• Smart Structures and Systems
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• v.21 no.5
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• pp.601-609
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• 2018

The estimated probabilistic model of wind data based on the conventional approach may have high discrepancy compared with the true distribution because of the uncertainty caused by the instrument error and limited monitoring data. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method has been developed in the companion paper and is conducted to formulate the joint probability density function (PDF) of wind speed and direction using the wind monitoring data of the investigated bridge. The established bivariate model of wind speed and direction only represents the features of available wind monitoring data. To characterize the stochastic properties of the wind parameters with the subsequent wind monitoring data, in this study, Bayesian inference approach considering the uncertainty is proposed to update the wind parameters in the bivariate probabilistic model. The slice sampling algorithm of Markov chain Monte Carlo (MCMC) method is applied to establish the multi-dimensional and complex posterior distribution which is analytically intractable. The numerical simulation examples for univariate and bivariate models are carried out to verify the effectiveness of the proposed method. In addition, the proposed Bayesian inference approach is used to update and optimize the parameters in the bivariate model using the wind monitoring data from the investigated bridge. The results indicate that the proposed Bayesian inference approach is feasible and can be employed to predict the bivariate distribution of wind speed and direction with limited monitoring data.

• 한국방재학회:학술대회논문집
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• 2008.02a
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• pp.723-726
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• 2008

It is not always easy to estimate the parameters in hydrologic models due to insufficient hydrologic data when hydraulic structures are designed or water resources plan are established, uncertainty analysis, therefore, are inevitably needed to examine reliability for the estimated results. With regard to this point, this study applies a Bayesian Markov Chain Monte Carlo scheme to the NWS-PC rainfall-runoff model that has been widely used, and a case study is performed in Soyang Dam watershed in Korea. The NWS-PC model is calibrated against observed daily runoff, and thirteen parameters in the model are optimized as well as posterior distributions associated with each parameter are derived. The Bayesian Markov Chain Monte Carlo shows a improved result in terms of statistical performance measures and graphical examination. The patterns of runoff can be influenced by various factors and the Bayesian approaches are capable of translating the uncertainties into parameter uncertainties. One could provide against an expected runoff event by utilizing information driven by Bayesian methods. Therefore, the rainfall-runoff analysis coupled with the uncertainty analysis can give us an insight in evaluating flood risk and dam size in a reasonable way.

• Communications for Statistical Applications and Methods
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• v.27 no.2
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• pp.189-199
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• 2020

This paper studies a Bayesian ordered multiple linear regression model with skew normal error. It is reasonable that the kind of inherent information available in an applied regression requires some constraints on the coefficients to be estimated. In addition, the assumption of normality of the errors is sometimes not appropriate in the real data. Therefore, to explain such situations more flexibly, we use the skew-normal distribution given by Sahu et al. (The Canadian Journal of Statistics, 31, 129-150, 2003) for error-terms including normal distribution. For Bayesian methodology, the Markov chain Monte Carlo method is employed to resolve complicated integration problems. Also, under the improper priors, the propriety of the associated posterior density is shown. Our Bayesian proposed model is applied to NZAPB's apple data. For model comparison between the skew normal error model and the normal error model, we use the Bayes factor and deviance information criterion given by Spiegelhalter et al. (Journal of the Royal Statistical Society Series B (Statistical Methodology), 64, 583-639, 2002). We also consider the problem of detecting an influential point concerning skewness using Bayes factors. Finally, concluding remarks are discussed.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.127-127
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• 2021

In order to estimate parameter uncertainty of hydrological models, the consideration of the likelihood functions which provide reliable parameters of model is necessary. In this study, the Bayesian Markov Chain Monte Carlo (MCMC) method with informal likelihood functions is used to analyze the uncertainty of parameters of the SURR model for estimating the hourly streamflow of Gunnam station of Imjin basin, Korea. Three events were used to calibrate and one event was used to validate the posterior distributions of parameters. Moreover, the performance of four informal likelihood functions (Nash-Sutcliffe efficiency, Normalized absolute error, Index of agreement, and Chiew-McMahon efficiency) on uncertainty of parameter is assessed. The indicators used to assess the uncertainty of the streamflow simulation were P-factor (percentage of observed streamflow included in the uncertainty interval) and R-factor (the average width of the uncertainty interval). The results showed that the sensitivities of parameters strongly depend on the likelihood functions and vary for different likelihood functions. The uncertainty bounds illustrated the slight differences from various likelihood functions. This study confirms the importance of the likelihood function selection in the application of Bayesian MCMC to the uncertainty assessment of the SURR model.

• Nuclear Engineering and Technology
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• v.49 no.7
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• pp.1555-1562
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• 2017

A loose part monitoring system is used to identify unexpected loose parts in a nuclear reactor vessel or steam generator. It is still necessary for the mass estimation of loose parts, one function of a loose part monitoring system, to develop a new method due to the high estimation error of conventional methods such as Hertz's impact theory and the frequency ratio method. The purpose of this study is to propose a mass estimation method using a Markov decision process and compare its performance with a method using an artificial neural network model proposed in a previous study. First, how to extract feature vectors using discrete cosine transform was explained. Second, Markov chains were designed with codebooks obtained from the feature vector. A 1/8-scaled mockup of the reactor vessel for OPR1000 was employed, and all used signals were obtained by impacting its surface with several solid spherical masses. Next, the performance of mass estimation by the proposed Markov model was compared with that of the artificial neural network model. Finally, it was investigated that the proposed Markov model had matching error below 20% in mass estimation. That was a similar performance to the method using an artificial neural network model and considerably improved in comparison with the conventional methods.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.8 no.5
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• pp.1010-1019
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• 2004

In this paper, we represent Nakagami-m fading channel as finite-State Markov Channel (FSMC) and analyze the performance of wireless communication system with varying the fading channel condition. In FSMC model, the received signal's SNR is divided into finite intervals and these intervals are formed into Markov chain states. Each state is modeled by a BSC and the transition probability is dependent upon the physical characterization of the channel. The steady state probability and average symbol error rate of each state and transition probability are derived by numerical analysis and FSMC model is formed with these values. We found that various fading channels can be represented with FSMC by changing state transition index. In fast fading environment in which state transition index is large, the channel can be viewed as i.i.d. channel and on the contrary, in slow fading channel where state transition index is small, the channel can be represented by simple FSMC model in which transitions occur between just adjacent states. And we applied the proposed FSMC model to analyze the coding gain of random error correcting code on various fading channels via computer simulation.

• Communications of the Korean Mathematical Society
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• v.14 no.4
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• pp.805-814
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• 1999

We consider an MMPP/G/1/K finite queue with two-level threshold overload control. This model has frequently arisen in the design of the integrated communication systems which support a wide range applications having various Quality of Service(QoS) requirements. Through the supplementary variable method, se derive the queue length distribution.

• Journal of the Society of Naval Architects of Korea
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• v.56 no.2
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• pp.161-167
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• 2019

In general, fatigue analysis is performed by using deterministic model to estimate the optimal parameters. However, the deterministic model is difficult to clearly describe the physical phenomena of fatigue failure that contains many uncertainty factors. With regard to this, efforts have been made in this research to compare with the deterministic model and the stochastic models. Firstly, One deterministic S-N curve was derived from ordinary least squares technique and two P-S-N curves were estimated through Bayesian-linear regression model and Markov-Chain Monte Carlo simulation. Secondly, the distribution of Long-term fatigue damage and fatigue life were predicted by using the parameters obtained from the three methodologies and the long-term stress distribution.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.46 no.4
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• pp.281-293
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• 2023

This study addresses the optimal design methodology for switching between active electronically scanned array (AESA) radar operating modes to easily select the necessary information to reduce pilots' cognitive load and physical workload in situations where diverse and complex information is continuously provided. This study presents a procedure for defining a hidden Markov chain model (HMM) for modeling operating mode changes based on time series data on the operating modes of the AESA radar used by pilots while performing mission scenarios with inherent uncertainty. Furthermore, based on a transition probability matrix (TPM) of the HMM, this study presents a mathematical programming model for proposing the optimal structural design of AESA radar operating modes considering the manipulation method of a hands on throttle-and-stick (HOTAS). Fighter pilots select and activate the menu key for an AESA radar operation mode by manipulating the HOTAS's rotary and toggle controllers. Therefore, this study presents an optimization problem to propose the optimal structural design of the menu keys so that the pilot can easily change the menu keys to suit the operational environment.

• The Journal of the Acoustical Society of Korea
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• v.21 no.3
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• pp.274-284
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• 2002

Word segmentation errors occurring in text preprocessing often insert incorrect words into recognition vocabulary and cause poor language models for Korean large vocabulary continuous speech recognition. We propose an automatic word segmentation algorithm using Markov chains and syllable-based n-gram language models in order to correct word segmentation error in teat corpora. We assume that a sentence is generated from a Markov chain. Spaces and non-space characters are generated on self-transitions and other transitions of the Markov chain, respectively Then word segmentation of the sentence is obtained by finding the maximum likelihood path using syllable n-gram scores. In experimental results, the algorithm showed 91.58% word accuracy and 96.69% syllable accuracy for word segmentation of 254 sentence newspaper columns without any spaces. The algorithm improved the word accuracy from 91.00% to 96.27% for word segmentation correction at line breaks and yielded the decomposition accuracy of 96.22% for compound-noun decomposition.