• Smart Structures and Systems
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• 제29권2호
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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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• 제13권3호
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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.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2003년도 하계종합학술대회 논문집 Ⅳ
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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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• 제31권1호
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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.

• 물과 미래
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• 제7권1호
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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.

• 한국물환경학회지
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• 제36권5호
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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.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2016년도 학술발표회
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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.

• 한국항해항만학회지
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• 제43권3호
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• pp.160-165
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• 2019

선원의 행동은 해양사고에 있어서 주요한 원인이다. 본 연구에서는 은닉 마르코프 모델(Hidden Markov Model)에 기반하여 선원의 행동을 모델링하였다. 그런 후, 모델에서 추정한 행동의 경로분석을 통하여 어떠한 상황과 절차 그리고 오류에 의해서 해양사고가 발생되는지를 해석하였다. 모델 구현을 위하여, 선원의 행동을 해양안전심판원에서 간행된 재결 요약서에서 관측하였고, 관측한 결과는 SRKBB(Skill-, Rule-, and Knowledge-Based Behavior)를 기반으로 한 행동분류 프레임워크를 이용하여 HMM 학습에 적합한 행동 데이터로 변환하였다. 선박유형별 선원의 행동을 모델링한 결과, 선박 유형별로 차별성이 있음을 확인하였고, 선원이 우선적으로 행한 행동경로의 식별이 가능하였다. 연구 결과, 본 연구에서 제안한 모델링 기법은 선원의 행동경로 예측에 적용 가능할 뿐만 아니라 해양사고 예방에 필요한 선원 행동 보정을 위한 우선순위 결정에 기여할 수 있을 것으로 기대된다.

• 한국철도학회:학술대회논문집
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• 한국철도학회 2004년도 추계학술대회 논문집
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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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• 제25권1호
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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.