• Title/Summary/Keyword: 베이지안 회귀분석

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Technology Forecasting using Bayesian Discrete Model (베이지안 이산모형을 이용한 기술예측)

  • Jun, Sunghae
    • Journal of the Korean Institute of Intelligent Systems
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    • v.27 no.2
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    • pp.179-186
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    • 2017
  • Technology forecasting is predict future trend and state of technology by analyzing the results so far of developing technology. In general, a patent has novel information about the result of developed technology, because the exclusive right of technology included in patent is protected for a time period by patent law. So many studies on the technology forecasting using patent data analysis has been performed. The patent keyword data widely used in patent analysis consist of occurred frequency of the keyword. In most previous researches, the continuous data analyses such as regression or Box-Jenkins Models were applied to the patent keyword data. But, we have to apply the analytical methods of discrete data for patent keyword analysis because the keyword data is discrete. To solve this problem, we propose a patent analysis methodology using Bayesian Poisson discrete model. To verify the performance of our research, we carry out a case study by analyzing the patent documents applied by Apple until now.

A Study on the War Simulation and Prediction Using Bayesian Inference (베이지안 추론을 이용한 전쟁 시뮬레이션과 예측 연구)

  • Lee, Seung-Lyong;Yoo, Byung Joo;Youn, Sangyoun;Bang, Sang-Ho;Jung, Jae-Woong
    • The Journal of the Korea Contents Association
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    • v.21 no.11
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    • pp.77-86
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    • 2021
  • A method of constructing a war simulation based on Bayesian Inference was proposed as a method of constructing heterogeneous historical war data obtained with a time difference into a single model. A method of applying a linear regression model can be considered as a method of predicting future battles by analyzing historical war results. However it is not appropriate for two heterogeneous types of historical data that reflect changes in the battlefield environment due to different times to be suitable as a single linear regression model and violation of the model's assumptions. To resolve these problems a Bayesian inference method was proposed to obtain a post-distribution by assuming the data from the previous era as a non-informative prior distribution and to infer the final posterior distribution by using it as a prior distribution to analyze the data obtained from the next era. Another advantage of the Bayesian inference method is that the results sampled by the Markov Chain Monte Carlo method can be used to infer posterior distribution or posterior predictive distribution reflecting uncertainty. In this way, it has the advantage of not only being able to utilize a variety of information rather than analyzing it with a classical linear regression model, but also continuing to update the model by reflecting additional data obtained in the future.

On Testing the First-order Autocorrelation of the Error Term in a Regression Model via Multiple Bayes Factor (다중 베이즈요인에 의한 회귀모형 오차항의 자기상관 검정)

  • 한성실;김혜중
    • The Korean Journal of Applied Statistics
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    • v.12 no.2
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    • pp.605-619
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    • 1999
  • 본 논문은 회귀분석에서 오차항의 1차 자기상관 존재 여부 및 그 값을 검정하는 방법을 베이지안 접근법으로 제안하였다. 이 방법은 모수공간의 다중분할로 인해 얻어진 여러 가설들에 대한 다중결정문제를 다중 베이즈요인에 관한 이론과 일반화 Savage-Dickey 밀도비를 이용한 사후확률 추정법을 합성하여 개발되었다. 이 방법은 기존의 검정법들에서 가능한 검정 뿐 아니라 이들이 해결할 수 없는 자기상관에 대한 다중결정문제에도 사용이 가능한데 그 효용성이 있다. 모의실험을 통하여 제안된 검정법의 유효성을 평가하였다.

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A Bayesian zero-inflated Poisson regression model with random effects with application to smoking behavior (랜덤효과를 포함한 영과잉 포아송 회귀모형에 대한 베이지안 추론: 흡연 자료에의 적용)

  • Kim, Yeon Kyoung;Hwang, Beom Seuk
    • The Korean Journal of Applied Statistics
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    • v.31 no.2
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    • pp.287-301
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    • 2018
  • It is common to encounter count data with excess zeros in various research fields such as the social sciences, natural sciences, medical science or engineering. Such count data have been explained mainly by zero-inflated Poisson model and extended models. Zero-inflated count data are also often correlated or clustered, in which random effects should be taken into account in the model. Frequentist approaches have been commonly used to fit such data. However, a Bayesian approach has advantages of prior information, avoidance of asymptotic approximations and practical estimation of the functions of parameters. We consider a Bayesian zero-inflated Poisson regression model with random effects for correlated zero-inflated count data. We conducted simulation studies to check the performance of the proposed model. We also applied the proposed model to smoking behavior data from the Regional Health Survey (2015) of the Korea Centers for disease control and prevention.

A Hierarchical Bayesian Modeling of Temporal Trends in Return Levels for Extreme Precipitations (한국지역 집중호우에 대한 반환주기의 베이지안 모형 분석)

  • Kim, Yongku
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.137-149
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    • 2015
  • Flood planning needs to recognize trends for extreme precipitation events. Especially, the r-year return level is a common measure for extreme events. In this paper, we present a nonstationary temporal model for precipitation return levels using a hierarchical Bayesian modeling. For intensity, we model annual maximum daily precipitation measured in Korea with a generalized extreme value (GEV). The temporal dependence among the return levels is incorporated to the model for GEV model parameters and a linear model with autoregressive error terms. We apply the proposed model to precipitation data collected from various stations in Korea from 1973 to 2011.

Hierarchical Bayesian analysis for a forest stand volume (산림재적 추정을 위한 계층적 베이지안 분석)

  • Song, Se Ri;Park, Joowon;Kim, Yongku
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.1
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    • pp.29-37
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    • 2017
  • It has gradually become important to estimate a forest stand volume utilizing LiDAR data. Recently, various statistical models including a linear regression model has been introduced to estimate a forest stand volume using LiDAR data. One of limitations of the current approaches is in that the accuracy of observed forest stand volume data, which is used as a response variable, is questionable unstable. To overcome this limitation, we consider a spatial structure for a forest stand volume. In this research, we propose a hierarchical model for applying a spatial structure to a forest stand volume. The proposed model is applied to the LiDAR data and the forest stand volume for Bonghwa, Gyeongsangbuk-do.

A Fundamental Study on Analysis of Electromotive Force and Updating of Vibration Power Generating Model on Subway Through The Bayesian Regression and Correlation Analysis (베이지안 회귀 및 상관분석을 통한 지하철 진동발전 모델의 수정과 기전력 분석)

  • Jo, Byung-Wan;Kim, Young-Seok;Kim, Yun-Sung;Kim, Yun-Gi
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.26 no.2
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    • pp.139-146
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    • 2013
  • This study is to update of vibration power generating model and to analyze electromotive force on subway. Analysis of electromotive force using power generation depending on classification of locations which are ballast bed and concrete bed. As the section between Seocho and Bangbae in the line 2 subway was changed from ballast bed to concrete bed, it could be analyzed at same condition, train, section. Induced electromotive force equation by Faraday's law was updated using Bayesian regression and correlation analysis with calculate value and experiment value. Using the updated model, it could get 40mV per one power generation in ballast bed, and it also could get 4mV per one power generation in concrete bed. If the updated model apply to subway or any train, it will be more effective to get electric power. In addition to that, it will be good to reduce greenhouse gas and to build a green traffic network.

Bayesian Analysis of a Zero-inflated Poisson Regression Model: An Application to Korean Oral Hygienic Data (영과잉 포아송 회귀모형에 대한 베이지안 추론: 구강위생 자료에의 적용)

  • Lim, Ah-Kyoung;Oh, Man-Suk
    • The Korean Journal of Applied Statistics
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    • v.19 no.3
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    • pp.505-519
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    • 2006
  • We consider zero-inflated count data, which is discrete count data but has too many zeroes compared to the Poisson distribution. Zero-inflated data can be found in various areas. Despite its increasing importance in practice, appropriate statistical inference on zero-inflated data is limited. Classical inference based on a large number theory does not fit unless the sample size is very large. And regular Poisson model shows lack of St due to many zeroes. To handle the difficulties, a mixture of distributions are considered for the zero-inflated data. Specifically, a mixture of a point mass at zero and a Poisson distribution is employed for the data. In addition, when there exist meaningful covariates selected to the response variable, loglinear link is used between the mean of the response and the covariates in the Poisson distribution part. We propose a Bayesian inference for the zero-inflated Poisson regression model by using a Markov Chain Monte Carlo method. We applied the proposed method to a Korean oral hygienic data and compared the inference results with other models. We found that the proposed method is superior in that it gives small parameter estimation error and more accurate predictions.

Bayesian spatial analysis of obesity proportion data (비만율 자료에 대한 베이지안 공간 분석)

  • Choi, Jungsoon
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1203-1214
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    • 2016
  • Obesity is a risk factor for various diseases as well as itself a disease and associated with socioeconomic factors. The obesity proportion has been increasing in Korea over about 15 years so that investigation of the socioeconomic factors related with obesity is important in terms of preventation of obesity. In particular, the association between obesity and socioeconomic status varies with gender and has spatial dependency. In the paper, we estimate the effects of socioeconomic factors on obesity proportion by gender, considering the spatial correlation. Here, a conditional autoregressive model under the Bayesian framework is used in order to take into account the spatial dependency. For the real applicaiton, we use the obestiy proportion dataset at 25 districts of Seoul in 2010. We compare the proposed spatial model with a non-spatial model in terms of the goodness-of-fit and prediction measures so the spatial model performs well.

Bayesian inference of longitudinal Markov binary regression models with t-link function (t-링크를 갖는 마코프 이항 회귀 모형을 이용한 인도네시아 어린이 종단 자료에 대한 베이지안 분석)

  • Sim, Bohyun;Chung, Younshik
    • The Korean Journal of Applied Statistics
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    • v.33 no.1
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    • pp.47-59
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    • 2020
  • In this paper, we present the longitudinal Markov binary regression model with t-link function when its transition order is known or unknown. It is assumed that logit or probit models are considered in binary regression models. Here, t-link function can be used for more flexibility instead of the probit model since the t distribution approaches to normal distribution as the degree of freedom goes to infinity. A Markov regression model is considered because of the longitudinal data of each individual data set. We propose Bayesian method to determine the transition order of Markov regression model. In particular, we use the deviance information criterion (DIC) (Spiegelhalter et al., 2002) of possible models in order to determine the transition order of the Markov binary regression model if the transition order is known; however, we compute and compare their posterior probabilities if unknown. In order to overcome the complicated Bayesian computation, our proposed model is reconstructed by the ideas of Albert and Chib (1993), Kuo and Mallick (1998), and Erkanli et al. (2001). Our proposed method is applied to the simulated data and real data examined by Sommer et al. (1984). Markov chain Monte Carlo methods to determine the optimal model are used assuming that the transition order of the Markov regression model are known or unknown. Gelman and Rubin's method (1992) is also employed to check the convergence of the Metropolis Hastings algorithm.