• 한국수자원학회논문집
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• 제32권1호
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• pp.15-29
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• 1999

본 연구에서는 공간적으로 분포되어 있는 연강우량 자료를 이용한 지역 기상학적인 가뭄을 정의하고 해석하는 모형을 제시하였다. 비선형. 비매개변수법에 기초한 공간 해석 신경망(Spatial Analysis Neural Network; SANN)모형을 이용하여, 각 년에 대하여 공간의 임의 점에서의 극심, 심 경심, 및 비 가뭄 확률을 전 대상 지역에 대하여 산출을 통하여 가뭄확률도를 작성하며, Bayesian 가뭄 심도 지수(BDSI)를 통하여 전 대상 지역을 가장 적적하게 극심, 심, 경심, 비 가뭄 지역으로 분류하는 방법을 제시하였다. 또한, 각 년의 대표적인 가뭄의 형태를 제시하여 줄 수 있는 지역 가뭄 확률과 지역 가뭄 확률 지수를 소개하였다. 이 모든 시공간적 가뭄 해석의 방법은 실제로 우리나라(남한) 전역에 대하여 실시하여, 과거 1967년부터 1996년 까지의 공간적이고 시간적인 가뭄의 발생 현황과 그 특징을 조사 하였다. 본 연구는 우리나라 장기 수자원 개발 및 유역 관리를 위한 공간적이고도 시간적인 가뭄 정보를 제공하였다는 데 그 의의가 있을 것이다.

• 한국항해항만학회지
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• 제33권1호
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• pp.9-19
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• 2009

본 논문에서는 상선의 운항 사고에 관한 양적 위기평가에 관한 실험적인 접근방법들을 기술했다. 이 연구의 목적은 국제해사기구의 공식 안전성 평가(FSA)를 기반으로 운항 사고에 크게 기여하는 요소들을 분석하고, 양적 위기평가기법에 기반을 둔 운항 사고의 확률적인 위기수준을 평가한 후, 선박 안전을 저해할 수 있는 운항 사고 위기를 예측하는 것이다. 확률지수(PI)와 심각성지수(SI) 구성된 위기지수(RI)에 대한 운항 사고의 확률적인 위기수준은 베이지안 이론을 적용한 베이지안 네트워크를 기반으로 본 연구에서 제안한 운항사고 위기 모델을 이용해서 예측했다. 그리고 355건의 핵심 손상 사고기록으로 구성된 시나리오 그룹을 이용하여 제안한 모델의 적용 가능성을 평가하였다. 평가결과, 예측한 PI의 정답률 $r_{Acc}$은 82.8%로 나타났고, $S_p{\gg}1.0$과 $S_p{\ll}1.0$에 포함되는 PI 변수들의 민감도 초과비율은 10% 이내로 나타났으며, 예측한 SI의 평균 오차 $\bar{d_{SI}}$는 0.0195로 나타났고, 예측한 RI의 정답률은 91.8%로 나타났다. 이러한 결과는 제안한 모델과 방법이 실제 해상운송 현장에 적용 가능함을 나타낸다.

• Journal of the Korean Data and Information Science Society
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• 제27권6호
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• pp.1645-1651
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• 2016

A lot of data, particularly in the medical field, contain variables that have a measurement error such as blood pressure and body mass index. On the other hand, recently smoothing methods are often used to solve a complex scientific problem. In this paper, we study a Bayesian curve-fitting under functional measurement error model. Especially, we extend our previous model by incorporating covariates free of measurement error. In this paper, we consider penalized splines for non-linear pattern. We employ a hierarchical Bayesian framework based on Markov Chain Monte Carlo methodology for fitting the model and estimating parameters. For application we use the data from the fifth wave (2012) of the Korea National Health and Nutrition Examination Survey data, a national population-based data. To examine the convergence of MCMC sampling, potential scale reduction factors are used and we also confirm a model selection criteria to check the performance.

• Communications for Statistical Applications and Methods
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• 제8권3호
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• pp.805-814
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• 2001

The problem of 'outliers', observations which look suspicious in some way, has long been one of the most concern in the statistical structure to experimenters and data analysts. We propose a model for outliers problem and also analyze it in linear regression model using a Bayesian approach with the variance-inflation model. We will use Geweke's(1996) ideas which is based on the data augmentation method for detecting outliers in linear regression model. The advantage of the proposed method is to find a subset of data which is most suspicious in the given model by the posterior probability The sampling based approach can be used to allow the complicated Bayesian computation. Finally, our proposed methodology is applied to a simulated and a real data.

• Communications for Statistical Applications and Methods
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• 제8권3호
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• pp.777-786
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• 2001

The autoregressive models have been used to describe a wade variety of time series. Then the problem of determining the order in the times series model is very important in data analysis. We consider the Bayesian approach for finding the order of autoregressive(AR) error models using the latent variable which is motivated by Tanner and Wong(1987). The latent variables are combined with the coefficient parameters and the sequential steps are proposed to set up the prior of the latent variables. Markov chain Monte Carlo method(Gibbs sampler and Metropolis-Hasting algorithm) is used in order to overcome the difficulties of Bayesian computations. Three examples including AR(3) error model are presented to illustrate our proposed methodology.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.408-413
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• 2005

A new methodology for discrete non-Gaussian probability density estimation is investigated in this paper based on a dynamic Bayesian network (DBN) and kernel functions. The estimator consists of a DBN in which the transition distribution is represented with kernel functions. The estimator parameters are determined through a recursive learning algorithm according to the maximum likelihood (ML) scheme. A discrete-type Poisson distribution is generated in a simulation experiment to evaluate the proposed method. In addition, an unknown probability density generated by nonlinear transformation of a Poisson random variable is simulated. Computer simulations numerically demonstrate that the method successfully estimates the unknown probability distribution function (PDF).

• Journal of the Korean Data and Information Science Society
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• 제26권3호
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• pp.749-754
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• 2015

This article presents Bayesian approach to regression splines with knots on a grid of equally spaced sample quantiles of the independent variables under functional measurement error model.We consider small area model by using penalized splines of non-linear pattern. Specifically, in a basis functions of the regression spline, we use radial basis functions. To fit the model and estimate parameters we suggest a hierarchical Bayesian framework using Markov Chain Monte Carlo methodology. Furthermore, we illustrate the method in an application data. We check the convergence by a potential scale reduction factor and we use the posterior predictive p-value and the mean logarithmic conditional predictive ordinate to compar models.

• Journal of the Korean Data and Information Science Society
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• 제26권3호
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• pp.755-762
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• 2015

One of the main objectives of the U.S. Census Bureau is the proper estimation of median household income for small areas. These estimates have an important role in the formulation of various governmental decisions and policies. Since direct survey estimates are available annually for each state or county, it is desirable to exploit the longitudinal trend in income observations in the estimation procedure. In this study, we consider Fay-Herriot type small area models which include time-specific random effect to accommodate any unspecified time varying income pattern. Analysis is carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. We have evaluated our estimates by comparing those with the corresponding census estimates of 1999 using some commonly used comparison measures. It turns out that among three types of time-specific random effects the small area model with a time series random walk component provides estimates which are superior to both direct estimates and the Census Bureau estimates.

• Management Science and Financial Engineering
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• 제12권2호
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• pp.19-35
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• 2006

We use the hierarchical Bayesian approach to describe the transition probabilities of a binary nonhomogeneous Markov chain. The Markov chain is used for describing the transition behavior of emotionally disturbed children in a treatment program. The effects of covariates on transition probabilities are assessed using a logit link function. To describe the time evolution of transition probabilities, we consider two modeling strategies. The first strategy is based on the concept of exchangeabiligy, whereas the second one is based on a first order Markov property. The deviance information criterion (DIC) measure is used to compare models with two different time dependent structures. The inferences are made using the Markov chain Monte Carlo technique. The developed methodology is applied to some real data.

• Wind and Structures
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• 제22권5호
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• pp.543-553
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• 2016

The growing complexity of modern technological systems requires more flexible and powerful reliability analysis tools. Existing tools encounter a number of limitations including lack of modeling power to address components interactions for complex systems and lack of flexibility in handling component failure distribution. We propose a reliability modeling framework based on the Bayesian network (BN). It can combine historical data with expert judgment to treat data scarcity. The proposed methodology is applied to wind turbines reliability analysis. The observed result shows that a BN based reliability modeling is a powerful potential solution to modeling and analyzing various kinds of system components behaviors and interactions. Moreover, BN provides performing several inference approaches such as smoothing, filtering, what-if analysis, and sensitivity analysis for considering system.