• 제목/요약/키워드: Bayesian prediction

검색결과 299건 처리시간 0.029초

가속수명자료를 이용한 경험적 베이즈 예측분석 (Empirical Bayesian Prediction Analysis on Accelerated Lifetime Data)

  • 조건호
    • Journal of the Korean Data and Information Science Society
    • /
    • 제8권1호
    • /
    • pp.21-30
    • /
    • 1997
  • 가속수명시험에서 강한충격수준에서 부품들의 고장시간이 관측되고 가속화된 고장시간을 토대로 정상충격수준에서 부품들의 성능을 조사한다. 본 논문은 지수수명분포에서 중도절단된 가속수명자료를 이용하여 고장률의 사전분포의 평균을 알 때, 정상조건하에서 하나의 미래 관찰치의 예측문제를 사전분포의 모수에 대하여 적률추정량을 이용하는 경험적 베이즈 접근방법을 적용시켜 경험적 베이즈 예측분포와 예측구간에 대하여 연구하였다.

  • PDF

Finite Population Prediction under Multiprocess Dynamic Generalized Linear Models

  • Kim, Dal-Ho;Cha, Young-Joon;Lee, Jae-Man
    • Journal of the Korean Data and Information Science Society
    • /
    • 제10권2호
    • /
    • pp.329-340
    • /
    • 1999
  • We consider a Bayesian forcasting method for the analysis of repeated surveys. It is assumed that the parameters of the superpopulation model at each time follow a stochastic model. We propose Bayesian prediction procedures for the finite population total under multiprocess dynamic generalized linear models. The multiprocess dynamic model offers a powerful framework for the modelling and analysis of time series which are subject to a abrupt changes in pattern. Some numerical studies are provided to illustrate the behavior of the proposed predictors.

  • PDF

Prediction of PM10 concentration in Seoul, Korea using Bayesian network

  • Minjoo Joa;Rosy Oh;Man-Suk Oh
    • Communications for Statistical Applications and Methods
    • /
    • 제30권5호
    • /
    • pp.517-530
    • /
    • 2023
  • Recent studies revealed that fine dust in ambient air may cause various health problems such as respiratory diseases and cancer. To prevent the toxic effects of fine dust, it is important to predict the concentration of fine dust in advance and to identify factors that are closely related to fine dust. In this study, we developed a Bayesian network model for predicting PM10 concentration in Seoul, Korea, and visualized the relationship between important factors. The network was trained by using air quality and meteorological data collected in Seoul between 2018 and 2021. The study results showed that current PM10 concentration, season, carbon monoxide (CO) were the top 3 effective factors in 24 hours ahead prediction of PM10 concentration in Seoul, and that there were interactive effects.

Bayesian HMM 기반의 건강 상태 분류 및 예측 (Health State Clustering and Prediction Based on Bayesian HMM)

  • 신봉기
    • 정보과학회 논문지
    • /
    • 제44권10호
    • /
    • pp.1026-1033
    • /
    • 2017
  • 본 논문은 계층적 디리슐레 과정(HDP)과 은닉 마르코프 모형(HMM)이 결합된 베이스 통계학적 방법과 HMM의 상태 지속 정보를 이용한 건강 상태 예측 방법을 제안한다. HDP-HMM은 베이스 방법의 HMM 확장 모형으로서 건강의 동적 특성을 고려하여 불확실하고 가늠하기조차도 어려운 건강 상태의 수를 추정할 수 있게 해준다. 모의 데이터와 실제 건건 검진 데이터를 이용한 시험을 통하여 흥미 있는 행동 특성을 볼 수 있었으며 최대 5년까지로 제한한 미래 예측도 충분한 가능함을 확인하였다. 미래는 불확실하며 예측 문제는 본질적으로 어렵다. 그러나 본 연구의 실험 결과로 동적인 문맥 하에서 다중 후보 가설을 제시함으로서 실용 가능한 건강상태의 장기 예측이 가능하다는 것을 읽을 수 있었다.

The Application of Machine Learning Algorithm In The Analysis of Tissue Microarray; for the Prediction of Clinical Status

  • Cho, Sung-Bum;Kim, Woo-Ho;Kim, Ju-Han
    • 한국생물정보학회:학술대회논문집
    • /
    • 한국생물정보시스템생물학회 2005년도 BIOINFO 2005
    • /
    • pp.366-370
    • /
    • 2005
  • Tissue microarry is one of the high throughput technologies in the post-genomic era. Using tissue microarray, the researchers are able to investigate large amount of gene expressions at the level of DNA, RNA, and protein The important aspect of tissue microarry is its ability to assess a lot of biomarkers which have been used in clinical practice. To manipulate the categorical data of tissue microarray, we applied Bayesian network classifier algorithm. We identified that Bayesian network classifier algorithm could analyze tissue microarray data and integrating prior knowledge about gastric cancer could achieve better performance result. The results showed that relevant integration of prior knowledge promote the prediction accuracy of survival status of the immunohistochemical tissue microarray data of 18 tumor suppressor genes. In conclusion, the application of Bayesian network classifier seemed appropriate for the analysis of the tissue microarray data with clinical information.

  • PDF

The Predictive QSAR Model for hERG Inhibitors Using Bayesian and Random Forest Classification Method

  • Kim, Jun-Hyoung;Chae, Chong-Hak;Kang, Shin-Myung;Lee, Joo-Yon;Lee, Gil-Nam;Hwang, Soon-Hee;Kang, Nam-Sook
    • Bulletin of the Korean Chemical Society
    • /
    • 제32권4호
    • /
    • pp.1237-1240
    • /
    • 2011
  • In this study, we have developed a ligand-based in-silico prediction model to classify chemical structures into hERG blockers using Bayesian and random forest modeling methods. These models were built based on patch clamp experimental results. The findings presented in this work indicate that Laplacian-modified naive Bayesian classification with diverse selection is useful for predicting hERG inhibitors when a large data set is not obtained.

베이지안 추정법에 의한 소자의 수명 예측에 관한 연구 (A Study on the Lifetime Prediction of Device by the Method of Bayesian Estimate)

  • 오종환;오영환
    • 한국통신학회논문지
    • /
    • 제19권8호
    • /
    • pp.1446-1452
    • /
    • 1994
  • 본 논문은 일반적으로 채택하고 있는 소자(device)의 수명분포인 와이블(Weibull) 분포를 적용하여 소자의 가속(accelerated) 수명 테스트에서 얻은 데이터, 즉 소자의 고정 시간을 이용하여 소자의 수명을 예측(prediction)하는데 필요한 보수(parameter)들을 추정 하는데 베이지안(Bayesian) 추정법을 이용하였다. 베이지안 추정법에서 모수를 추정하기 위해서는 사전정보가 있어야 하는데 본 논문에서는 사전정보 없이 현재의 정보만을 이용하여 모수를 추정하는 방법을 제안하였다. 스트레스가 온도인 경우, Arrhenius 모델을 적용하여 소자의 정상동작 상태에서의 수명을 예측 하는데 선형 추정을 하였다.

  • PDF

베이지안 기반의 근전도 발화 측정을 이용한 낙상의 예측 (Bayesian Onset Measure of sEMG for Fall Prediction)

  • 박성식;김기훈
    • 로봇학회논문지
    • /
    • 제19권2호
    • /
    • pp.213-220
    • /
    • 2024
  • Fall detection and prevention technologies play a pivotal role in ensuring the well-being of individuals, particularly those living independently, where falls can result in severe consequences. This paper addresses the challenge of accurate and quick fall detection by proposing a Bayesian probability-based measure applied to surface electromyography (sEMG) signals. The proposed algorithm based on a Bayesian filter that divides the sEMG signal into transient and steady states. The ratio of posterior probabilities, considering the inclusion or exclusion of the transient state, serves as a scale to gauge the dominance of the transient state in the current signal. Experimental results demonstrate that this approach enhances the accuracy and expedites the detection time compared to existing methods. The study suggests broader applications beyond fall detection, anticipating future research in diverse human-robot interface benefiting from the proposed methodology.

Markov Chain Monte Carlo simulation based Bayesian updating of model parameters and their uncertainties

  • Sengupta, Partha;Chakraborty, Subrata
    • Structural Engineering and Mechanics
    • /
    • 제81권1호
    • /
    • pp.103-115
    • /
    • 2022
  • The prediction error variances for frequencies are usually considered as unknown in the Bayesian system identification process. However, the error variances for mode shapes are taken as known to reduce the dimension of an identification problem. The present study attempts to explore the effectiveness of Bayesian approach of model parameters updating using Markov Chain Monte Carlo (MCMC) technique considering the prediction error variances for both the frequencies and mode shapes. To remove the ergodicity of Markov Chain, the posterior distribution is obtained by Gaussian Random walk over the proposal distribution. The prior distributions of prediction error variances of modal evidences are implemented through inverse gamma distribution to assess the effectiveness of estimation of posterior values of model parameters. The issue of incomplete data that makes the problem ill-conditioned and the associated singularity problem is prudently dealt in by adopting a regularization technique. The proposed approach is demonstrated numerically by considering an eight-storey frame model with both complete and incomplete modal data sets. Further, to study the effectiveness of the proposed approach, a comparative study with regard to accuracy and computational efficacy of the proposed approach is made with the Sequential Monte Carlo approach of model parameter updating.

A long-term tunnel settlement prediction model based on BO-GPBE with SHM data

  • Yang Ding;Yu-Jun Wei;Pei-Sen Xi;Peng-Peng Ang;Zhen Han
    • Smart Structures and Systems
    • /
    • 제33권1호
    • /
    • pp.17-26
    • /
    • 2024
  • The new metro crossing the existing metro will cause the settlement or floating of the existing structures, which will have safety problems for the operation of the existing metro and the construction of the new metro. Therefore, it is necessary to monitor and predict the settlement of the existing metro caused by the construction of the new metro in real time. Considering the complexity and uncertainty of metro settlement, a Gaussian Prior Bayesian Emulator (GPBE) probability prediction model based on Bayesian optimization (BO) is proposed, that is, BO-GPBE. Firstly, the settlement monitoring data are analyzed to get the influence of the new metro on the settlement of the existing metro. Then, five different acquisition functions, that is, expected improvement (EI), expected improvement per second (EIPS), expected improvement per second plus (EIPSP), lower confidence bound (LCB), probability of improvement (PI) are selected to construct BO model, and then BO-GPBE model is established. Finally, three years settlement monitoring data were collected by structural health monitoring (SHM) system installed on Nanjing Metro Line 10 are employed to demonstrate the effectiveness of BO-GPBE for forecasting the settlement.