• 제목/요약/키워드: predictive distribution

검색결과 290건 처리시간 0.028초

원자력 발전소 사고의 근사적인 베이지안 예측기법 (An Approximation Method in Bayesian Prediction of Nuclear Power Plant Accidents)

  • 양희중
    • 대한산업공학회지
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    • 제16권2호
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    • pp.135-147
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    • 1990
  • A nuclear power plant can be viewed as a large complex man-machine system where high system reliability is obtained by ensuring that sub-systems are designed to operate at a very high level of performance. The chance of severe accident involving at least partial core-melt is very low but once it happens the consequence is very catastrophic. The prediction of risk in low probability, high-risk incidents must be examined in the contest of general engineering knowledge and operational experience. Engineering knowledge forms part of the prior information that must be quantified and then updated by statistical evidence gathered from operational experience. Recently, Bayesian procedures have been used to estimate rate of accident and to predict future risks. The Bayesian procedure has advantages in that it efficiently incorporates experts opinions and, if properly applied, it adaptively updates the model parameters such as the rate or probability of accidents. But at the same time it has the disadvantages of computational complexity. The predictive distribution for the time to next incident can not always be expected to end up with a nice closed form even with conjugate priors. Thus we often encounter a numerical integration problem with high dimensions to obtain a predictive distribution, which is practically unsolvable for a model that involves many parameters. In order to circumvent this difficulty, we propose a method of approximation that essentially breaks down a problem involving many integrations into several repetitive steps so that each step involves only a small number of integrations.

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가속수명자료를 이용한 경험적 베이즈 예측분석 (Empirical Bayesian Prediction Analysis on Accelerated Lifetime Data)

  • 조건호
    • Journal of the Korean Data and Information Science Society
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    • 제8권1호
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    • pp.21-30
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    • 1997
  • 가속수명시험에서 강한충격수준에서 부품들의 고장시간이 관측되고 가속화된 고장시간을 토대로 정상충격수준에서 부품들의 성능을 조사한다. 본 논문은 지수수명분포에서 중도절단된 가속수명자료를 이용하여 고장률의 사전분포의 평균을 알 때, 정상조건하에서 하나의 미래 관찰치의 예측문제를 사전분포의 모수에 대하여 적률추정량을 이용하는 경험적 베이즈 접근방법을 적용시켜 경험적 베이즈 예측분포와 예측구간에 대하여 연구하였다.

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A Study on the Improvement Plan of Business District Information System

  • Song, Ha-Ryeong;Kim, Young-Ki;Kim, Seung-Hee
    • 유통과학연구
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    • 제14권6호
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    • pp.27-37
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    • 2016
  • Purpose - This study aims to suggest a developmental direction to small enterprisers who start their business. The developmental direction makes the small enterprisers more stable with providing the Business District Information System service, which offers the location and business area's information aimed at pre-enterprisers after analyzing its overcrowded index's current state and problems. Research design, data, and methodology - This research proposes the developmental direction for helping the pre-small enterprisers to have more stability through examining the Business District Information System's-operated by Small Enterprise and Market Service-overcrowded index's current state and problems. Results - This system has drawbacks about giving the start-up overcrowded index as follows: ① non-accurate consultative group for sharing the DB ② providing analysis information, not evaluation information ③ not to anticipate the changes of business types & the flow of business district and perceive the symptom data with providing predictive information. Conclusions - This system should be more publicized through the mass media for making it approachable with collecting the user's opinion and investigating customer satisfaction & the level of awareness.

잔여 유효 수명 예측 모형과 최소 수리 블록 교체 모형에 기반한 비용 최적 예방 정비 방법 (Cost-optimal Preventive Maintenance based on Remaining Useful Life Prediction and Minimum-repair Block Replacement Models)

  • 주영석;신승준
    • 산업경영시스템학회지
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    • 제45권3호
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    • pp.18-30
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    • 2022
  • Predicting remaining useful life (RUL) becomes significant to implement prognostics and health management of industrial systems. The relevant studies have contributed to creating RUL prediction models and validating their acceptable performance; however, they are confined to drive reasonable preventive maintenance strategies derived from and connected with such predictive models. This paper proposes a data-driven preventive maintenance method that predicts RUL of industrial systems and determines the optimal replacement time intervals to lead to cost minimization in preventive maintenance. The proposed method comprises: (1) generating RUL prediction models through learning historical process data by using machine learning techniques including random forest and extreme gradient boosting, and (2) applying the system failure time derived from the RUL prediction models to the Weibull distribution-based minimum-repair block replacement model for finding the cost-optimal block replacement time. The paper includes a case study to demonstrate the feasibility of the proposed method using an open dataset, wherein sensor data are generated and recorded from turbofan engine systems.

TF-IDF와 네트워크분석을 이용한 특허 데이터 분석과 경쟁우위 전략수립에 관한 연구 (A Study on Patent Data Analysis and Competitive Advantage Strategy using TF-IDF and Network Analysis)

  • 윤석용;한경석
    • 디지털콘텐츠학회 논문지
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    • 제19권3호
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    • pp.529-535
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    • 2018
  • 데이터는 폭발적으로 증가하고 있으나 아직도 많은 기업이 데이터 분석을 현황 설명(descriptive analysis)이나 진단 분석(diagnostic analysis)에만 활용하고 예측분석(predictive analysis)이나 기업의 기술전략 분석 등에는 적절하게 활용하고 있지 못하다. 본 연구는 오픈 되어 있는 특허의 IPC 코드, 발명자, 출원일 등의 정형데이터와 청구항 등의 비정형 데이터를 네트워크분석, TF-IDF 등의 빅데이터 분석기법을 활용하여 경쟁기업의 확보 기술과 핵심 기술의 분포, 해외 진출 전략을 파악하기 위한 분석 프로세스를 제시하고 이를 데이터 분석을 통하여 증명하고자 한다.

The Usefulness of Other Comprehensive Income for Predicting Future Earnings

  • LEE, Joonil;LEE, Su Jeong;CHOI, Sera;KIM, Seunghwan
    • The Journal of Asian Finance, Economics and Business
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    • 제7권5호
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    • pp.31-40
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    • 2020
  • This study investigates whether other comprehensive income (OCI) reported in the statement of comprehensive income (one of the main financial statements after the adoption of K-IFRS) predicts a firm's future performance. Using the quarterly data of Korean listed companies, we examine the association between OCI estimates and future earnings. First of all, we find that OCI is positively associated with earnings in both 1- and 2-quarter ahead, supporting the predictive value of OCI. When we break down OCI into its individual components, our results suggest that the net unrealized gains/losses on available-for-sale (AFS) investment securities are positively associated with future earnings, while the other components (e.g., net unrealized gains/losses on valuation of cash flow hedge derivatives) present insignificant results. In addition, we investigate whether the reliability in OCI estimates enhances the predictive value of OCI to predict future performance. We find that the predictive ability of OCI, in particular the net unrealized gains/losses on available-for-sale (AFS) investment securities, becomes more pronounced when firms are audited by the Big 4 audit firms. Overall, our study suggests that information content embedded in OCI can provide decision-useful information that is helpful for the prediction of future firm performance.

The Importance of a Borrower's Track Record on Repayment Performance: Evidence in P2P Lending Market

  • KIM, Dongwoo
    • The Journal of Asian Finance, Economics and Business
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    • 제7권7호
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    • pp.85-93
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    • 2020
  • In peer-to-peer (P2P) loan markets, as most lenders are unskilled and inexperienced ordinary individuals, it is important to know the characteristics of borrowers that significantly impact their repayment performance. This study investigates the effects and importance of borrowers' past repayment performance track record within the platform to identify its predictive power. To this end, I analyze the detailed loan repayment data from two leading P2P lending platforms in Korea using a Cox proportional hazard, multiple linear regression, and logit models. Furthermore, the predictive power of the factors proxied by borrowers' track records are evaluated through the receiver operating characteristic (ROC) curves. As a result, it is found that the borrowers' past track record within the platform have the most important impact on the repayment performance of their current loans. In addition, this study also reveals that the borrowers' track record is much more predictive of their repayment performance than any other factor. The findings of this study emphasize that individual lenders must take into account the quality of borrowers' past transaction history when making a funding decision, and that platform operators should actively share the borrowers' past records within the markets with lenders.

대형 컨테이너선의 해치 코밍 FCA 맞대기 용접부의 횡 방향 잔류응력 예측에 관한 연구 (A Study on the Predicting Transverse Residual Stress at the Ultra Thick FCA Butt Weldment of Hatch Coaming in a Large Container Vessel)

  • 신상범;이동주;이주성
    • Journal of Welding and Joining
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    • 제28권4호
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    • pp.33-40
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    • 2010
  • The purpose of this study is to establish a predictive equation of transverse residual stress at the thick FCA butt weldment of large container vessel. The variables used were restraint degree, yield strength of base material, thickness of weldment and welding heat input. Restraint degree at the thick weldment of container ship having the various welding sequence was calculated using FEA. From the result, the H-type specimen was designed to reproduce the level of restraint degree at the actual weldment of containership. Based on the results, the predictive equations of the mean value and the distribution of transverse residual stress at each location of the weldment were established using dimensional analysis and multiple-regression method. The predictive equations were verified by comparing with those measured by XRD in the actual weldment of the ship.

모델 예측 제어 기반 Cascaded H-bridge 컨버터의 균일한 손실, 스위칭 주파수, 전력 분배를 위한 알고리즘 (An Algorithm for Even Distribution of Loss, Switching Frequency, Power of Model Predictive Control Based Cascaded H-bridge Multilevel Converter)

  • 김이김;곽상신
    • 전력전자학회논문지
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    • 제20권5호
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    • pp.448-455
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    • 2015
  • A model predictive control (MPC) method without individual PWM has been recently researched to simplify and improve the control flexibility of a multilevel inverter. However, the input power of each H-bridge cell and the switching frequency of switching devices are unbalanced because of the use of a restricted switching state in the MPC method. This paper proposes a control method for balancing the switching patterns and cell power supplied from each isolated dc source of a cascaded H-bridge inverter. The supplied dc power from isolated dc sources of each H-bridge cells is balanced with the proposed cell balancing method. In addition, the switching frequency of each switching device of the CHB inverter becomes equal. A simulation and experimental results are presented with nine-level and five-level three-phase CHB inverter to validate the proposed balancing method.

An Approach for Identifying the Temperature of Inductance Motors by Estimating the Rotor Slot Harmonic Based on Model Predictive Control

  • Wang, Liguo;Jiang, Qingyue;Zhang, Chaoyu;Jin, Dongxin;Deng, Hui
    • Journal of Power Electronics
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    • 제17권3호
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    • pp.695-703
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    • 2017
  • In order to satisfy the urgent requirements for the overheating protection of induction motors, an approach that can be used to identify motor temperature has been proposed based on the rotor slots harmonic (RSH) in this paper. One method to accomplish this is to improve the calculation efficiency of the RSH by predicting the stator winding distribution harmonic order by analyzing the harmonics spectrum. Another approach is to increase the identification accuracy of the RSH by suppressing the influence of voltage flashes or current surges during temperature estimation based on model predictive control (MPC). First, an analytical expression of the stator inductance is extracted from a steady-state positive sequence motor equivalent circuit model developed from the rotor flux field orientation. Then a procedure that applies MPC for reducing the identification error of the rotor temperature caused by voltage sag or swell of the power system is given. Due to this work, the efficiency and accuracy of the RSH have been significantly improved and validated our experiments. This work can serves as a reference for the on-line temperature monitoring and overheating protection of an induction motor.