collapse was one of the typical common geological hazards during the construction of tunnels. The risk assessment of collapse was an effective way to ensure the safety of tunnels. We established a prediction model of collapse based on Bayesian Network. 76 large or medium collapses in China were analyzed. The variable set and range of the model were determined according to the statistics. A collapse prediction software was developed and its veracity was also evaluated. At last the software was used to predict tunnel collapses. It effectively evaded the disaster. Establishing the platform can be subsequent perfect. The platform can also be applied to the risk assessment of other tunnel engineering.

베이지안 칼만 필터 기법의 훈련 기간에 따른 풍력 자원 예측 정확도 향상성 연구 (A Study of Improvement of a Prediction Accuracy about Wind Resources based on Training Period of Bayesian Kalman Filter Technique)

  • 이순환
    • 한국지구과학회지
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    • 제38권1호
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    • pp.11-23
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    • 2017
  • 풍력 자원의 단기 예측 가능성은 풍력 발전 단지의 경제적 타당성을 평가하는 중요한 요소이다. 본 연구에서는 풍력 자원의 단기 예측 가능성을 향상시키는 방법의 하나로 베이지안 칼만 필터를 후처리 과정으로 적용하였다. 이때 추정된 모델과 관측 데이터의 상관관계를 평가하기 위하여 일정 시간 동안 베이지안 칼만 훈련 기간이 요구된다. 본 연구는 여러 훈련 기간에 따라 예측 특성을 정량적으로 분석하였다. 태백 지역에서는 3일 단기 베이지안 칼만 훈련으로 기온과 풍속을 예측하는 것이 다른 훈련 기간을 적용할 때보다 우수한 예측 성능을 보였다. 반면 이어도는 6일 이상의 베이지안 칼만 필터의 훈련 기간을 적용한 경우 가장 좋은 예측 성능을 나타낸다. WRF 예측 성능이 떨어지는 사례에서 베이지안 칼만 필터의 예측 성능향상이 뚜렷하게 나타나며, 반대로 WRF 예측이 정확한 지점에서는 필터적용에 따른 성능향상 정도가 약한 경향을 가진다.

확률강우량의 공간분포추정에 있어서 Bayesian 기법을 이용한 공간통계모델의 매개변수 불확실성 해석 (Uncertainty Analysis of Parameters of Spatial Statistical Model Using Bayesian Method for Estimating Spatial Distribution of Probability Rainfall)

  • 서영민;박기범;김성원
    • 한국환경과학회지
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    • 제20권12호
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    • pp.1541-1551
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    • 2011
  • This study applied the Bayesian method for the quantification of the parameter uncertainty of spatial linear mixed model in the estimation of the spatial distribution of probability rainfall. In the application of Bayesian method, the prior sensitivity analysis was implemented by using the priors normally selected in the existing studies which applied the Bayesian method for the puppose of assessing the influence which the selection of the priors of model parameters had on posteriors. As a result, the posteriors of parameters were differently estimated which priors were selected, and then in the case of the prior combination, F-S-E, the sizes of uncertainty intervals were minimum and the modes, means and medians of the posteriors were similar to the estimates using the existing classical methods. From the comparitive analysis between Bayesian and plug-in spatial predictions, we could find that the uncertainty of plug-in prediction could be slightly underestimated than that of Bayesian prediction.

Bayesian Prediction under Dynamic Generalized Linear Models in Finite Population Sampling

  • Dal Ho Kim;Sang Gil Kang
    • Communications for Statistical Applications and Methods
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    • 제4권3호
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    • pp.795-805
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    • 1997
  • In this paper, we consider a Bayesian forecasting method for the analysis of repeated surveys. It is assumed that the parameters of the superpopulation model at each time follow a stochastic model. We propose Bayesian prediction procedures for the finite population total under dynamic generalized linear models. Some numerical studies are provided to illustrate the behavior of the proposed predictors.

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