• Title/Summary/Keyword: Markov parameters

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BAYESIAN AND CLASSICAL INFERENCE FOR TOPP-LEONE INVERSE WEIBULL DISTRIBUTION BASED ON TYPE-II CENSORED DATA

  • ZAHRA SHOKOOH GHAZANI
    • Journal of applied mathematics & informatics
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    • v.42 no.4
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    • pp.819-829
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    • 2024
  • This paper delves into an examination of both non-Bayesian and Bayesian estimation techniques for determining the Topp-leone inverse Weibull distribution parameters based on progressive Type-II censoring. The first approach employs expectation maximization (EM) algorithms to derive maximum likelihood estimates for these variables. Subsequently, Bayesian estimators are obtained by utilizing symmetric and asymmetric loss functions such as Squared error and Linex loss functions. The Markov chain Monte Carlo method is invoked to obtain these Bayesian estimates, solidifying their reliability in this framework.

Bayesian model update for damage detection of a steel plate girder bridge

  • Xin Zhou;Feng-Liang Zhang;Yoshinao Goi;Chul-Woo Kim
    • Smart Structures and Systems
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    • v.31 no.1
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    • pp.29-43
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    • 2023
  • This study investigates the possibility of damage detection of a real bridge by means of a modal parameter-based finite element (FE) model update. Field moving vehicle experiments were conducted on an actual steel plate girder bridge. In the damage experiment, cracks were applied to the bridge to simulate damage states. A fast Bayesian FFT method was employed to identify and quantify uncertainties of the modal parameters then these modal parameters were used in the Bayesian model update. Material properties and boundary conditions are taken as uncertainties and updated in the model update process. Observations showed that although some differences existed in the results obtained from different model classes, the discrepancy between modal parameters of the FE model and those experimentally obtained was reduced after the model update process, and the updated parameters in the numerical model were indeed affected by the damage. The importance of boundary conditions in the model updating process is also observed. The capability of the MCMC model update method for application to the actual bridge structure is assessed, and the limitation of FE model update in damage detection of bridges using only modal parameters is observed.

Efficient Methodology in Markov Random Field Modeling : Multiresolution Structure and Bayesian Approach in Parameter Estimation (피라미드 구조와 베이지안 접근법을 이용한 Markove Random Field의 효율적 모델링)

  • 정명희;홍의석
    • Korean Journal of Remote Sensing
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    • v.15 no.2
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    • pp.147-158
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    • 1999
  • Remote sensing technique has offered better understanding of our environment for the decades by providing useful level of information on the landcover. In many applications using the remotely sensed data, digital image processing methodology has been usefully employed to characterize the features in the data and develop the models. Random field models, especially Markov Random Field (MRF) models exploiting spatial relationships, are successfully utilized in many problems such as texture modeling, region labeling and so on. Usually, remotely sensed imagery are very large in nature and the data increase greatly in the problem requiring temporal data over time period. The time required to process increasing larger images is not linear. In this study, the methodology to reduce the computational cost is investigated in the utilization of the Markov Random Field. For this, multiresolution framework is explored which provides convenient and efficient structures for the transition between the local and global features. The computational requirements for parameter estimation of the MRF model also become excessive as image size increases. A Bayesian approach is investigated as an alternative estimation method to reduce the computational burden in estimation of the parameters of large images.

Assessment of Future Climate and Land Use Change on Hydrology and Stream Water Quality of Anseongcheon Watershed Using SWAT Model (II) (SWAT 모형을 이용한 미래 기후변화 및 토지이용 변화에 따른 안성천 유역 수문 - 수질 변화 분석 (II))

  • Lee, Yong Jun;An, So Ra;Kang, Boosik;Kim, Seong Joon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.6B
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    • pp.665-673
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    • 2008
  • This study is to assess the future potential climate and land use change impact on streamflow and stream water quality of the study watershed using the established model parameters (I). The CCCma (Canadian Centre for Climate Modelling and Analysis) CGCM2 (Canadian Global Coupled Model) based on IPCC SRES (Special Report Emission Scenarios) A2 and B2 scenarios were adopted for future climate condition, and the data were downscaled by Stochastic Spatio-Temporal Random Cascade Model technique. The future land use condition was predicted by using modified CA-Markov (Cellular Automata-Markov chain) technique with the past time series of Landsat satellite images. The model was applied for the future extreme precipitation cases of around 2030, 2060 and 2090. The predicted results showed that the runoff ratio increased 8% based on the 2005 precipitation (1160.1 mm) and runoff ratio (65%). Accordingly the Sediment, T-N and T-P also increased 120%, 16% and 10% respectively for the case of 50% precipitation increase. This research has the meaning in providing the methodological procedures for the evaluation of future potential climate and land use changes on watershed hydrology and stream water quality. This model result are expected to plan in advance for healthy and sustainable watershed management and countermeasures of climate change.

A Study on the Removal of Unusual Feature Vectors in Speech Recognition (음성인식에서 특이 특징벡터의 제거에 대한 연구)

  • Lee, Chang-Young
    • The Journal of the Korea institute of electronic communication sciences
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    • v.8 no.4
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    • pp.561-567
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    • 2013
  • Some of the feature vectors for speech recognition are rare and unusual. These patterns lead to overfitting for the parameters of the speech recognition system and, as a result, cause structural risks in the system that hinder the good performance in recognition. In this paper, as a method of removing these unusual patterns, we try to exclude vectors whose norms are larger than a specified cutoff value and then train the speech recognition system. The objective of this study is to exclude as many unusual feature vectors under the condition of no significant degradation in the speech recognition error rate. For this purpose, we introduce a cutoff parameter and investigate the resultant effect on the speaker-independent speech recognition of isolated words by using FVQ(Fuzzy Vector Quantization)/HMM(Hidden Markov Model). Experimental results showed that roughly 3%~6% of the feature vectors might be considered as unusual, and therefore be excluded without deteriorating the speech recognition accuracy.

Performance Modelling of Adaptive VANET with Enhanced Priority Scheme

  • Lim, Joanne Mun-Yee;Chang, YoongChoon;Alias, MohamadYusoff;Loo, Jonathan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.9 no.4
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    • pp.1337-1358
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    • 2015
  • In this paper, we present an analytical and simulated study on the performance of adaptive vehicular ad hoc networks (VANET) priority based on Transmission Distance Reliability Range (TDRR) and data type. VANET topology changes rapidly due to its inherent nature of high mobility nodes and unpredictable environments. Therefore, nodes in VANET must be able to adapt to the ever changing environment and optimize parameters to enhance performance. However, there is a lack of adaptability in the current VANET scheme. Existing VANET IEEE802.11p's Enhanced Distributed Channel Access; EDCA assigns priority solely based on data type. In this paper, we propose a new priority scheme which utilizes Markov model to perform TDRR prediction and assign priorities based on the proposed Markov TDRR Prediction with Enhanced Priority VANET Scheme (MarPVS). Subsequently, we performed an analytical study on MarPVS performance modeling. In particular, considering five different priority levels defined in MarPVS, we derived the probability of successful transmission, the number of low priority messages in back off process and concurrent low priority transmission. Finally, the results are used to derive the average transmission delay for data types defined in MarPVS. Numerical results are provided along with simulation results which confirm the accuracy of the proposed analysis. Simulation results demonstrate that the proposed MarPVS results in lower transmission latency and higher packet success rate in comparison with the default IEEE802.11p scheme and greedy scheduler scheme.

Studies on the Stochastic Generation of Long Term Runoff (1) (장기유출랑의 추계학적 모의 발생에 관한 연구 (I))

  • 이순혁;맹승진;박종국
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.35 no.3
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    • pp.100-116
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    • 1993
  • It is experienced fact that unreasonable design criterion and unsitable operation management for the agricultural structures including reservoirs based on short terms data of monthly flows have been brought about not only loss of lives, but also enormous property damage. For the solution of this point at issue, this study was conducted to simulate long series of synthetic monthly flows by multi-season first order Markov model with selection of best fitting frequency distribution and to make a comparison of statistical parameters between observed and synthetic flows of six watersheds in Yeong San and Seom Jin river systems. The results obtained through this study can be summarized as follows. 1.Both Gamma and two parameter lognormal distribution were found to be suitable ones for monthly flows in all watersheds by Kolmogorov-Smirnov test while those distributions were judged to be unfitness in Nam Pyeong of Yeong San and Song Jeong and Ab Rog watersheds of Seom Jin river systems in the $\chi$$^2$ goodness of fit test. 2.Most of the arithmetic mean values for synthetic monthly flows simulated by Gamma distribution are much closer to the results of the observed data than those of two parameter lognomal distribution in the applied watersheds. 3.Fluctuation for the coefficient of variation derived by Gamma distribution was shown in general as better agreement with the results of the observed data than that of two parameter lognormal distribution in the applied watersheds both in Yeong San and Seom Jin river systems. Especially, coefficients of variation calculated by Gamma distribution are seemed to be much closer to those of the observed data during July and August. 4.It can be concluded that synthetic monthly flows simulated by Gamma distribution are seemed to be much closer to the observed data than those by two parameter lognormal distribution in the applied watersheds. 5.It is to be desired that multi-season first order Markov model based on Gamma distribution which is confirmed as a good fitting one in this study would be compared with Harmonic synthetic model as a continuation follows.

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Performance Simulation of ACM for Compensating Rain Attenuation in Satellite Link (위성시스템 강우 감쇠 보상을 위한 ACM 성능 시뮬레이션)

  • Zhang, Meixiang;Kim, Sooyoung;Pack, Jeong-Ki;Kim, Ihn-Kyum
    • Journal of Satellite, Information and Communications
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    • v.7 no.3
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    • pp.8-15
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    • 2012
  • Adaptive transmission technique is an effective means to counter-measure rain attenation that is one of the most significant factors degrading link quality in satellite communication systems. This paper introduces a simulator for adaptive transmission technique to compensate rain attenuation. In the simulator, a dynamic rain attenuation model is loaded, which was developed to synthesize Korean rain attenuation dynamics at a frequency band of Ka. It is a Markov chain model with rain attenuation parameters extracted from the rain attenuation data measured per second. In addition, various transmission schemes are embedded so that a user defined simulations can be performed. This paper demonstrates simulation results of adaptive schemes in comprison with fixed schemes, and show the efficiency of the adaptive schemes to compensate the rain attenuation.

Bayesian Clustering of Prostate Cancer Patients by Using a Latent Class Poisson Model (잠재그룹 포아송 모형을 이용한 전립선암 환자의 베이지안 그룹화)

  • Oh Man-Suk
    • The Korean Journal of Applied Statistics
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    • v.18 no.1
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    • pp.1-13
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    • 2005
  • Latent Class model has been considered recently by many researchers and practitioners as a tool for identifying heterogeneous segments or groups in a population, and grouping objects into the segments. In this paper we consider data on prostate cancer patients from Korean National Cancer Institute and propose a method for grouping prostate cancer patients by using latent class Poisson model. A Bayesian approach equipped with a Markov chain Monte Carlo method is used to overcome the limit of classical likelihood approaches. Advantages of the proposed Bayesian method are easy estimation of parameters with their standard errors, segmentation of objects into groups, and provision of uncertainty measures for the segmentation. In addition, we provide a method to determine an appropriate number of segments for the given data so that the method automatically chooses the number of segments and partitions objects into heterogeneous segments.

Low Flow Frequency Analysis of Steamflows Simulated from the Stochastically Generated Daily Rainfal Series (일 강우량의 모의 발생을 통한 갈수유량 계열의 산정 및 빈도분석)

  • Kim, Byeong-Sik;Gang, Gyeong-Seok;Seo, Byeong-Ha
    • Journal of Korea Water Resources Association
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    • v.32 no.3
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    • pp.265-279
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    • 1999
  • In this study, one of the techniques on the extension of low flow series has been developed, in which the daily streamflows were simulated by the Tank model with the input of extended daily rainfall series which were stochastically generated by the Markov chain model. The annual lowest flow serried for each of the given durations were formulated form the simulated daily streamflow sequences. The frequency of the estimated annual lowest flow series was analyzed. The distribution types to be used for the frequency analysis were two-parameter and three-parameter log-normal distribution, two-parameter and three-parameter Gamma distribution, three-parameter log-Gamma distribution, Gumbel distribution, and Weibull distribution, of which parameters were estimated by the moment method and the maximum likelihood method. The goodness-of-fit test for probability distribution is evaluated by the Kolmogorov-Sminrov test. The fitted distribution function for each duration series is applied to frequency analysis for developing duration-low flow-frequency curves at Yongdam Dam station. It was shown that the purposed technique in this study is available to generate the daily streamflow series with fair accuracy and useful to determine the probabilistic low flow in the watersheds having the poor historic records of low flow series.

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