• Structural Engineering and Mechanics
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• 제81권1호
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• pp.103-115
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• 2022

The prediction error variances for frequencies are usually considered as unknown in the Bayesian system identification process. However, the error variances for mode shapes are taken as known to reduce the dimension of an identification problem. The present study attempts to explore the effectiveness of Bayesian approach of model parameters updating using Markov Chain Monte Carlo (MCMC) technique considering the prediction error variances for both the frequencies and mode shapes. To remove the ergodicity of Markov Chain, the posterior distribution is obtained by Gaussian Random walk over the proposal distribution. The prior distributions of prediction error variances of modal evidences are implemented through inverse gamma distribution to assess the effectiveness of estimation of posterior values of model parameters. The issue of incomplete data that makes the problem ill-conditioned and the associated singularity problem is prudently dealt in by adopting a regularization technique. The proposed approach is demonstrated numerically by considering an eight-storey frame model with both complete and incomplete modal data sets. Further, to study the effectiveness of the proposed approach, a comparative study with regard to accuracy and computational efficacy of the proposed approach is made with the Sequential Monte Carlo approach of model parameter updating.

• 한국도로학회논문집
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• 제18권1호
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• pp.91-97
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• 2016

PURPOSES : The objective of this paper is to develop a pavement performance model based on the Bayesian algorithm, and compare the measured and predicted performance data. METHODS : In this paper, several pavement types such as SMA (stone mastic asphalt), PSMA (polymer-modified stone mastic asphalt), PMA (polymer-modified asphalt), SBS (styrene-butadiene-styrene) modified asphalt, and DGA (dense-graded asphalt) are modeled in terms of the performance evaluation of pavement structures, using the Bayesian algorithm. RESULTS : From case studies related to the performance model development, the statistical parameters of the mean value and standard deviation can be obtained through the Bayesian algorithm, using the initial performance data of two different pavement cases. Furthermore, an accurate performance model can be developed, based on the comparison between the measured and predicted performance data. CONCLUSIONS : Based on the results of the case studies, it is concluded that the determined coefficients of the nonlinear performance models can be used to accurately predict the long-term performance behaviors of DGA and modified asphalt concrete pavements. In addition, the developed models were evaluated through comparison studies between the initial measurement and prediction data, as well as between the final measurement and prediction data. In the model development, the initial measured data were used.

• Journal of the Korean Data and Information Science Society
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• 제10권2호
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• pp.329-340
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• 1999

We consider a Bayesian forcasting 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 multiprocess dynamic generalized linear models. The multiprocess dynamic model offers a powerful framework for the modelling and analysis of time series which are subject to a abrupt changes in pattern. Some numerical studies are provided to illustrate the behavior of the proposed predictors.

• Smart Structures and Systems
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• 제33권1호
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• pp.17-26
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• 2024

The new metro crossing the existing metro will cause the settlement or floating of the existing structures, which will have safety problems for the operation of the existing metro and the construction of the new metro. Therefore, it is necessary to monitor and predict the settlement of the existing metro caused by the construction of the new metro in real time. Considering the complexity and uncertainty of metro settlement, a Gaussian Prior Bayesian Emulator (GPBE) probability prediction model based on Bayesian optimization (BO) is proposed, that is, BO-GPBE. Firstly, the settlement monitoring data are analyzed to get the influence of the new metro on the settlement of the existing metro. Then, five different acquisition functions, that is, expected improvement (EI), expected improvement per second (EIPS), expected improvement per second plus (EIPSP), lower confidence bound (LCB), probability of improvement (PI) are selected to construct BO model, and then BO-GPBE model is established. Finally, three years settlement monitoring data were collected by structural health monitoring (SHM) system installed on Nanjing Metro Line 10 are employed to demonstrate the effectiveness of BO-GPBE for forecasting the settlement.

• International Journal of Concrete Structures and Materials
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• 제5권1호
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• pp.57-64
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• 2011

An extensive database has been constructed of reinforced concrete (RC) beam-column connection tests subjected to cyclic lateral loading. All cases within the database experienced joint shear failure, either in conjunction with or without yielding of longitudinal beam reinforcement. Using the experimental database, envelope curves of joint shear stress vs. joint shear strain behavior have been created by connecting key points such as cracking, yielding, and peak loading. Various prediction approaches for RC joint shear behavior are discussed using the constructed experimental database. RC joint shear strength and deformation models are first presented using the database in conjunction with a Bayesian parameter estimation method, and then a complete model applicable to the full range of RC joint shear behavior is suggested. An RC joint shear prediction model following a U.S. standard is next summarized and evaluated. Finally, a particular joint shear prediction model using basic joint shear resistance mechanisms is described and for the first time critically assessed.

• Journal of the Korean Data and Information Science Society
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• 제6권1호
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• pp.53-61
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• 1995

This paper deals with problems of predicting, based on the random censored sampling, a future observation and the p-th order statistic of n' future observations for the Rayleigh model. We consider the prediction intervals for the Rayleigh model with respect to an inverse gamma prior distribution. In additions, numerical examples are given in order to illustrate the proposed predictive procedure.

• Communications for Statistical Applications and Methods
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• 제31권3호
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• pp.323-336
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• 2024

The accurate forecasting of insurance claims is a critical component for insurers' risk management decisions. Hierarchical Bayesian parametric (BP) models can be used for health insurance claims forecasting, but they are unsatisfactory to describe the claims distribution. Therefore, Bayesian nonparametric (BNP) models can be a more suitable alternative to deal with the complex characteristics of the health insurance claims distribution, including heavy tails, skewness, and multimodality. In this study, we apply both a BP model and a BNP model to predict group health claims using simulated and real-world data for a private life insurer in Indonesia. The findings show that the BNP model outperforms the BP model in terms of claims prediction accuracy. Furthermore, our analysis highlights the flexibility and robustness of BNP models in handling diverse data structures in health insurance claims.

• Bulletin of the Korean Chemical Society
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• 제32권4호
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• pp.1237-1240
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• 2011

In this study, we have developed a ligand-based in-silico prediction model to classify chemical structures into hERG blockers using Bayesian and random forest modeling methods. These models were built based on patch clamp experimental results. The findings presented in this work indicate that Laplacian-modified naive Bayesian classification with diverse selection is useful for predicting hERG inhibitors when a large data set is not obtained.

• Journal of the Korean Data and Information Science Society
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• 제4권
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• pp.109-120
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• 1993

Using a noninformative prior and a 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 Burr distribution have been obtained. In additions, we examine the sensitivities of the results to the choice of model.

• 한국농공학회논문집
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• 제64권6호
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• pp.35-41
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• 2022

Heavy snow damage can be prevented in advance with an appropriate security system. To develop the security system, we developed a model that predicts snow depth after a few hours when the snow depth is observed, and utilized it to calculate a failure probability with various types of greenhouses and observed snow depth data. We compared the Markov chain model and Bayesian long short-term memory models with varying input data. Markov chain model showed the worst performance, and the models that used only past snow depth data outperformed the models that used other weather data with snow depth (temperature, humidity, wind speed). Also, the models that utilized 1-hour past data outperformed the models that utilized 3-hour data and 6-hour data. Finally, the Bayesian LSTM model that uses 1-hour snow depth data was selected to predict snow depth. We compared the selected model and the shifting method, which uses present data as future data without prediction, and the model outperformed the shifting method when predicting data after 11-24 hours.