• Title/Summary/Keyword: Bayesian model updating

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Forecasting Accidents by Transforming Event Trees into Influence disgrams

  • Yang, Hee-Joong
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.29 no.1
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    • pp.72-75
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    • 2006
  • Event trees are widely used graphical tool to denote the accident inintiation and escalation to more severe accident. But they have some drawbacks in that they do not have efficient way of updating model parameters and also they can not contain the information about dependency or independency among model parameters. A tool that can cure such drawbacks is an influence diagram. We introduce influence diagrams and explain how to update model parameters and obtain predictive distributions. We show that an event tree can be converted to a statistically equivalent influence diagram, and bayesian prediction can be made more effectively through the use of influence diagrams.

Visual Attention Model Based on Particle Filter

  • Liu, Long;Wei, Wei;Li, Xianli;Pan, Yafeng;Song, Houbing
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.8
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    • pp.3791-3805
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    • 2016
  • The visual attention mechanism includes 2 attention models, the bottom-up (B-U) and the top-down (T-D), the physiology of which have not yet been accurately described. In this paper, the visual attention mechanism is regarded as a Bayesian fusion process, and a visual attention model based on particle filter is proposed. Under certain particular assumed conditions, a calculation formula of Bayesian posterior probability is deduced. The visual attention fusion process based on the particle filter is realized through importance sampling, particle weight updating, and resampling, and visual attention is finally determined by the particle distribution state. The test results of multigroup images show that the calculation result of this model has better subjective and objective effects than that of other models.

Project Duration Estimation and Risk Analysis Using Intra-and Inter-Project Learning for Partially Repetitive Projects (부분적으로 반복되는 프로젝트를 위한 프로젝트 내$\cdot$외 학습을 이용한 프로젝트기간예측과 위험분석)

  • Cho, Sung-Bin
    • Journal of the Korean Operations Research and Management Science Society
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    • v.30 no.3
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    • pp.137-149
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    • 2005
  • This study proposes a framework enhancing the accuracy of estimation for project duration by combining linear Bayesian updating scheme with the learning curve effect. Activities in a particular project might share resources in various forms and might be affected by risk factors such as weather Statistical dependence stemming from such resource or risk sharing might help us learn about the duration of upcoming activities in the Bayesian model. We illustrate, using a Monte Carlo simulation, that for partially repetitive projects a higher degree of statistical dependence among activity duration results in more variation in estimating the project duration in total, although more accurate forecasting Is achievable for the duration of an individual activity.

Probabilistic real-time updating for geotechnical properties evaluation

  • Ng, Iok-Tong;Yuen, Ka-Veng;Dong, Le
    • Structural Engineering and Mechanics
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    • v.54 no.2
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    • pp.363-378
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    • 2015
  • Estimation of geotechnical properties is an essential but challenging task since they are major components governing the safety and reliability of the entire structural system. However, due to time and budget constraints, reliable geotechnical properties estimation using traditional site characterization approach is difficult. In view of this, an alternative efficient and cost effective approach to address the overall uncertainty is necessary to facilitate an economical, safe and reliable geotechnical design. In this paper a probabilistic approach is proposed for real-time updating by incorporating new geotechnical information from the underlying project site. The updated model obtained from the proposed method is advantageous because it incorporates information from both existing database and the site of concern. An application using real data from a site in Hong Kong will be presented to demonstrate the proposed method.

Developing a Bayesian Network Model for Real-time Project Risk Management (실시간 프로젝트 위험관리를 위한 베이지안 네트워크 모형의 개발)

  • Kim, Jee-Young;Ahn, Sun-Eung
    • IE interfaces
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    • v.24 no.2
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    • pp.119-127
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    • 2011
  • Most companies have been increasing temporary work projects to maximize the usage of their resources. They also have been developing the effective techniques for analyzing and managing the state of the projects. In order to monitor the state of a project in real-time and predict the project's future state more accurately, this paper suggests the Bayesian Network (BN) as a tool for discovering the causes of project risk and presenting the failure probability of the project. The proposed BN modeling method with consideration of the Earned Value Management (EVM) method shows how to induce the predictive and conditional probability of the risk occurrence in the future. The advantages of the suggested model are (1) that the cause of a project risk can be easily figured out via the BN, (2) that the future value of the project can be sufficiently increased by updating relevant components of the project, and (3) that more credible prediction can be made in the similar and future situation by using the data obtained in current analysis. A numerical example is also given.

Review of Classification Models for Reliability Distributions from the Perspective of Practical Implementation (실무적 적용 관점에서 신뢰성 분포의 유형화 모형의 고찰)

  • Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
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    • v.13 no.1
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    • pp.195-202
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    • 2011
  • The study interprets each of three classification models based on Bath-Tub Failure Rate (BTFR), Extreme Value Distribution (EVD) and Conjugate Bayesian Distribution (CBD). The classification model based on BTFR is analyzed by three failure patterns of decreasing, constant, or increasing which utilize systematic management strategies for reliability of time. Distribution model based on BTFR is identified using individual factors for each of three corresponding cases. First, in case of using shape parameter, the distribution based on BTFR is analyzed with a factor of component or part number. In case of using scale parameter, the distribution model based on BTFR is analyzed with a factor of time precision. Meanwhile, in case of using location parameter, the distribution model based on BTFR is analyzed with a factor of guarantee time. The classification model based on EVD is assorted into long-tailed distribution, medium-tailed distribution, and short-tailed distribution by the length of right-tail in distribution, and depended on asymptotic reliability property which signifies skewness and kurtosis of distribution curve. Furthermore, the classification model based on CBD is relied upon conjugate distribution relations between prior function, likelihood function and posterior function for dimension reduction and easy tractability under the occasion of Bayesian posterior updating.

Predicting the Tritium Release Accident in a Nuclear Fusion Plant (원자핵 융합 발전소의 삼중수소 유출 사고 예측)

  • 양희중
    • Journal of Korean Society for Quality Management
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    • v.26 no.1
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    • pp.201-212
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    • 1998
  • A methodology of the safety analysis on the fusion power plant is introduced. It starts with the understanding of the physics and engineering of the plant followed by the assessment of the tritium inventory and flow rate. We a, pp.y the probabilistic risk assessment. An event tree that explains the propagation of the accident is constructed and then it is translated in to an influence diagram, that is accident is constructed and then it is translated in to an influence diagram, that is statistically equivalent so far as the parameter updating is concerned. We follow the Bayesian a, pp.oach where model parameters are treated as random variables. We briefly discuss the parameter updating scheme, and finally develop the methodology to obtain the predictive distribution of time to next severe accident.

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Path Planning of Autonomous Mobile Robots Based on a Probability Map (확률지도를 이용한 자율이동로봇의 경로계획)

  • 임종환;조동우
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.16 no.4
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    • pp.675-683
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    • 1992
  • Mapping and navigation system based on certainty grids for an autonomous mobile robt operating in unknown and unstructured environment is described. The system uses sonar range data to build a map of robot's surroundings. The range data from sonar sensor are integrated into a probability map that is composed of two dimensional grids which contain the probabilities of being occupied by the objects in the environment. A Bayesian model is used to estimate the uncertainty of the sensor information and to update the existing probability map with new range data. The resulting two dimensional map is used for path planning and navigation. In this paper, the Bayesian updating model which was successfully simulated in our earlier work is implemented on a mobile robot and is shown to be valid in the real world through experiment. This paper also proposes a technique for reducing for reducing specular reflection problem of sonar system which seriousely deteriorates the map quality, and a new path planning method based on weighted distance, which enables the robot to efficiently navigate in an unknown area.

Development of a Secure Routing Protocol using Game Theory Model in Mobile Ad Hoc Networks

  • Paramasivan, Balasubramanian;Viju Prakash, Maria Johan;Kaliappan, Madasamy
    • Journal of Communications and Networks
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    • v.17 no.1
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    • pp.75-83
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    • 2015
  • In mobile ad-hoc networks (MANETs), nodes are mobile in nature. Collaboration between mobile nodes is more significant in MANETs, which have as their greatest challenges vulnerabilities to various security attacks and an inability to operate securely while preserving its resources and performing secure routing among nodes. Therefore, it is essential to develop an effective secure routing protocol to protect the nodes from anonymous behaviors. Currently, game theory is a tool that analyzes, formulates and solves selfishness issues. It is seldom applied to detect malicious behavior in networks. It deals, instead, with the strategic and rational behavior of each node. In our study,we used the dynamic Bayesian signaling game to analyze the strategy profile for regular and malicious nodes. This game also revealed the best actions of individual strategies for each node. Perfect Bayesian equilibrium (PBE) provides a prominent solution for signaling games to solve incomplete information by combining strategies and payoff of players that constitute equilibrium. Using PBE strategies of nodes are private information of regular and malicious nodes. Regular nodes should be cooperative during routing and update their payoff, while malicious nodes take sophisticated risks by evaluating their risk of being identified to decide when to decline. This approach minimizes the utility of malicious nodes and it motivates better cooperation between nodes by using the reputation system. Regular nodes monitor continuously to evaluate their neighbors using belief updating systems of the Bayes rule.

Particle filter for model updating and reliability estimation of existing structures

  • Yoshida, Ikumasa;Akiyama, Mitsuyoshi
    • Smart Structures and Systems
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    • v.11 no.1
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    • pp.103-122
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    • 2013
  • It is essential to update the model with reflecting observation or inspection data for reliability estimation of existing structures. Authors proposed updated reliability analysis by using Particle Filter. We discuss how to apply the proposed method through numerical examples on reinforced concrete structures after verification of the method with hypothetical linear Gaussian problem. Reinforced concrete structures in a marine environment deteriorate with time due to chloride-induced corrosion of reinforcing bars. In the case of existing structures, it is essential to monitor the current condition such as chloride-induced corrosion and to reflect it to rational maintenance with consideration of the uncertainty. In this context, updated reliability estimation of a structure provides useful information for the rational decision. Accuracy estimation is also one of the important issues when Monte Carlo approach such as Particle Filter is adopted. Especially Particle Filter approach has a problem known as degeneracy. Effective sample size is introduced to predict the covariance of variance of limit state exceeding probabilities calculated by Particle Filter. Its validity is shown by the numerical experiments.