• Proceedings of the Korean Operations and Management Science Society Conference
• /
• 2005.05a
• /
• pp.798-805
• /
• 2005

Estimating the effects of price increase on a company's sales is important task faced by managers. If consumer has prior information on price increase or expect it, there would be stockpiling and subsequent drops in sales. In addition, consumer can suppress demand in the short run. Above factors make the sales dynamic and unstable. We develop a time series model to evaluate the sales patterns with stockpiling and short term suppression of demand and also propose a forecasting procedure. For estimation, we use panel data and extend the model to Bayesian hierarchical structure. By borrowing strength across cross-sectional units, this estimation scheme gives more robust and reasonable result than one from the individual estimation. Furthermore, the proposed scheme yields improved predictive power in the forecasting of hold-out sample periods.

• Smart Structures and Systems
• /
• v.15 no.4
• /
• pp.1103-1120
• /
• 2015

A self-sensing magnetorheological (MR) damper with embedded piezoelectric force sensor has recently been devised to facilitate real-time close-looped control of structural vibration in a simple and reliable manner. The development and characterization of the self-sensing MR damper are presented based on experimental work, which demonstrates its reliable force sensing and controllable damping capabilities. With the use of experimental data acquired under harmonic loading, a nonparametric dynamic model is formulated to portray the nonlinear behaviors of the self-sensing MR damper based on NARX modeling and neural network techniques. The Bayesian regularization is adopted in the network training procedure to eschew overfitting problem and enhance generalization. Verification results indicate that the developed NARX network model accurately describes the forward dynamics of the self-sensing MR damper and has superior prediction performance and generalization capability over a Bouc-Wen parametric model.

• Journal of the Korean Operations Research and Management Science Society
• /
• v.31 no.2
• /
• pp.157-167
• /
• 2006

Estimating the effects of price increase on a company's sales is important task faced by managers. If consumer has prior information on price increase or expects it, there would be stockpiling and subsequent drops in sales. In addition, consumer can suppress demand in the short run. These factors make the sales dynamic and unstable. In this paper we develop a time series model to evaluate the sales patterns with stockpiling and short-term suppression of demand and also propose a forecasting procedure. For estimation, we use panel data and extend the model to Bayesian hierarchical structure. By borrowing strength across cross-sectional units, this estimation scheme gives more robust and reasonable result than one from the individual estimation. Furthermore, the proposed scheme yields improved predictive power in the forecasting of hold-out sample periods.

• Journal of the Korean Data and Information Science Society
• /
• v.28 no.4
• /
• pp.889-898
• /
• 2017

In this research multiple change-points estimation for South Korean electricity generation data is considered. We analyze the South Korean electricity data via deterministically trending dynamic time series model with multiple structural changes in trends in a Bayesian approach. The number of change-points and the timing are unknown. The goal is to find the best model with the appropriate number of change-points and the length of the segments. A genetic algorithm is implemented to solve this optimization problem with a variable dimension of parameters. We estimate the structural change-points for South Korean electricity generation data and Nile River flow data additionally.

• Communications for Statistical Applications and Methods
• /
• v.3 no.1
• /
• pp.155-168
• /
• 1996

In this paper we consider the multiprocess dynamic normal model with parameters having a time dependent non-linear structure. We develop and study the recursive estimation procedure for the proposed model with normality assumption. It turns out thst the proposed model has nice properties such as insensitivity to outliers and quick reaction to abrupt changes of pattern.

• Journal of Institute of Control, Robotics and Systems
• /
• v.16 no.10
• /
• pp.957-962
• /
• 2010

If we want to recognize the human's emotion via the facial image, first of all, we need to extract the emotional features from the facial image by using a feature extraction algorithm. And we need to classify the emotional status by using pattern classification method. The AAM (Active Appearance Model) is a well-known method that can represent a non-rigid object, such as face, facial expression. The Bayesian Network is a probability based classifier that can represent the probabilistic relationships between a set of facial features. In this paper, our approach to facial feature extraction lies in the proposed feature extraction method based on combining AAM with FACS (Facial Action Coding System) for automatically modeling and extracting the facial emotional features. To recognize the facial emotion, we use the DBNs (Dynamic Bayesian Networks) for modeling and understanding the temporal phases of facial expressions in image sequences. The result of emotion recognition can be used to rehabilitate based on biofeedback for emotional disabled.

• Smart Structures and Systems
• /
• v.24 no.4
• /
• pp.507-524
• /
• 2019

A Bayesian dynamic linear model (BDLM) is presented for a data-driven analysis for response prediction and load effect separation of a revolving auditorium structure, where the main loads are self-weight and dead loads, temperature load, and audience load. Analyses are carried out based on the long-term monitoring data for static strains on several key members of the structure. Three improvements are introduced to the ordinary regression BDLM, which are a classificatory regression term to address the temporary audience load effect, improved inference for the variance of observation noise to be updated continuously, and component discount factors for effective load effect separation. The effects of those improvements are evaluated regarding the root mean square errors, standard deviations, and 95% confidence intervals of the predictions. Bayes factors are used for evaluating the probability distributions of the predictions, which are essential to structural condition assessments, such as outlier identification and reliability analysis. The performance of the present BDLM has been successfully verified based on the simulated data and the real data obtained from the structural health monitoring system installed on the revolving structure.

• Journal of Institute of Control, Robotics and Systems
• /
• v.13 no.4
• /
• pp.286-295
• /
• 2007

This paper presents an intelligent PID control for stochastic systems with nonstationary nature. We optimally determine parameters of a PID controller through learning algorithm and propose an online PID control to compensate system errors possibly occurred in realtime implementations. A dynamic Bayesian network (DBN) model for system errors is additionally explored for making decision about whether an online control is carried out or not in practice. We apply our control approach to traffic control of Transmission Control Protocol (TCP) networks and demonstrate its superior performance comparing to a fixed PID from computer simulations.

• Journal of Institute of Control, Robotics and Systems
• /
• v.15 no.9
• /
• pp.929-938
• /
• 2009

This paper presents a novel control methodology for communication network based nonlinear systems with time delay nature. We construct a nominal nonlinear control law for representing a linear model and a reset control system which is aimed for corrective control strategy to compensate system error due to uncertain time delay through wireless communication network. Next, online neural control approach is proposed for overcoming nonstationary statistical nature in the network topology. Additionally, DBN (Dynamic Bayesian Network) technique is accomplished for modeling of its dynamics in terms of casuality, which is then utilized for estimating prediction of system output. We evaluate superiority and reliability of the proposed control approach through numerical simulation example in which a nonlinear inverted pendulum model is employed as a networked control system.

• Steel and Composite Structures
• /
• v.21 no.1
• /
• pp.93-107
• /
• 2016

Seismic fragility analysis is a probabilistic decision-making framework which is widely implemented for evaluating vulnerability of a building under earthquake loading. It requires ingredient named probabilistic model and commonly developed using statistics requiring collecting data in large quantities. Preparation of such a data-base is often costly and time-consuming. Therefore, in this paper, by developing generic seismic drift demand model for regular-multi-story steel moment resisting frames is tried to present a novel application of the probabilistic decision-making analysis to practical purposes. To this end, a demand model which is a linear function of intensity measure in logarithmic space is developed to predict overall maximum inter-story drift. Next, the model is coupled with a set of regression-based equations which are capable of directly estimating unknown statistical characteristics of the model parameters.To explicitly address uncertainties arise from randomness and lack of knowledge, the Bayesian regression inference is employed, when these relations are developed. The developed demand model is then employed in a Seismic Fragility Analysis (SFA) for two designed building. The accuracy of the results is also assessed by comparison with the results directly obtained from Incremental Dynamic analysis.