• Title/Summary/Keyword: Bayesian prediction model

Search Result 190, Processing Time 0.02 seconds

Production of Agrometeorological Information in Onion Fields using Geostatistical Models (지구 통계 모형을 이용한 양파 재배지 농업기상정보 생성 방법)

  • Im, Jieun;Yoon, Sanghoo
    • Journal of Environmental Science International
    • /
    • v.27 no.7
    • /
    • pp.509-518
    • /
    • 2018
  • Weather is the most influential factor for crop cultivation. Weather information for cultivated areas is necessary for growth and production forecasting of agricultural crops. However, there are limitations in the meteorological observations in cultivated areas because weather equipment is not installed. This study tested methods of predicting the daily mean temperature in onion fields using geostatistical models. Three models were considered: inverse distance weight method, generalized additive model, and Bayesian spatial linear model. Data were collected from the AWS (automatic weather system), ASOS (automated synoptic observing system), and an agricultural weather station between 2013 and 2016. To evaluate the prediction performance, data from AWS and ASOS were used as the modeling data, and data from the agricultural weather station were used as the validation data. It was found that the Bayesian spatial linear regression performed better than other models. Consequently, high-resolution maps of the daily mean temperature of Jeonnam were generated using all observed weather information.

Bayesian approach for prediction of primary water stress corrosion cracking in Alloy 690 steam generator tubing

  • Falaakh, Dayu Fajrul;Bahn, Chi Bum
    • Nuclear Engineering and Technology
    • /
    • v.54 no.9
    • /
    • pp.3225-3234
    • /
    • 2022
  • Alloy 690 tubing has been shown to be highly resistant to primary water stress corrosion cracking (PWSCC). Nevertheless, predicting the failure by PWSCC in Alloy 690 SG tubes is indispensable. In this work, a Bayesian-based statistical approach is proposed to predict the occurrence of failure by PWSCC in Alloy 690 SG tubing. The prior distributions of the model parameters are developed based on the prior knowledge or information regarding the parameters. Since Alloy 690 is a replacement for Alloy 600, the parameter distributions of Alloy 600 tubing are used to gain prior information about the parameters of Alloy 690 tubing. In addition to estimating the model parameters, analysis of tubing reliability is also performed. Since no PWSCC has been observed in Alloy 690 tubing, only right-censored free-failure life of the tubing are available. Apparently the inference is sensitive to the choice of prior distribution when only right-censored data exist. Thus, one must be careful in choosing the prior distributions for the model parameters. It is found that the use of non-informative prior distribution yields unsatisfactory results, and strongly informative prior distribution will greatly influence the inference, especially when it is considerably optimistic relative to the observed data.

Optimal fractions in terms of a prediction-oriented measure

  • Lee, Won-Woo
    • Journal of the Korean Statistical Society
    • /
    • v.22 no.2
    • /
    • pp.209-217
    • /
    • 1993
  • The multicollinearity problem in a multiple linear regression model may present deleterious effects on predictions. Thus, its is desirable to consider the optimal fractions with respect to the unbiased estimate of the mean squares errors of the predicted values. Interstingly, the optimal fractions can be also illuminated by the Bayesian inerpretation of the general James-Stein estimators.

  • PDF

A Probabilistic Model for the Prediction of Burr Formation in Face Milling

  • Suneung Ahn
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.23 no.60
    • /
    • pp.23-36
    • /
    • 2000
  • A probabilistic model of burr formation in face milling of gray cast iron is proposed. During a face milling operation, an irregular pattern of the edge profile consisting of burrs and edge breakouts is observed at the end of cut. Based on the metal cutting theory, we derive a probabilistic model. The operational bayesian modeling approach is adopted to include the relevant theory in the model.

  • PDF

Online condition assessment of high-speed trains based on Bayesian forecasting approach and time series analysis

  • Zhang, Lin-Hao;Wang, You-Wu;Ni, Yi-Qing;Lai, Siu-Kai
    • Smart Structures and Systems
    • /
    • v.21 no.5
    • /
    • pp.705-713
    • /
    • 2018
  • High-speed rail (HSR) has been in operation and development in many countries worldwide. The explosive growth of HSR has posed great challenges for operation safety and ride comfort. Among various technological demands on high-speed trains, vibration is an inevitable problem caused by rail/wheel imperfections, vehicle dynamics, and aerodynamic instability. Ride comfort is a key factor in evaluating the operational performance of high-speed trains. In this study, online monitoring data have been acquired from an in-service high-speed train for condition assessment. The measured dynamic response signals at the floor level of a train cabin are processed by the Sperling operator, in which the ride comfort index sequence is used to identify the train's operation condition. In addition, a novel technique that incorporates salient features of Bayesian inference and time series analysis is proposed for outlier detection and change detection. The Bayesian forecasting approach enables the prediction of conditional probabilities. By integrating the Bayesian forecasting approach with time series analysis, one-step forecasting probability density functions (PDFs) can be obtained before proceeding to the next observation. The change detection is conducted by comparing the current model and the alternative model (whose mean value is shifted by a prescribed offset) to determine which one can well fit the actual observation. When the comparison results indicate that the alternative model performs better, then a potential change is detected. If the current observation is a potential outlier or change, Bayes factor and cumulative Bayes factor are derived for further identification. A significant change, if identified, implies that there is a great alteration in the train operation performance due to defects. In this study, two illustrative cases are provided to demonstrate the performance of the proposed method for condition assessment of high-speed trains.

Efficient Markov Chain Monte Carlo for Bayesian Analysis of Neural Network Models

  • Paul E. Green;Changha Hwang;Lee, Sangbock
    • Journal of the Korean Statistical Society
    • /
    • v.31 no.1
    • /
    • pp.63-75
    • /
    • 2002
  • Most attempts at Bayesian analysis of neural networks involve hierarchical modeling. We believe that similar results can be obtained with simpler models that require less computational effort, as long as appropriate restrictions are placed on parameters in order to ensure propriety of posterior distributions. In particular, we adopt a model first introduced by Lee (1999) that utilizes an improper prior for all parameters. Straightforward Gibbs sampling is possible, with the exception of the bias parameters, which are embedded in nonlinear sigmoidal functions. In addition to the problems posed by nonlinearity, direct sampling from the posterior distributions of the bias parameters is compounded due to the duplication of hidden nodes, which is a source of multimodality. In this regard, we focus on sampling from the marginal posterior distribution of the bias parameters with Markov chain Monte Carlo methods that combine traditional Metropolis sampling with a slice sampler described by Neal (1997, 2001). The methods are illustrated with data examples that are largely confined to the analysis of nonparametric regression models.

A Study on the Point-Mass Filter for Nonlinear State-Space Models (비선형 상태공간 모델을 위한 Point-Mass Filter 연구)

  • Yeongkwon Choe
    • Journal of Industrial Technology
    • /
    • v.43 no.1
    • /
    • pp.57-62
    • /
    • 2023
  • In this review, we introduce the non-parametric Bayesian filtering algorithm known as the point-mass filter (PMF) and discuss recent studies related to it. PMF realizes Bayesian filtering by placing a deterministic grid on the state space and calculating the probability density at each grid point. PMF is known for its robustness and high accuracy compared to other nonparametric Bayesian filtering algorithms due to its uniform sampling. However, a drawback of PMF is its inherently high computational complexity in the prediction phase. In this review, we aim to understand the principles of the PMF algorithm and the reasons for the high computational complexity, and summarize recent research efforts to overcome this challenge. We hope that this review contributes to encouraging the consideration of PMF applications for various systems.

Model selection algorithm in Gaussian process regression for computer experiments

  • Lee, Youngsaeng;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
    • /
    • v.24 no.4
    • /
    • pp.383-396
    • /
    • 2017
  • The model in our approach assumes that computer responses are a realization of a Gaussian processes superimposed on a regression model called a Gaussian process regression model (GPRM). Selecting a subset of variables or building a good reduced model in classical regression is an important process to identify variables influential to responses and for further analysis such as prediction or classification. One reason to select some variables in the prediction aspect is to prevent the over-fitting or under-fitting to data. The same reasoning and approach can be applicable to GPRM. However, only a few works on the variable selection in GPRM were done. In this paper, we propose a new algorithm to build a good prediction model among some GPRMs. It is a post-work of the algorithm that includes the Welch method suggested by previous researchers. The proposed algorithms select some non-zero regression coefficients (${\beta}^{\prime}s$) using forward and backward methods along with the Lasso guided approach. During this process, the fixed were covariance parameters (${\theta}^{\prime}s$) that were pre-selected by the Welch algorithm. We illustrated the superiority of our proposed models over the Welch method and non-selection models using four test functions and one real data example. Future extensions are also discussed.

Bayesian analysis of latent factor regression model (내재된 인자회귀모형의 베이지안 분석법)

  • Kyung, Minjung
    • The Korean Journal of Applied Statistics
    • /
    • v.33 no.4
    • /
    • pp.365-377
    • /
    • 2020
  • We discuss latent factor regression when constructing a common structure inherent among explanatory variables to solve multicollinearity and use them as regressors to construct a linear model of a response variable. Bayesian estimation with LASSO prior of a large penalty parameter to construct a significant factor loading matrix of intrinsic interests among infinite latent structures. The estimated factor loading matrix with estimated other parameters can be inversely transformed into linear parameters of each explanatory variable and used as prediction models for new observations. We apply the proposed method to Product Service Management data of HBAT and observe that the proposed method constructs the same factors of general common factor analysis for the fixed number of factors. The calculated MSE of predicted values of Bayesian latent factor regression model is also smaller than the common factor regression model.

Comparison of Waist-to-height Ratio (WHtR), Body Mass Index (BMI) and Waist Circumference (WC) as a Screening Tool for Prediction of Metabolic-related Diseases

  • Oh, Hyun Sook
    • Journal of Integrative Natural Science
    • /
    • v.8 no.4
    • /
    • pp.305-312
    • /
    • 2015
  • The present study showed WHtR to be significantly better than BMI and WC for prediction of metabolic-related diseases in the middle-aged and older people in Korea, based on Bayesian ordered probit model analysis. The variations of WC, BMI and WHtR were compared according to the number of metabolic-related diseases such as hypertension, dyslipidemia, stroke, myocardial infarction, angina pectoris and diabetes. It was found that the three measures showed the similar variation except a very few extreme cases for age less than 40. For subjects over the age of 40, WC was not significant and WHtR gave more influence in greater variability than BMI on the number of metabolic diseases. Also, the rate of change for WHtR was higher than for BMI as the number of metabolic-related diseases increased. Specifically, the difference of the marginal effect of WHtR between no disease and only one disease was 1.81 times higher than that of BMI. Moreover, it was pointed out that the threshold value of WHtR for obesity should be considered differently by age.