• Title/Summary/Keyword: Markov-chain

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A Review on the Analysis of Life Data Based on Bayesian Method: 2000~2016 (베이지안 기법에 기반한 수명자료 분석에 관한 문헌 연구: 2000~2016)

  • Won, Dong-Yeon;Lim, Jun Hyoung;Sim, Hyun Su;Sung, Si-il;Lim, Heonsang;Kim, Yong Soo
    • Journal of Applied Reliability
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    • v.17 no.3
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    • pp.213-223
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    • 2017
  • Purpose: The purpose of this study is to arrange the life data analysis literatures based on the Bayesian method quantitatively and provide it as tables. Methods: The Bayesian method produces a more accurate estimates of other traditional methods in a small sample size, and it requires specific algorithm and prior information. Based on these three characteristics of the Bayesian method, the criteria for classifying the literature were taken into account. Results: In many studies, there are comparisons of estimation methods for the Bayesian method and maximum likelihood estimation (MLE), and sample size was greater than 10 and not more than 25. In probability distributions, a variety of distributions were found in addition to the distributions of Weibull commonly used in life data analysis, and MCMC and Lindley's Approximation were used evenly. Finally, Gamma, Uniform, Jeffrey and extension of Jeffrey distributions were evenly used as prior information. Conclusion: To verify the characteristics of the Bayesian method which are more superior to other methods in a smaller sample size, studies in less than 10 samples should be carried out. Also, comparative study is required by various distributions, thereby providing guidelines necessary.

A Study on the MMPP Model Verification for the Real-time VBR Traffic of ATM Network (ATM망의 실시간 VBR 트래픽에 대한 MMPP 모델 적합성 검증 연구)

  • 정승국;이영훈
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.8B
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    • pp.699-706
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    • 2003
  • This paper is to verify that 2-state MMPP Model conform to ATM VBR traffic characteristics by measuring and analyzing real-time VBR traffic in KT's ATM network. As a result, we validated the fact that real-time VBR traffic of ATM network cannot be apply to MMPP model and must be represented by previously general On-Off Model with characteristics as follows: arrival rate of On state (λ$_1$) is deterministic, arrival rate of Off state (λ$_2$) is zero, and two transition rate (T$_1$,T$_2$) is only random variable. As research results are to handle real traffic, these results can be used to all ATM network traffic model with traffic management function such as KT's ATM network.

A Smart DTMC-based Handover Scheme Using Vehicle's Mobility Behavior Profile (차량의 이동성 행동 프로파일을 이용한 DTMC 기반의 스마트 핸드오버 기법)

  • Han, Sang-Hyuck;Kim, Hyun-Woo;Choi, Yong-Hoon;Park, Su-Won;Rhee, Seung-Hyuong
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.36 no.6B
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    • pp.697-709
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    • 2011
  • For improvement of wireless Internet service quality at vehicle's moving speed, it is advised to reduce the service disruption time by reducing the handover frequency on vehicle's moving path. Particularly, it is advantageous to avoid the handover to cell whose dwell time is short or can be ignored in terms of service continuity and average throughput. This paper proposes the handover scheme that is suitable for vehicle in order to improve the wireless Internet service quality. In the proposed scheme, the handover process continues to be learned before being modeled to Discrete-Time Markov Chain (DTMC). This modeling reduces the handover frequency by preventing the handover to cell that could provide service sufficiently to passenger even when vehicle passed through the cell but there was no need to perform handover. In order to verify the proposed scheme, we observed the average number of handovers, the average RSSI and the average throughput on various moving paths that vehicle moved in the given urban environment. The experiment results confirmed that the proposed scheme was able to provide the improved wireless Internet service to vehicle that moved to some degree of consistency.

cmicroRNA prediction using Bayesian network with biologically relevant feature set (생물학적으로 의미 있는 특질에 기반한 베이지안 네트웍을 이용한 microRNA의 예측)

  • Nam, Jin-Wu;Park, Jong-Sun;Zhang, Byoung-Tak
    • Proceedings of the Korean Information Science Society Conference
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    • 2006.10a
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    • pp.53-58
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    • 2006
  • MicroRNA (miRNA)는 약 22 nt의 작은 RNA 조각으로 이루어져 있으며 stem-loop 구조의 precursor 형태에서 최종적으로 만들어 진다. miRNA는 mRNA의 3‘UTR에 상보적으로 결합하여 유전자의 발현을 억제하거나 mRNA의 분해를 촉진한다. miRNA를 동정하기 위한 실험적인 방법은 조직 특이적인 발현, 적은 발현양 때문에 방법상 한계를 가지고 있다. 이러한 한계는 컴퓨터를 이용한 방법으로 어느 정도 해결될 수 있다. 하지만 miRNA의 서열상의 낮은 보존성은 homology를 기반으로 한 예측을 어렵게 한다. 또한 기계학습 방법인 support vector machine (SVM) 이나 naive bayes가 적용되었지만, 생물학적인 의미를 해석할 수 있는 generative model을 제시해 주지 못했다. 본 연구에서는 우수한 miRNA 예측을 보일 뿐만 아니라 학습된 모델로부터 생물학적인 지식을 얻을 수 있는 Bayesian network을 적용한다. 이를 위해서는 생물학적으로 의미 있는 특질들의 선택이 중요하다. 여기서는 position weighted matrix (PWM)과 Markov chain probability (MCP), Loop 크기, Bulge 수, spectrum, free energy profile 등을 특질로서 선택한 후 Information gain의 특질 선택법을 통해 예측에 기여도가 높은 특질 25개 와 27개를 최종적으로 선택하였다. 이로부터 Bayesian network을 학습한 후 miRNA의 예측 성능을 10 fold cross-validation으로 확인하였다. 그 결과 pre-/mature miRNA 각 각에 대한 예측 accuracy가 99.99% 100.00%를 보여, SVM이나 naive bayes 방법보다 높은 결과를 보였으며, 학습된 Bayesian network으로부터 이전 연구 결과와 일치하는 pre-miRNA 상의 의존관계를 분석할 수 있었다.

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Parameter Estimation of Reliability Growth Model with Incomplete Data Using Bayesian Method (베이지안 기법을 적용한 Incomplete data 기반 신뢰성 성장 모델의 모수 추정)

  • Park, Cheongeon;Lim, Jisung;Lee, Sangchul
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.47 no.10
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    • pp.747-752
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    • 2019
  • By using the failure information and the cumulative test execution time obtained by performing the reliability growth test, it is possible to estimate the parameter of the reliability growth model, and the Mean Time Between Failure (MTBF) of the product can be predicted through the parameter estimation. However the failure information could be acquired periodically or the number of sample data of the obtained failure information could be small. Because there are various constraints such as the cost and time of test or the characteristics of the product. This may cause the error of the parameter estimation of the reliability growth model to increase. In this study, the Bayesian method is applied to estimating the parameters of the reliability growth model when the number of sample data for the fault information is small. Simulation results show that the estimation accuracy of Bayesian method is more accurate than that of Maximum Likelihood Estimation (MLE) respectively in estimation the parameters of the reliability growth model.

Structural modal identification and MCMC-based model updating by a Bayesian approach

  • Zhang, F.L.;Yang, Y.P.;Ye, X.W.;Yang, J.H.;Han, B.K.
    • Smart Structures and Systems
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    • v.24 no.5
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    • pp.631-639
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    • 2019
  • Finite element analysis is one of the important methods to study the structural performance. Due to the simplification, discretization and error of structural parameters, numerical model errors always exist. Besides, structural characteristics may also change because of material aging, structural damage, etc., making the initial finite element model cannot simulate the operational response of the structure accurately. Based on Bayesian methods, the initial model can be updated to obtain a more accurate numerical model. This paper presents the work on the field test, modal identification and model updating of a Chinese reinforced concrete pagoda. Based on the ambient vibration test, the acceleration response of the structure under operational environment was collected. The first six translational modes of the structure were identified by the enhanced frequency domain decomposition method. The initial finite element model of the pagoda was established, and the elastic modulus of columns, beams and slabs were selected as model parameters to be updated. Assuming the error between the measured mode and the calculated one follows a Gaussian distribution, the posterior probability density function (PDF) of the parameter to be updated is obtained and the uncertainty is quantitatively evaluated based on the Bayesian statistical theory and the Metropolis-Hastings algorithm, and then the optimal values of model parameters can be obtained. The results show that the difference between the calculated frequency of the finite element model and the measured one is reduced, and the modal correlation of the mode shape is improved. The updated numerical model can be used to evaluate the safety of the structure as a benchmark model for structural health monitoring (SHM).

Comparative Analysis of Subsurface Estimation Ability and Applicability Based on Various Geostatistical Model (다양한 지구통계기법의 지하매질 예측능 및 적용성 비교연구)

  • Ahn, Jeongwoo;Jeong, Jina;Park, Eungyu
    • Journal of Soil and Groundwater Environment
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    • v.19 no.4
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    • pp.31-44
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    • 2014
  • In the present study, a few of recently developed geostatistical models are comparatively studied. The models are two-point statistics based sequential indicator simulation (SISIM) and generalized coupled Markov chain (GCMC), multi-point statistics single normal equation simulation (SNESIM), and object based model of FLUVSIM (fluvial simulation) that predicts structures of target object from the provided geometric information. Out of the models, SNESIM and FLUVSIM require additional information other than conditioning data such as training map and geometry, respectively, which generally claim demanding additional resources. For the comparative studies, three-dimensional fluvial reservoir model is developed considering the genetic information and the samples, as input data for the models, are acquired by mimicking realistic sampling (i.e. random sampling). For SNESIM and FLUVSIM, additional training map and the geometry data are synthesized based on the same information used for the objective model. For the comparisons of the predictabilities of the models, two different measures are employed. In the first measure, the ensemble probability maps of the models are developed from multiple realizations, which are compared in depth to the objective model. In the second measure, the developed realizations are converted to hydrogeologic properties and the groundwater flow simulation results are compared to that of the objective model. From the comparisons, it is found that the predictability of GCMC outperforms the other models in terms of the first measure. On the other hand, in terms of the second measure, the both predictabilities of GCMC and SNESIM are outstanding out of the considered models. The excellences of GCMC model in the comparisons may attribute to the incorporations of directional non-stationarity and the non-linear prediction structure. From the results, it is concluded that the various geostatistical models need to be comprehensively considered and comparatively analyzed for appropriate characterizations.

Factors affecting regional population of Korea using Bayesian quantile regression (베이지안 분위회귀모형을 이용한 지역인구에 영향을 미치는 요인분석)

  • Kim, Minyoung;Oh, Man-Suk
    • The Korean Journal of Applied Statistics
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    • v.34 no.5
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    • pp.823-835
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    • 2021
  • Identification of factors influencing regional population is critical for establishing government's population policies as well as for improving residents' social, economic and cultural well-being in the region. In this study we analysed the data from 2019 Population Housing Survey in Korea to identify the factors affecting the population size in each of the three regions: Seoul, metropolitan cities, and provincial regions. We applied a Bayesian quantile regression to account for asymmetry and heteroscedasticity of data. The analysis results showed that the effects of factors vary greatly between the three regions of Seoul, metropolitan cities, and provincial regions as well as between sub regions within the same region. These results suggest that population-related variables have very heterogeneous characteristics from region to region and therefore it is important to establish customized population policies that suit regional characteristics rather than uniform population policies that apply to every region.

Effects of Hydro-Climate Conditions on Calibrating Conceptual Hydrologic Partitioning Model (개념적 수문분할모형의 보정에 미치는 수문기후학적 조건의 영향)

  • Choi, Jeonghyeon;Seo, Jiyu;Won, Jeongeun;Lee, Okjeong;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.36 no.6
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    • pp.568-580
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    • 2020
  • Calibrating a conceptual hydrologic model necessitates selection of a calibration period that produces the most reliable prediction. This often must be chosen randomly, however, since there is no objective guidance. Observation plays the most important role in the calibration or uncertainty evaluation of hydrologic models, in which the key factors are the length of the data and the hydro-climate conditions in which they were collected. In this study, we investigated the effect of the calibration period selected on the predictive performance and uncertainty of a model. After classifying the inflows of the Hapcheon Dam from 1991 to 2019 into four hydro-climate conditions (dry, wet, normal, and mixed), a conceptual hydrologic partitioning model was calibrated using data from the same hydro-climate condition. Then, predictive performance and post-parameter statistics were analyzed during the verification period under various hydro-climate conditions. The results of the study were as follows: 1) Hydro-climate conditions during the calibration period have a significant effect on model performance and uncertainty, 2) calibration of a hydrologic model using data in dry hydro-climate conditions is most advantageous in securing model performance for arbitrary hydro-climate conditions, and 3) the dry calibration can lead to more reliable model results.

Application of Rainwater Harvesting System Reliability Model Based on Non-parametric Stochastic Daily Rainfall Generator to Haundae District of Busan (비모수적 추계학적 일 강우 발생기 기반의 빗물이용시설 신뢰도 평가모형의 부산광역시 해운대 신시가지 적용)

  • Choi, ChiHyun;Park, MooJong;Baek, ChunWoo;Kim, SangDan
    • Journal of Korean Society on Water Environment
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    • v.27 no.5
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    • pp.634-645
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    • 2011
  • A newly developed rainwater harvesting (RWH) system reliability model is evaluated for roof area of buildings in Haeundae District of Busan. RWH system is used to supply water for toilet flushing, back garden irrigation, and air cooling. This model is portable because it is based on a non-parametric precipitation generation algorithm using a markov chain. Precipitation occurrence is simulated using transition probabilities derived for each day of the year based on the historical probability of wet and dry day state changes. Precipitation amounts are selected from a matrix of historical values within a moving 30 day window that is centered on the target day. Then, the reliability of RWH system is determined for catchment area and tank volume ranges using synthetic precipitation data. As a result, the synthetic rainfall data well reproduced the characteristics of precipitation in Busan. Also the reliabilities of RWH system for each of demands were computed to high values. Furthermore, for study area using the RWH system, reduction efficiencies for rooftop runoff inputs to the sewer system and potable water demand are evaluated for 23%, 53%, respectively.