• Journal of the Korean Data and Information Science Society
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• 제13권1호
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• pp.139-145
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• 2002

This paper deals with the problem of obtaining the Bayesian predictive density function and the prediction intervals for a future observation and the p-th order statistics of n future observations for the exponential model under the censored sampling with incomplete information.

• Journal of the Korean Statistical Society
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• 제26권4호
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• pp.477-491
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• 1997

A new predictive classification rule for assigning future cases into one of two multivariate normal population (with unknown normal mixture model) is considered. The development involves calculation of posterior probability of each possible normal-mixture model via a default Bayesian test criterion, called intrinsic Bayes factor, and suggests predictive distribution for future cases to be classified that accounts for model uncertainty by weighting the effect of each model by its posterior probabiliy. In this paper, our interest is focused on constructing the classification rule that takes care of uncertainty about the types of covariance matrices (homogeneity/heterogeneity) involved in the model. For the constructed rule, a Monte Carlo simulation study demonstrates routine application and notes benefits over traditional predictive calssification rule by Geisser (1982).

• 한국건설관리학회논문집
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• 제17권5호
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• pp.13-21
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• 2016

주수급자 역할을 하는 건설기업의 부실화는 발주자에게 공사계약 미이행에 따른 피해를 초래할 수 있고, 전문건설업체 및 자재공급업체의 재무건전성에 악영향을 줄 수 있다. 건설업은 프로젝트를 수주하고 진도에 따라 기성을 받는 현금흐름의 재무적 특성이 존재하고, 사업 진행 중의 부실화는 투입한 자금의 손실로 이어질 수 있으므로 건설업체의 부실화 예측은 중요하다. 국내 건설업체의 부실화 예측은 90년도 초 미국에서 개발된 KMV (Kealhofer McQuown and Vasicek)사의 KMV모형으로 수행되는 경우도 있지만, 이 모형은 일반적인 기업 및 은행의 신용위험 평가에 개발되어져 건설기업 예측력에는 부족함이 있다. 또한, KMV값의 부도확률 예측력에 대해서는 분석대상의 기업수 및 데이터의 부족으로 의문점이 지속적으로 제기되고 있다. 따라서 이러한 의문점을 해결하기 위해 기존 부도예측확률모형에 베이지안 확률적 접근법(Bayesian Probabilistic Approach)을 접목하고자 한다. 베이즈 통계학의 사전확률(Prior Probability)만 적절하게 예측가능하다면 적은 정보라도 증거에 대한 조건부 획득으로 신뢰성 있는 사후확률(Posterior Probability)을 예측할 수 있기 때문이다. 이에 본 연구에서는 기존 부도예측확률모형에 베이지안 확률적 접근법을 활용하여 예상부도확률(Expected Default Frequency, EDF)을 측정하고, 기존 모형의 예상부도확률과 비교하여 정확성을 예측하고자 한다.

• 응용통계연구
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• 제27권6호
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• pp.1069-1076
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• 2014

기후 온난화의 한 현상으로 받아들여지는 집중호우로 인한 관심이 늘어난 만큼 강우량에 대한 예측 모형이 필요하다. 이러 환경 문제를 다룰 때, 모형을 설정하는 방법 중에 하나로 일반화 파레토 모형을 활용하는 연구가 이루어지고 있다. 본 논문에서는 서울특별시에 대한 1973년부터 2011년까지 매 7월 일별강우량 자료를 가지고 일반화 파레토 모형을 사용하여 강우량의 임계값(70mm) 이상의 분포가 어떻게 되는지 연구한다. 모수의 사전분포는 감마분포랑 역감마분포를 정의하고, 또는 제프리의 정보가 없는 사전분포를 두고, 깁스 표본방법을 통해 베이지안 사후예측분포를 구하고 얻어진 결과를 비교해 본다.

• Asian Pacific Journal of Cancer Prevention
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• 제15권14호
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• pp.5571-5575
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• 2014

Background: The ability to predict the survival time of breast cancer patients is important because of the potential high morbidity and mortality associated with the disease. To develop a predictive inference for determining the survival of breast cancer patients, we applied a novel Bayesian method. In this paper, we propose the development of a databased statistical probability model and application of the Bayesian method to predict future survival times for White Hispanic female breast cancer patients, diagnosed in the US during 1973-2009. Materials and Methods: A stratified random sample of White Hispanic female patient survival data was selected from the Surveillance Epidemiology and End Results (SEER) database to derive statistical probability models. Four were considered to identify the best-fit model. We used three standard model-building criteria, which included Akaike Information Criteria (AIC), Bayesian Information Criteria (BIC), and Deviance Information Criteria (DIC) to measure the goodness of fit. Furthermore, the Bayesian method was used to derive future survival inferences for survival times. Results: The highest number of White Hispanic female breast cancer patients in this sample was from New Mexico and the lowest from Hawaii. The mean (SD) age at diagnosis (years) was 58.2 (14.2). The mean (SD) of survival time (months) for White Hispanic females was 72.7 (32.2). We found that the exponentiated Weibull model best fit the survival times compared to other widely known statistical probability models. The predictive inference for future survival times is presented using the Bayesian method. Conclusions: The findings are significant for treatment planning and health-care cost allocation. They should also contribute to further research on breast cancer survival issues.

• Communications for Statistical Applications and Methods
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• 제6권1호
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• pp.169-180
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• 1999

A Markov Chain Monte Carlo method with development of computation is used to be the software system reliability probability model. For Bayesian estimator considering computational problem and theoretical justification we studies relation Markov Chain with Gibbs sampling. Special case of GOS with Superposition for Goel-Okumoto and Weibull models using Gibbs sampling and Metropolis algorithm considered. In this paper discuss Bayesian computation and model selection using posterior predictive likelihood criterion. We consider in this paper data using method by Cox-Lewis. A numerical example with a simulated data set is given.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2018년도 학술발표회
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• pp.176-176
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• 2018

This study presents a regional, probabilistic framework for estimating streamflow via spatial scaling in the Great Lakes basin, which is the largest lake system in the world. The framework follows a two-fold strategy including (1) a quadratic-programming based optimization model a priori to explore the model structure, and (2) a time-varying hierarchical Bayesian model based on insights found in the optimization model. The proposed model is developed to explore three innovations in hierarchical modeling for reconstructing historical streamflow at ungaged sites: (1) information of physical characteristics is utilized in spatial scaling, (2) a time-varying approach is introduced based on climate information, and (3) heteroscedasticity in residual errors is considered to improve streamflow predictive distributions. The proposed model is developed and calibrated in a hierarchical Bayesian framework to pool regional information across sites and enhance regionalization skill. The model is validated in a cross-validation framework along with four simpler nested formulations and the optimization model to confirm specific hypotheses embedded in the full model structure. The nested models assume a similar hierarchical Bayesian structure to our proposed model with their own set of simplifications and omissions. Results suggest that each of three innovations improve historical out-of-sample streamflow reconstructions although these improvements vary corrsponding to each innovation. Finally, we conclude with a discussion of possible model improvements considered by additional model structure and covariates.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.268-275
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• 2003

We consider the Bayesian accelerated failure time model. The error distribution is assigned a skewed normal distribution which is including normal distribution. For noninformative priors of regression coefficients, we show the propriety of posterior distribution. A Markov Chain Monte Carlo algorithm(i.e., Gibbs Sampler) is used to obtain a predictive distribution for a future observation and Bayes estimates of regression coefficients.

• 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.

• International Journal of Control, Automation, and Systems
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• 제6권3호
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• pp.444-452
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• 2008

We propose an intelligent predictive control approach for a nonlinear networked control system (NCS) with time-varying delay and random observation. The control is given by the sum of a nominal control and a corrective control. The nominal control is determined analytically using a linearized system model with fixed time delay. The corrective control is generated online by a neural network optimizer. A Markov chain (MC) dynamic Bayesian network (DBN) predicts the dynamics of the stochastic system online to allow predictive control design. We apply our proposed method to a satellite attitude control system and evaluate its control performance through computer simulation.