• Journal of Korean Society on Water Environment
• /
• v.36 no.5
• /
• pp.353-363
• /
• 2020

Hydrologic models can be classified into two types: those for understanding physical processes and those for predicting hydrologic quantities. This study deals with how to use the model to predict today's stream flow based on the system's knowledge of yesterday's state and the model parameters. In this regard, for the model to generate accurate predictions, the uncertainty of the parameters and appropriate estimates of the state variables are required. In this study, a relatively simple hydrologic partitioning model is proposed that can explicitly implement the hydrologic partitioning process, and the posterior distribution of the parameters of the proposed model is estimated using the Markov chain Monte Carlo approach. Further, the application method of the ensemble Kalman filter is proposed for updating the normalized soil moisture, which is the state variable of the model, by linking the information on the posterior distribution of the parameters and by assimilating the observed steam flow data. The stochastically and recursively estimated stream flows using the data assimilation technique revealed better representation of the observed data than the stream flows predicted using the deterministic model. Therefore, the ensemble Kalman filter in conjunction with the Markov chain Monte Carlo approach could be a reliable and effective method for forecasting daily stream flow, and it could also be a suitable method for routinely updating and monitoring the watershed-averaged soil moisture.

• Journal of the Institute of Electronics Engineers of Korea SP
• /
• v.48 no.1
• /
• pp.157-165
• /
• 2011

It is challenging to detect foreground objects when background includes an illumination variation, shadow or structural variation due to its motion. Basically pixel-based background models including codebook-based modeling suffer from statistical randomness of each pixel. This paper proposes an algorithm that incorporates Markov random field model into pixel-based background modeling to achieve more accurate foreground detection. Under the assumptions the distance between the pixel on the input imaging and the corresponding background model and the difference between the scene estimates of the spatio-temporally neighboring pixels are exponentially distributed, a recursive approach for estimating the MRF regularizing parameters is proposed. The proposed method alternates between estimating the parameters with the intermediate foreground detection and estimating the foreground detection with the estimated parameters, after computing it with random initial parameters. Extensive experiment is conducted with several videos recorded both indoors and outdoors to compare the proposed method with the standard codebook-based algorithm.

• Journal of Biosystems Engineering
• /
• v.29 no.5 s.106
• /
• pp.441-450
• /
• 2004

This study was performed to estimate mid and long term demands of a tractor, a rice transplanter, a combine and a grain dryer by using logistic curve function and Markov chain model. Field survey was done to decide some parameters far logistic curve function and Markov chain model. Ceiling values of tractor and combine fer logistic curve function analysis were 209,280 and 85,607 respectively. Based on logistic curve function analysis, total number of tractors increased slightly during the period analysed. New demand for combine was found to be zero. Markov chain analysis was carried out with 2 scenarios. With the scenario 1(rice price $10\%$ down and current supporting policy by government), new demand for tractor was decreased gradually up to 700 unit in the year 2012. For combine, new demand was zero. Regardless of scenarios, the replacement demand was increased slightly after 2003. After then, the replacement demand is decreased after the certain time. Two analysis of logistic owe function and Markov chain model showed the similar trend in increase and decrease for total number of tractors and combines. However, the difference in numbers of tractors and combines between the results from 2 analysis got bigger as the time passed.

• Computers and Concrete
• /
• v.13 no.5
• /
• pp.659-677
• /
• 2014

A Bayesian response surface updating procedure is applied in order to update the parameters of the covariance function of a random field for concrete properties based on a limited number of available measurements. Formulas as well as a numerical algorithm are presented in order to update the parameters of response surfaces using Markov Chain Monte Carlo simulations. The parameters of the covariance function are often based on some kind of expert judgment due the lack of sufficient measurement data. However, a Bayesian updating technique enables to estimate the parameters of the covariance function more rigorously and with less ambiguity. Prior information can be incorporated in the form of vague or informative priors. The proposed estimation procedure is evaluated through numerical simulations and compared to the commonly used least square method.

• Communications for Statistical Applications and Methods
• /
• v.26 no.2
• /
• pp.131-148
• /
• 2019

Constant stress partially accelerated life tests are studied according to exponentiated Weibull distribution. Grounded on multiple censoring, the maximum likelihood estimators are determined in connection with unknown distribution parameters and accelerated factor. The confidence intervals of the unknown parameters and acceleration factor are constructed for large sample size. However, it is not possible to obtain the Bayes estimates in plain form, so we apply a Markov chain Monte Carlo method to deal with this issue, which permits us to create a credible interval of the associated parameters. Finally, based on constant stress partially accelerated life tests scheme with exponentiated Weibull distribution under multiple censoring, the illustrative example and the simulation results are used to investigate the maximum likelihood, and Bayesian estimates of the unknown parameters.

• Journal of the Korean Institute of Telematics and Electronics
• /
• v.26 no.3
• /
• pp.8-13
• /
• 1989

The parameters of bipolar random square-wave signal process, amplitude and phase with unknown probability distribution are shown to be simultaneously estimated by using Gauss-Markov estimator so that transmitted digital data can be recovered under the additive Gaussinan noise environment. However, we see that the preprocessing stage using the correlator composed of the multiplier and the running integrator is needed to convert the received process into the sampled sequences and to obtain the observed data vectors, which can be used for Gauss-Markov estimation.

• Korean Journal of Agricultural and Forest Meteorology
• /
• v.19 no.1
• /
• pp.27-35
• /
• 2017

This research was to elucidate the generation method of daily precipitation data from monthly data. We applied a combined method of Markov chain and gamma distribution function using 4 specific parameters of ${\alpha}$, ${\beta}$, p(W/W) and p(W/D) for generation of daily rainfall data using daily precipitation data for the past 30 years which were collected from the country's 23 meteorological offices. Four parameters, applied to use for the combination method, were calculated by maximum likelihood method in location of 23 sites. There are high correlations of 0.99, 0.98 and 0.98 in rainfall days, rainfall probability and mean amount of daily rainfall between measured and simulated data in case of those parameters. In case of using parameters estimated from monthly precipitation, correlation coefficients in rainfall days, rainfall probability and mean amount of daily rainfall are 0.84, 0.83 and 0.96, respectively. We concluded that a combination method with parameter estimation from monthly precipitation data can be applied, in practical purpose such as assessment of climate change in agriculture and water resources, to get daily precipitation data in Korea.

• The Korean Journal of Applied Statistics
• /
• v.24 no.1
• /
• pp.177-183
• /
• 2011

Hidden Markov random eld(HMRF) is one of the most common model for image segmentation which is an important preprocessing in many imaging devices. The HMRF has unknown hyper-parameters on Markov random field to be estimated in segmenting testing images. However, in practice, due to computational complexity, it is often assumed to be a fixed constant. In this paper, we numerically show that the segmentation results very depending on the fixed hyper-parameter, and, if the parameter is misspecified, they further depend on the choice of the class-labelling algorithm. In contrast, the HMRF with estimated hyper-parameter provides consistent segmentation results regardless of the choice of class labelling and the estimation method. Thus, we recommend practitioners estimate the hyper-parameter even though it is computationally complex.

• Korean Management Science Review
• /
• v.10 no.2
• /
• pp.27-42
• /
• 1993

Markov chain models can be used to predict the state of the system in the future. We extend the existing Markov chain models in two ways. For the stationary model, we propose a procedure that obtains the transition probabilities by appling the empirical Bayes method, in which the parameters of the prior distribution in the Bayes estimator are obtained on the collaternal micro data. For non-stationary model, we suggest a procedure that obtains a time-varying transition probabilities as a function of the exogenous variables. To illustrate the effectiveness of our extended models, the models are applied to the macro and micro time-series data generated from actual survey. Our stationary model yields reliable parameter values of the prior distribution. And our non-stationary model can predict the variable transition probabilities effectively.

• Journal of Korean Society of Industrial and Systems Engineering
• /
• v.32 no.3
• /
• pp.99-109
• /
• 2009

Negative binomial yield model for semiconductor manufacturing consists of two parameters which are the average number of defects per die and the clustering parameter. Estimating the clustering parameter is quite complex because the parameter has not clear closed form. In this paper, a Bayesian approach using Markov Chain Monte Carlo is proposed to estimate the clustering parameter. To find an appropriate estimation method for the clustering parameter, two typical estimators, the method of moments estimator and the maximum likelihood estimator, and the proposed Bayesian estimator are compared with respect to the mean absolute deviation between the real yield and the estimated yield. Experimental results show that both the proposed Bayesian estimator and the maximum likelihood estimator have excellent performance and the choice of method depends on the purpose of use.