• Title/Summary/Keyword: theory of Bayesian

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An Improvement of the Decision-Making of Categorical Data in Rough Set Analysis (범주형 데이터의 러프집합 분석을 통한 의사결정 향상기법)

  • Park, In-Kyu
    • Journal of Digital Convergence
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    • v.13 no.6
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    • pp.157-164
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    • 2015
  • An efficient retrieval of useful information is a prerequisite of an optimal decision making system. Hence, A research of data mining techniques finding useful patterns from the various forms of data has been progressed with the increase of the application of Big Data for convergence and integration with other industries. Each technique is more likely to have its drawback so that the generalization of retrieving useful information is weak. Another integrated technique is essential for retrieving useful information. In this paper, a uncertainty measure of information is calculated such that algebraic probability is measured by Bayesian theory and then information entropy of the probability is measured. The proposed measure generates the effective reduct set (i.e., reduced set of necessary attributes) and formulating the core of the attribute set. Hence, the optimal decision rules are induced. Through simulation deciding contact lenses, the proposed approach is compared with the equivalence and value-reduct theories. As the result, the proposed is more general than the previous theories in useful decision-making.

A Bayesian Extreme Value Analysis of KOSPI Data (코스피 지수 자료의 베이지안 극단값 분석)

  • Yun, Seok-Hoon
    • The Korean Journal of Applied Statistics
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    • v.24 no.5
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    • pp.833-845
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    • 2011
  • This paper conducts a statistical analysis of extreme values for both daily log-returns and daily negative log-returns, which are computed using a collection of KOSPI data from January 3, 1998 to August 31, 2011. The Poisson-GPD model is used as a statistical analysis model for extreme values and the maximum likelihood method is applied for the estimation of parameters and extreme quantiles. To the Poisson-GPD model is also added the Bayesian method that assumes the usual noninformative prior distribution for the parameters, where the Markov chain Monte Carlo method is applied for the estimation of parameters and extreme quantiles. According to this analysis, both the maximum likelihood method and the Bayesian method form the same conclusion that the distribution of the log-returns has a shorter right tail than the normal distribution, but that the distribution of the negative log-returns has a heavier right tail than the normal distribution. An advantage of using the Bayesian method in extreme value analysis is that there is nothing to worry about the classical asymptotic properties of the maximum likelihood estimators even when the regularity conditions are not satisfied, and that in prediction it is effective to reflect the uncertainties from both the parameters and a future observation.

Quality Variable Prediction for Dynamic Process Based on Adaptive Principal Component Regression with Selective Integration of Multiple Local Models

  • Tian, Ying;Zhu, Yuting
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.4
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    • pp.1193-1215
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    • 2021
  • The measurement of the key product quality index plays an important role in improving the production efficiency and ensuring the safety of the enterprise. Since the actual working conditions and parameters will inevitably change to some extent with time, such as drift of working point, wear of equipment and temperature change, etc., these will lead to the degradation of the quality variable prediction model. To deal with this problem, the selective integrated moving windows based principal component regression (SIMV-PCR) is proposed in this study. In the algorithm of traditional moving window, only the latest local process information is used, and the global process information will not be enough. In order to make full use of the process information contained in the past windows, a set of local models with differences are selected through hypothesis testing theory. The significance levels of both T - test and χ2 - test are used to judge whether there is identity between two local models. Then the models are integrated by Bayesian quality estimation to improve the accuracy of quality variable prediction. The effectiveness of the proposed adaptive soft measurement method is verified by a numerical example and a practical industrial process.

New strut-and-tie-models for shear strength prediction and design of RC deep beams

  • Chetchotisak, Panatchai;Teerawong, Jaruek;Yindeesuk, Sukit;Song, Junho
    • Computers and Concrete
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    • v.14 no.1
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    • pp.19-40
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    • 2014
  • Reinforced concrete deep beams are structural beams with low shear span-to-depth ratio, and hence in which the strain distribution is significantly nonlinear and the conventional beam theory is not applicable. A strut-and-tie model is considered one of the most rational and simplest methods available for shear strength prediction and design of deep beams. The strut-and-tie model approach describes the shear failure of a deep beam using diagonal strut and truss mechanism: The diagonal strut mechanism represents compression stress fields that develop in the concrete web between diagonal cracks of the concrete while the truss mechanism accounts for the contributions of the horizontal and vertical web reinforcements. Based on a database of 406 experimental observations, this paper proposes a new strut-and-tie-model for accurate prediction of shear strength of reinforced concrete deep beams, and further improves the model by correcting the bias and quantifying the scatter using a Bayesian parameter estimation method. Seven existing deterministic models from design codes and the literature are compared with the proposed method. Finally, a limit-state design formula and the corresponding reduction factor are developed for the proposed strut-andtie model.

Developing efficient model updating approaches for different structural complexity - an ensemble learning and uncertainty quantifications

  • Lin, Guangwei;Zhang, Yi;Liao, Qinzhuo
    • 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.

Physical Dimensions of Planet-hosting Stars

  • Bach, Kiehunn;Kang, Wonseok
    • The Bulletin of The Korean Astronomical Society
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    • v.44 no.1
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    • pp.85.1-85.1
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    • 2019
  • Accurate estimation of the masses, the ages, and the chemical abundances of host stars is crucial to understand physical characteristics of exo-planetary systems. In this study, we investigate physical dimensions of 94 planet-hosting stars based on spectroscopic observation and stellar evolutionary computation, From the high resolution echelle spectroscopy of the BOES observation, we have analysed metallicities and alpha-element enhancements of host stars. By combining recent spectro-photometric observations, stellar parameters are calibrated within the frame work of the standard stellar theory. In general, the minimum chi-square estimation can be strongly biased in cases that stellar properties rapidly changes after the terminal age main-sequence. Instead, we adopt a Bayesian statistics considering a priori distribution of stellar parameters during the rapid evolutionary phases. we determine a reliable set of stellar parameters between theoretical model grids. To overcome this statistical bias, (1) we adopt a Bayesian statistics considering a priori distribution of stellar parameters during the rapid evolutionary phases and (2) we construct the fine model grid that covers mass range ($0.2{\sim}3.0M_{\odot}$) with the mass step ${\Delta}M=0.01M_{\odot}$, metallicities Z = 0.0001 ~ 0.04, and the helium and the alpha-element enhancement. In this presentation, we introduce our calibration scheme for several hosting stars.

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A Stability of P-persistent MAC Scheme for Periodic Safety Messages with a Bayesian Game Model (베이지안 게임모델을 적용한 P-persistent MAC 기반 주기적 안정 메시지 전송 방법)

  • Kwon, YongHo;Rhee, Byung Ho
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.38B no.7
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    • pp.543-552
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    • 2013
  • For the safety messages in IEEE 802.11p/WAVE vehicles network environment, strict periodic beacon broadcasting requires status advertisement to assist the driver for safety. In crowded networks where beacon message are broadcasted at a high number of frequencies by many vehicles, which used for beacon sending, will be congested by the wireless medium due to the contention-window based IEEE 802.11p MAC. To resolve the congestion, we consider a MAC scheme based on slotted p-persistent CSMA as a simple non-cooperative Bayesian game which involves payoffs reflecting the attempt probability. Then, we derive Bayesian Nash Equilibrium (BNE) in a closed form. Using the BNE, we propose new congestion control algorithm to improve the performance of the beacon rate under saturation condition in IEEE 802.11p/WAVE vehicular networks. This algorithm explicitly computes packet delivery probability as a function of contention window (CW) size and number of vehicles. The proposed algorithm is validated against numerical simulation results to demonstrate its stability.

Deciding the Optimal Shutdown Time Incorporating the Accident Forecasting Model (원자력 발전소 사고 예측 모형과 병합한 최적 운행중지 결정 모형)

  • Yang, Hee Joong
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.41 no.4
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    • pp.171-178
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    • 2018
  • Recently, the continuing operation of nuclear power plants has become a major controversial issue in Korea. Whether to continue to operate nuclear power plants is a matter to be determined considering many factors including social and political factors as well as economic factors. But in this paper we concentrate only on the economic factors to make an optimum decision on operating nuclear power plants. Decisions should be based on forecasts of plant accident risks and large and small accident data from power plants. We outline the structure of a decision model that incorporate accident risks. We formulate to decide whether to shutdown permanently, shutdown temporarily for maintenance, or to operate one period of time and then periodically repeat the analysis and decision process with additional information about new costs and risks. The forecasting model to predict nuclear power plant accidents is incorporated for an improved decision making. First, we build a one-period decision model and extend this theory to a multi-period model. In this paper we utilize influence diagrams as well as decision trees for modeling. And bayesian statistical approach is utilized. Many of the parameter values in this model may be set fairly subjective by decision makers. Once the parameter values have been determined, the model will be able to present the optimal decision according to that value.

Optimal Bidding Strategy of Competitive Generators under Price Based Pool (PBP(Price Based Pool) 발전경쟁시장에서의 최적입찰전략수립)

  • Kang, Dong-Joo;Moon, Young-Hwan;Oh, Tae-Kyoo;Kim, Bal-Ho
    • Proceedings of the KIEE Conference
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    • 2001.11b
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    • pp.57-59
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    • 2001
  • The restructuring of power industry is still going on all over the world for last several decades. Many kinds of restructuring model has been studied, proposed, and applied. Among those models, power pool is more popular than others. This paper assumes the power pool market structure having competitive generation sector and a new method is presented to build bidding strategy in that market. The utilities participating in the market have the perfect information on their cost and price functions, but they don't know the strategy to be chosen by others. To define one's strategy as a vector, we make utility's cost/price function into discrete step function. An utility knows only his own strategy, so he estimates the other's strategy using stochastic methods. For considering these conditions, we introduce the Bayesian rules and noncooperative game theory concepts. Also additional assumptions are included for simplification of solving process. Each utility builds the strategy to maximize his own expected profit function using noncooperative Bayesian game. A numerical example is given in case study to show essential features of this approach.

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Segmentation of Immunohistochemical Breast Carcinoma Images Using ML Classification (ML분류를 사용한 유방암 항체 조직 영상분할)

  • 최흥국
    • Journal of Korea Multimedia Society
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    • v.4 no.2
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    • pp.108-115
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    • 2001
  • In this paper we are attempted to quantitative classification of the three object color regions on a RGB image using of an improved ML(Maximum Likelihood) classification method. A RGB color image consists of three bands i.e., red, green and blue. Therefore it has a 3 dimensional structure in view of the spectral and spatial elements. The 3D structural yokels were projected in RGB cube wherefrom the ML method applied. Between the conventionally and easily usable Box classification and the statistical ML classification based on Bayesian decision theory, we compared and reviewed. Using the ML method we obtained a good segmentation result to classify positive cell nucleus, negative cell Nucleus and background un a immuno-histological breast carcinoma image. Hopefully it is available to diagnosis and prognosis for cancer patients.

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