• Smart Structures and Systems
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• v.29 no.2
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• pp.321-336
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• 2022

Model uncertainty is a key factor that could influence the accuracy and reliability of numerical model-based analysis. It is necessary to acquire an appropriate updating approach which could search and determine the realistic model parameter values from measurements. In this paper, the Bayesian model updating theory combined with the transitional Markov chain Monte Carlo (TMCMC) method and K-means cluster analysis is utilized in the updating of the structural model parameters. Kriging and polynomial chaos expansion (PCE) are employed to generate surrogate models to reduce the computational burden in TMCMC. The selected updating approaches are applied to three structural examples with different complexity, including a two-storey frame, a ten-storey frame, and the national stadium model. These models stand for the low-dimensional linear model, the high-dimensional linear model, and the nonlinear model, respectively. The performances of updating in these three models are assessed in terms of the prediction uncertainty, numerical efforts, and prior information. This study also investigates the updating scenarios using the analytical approach and surrogate models. The uncertainty quantification in the Bayesian approach is further discussed to verify the validity and accuracy of the surrogate models. Finally, the advantages and limitations of the surrogate model-based updating approaches are discussed for different structural complexity. The possibility of utilizing the boosting algorithm as an ensemble learning method for improving the surrogate models is also presented.

• Asian-Australasian Journal of Animal Sciences
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• v.13 no.3
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• pp.413-422
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• 2000

In the class of models which include random effects, the variance component estimates are important to obtain accurate predictors and estimators. Variance component estimation is straightforward for balanced data but not for unbalanced data. Since orthogonality among factors is absent in unbalanced data, various methods for variance component estimation are available. REML estimation is the most widely used method in animal breeding because of its attractive statistical properties. Recently, Bayesian approach became feasible through Markov Chain Monte Carlo methods with increasingly powerful computers. Furthermore, advances in variance component estimation with complicated models such as generalized linear mixed models enabled animal breeders to analyze non-normal data.

• Proceedings of the IEEK Conference
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• 2003.07e
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• pp.2036-2039
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• 2003

This paper focuses on the study of the robustness of face authentication methods under illumination changes. Four different face authentication methods are tried. These methods are as follows; Principal Component Analysis, Gaussian Mixture Models, 1-Dimensional Hidden Markov Models, 2-Dimensional Hidden Markov Models. Experiment results involving an artificial illumination change to face images are compared with each others. Face feature vector extraction method based on the 2-Dimensional Discrete Cosine Transform is used. Experiments to evaluate the above four different face authentication methods are carried out on the Olivetti Research Laboratory(ORL) face database. For the pseudo 2D HMM, the best EER (Equal Error Rate) performance is observed.

• Journal of the Korean Statistical Society
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• v.31 no.1
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• pp.63-75
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• 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.

• Water for future
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• v.7 no.1
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• pp.71-77
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• 1974

This paper reviews several different single site generation models for further development of a model for generating the Synthetic sequences of streamflow in the continuous streams like main streams in Korea. Initially the historical time series is looked using a time series technique, that is correlograms, to determine whether a lag one Markov model will satisfactorily represent the historical data. The single site models which were examined include an empirical model using the historical probability distribution of the random component, the linear autoregressive model(Markov model, or Thomas-Fiering model) using both logarithms of the data and Matala's log-normal transformation equations, and finally gamma distribution model.

• Journal of Korean Society on Water Environment
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• v.36 no.5
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• pp.373-384
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• 2020

Hydrological models are based on a combination of parameters that describe the hydrological characteristics and processes within a watershed. For this reason, the model performance and accuracy are highly dependent on the parameters. However, model uncertainties caused by parameters with stochastic characteristics need to be considered. As a follow-up to the study conducted by Choi et al (2020), who developed a relatively simple semi-distributed hydrological model, we propose a tool to estimate the posterior distribution of model parameters using the Metropolis-Hastings algorithm, a type of Markov-Chain Monte Carlo technique, and analyze the uncertainty of model parameters and simulated stream flow. In addition, the uncertainty caused by the parameters of each version is investigated using the lumped and semi-distributed versions of the applied model to the Hapcheon Dam watershed. The results suggest that the uncertainty of the semi-distributed model parameters was relatively higher than that of the lumped model parameters because the spatial variability of input data such as geomorphological and hydrometeorological parameters was inherent to the posterior distribution of the semi-distributed model parameters. Meanwhile, no significant difference existed between the two models in terms of uncertainty of the simulation outputs. The statistical goodness of fit of the simulated stream flows against the observed stream flows showed satisfactory reliability in both the semi-distributed and the lumped models, but the seasonality of the stream flow was reproduced relatively better by the distributed model.

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.197-197
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• 2016

Forecasting future drought events in a region plays a major role in water management and risk assessment of drought occurrences. The creeping characteristics of drought make it possible to mitigate drought's effects with accurate forecasting models. Drought forecasts are inevitably plagued by uncertainties, making it necessary to derive forecasts in a probabilistic framework. In this study, a new probabilistic scheme is proposed to forecast droughts, in which a discrete-time finite state-space hidden Markov model (HMM) is used aggregated with the Representative Concentration Pathway 8.5 (RCP) precipitation projection (HMM-RCP). The 3-month standardized precipitation index (SPI) is employed to assess the drought severity over the selected five stations in South Kore. A reversible jump Markov chain Monte Carlo algorithm is used for inference on the model parameters which includes several hidden states and the state specific parameters. We perform an RCP precipitation projection transformed SPI (RCP-SPI) weight-corrected post-processing for the HMM-based drought forecasting to derive a probabilistic forecast that considers uncertainties. Results showed that the HMM-RCP forecast mean values, as measured by forecasting skill scores, are much more accurate than those from conventional models and a climatology reference model at various lead times over the study sites. In addition, the probabilistic forecast verification technique, which includes the ranked probability skill score and the relative operating characteristic, is performed on the proposed model to check the performance. It is found that the HMM-RCP provides a probabilistic forecast with satisfactory evaluation for different drought severity categories, even with a long lead time. The overall results indicate that the proposed HMM-RCP shows a powerful skill for probabilistic drought forecasting.

• Journal of Navigation and Port Research
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• v.43 no.3
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• pp.160-165
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• 2019

The conduct of seafarer is major cause of marine accidents. This study models the behavior of the seafarer based on the Hidden Markov Model (HMM). Additionally, through the path analysis of the behavior estimated by the model, the kind of situations, procedures and errors that may have caused the marine accidents were interpreted. To successfully implement the model, the seafarer behaviors were observed by means of the summarized verdict reports issued by the Korean Maritime Safety Tribunal, and the observed results converted into behavior data suitable for HMM learning through the behavior classification framework based on the SRKBB (Skill-, Rule-, and Knowledge-Based Behavior). As a result of modeling the seafarer behaviors by the type of vessels, it was established that there was a difference between the models, and the possibility of identifying the preferred path of the seafarer behaviors. Through these results, it is expected that the model implementation technique proposed in this study can be applied to the prediction of the behavior of the seafarer as well as contribute to the prioritization of the behavior correction among seafarers, which is necessary for the prevention of marine accidents.

• Proceedings of the KSR Conference
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• 2004.10a
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• pp.539-544
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• 2004

In this paper, we present reliability modeling and analysis method of the Automated Guideway Transit(AGT) vehicle system using analytical models, based on Markov Chains. The Markov model can express state transition of the AGT vehicle sys. that is considered to be in one of four states, such as basic operating (0), minor delay(1), major delay(2) and non-operating(3) state. The proposed Markov model is illustrated with a numerical example and cases to find a steady state availability, MTBF(mean time between failures), and MTTR(mean time to repair) under specified failure and repair rate arc demonstrated.

• Communications for Statistical Applications and Methods
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• v.25 no.1
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• pp.29-42
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• 2018

We combine the integer-valued GARCH(1, 1) model with a generalized regime-switching model to propose a dynamic count time series model. Our model adopts Markov-chains with time-varying dependent transition probabilities to model dynamic count time series called the generalized regime-switching integer-valued GARCH(1, 1) (GRS-INGARCH(1, 1)) models. We derive a recursive formula of the conditional probability of the regime in the Markov-chain given the past information, in terms of transition probabilities of the Markov-chain and the Poisson parameters of the INGARCH(1, 1) process. In addition, we also study the forecasting of the Poisson parameter as well as the cumulative impulse response function of the model, which is a measure for the persistence of volatility. A Monte-Carlo simulation is conducted to see the performances of volatility forecasting and behaviors of cumulative impulse response coefficients as well as conditional maximum likelihood estimation; consequently, a real data application is given.