• Title/Summary/Keyword: Bayesian prediction model

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Developing efficient model updating approaches for different structural complexity - an ensemble learning and uncertainty quantifications

  • Lin, Guangwei;Zhang, Yi;Liao, Qinzhuo
    • 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.

A Short-Term Traffic Information Prediction Model Using Bayesian Network (베이지안 네트워크를 이용한 단기 교통정보 예측모델)

  • Yu, Young-Jung;Cho, Mi-Gyung
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.13 no.4
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    • pp.765-773
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    • 2009
  • Currently Telematics traffic information services have been various because we can collect real-time traffic information through Intelligent Transport System. In this paper, we proposed and implemented a short-term traffic information prediction model for giving to guarantee the traffic information with high quality in the near future. A Short-term prediction model is for forecasting traffic flows of each segment in the near future. Our prediction model gives an average speed on the each segment from 5 minutes later to 60 minutes later. We designed a Bayesian network for each segment with some casual nodes which makes an impact to the road situation in the future and found out its joint probability density function on the supposition of GMM(Gaussian Mixture Model) using EM(Expectation Maximization) algorithm with training real-time traffic data. To validate the precision of our prediction model we had conducted various experiments with real-time traffic data and computed RMSE(Root Mean Square Error) between a real speed and its prediction speed. As the result, our model gave 4.5, 4.8, 5.2 as an average value of RMSE about 10, 30, 60 minutes later, respectively.

Forecasting Accidents by Transforming Event Trees into Influence disgrams

  • Yang, Hee-Joong
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.29 no.1
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    • pp.72-75
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    • 2006
  • Event trees are widely used graphical tool to denote the accident inintiation and escalation to more severe accident. But they have some drawbacks in that they do not have efficient way of updating model parameters and also they can not contain the information about dependency or independency among model parameters. A tool that can cure such drawbacks is an influence diagram. We introduce influence diagrams and explain how to update model parameters and obtain predictive distributions. We show that an event tree can be converted to a statistically equivalent influence diagram, and bayesian prediction can be made more effectively through the use of influence diagrams.

The Study on the Extraction of the Distribution Potential Area of Debris Landform Using Fuzzy Set and Bayesian Predictive Discriminate Model (퍼지집합과 베이지안 확률 기법을 이용한 암설사면지형 분포지역 추출에 관한 연구)

  • Wi, Nun-Sol;JANG, Dong-Ho
    • Journal of The Geomorphological Association of Korea
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    • v.24 no.3
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    • pp.105-118
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    • 2017
  • The debris slope landforms which are existent in Korean mountains is generally on the steep slopes and mostly covered by vegetation, it is difficult to investigate the landform. Therefore a scientific method is required to come up with an effective field investigation plan. For this purpose, the use of Remote Sensing and GIS technologies for a spatial analysis is essential. This study has extracted the potential area of debrisslope landform formation using Fuzzy set and Bayesian Predictive Discriminate Model as mathematical data integration methods. The first step was to obtain information about debris locations and their related factors. This information was verified through field investigation and then used to build a database. In the second step, the map that zoning the study area based on the degree of debris formation possibility was generated using two modeling methods, and then cross validation technique was applied. In order to quantitatively analyze the accuracy of two modeling methods, the calculated potential rate of debrisformation within the study area was evaluated by plotting SRC(Success Rate Curve) and calculating AUC(Area Under the Curve). As a result, the prediction accuracy of Fuzzy set model wes 83.1% and Bayesian Predictive Discriminate Model wes 84.9%. It showed that two models are accurate and reliable and can contribute to efficient field investigation and debris landform management.

Meteorological drought outlook with satellite precipitation data using Bayesian networks and decision-making model (베이지안 네트워크 및 의사결정 모형을 이용한 위성 강수자료 기반 기상학적 가뭄 전망)

  • Shin, Ji Yae;Kim, Ji-Eun;Lee, Joo-Heon;Kim, Tae-Woong
    • Journal of Korea Water Resources Association
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    • v.52 no.4
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    • pp.279-289
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    • 2019
  • Unlike other natural disasters, drought is a reoccurring and region-wide phenomenon after being triggered by a prolonged precipitation deficiency. Considering that remote sensing products provide consistent temporal and spatial measurements of precipitation, this study developed a remote sensing data-based drought outlook model. The meteorological drought was defined by the Standardized Precipitation Index (SPI) achieved from PERSIANN_CDR, TRMM 3B42 and GPM IMERG images. Bayesian networks were employed in this study to combine the historical drought information and dynamical prediction products in advance of drought outlook. Drought outlook was determined through a decision-making model considering the current drought condition and forecasted condition from the Bayesian networks. Drought outlook condition was classified by four states such as no drought, drought occurrence, drought persistence, and drought removal. The receiver operating characteristics (ROC) curve analysis were employed to measure the relative outlook performance with the dynamical prediction production, Multi-Model Ensemble (MME). The ROC analysis indicated that the proposed outlook model showed better performance than the MME, especially for drought occurrence and persistence of 2- and 3-month outlook.

Optimize rainfall prediction utilize multivariate time series, seasonal adjustment and Stacked Long short term memory

  • Nguyen, Thi Huong;Kwon, Yoon Jeong;Yoo, Je-Ho;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.373-373
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    • 2021
  • Rainfall forecasting is an important issue that is applied in many areas, such as agriculture, flood warning, and water resources management. In this context, this study proposed a statistical and machine learning-based forecasting model for monthly rainfall. The Bayesian Gaussian process was chosen to optimize the hyperparameters of the Stacked Long Short-term memory (SLSTM) model. The proposed SLSTM model was applied for predicting monthly precipitation of Seoul station, South Korea. Data were retrieved from the Korea Meteorological Administration (KMA) in the period between 1960 and 2019. Four schemes were examined in this study: (i) prediction with only rainfall; (ii) with deseasonalized rainfall; (iii) with rainfall and minimum temperature; (iv) with deseasonalized rainfall and minimum temperature. The error of predicted rainfall based on the root mean squared error (RMSE), 16-17 mm, is relatively small compared with the average monthly rainfall at Seoul station is 117mm. The results showed scheme (iv) gives the best prediction result. Therefore, this approach is more straightforward than the hydrological and hydraulic models, which request much more input data. The result indicated that a deep learning network could be applied successfully in the hydrology field. Overall, the proposed method is promising, given a good solution for rainfall prediction.

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Predicting football scores via Poisson regression model: applications to the National Football League

  • Saraiva, Erlandson F.;Suzuki, Adriano K.;Filho, Ciro A.O.;Louzada, Francisco
    • Communications for Statistical Applications and Methods
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    • v.23 no.4
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    • pp.297-319
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    • 2016
  • Football match predictions are of great interest to fans and sports press. In the last few years it has been the focus of several studies. In this paper, we propose the Poisson regression model in order to football match outcomes. We applied the proposed methodology to two national competitions: the 2012-2013 English Premier League and the 2015 Brazilian Football League. The number of goals scored by each team in a match is assumed to follow Poisson distribution, whose average reflects the strength of the attack, defense and the home team advantage. Inferences about all unknown quantities involved are made using a Bayesian approach. We calculate the probabilities of win, draw and loss for each match using a simulation procedure. Besides, also using simulation, the probability of a team qualifying for continental tournaments, being crowned champion or relegated to the second division is obtained.

Relative SATD-based Minimum Risk Bayesian Framework for Fast Intra Decision of HEVC

  • Gwon, Daehyeok;Choi, Haechul
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.1
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    • pp.385-405
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    • 2019
  • High Efficiency Video Coding (HEVC) enables significantly improved compression performance relative to existing standards. However, the advance also requires high computational complexity. To accelerate the intra prediction mode decision, a minimum risk Bayesian classification framework is introduced. The classifier selects a small number of candidate modes to be evaluated by a rate-distortion optimization process using the sum of absolute Hadamard transformed difference (SATD). Moreover, the proposed method provides a loss factor that is a good trade-off model between computational complexity and coding efficiency. Experimental results show that the proposed method achieves a 31.54% average reduction in the encoding run time with a negligible coding loss of 0.93% BD-rate relative to HEVC test model 16.6 for the Intra_Main common test condition.

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

  • Jo, Seongil;Seok, Inhae;Choi, Taeryon
    • The Korean Journal of Applied Statistics
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    • v.29 no.4
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    • pp.627-641
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    • 2016
  • In this paper, we consider a seemingly unrelated regression (SUR) model and propose a nonparametric Bayesian approach to SUR with a Dirichlet process mixture of normals for modeling an unknown error distribution. Posterior distributions are derived based on the proposed model, and the posterior inference is performed via Markov chain Monte Carlo methods based on the collapsed Gibbs sampler of a Dirichlet process mixture model. We present a simulation study to assess the performance of the model. We also apply the model to precipitation data over South Korea.

Relevance vector based approach for the prediction of stress intensity factor for the pipe with circumferential crack under cyclic loading

  • Ramachandra Murthy, A.;Vishnuvardhan, S.;Saravanan, M.;Gandhic, P.
    • Structural Engineering and Mechanics
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    • v.72 no.1
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    • pp.31-41
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    • 2019
  • Structural integrity assessment of piping components is of paramount important for remaining life prediction, residual strength evaluation and for in-service inspection planning. For accurate prediction of these, a reliable fracture parameter is essential. One of the fracture parameters is stress intensity factor (SIF), which is generally preferred for high strength materials, can be evaluated by using linear elastic fracture mechanics principles. To employ available analytical and numerical procedures for fracture analysis of piping components, it takes considerable amount of time and effort. In view of this, an alternative approach to analytical and finite element analysis, a model based on relevance vector machine (RVM) is developed to predict SIF of part through crack of a piping component under fatigue loading. RVM is based on probabilistic approach and regression and it is established based on Bayesian formulation of a linear model with an appropriate prior that results in a sparse representation. Model for SIF prediction is developed by using MATLAB software wherein 70% of the data has been used for the development of RVM model and rest of the data is used for validation. The predicted SIF is found to be in good agreement with the corresponding analytical solution, and can be used for damage tolerant analysis of structural components.