• Title/Summary/Keyword: Model Inference

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Bayesian Inference for Mixture Failure Model of Rayleigh and Erlang Pattern (RAYLEIGH와 ERLANG 추세를 가진 혼합 고장모형에 대한 베이지안 추론에 관한 연구)

  • 김희철;이승주
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.505-514
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    • 2000
  • A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. For each observed failure epoch, we introduced mixture failure model of Rayleigh and Erlang(2) pattern. This data augmentation approach facilitates specification of the transitional measure in the Markov Chain. Gibbs steps are proposed to perform the Bayesian inference of such models. For model determination, we explored sum of relative error criterion that selects the best model. A numerical example with simulated data set is given.

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Structural Design of Optimized Fuzzy Inference System Based on Particle Swarm Optimization (입자군집 최적화에 기초한 최적 퍼지추론 시스템의 구조설계)

  • Kim, Wook-Dong;Lee, Dong-Jin;Oh, Sung-Kwun
    • Proceedings of the IEEK Conference
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    • 2009.05a
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    • pp.384-386
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    • 2009
  • This paper introduces an effectively optimized Fuzzy model identification by means of complex and nonlinear system applying PSO algorithm. In other words, we use PSO(Particle Swarm Optimization) for identification of Fuzzy model structure and parameter. PSO is an algorithm that follows a collaborative population-based search model. Each particle of swarm flies around in a multidimensional search space looking for the optimal solution. Then, Particles adjust their position according to their own and their neighboring-particles experience. This paper identifies the premise part parameters and the consequence structures that have many effects on Fuzzy system based on PSO. In the premise parts of the rules, we use triangular. Finally we evaluate the Fuzzy model that is widely used in the standard model of gas data and sew data.

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Optimization of Fuzzy Neural Network based Nonlinear Process System Model using Genetic Algorithm (유전자 알고리즘을 이용한 FNNs 기반 비선형공정시스템 모델의 최적화)

  • 최재호;오성권;안태천
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1997.11a
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    • pp.267-270
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    • 1997
  • In this paper, we proposed an optimazation method using Genetic Algorithm for nonlinear system modeling. Fuzzy Neural Network(FNNs) was used as basic model of nonlinear system. FNNs was fused of Fuzzy Inference which has linguistic property and Neural Network which has learning ability and high tolerence level. This paper, We used FNNs which was proposed by Yamakawa. The FNNs was composed Simple Inference and Error Back Propagation Algorithm. To obtain optimal model, parameter of membership function, learning rate and momentum coefficient of FNNs are tuned using genetic algorithm. And we used simplex algorithm additionaly to overcome limit of genetic algorithm. For the purpose of evaluation of proposed method, we applied proposed method to traffic choice process and waste water treatment process, and then obtained more precise model than other previous optimization methods and objective model.

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Bayesian Approach for Software Reliability Models (소프트웨어 신뢰모형에 대한 베이지안 접근)

  • Choi, Ki-Heon
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.119-133
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    • 1999
  • A Markov Chain Monte Carlo method is developed to compute the software reliability model. We consider computation problem for determining of posterior distibution in Bayseian inference. Metropolis algorithms along with Gibbs sampling are proposed to preform the Bayesian inference of the Mixed model with record value statistics. For model determiniation, we explored the prequential conditional predictive ordinate criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. To relax the monotonic intensity function assumptions. A numerical example with simulated data set is given.

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Fuzzy-Neural Networks with Parallel Structure and Its Application to Nonlinear Systems (병렬구조 FNN과 비선형 시스템으로의 응용)

  • Park, Ho-Sung;Yoon, Ki-Chan;Oh, Sung-Kwun
    • Proceedings of the KIEE Conference
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    • 2000.07d
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    • pp.3004-3006
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    • 2000
  • In this paper, we propose an optimal design method of Fuzzy-Neural Networks model with parallel structure for complex and nonlinear systems. The proposed model is consists of a multiple number of FNN connected in parallel. The proposed FNNs with parallel structure is based on Yamakawa's FNN and it uses simplified inference as fuzzy inference method and Error Back Propagation Algorithm as learning rules. We use a HCM clustering and GAs to identify the structure and the parameters of the proposed model. Also, a performance index with a weighting factor is presented to achieve a sound balance between approximation and generalization abilities of the model. To evaluate the performance of the proposed model. we use the time series data for gas furnace and the numerical data of nonlinear function.

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Bayesian Analysis of Software Reliability Growth Model with Negative Binomial Information (음이항분포 정보를 가진 베이지안 소프트웨어 신뢰도 성장모형에 관한 연구)

  • Kim, Hui-Cheol;Park, Jong-Gu;Lee, Byeong-Su
    • The Transactions of the Korea Information Processing Society
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    • v.7 no.3
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    • pp.852-861
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    • 2000
  • Software reliability growth models are used in testing stages of software development to model the error content and time intervals betwewn software failures. In this paper, using priors for the number of fault with the negative binomial distribution nd the error rate with gamma distribution, Bayesian inference and model selection method for Jelinski-Moranda and Goel-Okumoto and Schick-Wolverton models in software reliability. For model selection, we explored the sum of the relative error, Braun statistic and median variation. In Bayesian computation process, we could avoid the multiple integration by the use of Gibbs sampling, which is a kind of Markov Chain Monte Carolo method to compute the posterior distribution. Using simulated data, Bayesian inference and model selection is studied.

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Toward a Conceptualization of Clothing Price Perception: A Taxonomy of shopping Behavior (의복가격지각의 다차원성에 관한 연구: 구매행동 유형화를 중심으로)

  • 이규혜;이은영
    • Journal of the Korean Society of Clothing and Textiles
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    • v.26 no.6
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    • pp.877-888
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    • 2002
  • Price is a product attribute, which is determined by the function of the producing cost and profit. It is also identified as one of the most important components of the marketing mix. For consumers, price is an always-existing cue, definite evaluation criteria, and easily accessible information in the purchasing process. Considering the concept of the clothing-price in a comprehensive perspective encompassing economic, psychological and marketing perspectives, a theoretical model was developed. The model includes souses and dimensions of price perception and related behaviors. Souses of price perception were: the actual retail price at selling point, the internal reference price and external reference price. The dimensions of price perception included sacrifice perception, economic value perception, inference, savings perception and price as information perception. Clothing price related behaviors that flowed these dimensions were: low price consciousness, value for money consciousness, price-quality inference, price-prestige inference, sale proneness and price mavenism. An empirical study was conducted to validate the theoretical model. A questionnaire was developed and data were collected from 680 adult women living in Seoul, Korea. Confirmatory factor analysis as well as exploratory factor analysis results showed that theorized price related behaviors were successful classifications.

Fuzzy Rule-Based Method for Air Threat Evaluation (적기의 위협 평가 자동화를 위한 퍼지 규칙 방법론)

  • Choi, Byeong Ju;Kim, Ji Eun;Kim, Jin Soo;Kim, Chang Ouk
    • Journal of the Korea Institute of Military Science and Technology
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    • v.19 no.1
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    • pp.57-65
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    • 2016
  • Threat evaluation is a process to estimate the threat score which enemy aerial threat poses to defended assets. The objective of threat evaluation is concerned with making an engagement priority list for optimal weapon allocation. Traditionally, the threat evaluation of massive air threats has been carried out by air defence experts, but the human decision making is less effective in real aerial attack situations with massive enemy fighters. Therefore, automation to enhance the speed and efficiency of the human operation is required. The automatic threat evaluation by air defense experts who will perform multi-variable judgment needs formal models to accurately quantify their linguistic evaluation of threat level. In this paper we propose a threat evaluation model by using a fuzzy rule-based inference method. Fuzzy inference is an appropriate method for quantifying threat level and integrating various threat attribute information. The performance of the model has been tested with a simulation that reflected real air threat situation and it has been verified that the proposed model was better than two conventional threat evaluation models.

New Fuzzy Inference System Using a Kernel-based Method

  • Kim, Jong-Cheol;Won, Sang-Chul;Suga, Yasuo
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.2393-2398
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    • 2003
  • In this paper, we proposes a new fuzzy inference system for modeling nonlinear systems given input and output data. In the suggested fuzzy inference system, the number of fuzzy rules and parameter values of membership functions are automatically decided by using the kernel-based method. The kernel-based method individually performs linear transformation and kernel mapping. Linear transformation projects input space into linearly transformed input space. Kernel mapping projects linearly transformed input space into high dimensional feature space. The structure of the proposed fuzzy inference system is equal to a Takagi-Sugeno fuzzy model whose input variables are weighted linear combinations of input variables. In addition, the number of fuzzy rules can be reduced under the condition of optimizing a given criterion by adjusting linear transformation matrix and parameter values of kernel functions using the gradient descent method. Once a structure is selected, coefficients in consequent part are determined by the least square method. Simulated result illustrates the effectiveness of the proposed technique.

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Uncertainty reduction of seismic fragility of intake tower using Bayesian Inference and Markov Chain Monte Carlo simulation

  • Alam, Jahangir;Kim, Dookie;Choi, Byounghan
    • Structural Engineering and Mechanics
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    • v.63 no.1
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    • pp.47-53
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    • 2017
  • The fundamental goal of this study is to minimize the uncertainty of the median fragility curve and to assess the structural vulnerability under earthquake excitation. Bayesian Inference with Markov Chain Monte Carlo (MCMC) simulation has been presented for efficient collapse response assessment of the independent intake water tower. The intake tower is significantly used as a diversion type of the hydropower station for maintaining power plant, reservoir and spillway tunnel. Therefore, the seismic fragility assessment of the intake tower is a pivotal component for estimating total system risk of the reservoir. In this investigation, an asymmetrical independent slender reinforced concrete structure is considered. The Bayesian Inference method provides the flexibility to integrate the prior information of collapse response data with the numerical analysis results. The preliminary information of risk data can be obtained from various sources like experiments, existing studies, and simplified linear dynamic analysis or nonlinear static analysis. The conventional lognormal model is used for plotting the fragility curve using the data from time history simulation and nonlinear static pushover analysis respectively. The Bayesian Inference approach is applied for integrating the data from both analyses with the help of MCMC simulation. The method achieves meaningful improvement of uncertainty associated with the fragility curve, and provides significant statistical and computational efficiency.