• Journal of the Korean Data and Information Science Society
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• v.27 no.5
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• pp.1133-1146
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• 2016

Counts or averages over arbitrary regions are often analyzed using conditionally autoregressive (CAR) models. The spatial neighborhoods within CAR model are generally formed using only the inter-distance or boundaries between the sub-regions. Kyung and Ghosh (2009) proposed a new class of models to accommodate spatial variations that may depend on directions, using different weights given to neighbors in different directions. The proposed model, directional conditionally autoregressive (DCAR) model, generalized the usual CAR model by accounting for spatial anisotropy. Bayesian inference method is discussed based on efficient Markov chain Monte Carlo (MCMC) sampling of the posterior distributions of the parameters. The method is illustrated using a data set of median property prices across Greater Glasgow, Scotland, in 2008.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.48 no.10
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• pp.1272-1278
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• 1999

A fault is considered as a variation of physical parameters; therefore the design of fault detection and identification(FDI) can be reduced to the parameter identification of a non linear system and to the association of the set of the estimated parameters with the mode of faults. Neuro-Fuzzy Inference System which contains multiple linear models as consequent part is used to model nonlinear systems. Generally, the linear parameters in neuro-fuzzy inference system can be effectively utilized to fault diagnosis. In this paper, we proposes an FDI system for nonlinear systems using neuro-fuzzy inference system. The proposed diagnostic system consists of two neuro-fuzzy inference systems which operate in two different modes (parallel and series-parallel mode). It generates the parameter residuals associated with each modes of faults which can be further processed by additional RBF (Radial Basis Function) network to identify the faults. The proposed FDI scheme has been tested by simulation on two-tank system.

• Smart Structures and Systems
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• v.21 no.5
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• pp.601-609
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• 2018

The estimated probabilistic model of wind data based on the conventional approach may have high discrepancy compared with the true distribution because of the uncertainty caused by the instrument error and limited monitoring data. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method has been developed in the companion paper and is conducted to formulate the joint probability density function (PDF) of wind speed and direction using the wind monitoring data of the investigated bridge. The established bivariate model of wind speed and direction only represents the features of available wind monitoring data. To characterize the stochastic properties of the wind parameters with the subsequent wind monitoring data, in this study, Bayesian inference approach considering the uncertainty is proposed to update the wind parameters in the bivariate probabilistic model. The slice sampling algorithm of Markov chain Monte Carlo (MCMC) method is applied to establish the multi-dimensional and complex posterior distribution which is analytically intractable. The numerical simulation examples for univariate and bivariate models are carried out to verify the effectiveness of the proposed method. In addition, the proposed Bayesian inference approach is used to update and optimize the parameters in the bivariate model using the wind monitoring data from the investigated bridge. The results indicate that the proposed Bayesian inference approach is feasible and can be employed to predict the bivariate distribution of wind speed and direction with limited monitoring data.

• Structural Engineering and Mechanics
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• v.90 no.2
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• pp.189-208
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• 2024

Artificial intelligence is one of the efficient methods that can be developed to simulate nonlinear behavior and predict the response of building structures. In this regard, an adaptive method based on optimization algorithms is used to train the TSK model of the fuzzy inference system to estimate the seismic behavior of building structures based on analytical data. The optimization algorithm is implemented to determine the parameters of the TSK model based on the minimization of prediction error for the training data set. The adaptive training is designed on the feedback of the results of previous time steps, in which three training cases of 2, 5, and 10 previous time steps were used. The training data is collected from the results of nonlinear time history analysis under 100 ground motion records with different seismic properties. Also, 10 records were used to test the inference system. The performance of the proposed inference system is evaluated on two 3 and 20-story models of nonlinear steel moment frame. The results show that the inference system of the TSK model by combining the optimization method is an efficient computational method for predicting the response of nonlinear structures. Meanwhile, the multi-vers optimization (MVO) algorithm is more accurate in determining the optimal parameters of the TSK model. Also, the accuracy of the results increases significantly with increasing the number of previous steps.

• International Journal of Reliability and Applications
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• v.9 no.2
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• pp.167-182
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• 2008

The objective of this paper is to discuss the stochastic analysis and the statistical inference of a three-states semi-Markov reliability model. Using the maximum likelihood procedure, the parameters included in this model are estimated. Based on the assumption that the lifetime and repair time of the system are gener-alized Weibull random variables, the reliability function of this system is obtained. Then, the distribution of the first passage time of this system is derived. Many important special cases are discussed. Finally, the obtained results are compared with those available in the literature.

• Journal of the Korean Institute of Intelligent Systems
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• v.7 no.1
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• pp.16-26
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• 1997

China is one of the few countries where natural disaster strike frequently and cause heavy damage. In this paper, we mathematically develop two models to assess fuzzy risk of natural disaster in China. One is to assess the risk based on database of historical disaster effects by using information diffusion method relevant in fuzzy information analysis. In another model, we give an overview over advanced method to calculate the risk of release, exposure and consequence assessent, where information distribution technique is used to calculate basic fuzzy relationships showing historical experience of natural disasters, and fuzzy approximate inference is employed to study loss risk based on these basic relationships. We also present an examples to show how to use the first model. Result show that the model is effective for natural disaster risk assessment.

• Proceedings of the Korean Statistical Society Conference
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• 2000.11a
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• pp.51-56
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• 2000

When the standard inference is to be used with complete data and nonresponse is ignorable, then multiple imputations should be created as repetitions under a Bayesian normal model. Many Bayesian models besides the normal, however, approximately yield the standard inference with complete data and thus many such models can be used to create proper imputations. We consider the Bayesian bootstrap (BB) application.

• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.981-996
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• 2003

Bayesian inference is considered for switching mean models with the ARMA errors. We use noninformative improper priors or uniform priors. The fractional Bayes factor of O'Hagan (1995) is used as the Bayesian tool for detecting the existence of a single change or multiple changes and the usual Bayes factor is used for identifying the orders of the ARMA error. Once the model is fully identified, the Gibbs sampler with the Metropolis-Hastings subchains is constructed to estimate parameters. Finally, we perform a simulation study to support theoretical results.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.909-922
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• 2014

This paper reviews Bayesian inference with inequality constraints. It focuses on ⅰ) comparison of models with various inequality/equality constraints on parameters, ⅱ) multiple tests on equalities of parameters when parameters are under inequality constraints, ⅲ) multiple test on equalities of score parameters in models for contingency tables with ordinal categorical variables.

• Communications for Statistical Applications and Methods
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• v.25 no.4
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• pp.411-430
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• 2018

The Bayesian approach is a suitable alternative in constructing appropriate models for observed record values because the number of these values is small. This paper provides an objective Bayesian analysis method for upper record values arising from the Rayleigh distribution. For the objective Bayesian analysis, the Fisher information matrix for unknown parameters is derived in terms of the second derivative of the log-likelihood function by using Leibniz's rule; subsequently, objective priors are provided, resulting in proper posterior distributions. We examine if these priors are the PMPs. In a simulation study, inference results under the provided priors are compared through Monte Carlo simulations. Through real data analysis, we reveal a limitation of the appropriate confidence interval based on the maximum likelihood estimator for the scale parameter and evaluate the models under the provided priors.