• 제목/요약/키워드: bayesian modeling

검색결과 234건 처리시간 0.025초

물수요의 추세 변화의 적응을 위한 모델링 절차 제시:베이지안 매개변수 산정법 적용 (Modeling Procedure to Adapt to Change of Trend of Water Demand: Application of Bayesian Parameter Estimation)

  • 이상은;박희경
    • 상하수도학회지
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    • 제23권2호
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    • pp.241-249
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    • 2009
  • It is well known that the trend of water demand in large-size water supply systems has been suddenly changed, and many expansions of water supply facilities become unnecessary. To be cost-effective, thus, politicians as well as many professionals lay stress on the adaptive management of water supply facilities. Failure in adapting to the new trend of demand is sure to be the most critical reason of unnecessary expansions. Hence, we try to develop the model and modeling procedure that do not depend on the old data of demand, and provide engineers with the fast learning process. To forecast water demand of Seoul, the Bayesian parameter estimation was applied, which is a representative method for statistical pattern recognition. It results that we can get a useful time-series model after observing water demand during 6 years, although trend of water demand were suddenly changed.

Semiparametric Bayesian Estimation under Structural Measurement Error Model

  • Hwang, Jin-Seub;Kim, Dal-Ho
    • Communications for Statistical Applications and Methods
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    • 제17권4호
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    • pp.551-560
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    • 2010
  • This paper considers a Bayesian approach to modeling a flexible regression function under structural measurement error model. The regression function is modeled based on semiparametric regression with penalized splines. Model fitting and parameter estimation are carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. Their performances are compared with those of the estimators under structural measurement error model without a semiparametric component.

Bayesian Conjugate Analysis for Transition Probabilities of Non-Homogeneous Markov Chain: A Survey

  • Sung, Minje
    • Communications for Statistical Applications and Methods
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    • 제21권2호
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    • pp.135-145
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    • 2014
  • The present study surveys Bayesian modeling structure for inferences about transition probabilities of Markov chain. The motivation of the study came from the data that shows transitional behaviors of emotionally disturbed children undergoing residential treatment program. Dirichlet distribution was used as prior for the multinomial distribution. The analysis with real data was implemented in WinBUGS programming environment. The performance of the model was compared to that of alternative approaches.

Bayesian Analysis for a Functional Regression Model with Truncated Errors in Variables

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제31권1호
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    • pp.77-91
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    • 2002
  • This paper considers a functional regression model with truncated errors in explanatory variables. We show that the ordinary least squares (OLS) estimators produce bias in regression parameter estimates under misspecified models with ignored errors in the explanatory variable measurements, and then propose methods for analyzing the functional model. Fully parametric frequentist approaches for analyzing the model are intractable and thus Bayesian methods are pursued using a Markov chain Monte Carlo (MCMC) sampling based approach. Necessary theories involved in modeling and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed methods.

Semiparametric Bayesian estimation under functional measurement error model

  • Hwang, Jin-Seub;Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제21권2호
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    • pp.379-385
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    • 2010
  • This paper considers Bayesian approach to modeling a flexible regression function under functional measurement error model. The regression function is modeled based on semiparametric regression with penalized splines. Model fitting and parameter estimation are carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. Their performances are compared with those of the estimators under functional measurement error model without semiparametric component.

Bayesian model updating for the corrosion fatigue crack growth rate of Ni-base alloy X-750

  • Yoon, Jae Young;Lee, Tae Hyun;Ryu, Kyung Ha;Kim, Yong Jin;Kim, Sung Hyun;Park, Jong Won
    • Nuclear Engineering and Technology
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    • 제53권1호
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    • pp.304-313
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    • 2021
  • Nickel base Alloy X-750, which is used as fastener parts in light-water reactor (LWR), has experienced many failures by environmentally assisted cracking (EAC). In order to improve the reliability of passive components for nuclear power plants (NPP's), it is necessary to study the failure mechanism and to predict crack growth behavior by developing a probabilistic failure model. In this study, The Bayesian inference was employed to reduce the uncertainties contained in EAC modeling parameters that have been established from experiments with Alloy X-750. Corrosion fatigue crack growth rate model (FCGR) was developed by fitting into Paris' Law of measured data from the several fatigue tests conducted either in constant load or constant ΔK mode. These parameters characterizing the corrosion fatigue crack growth behavior of X-750 were successfully updated to reduce the uncertainty in the model by using the Bayesian inference method. It is demonstrated that probabilistic failure models for passive components can be developed by updating a laboratory model with field-inspection data, when crack growth rates (CGRs) are low and multiple inspections can be made prior to the component failure.

Improved Super-Resolution Algorithm using MAP based on Bayesian Approach

  • 장재용;조효문;조상복
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2007년도 심포지엄 논문집 정보 및 제어부문
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    • pp.35-37
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    • 2007
  • Super resolution using stochastic approach which based on the Bayesian approach is to easy modeling for a priori knowledge. Generally, the Bayesian estimation is used when the posterior probability density function of the original image can be established. In this paper, we introduced the improved MAP algorithm based on Bayesian which is stochastic approach in spatial domain. And we presented the observation model between the HR images and LR images applied with MAP reconstruction method which is one of the major in the SR grid construction. Its test results, which are operation speed, chip size and output high resolution image Quality. are significantly improved.

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Identifying the Significance of Factors Affecting Creep of Concrete: A Probabilistic Analysis of RILEM Database

  • Adam, Ihab;Taha, Mahmoud M. Reda
    • International Journal of Concrete Structures and Materials
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    • 제5권2호
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    • pp.97-111
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    • 2011
  • Modeling creep of concrete has been one of the most challenging problems in concrete. Over the years, research has proven the significance of creep and its ability to influence structural behavior through loss of prestress, violation of serviceability limit states or stress redistribution. Because of this, interest in modeling and simulation of creep has grown significantly. A research program was planned to investigate the significance of different factors affecting creep of concrete. This research investigation is divided into two folds: first, an in-depth study of the RILEM creep database and development of a homogenous database that can be used for blind computational analysis. Second: developing a probabilistic Bayesian screening method that enables identifying the significance of the different factors affecting creep of concrete. The probabilistic analysis revealed a group of interacting parameters that seem to significantly influence creep of concrete.

Characterization and modeling of a self-sensing MR damper under harmonic loading

  • Chen, Z.H.;Ni, Y.Q.;Or, S.W.
    • Smart Structures and Systems
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    • 제15권4호
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    • pp.1103-1120
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    • 2015
  • A self-sensing magnetorheological (MR) damper with embedded piezoelectric force sensor has recently been devised to facilitate real-time close-looped control of structural vibration in a simple and reliable manner. The development and characterization of the self-sensing MR damper are presented based on experimental work, which demonstrates its reliable force sensing and controllable damping capabilities. With the use of experimental data acquired under harmonic loading, a nonparametric dynamic model is formulated to portray the nonlinear behaviors of the self-sensing MR damper based on NARX modeling and neural network techniques. The Bayesian regularization is adopted in the network training procedure to eschew overfitting problem and enhance generalization. Verification results indicate that the developed NARX network model accurately describes the forward dynamics of the self-sensing MR damper and has superior prediction performance and generalization capability over a Bouc-Wen parametric model.

이변량 가뭄빈도해석을 위한 Bayesian Copula 모델 개발 (A development of Bayesian Copula model for a bivariate drought frequency analysis)

  • 김진영;김진국;조영현;권현한
    • 한국수자원학회논문집
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    • 제50권11호
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    • pp.745-758
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    • 2017
  • Copula 함수 기반의 모형들은 가뭄빈도해석 및 수문시계열분석 등 수문학적 모델링을 위해 다각적으로 활용되고 있다. 그러나 기존 연구에서는 Copula 함수 및 주변확률분포 매개변수에 대한 불확실성을 정량적으로 평가할 수 있는 모형의 개발 사례는 국내외적으로 미진한 실정이다. 이러한 점에서 본 연구에서는 기존 Copula 모형에 Bayesian 기법을 도입하여 매개변수의 불확실성을 평가할 수 있는 이변량 가뭄빈도해석 기법을 개발하였다. 본 연구에서는 우선적으로 모의자료를 대상으로 모형의 적합성을 평가하였으며, 모형 적용결과 가정한 매개변수를 정확하게 재추정하는 것을 확인할 수 있다. 최종적으로 기 개발된 Bayesian Copula 함수 기반의 이변량 가뭄빈도해석 모형을 한강유역에 적용하여 최근 2013~2015년에 가뭄 사상을 평가하였다. 서울, 경기 및 강원 지역에서 특히 가뭄이 심한 것으로 나타났으며, 대부분의 지역에서 결합재현기간이 100년을 상회하는 것으로 평가되었다. 본 연구를 통해 제안된 모형의 검증과정과 도출된 결과를 기준으로 판단해보면 가뭄자료의 분포특성 및 자료간의 상관성을 효과적으로 재현하는데 유리할 뿐만 아니라 매개변수의 불확실성을 평가할 수 있는 장점을 확인할 수 있었다.