• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2016년도 학술발표회
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• pp.36-36
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• 2016

하천정비나 유역종합 치수계획 등 수자원계획을 수립하는 과정에 있어 하천의 설계홍수량 추정은 필수적이며, 하천의 수공구조물의 안전성과 수문학적 위험도를 산정하는데도 활용되고 있다. 그러나 매년 관측되는 강우량 자료에 비해 유출량 자료의 길이가 비교적 짧아 신뢰성 있는 홍수량자료의 구축이 어려운 실정이며, 미계측 유역에 위치한 중소규모 하천의 설계홍수량과 같은 수문학적 자료는 매우 제한적이다. 이러한 이유로 본 연구에서는 기 수립된 하천정비기본계획의 자료들을 활용하여 유역의 특성(면적, 경사, 고도)이 고려되는 새로운 홍수량 산정식을 개발하였으며, Bayesian GLM(generalized linear method) 기법을 활용하여 미계측 유역의 지역화를 통한 홍수량의 추정이 가능하도록 하였다. 또한 Hierarchical Bayesian 기법을 활용하여 개발된 공식에 활용되는 매개변수의 불확실성을 구간을 산정하였다. Bayesian 기법의 도입으로 산정되는 홍수량의 불확실성 구간을 정량적으로 제시할 수 있었으며, 제안된 연구 결과는 미계측 유역의 홍수량을 추정하는 도구로서 활용성이 높을 것으로 기대된다.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2017년도 학술발표회
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• pp.105-105
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• 2017

최근 우리나라에서는 국지성호우로 인해 발생하는 돌발홍수에 방어하지 못하는 소규모 저수지에 대한 붕괴사고가 빈발하고 있다. 붕괴된 저수지를 살펴보면, 대체적으로 규모가 작아 체계적인 안전관리가 이루어지지 않거나 경과연수가 50년 이상인 필댐(fill dam) 형식으로 축조된 노후저수지로서 갑작스러운 홍수를 대응하는데 있어 매우 취약한 상태이다. 체계적으로 운영되는 대형댐에 비해 축조기간이 오래된 소규모 저수지의 경우, 저수지에 대한 수문학적 정보가 거의 없거나 미계측되어 보수보강이 필요한 저수지를 선정하거나 정량적인 위험도를 분석하는데 매우 어려운 실정이다. 이러한 이유로 본 연구에서는 노후된 소규모 저수지에 대한 수문학적 파괴인자들을 선정하여 Bayesian Network기반의 소규모 저수지 위험도 분석 모형을 구축하였다. 구축된 모형을 기준으로 고려될 수 있는 다양한 위험인자 및 이들 인자간의 연관성을 평가하였으며, 각각의 노드에 파괴인자를 노드로 할당하여 소규모 저수지의 위험도를 분석하였다. Bayesian Network기법의 도입으로 불확실한 상황을 확률로 표시하고, 복잡한 추론을 정량화된 노드의 관계로 단순화시켜 노드의 연결 관계로 표현하였다. 본 연구에서 제안된 모형은 노후된 소규모 저수지의 수문학적 위험도를 정량으로 분석하는 모형으로서 활용성이 높을 것으로 기대된다.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2018년도 학술발표회
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• pp.176-176
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• 2018

This study presents a regional, probabilistic framework for estimating streamflow via spatial scaling in the Great Lakes basin, which is the largest lake system in the world. The framework follows a two-fold strategy including (1) a quadratic-programming based optimization model a priori to explore the model structure, and (2) a time-varying hierarchical Bayesian model based on insights found in the optimization model. The proposed model is developed to explore three innovations in hierarchical modeling for reconstructing historical streamflow at ungaged sites: (1) information of physical characteristics is utilized in spatial scaling, (2) a time-varying approach is introduced based on climate information, and (3) heteroscedasticity in residual errors is considered to improve streamflow predictive distributions. The proposed model is developed and calibrated in a hierarchical Bayesian framework to pool regional information across sites and enhance regionalization skill. The model is validated in a cross-validation framework along with four simpler nested formulations and the optimization model to confirm specific hypotheses embedded in the full model structure. The nested models assume a similar hierarchical Bayesian structure to our proposed model with their own set of simplifications and omissions. Results suggest that each of three innovations improve historical out-of-sample streamflow reconstructions although these improvements vary corrsponding to each innovation. Finally, we conclude with a discussion of possible model improvements considered by additional model structure and covariates.

• 수산해양기술연구
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• 제55권3호
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• pp.206-216
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• 2019

This study is aimed to compare stock assessment models depending on how the models fit to observed data. Process-error model, Observation-error model, and Bayesian state-space model for the Korean Western coast fisheries were applied for comparison. Analytical results show that there is the least error between the estimated CPUE and the observed CPUE with the Bayesian state-space model; consequently, results of the Bayesian state-space model are the most reliable. According to the Bayesian State-space model, potential yield of fishery resources in the West Sea of Korea is estimated to be 231,949 tons per year. However, the results show that the fishery resources of West Sea have been decreasing since 1967. In addition, the amounts of stock in 2013 are assessed to be only 36% of the stock biomass at MSY level. Therefore, policy efforts are needed to recover the fishery resources of West Sea of Korea.

• Smart Structures and Systems
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• 제26권6호
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• pp.735-751
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• 2020

Identification of structure parameters is crucial in Structural Health Monitoring (SHM) context for activities such as model validation, damage assessment and signal processing of structure response. In this paper, guided waves generated by piezoelectric transducers are used for in-situ and non-destructive structural parameter estimation based on Bayesian approach. As Bayesian approach needs iterative process, which is computationally expensive, this paper proposes a method in which an analytical model is selected and developed in order to decrease computational time and complexity of modeling. An experimental set-up is implemented to estimate three target elastic and geometrical parameters: Young's modulus, Poisson ratio and thickness of aluminum and steel plates. Experimental and simulated data are combined in a Bayesian framework for parameter identification. A significant accuracy is achieved regarding estimation of target parameters with maximum error of 8, 11 and 17 percent respectively. Moreover, the limitation of analytical model concerning boundary reflections is addressed and managed experimentally. Pulse excitation is selected as it can excite the structure in a wide frequency range contrary to conventional tone burst excitation. The results show that the proposed non-destructive method can be used in service for estimation of material and geometrical properties of structure in industrial applications.

• The Journal of Asian Finance, Economics and Business
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• 제9권3호
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• pp.203-215
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• 2022

Bayesian Networks are multivariate probabilistic factor graphs that are used to assess underlying factor relationships. From January 2005 to December 2018, the study examines how Dynamic Bayesian Networks can be utilized to estimate portfolio risk and return as well as determine inter-factor relationships among reversal profit-generating components in Pakistan's emerging market (PSX). The goal of this article is to uncover the factors that cause reversal profits in the Pakistani stock market. In visual form, Bayesian networks can generate causal and inferential probabilistic relationships. Investors might update their stock return values in the network simultaneously with fresh market information, resulting in a dynamic shift in portfolio risk distribution across the networks. The findings show that investments in low net profit margin, low investment, and high volatility-based designed portfolios yield the biggest dynamical reversal profits. The main triggering aspects related to generation reversal profits in the Pakistan market, in the long run, are net profit margin, market risk premium, investment, size, and volatility factor. Investors should invest in and build portfolios with small companies that have a low price-to-earnings ratio, small earnings per share, and minimal volatility, according to the most likely explanation.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2020년도 학술발표회
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• pp.136-136
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• 2020

홍수와 가뭄은 우리나라에 대표적인 수재해로서 관련 연구도 활발히 진행되고 있다. 반면 겨울철에 발생하는 적설의 경우 발생빈도와 피해가 상대적으로 적었으며 관련 연구 또한 미비한 실정이다. 우리나라 일부 남부지방은 강우와 다르게 연중 눈이 내리지 않는 경우가 존재하며, 자료 중 '0'값을 가지게 된다. 이로 인해 최적분포형 선정 및 매개변수 추정에 어려움이 있으며, 특히 '0'값으로 인해 단일 확률분포를 이용한 빈도해석은 한계가 있다. 본 연구에서는 연중 눈이 내리지 않는 무적설량을 고려하기 위하여 두 가지 이상의 확률분포함수를 결합한 혼합분포함수를 개발하였다. Bayesian 기법을 이용하여 무강우의 기준이 되는 값(δ)을 매개변수로 고려하여 추정하였으며, 이에 따른 적설발생 평균확률(P을 Mixing Ratio로 고려하여 혼합분포함수를 제시하였다. 본 연구에서는 기상청 산하 관측소 중 20년 이상의 지점을 선정하여 최심신적설량을 활용하였으며, 빈도별 확률적설심을 산정하였다. 적합한 확률분포형 선정을 위해 먼저 Bayesian 기법으로 매개변수와 우도함수를 산정한 후 각 분포형의 BIC(bayesian information criterion)값을 비교하였다. 선정된 최적분포형에 대해 빈도분석을 실시하여 최심신적설량을 제시하였다. 추가적으로 무강우를 기존 기준인 '0'으로 고정하여 본 연구에서 제시한 결과 값과 비교하였다.

• 한국물환경학회지
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• 제40권4호
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• pp.179-194
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• 2024

Biophysicochemical processes in water environments and treatment systems have been great concerns of engineers and scientists for controlling the fate and transport of contaminants. These processes are practically formulated as mathematical models written in coupled differential equations. However, because these process-based mathematical models consist of a large number of model parameters, they are complicated in analytical or numerical computation. Users need to perform substantial trials and errors to achieve the best-fit simulation to measurements, relying on arbitrary selection of fitting parameters. Therefore, this study adopted a Bayesian calibration method to estimate best-fit model parameters in a systematic way and evaluated the applicability of the calibration method to biophysicochemical processes of water environments and treatment systems. The Bayesian calibration method was applied to the microbial growth-decay kinetics and flocculation kinetics, of which experimental data were obtained with batch kinetic experiments. The Bayesian calibration method was proven to be a reasonable, effective way for best-fit parameter estimation, demonstrating not only high-quality fitness, but also sensitivity of each parameter and correlation between different parameters. This state-of-the-art method will eventually help scientists and engineers to use complex process-based mathematical models consisting of various biophysicochemical processes.

• International journal of advanced smart convergence
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• 제13권3호
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• pp.41-47
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• 2024

In this paper, we deal with a game theoretic problem to explore interactions between evasive Artificial Intelligence (AI) malware and detectors in Internet of Things (IoT). Evasive AI malware is defined as malware having capability of eluding detection by exploiting artificial intelligence such as machine learning and deep leaning. Detectors are defined as IoT devices participating in detection of evasive AI malware in IoT. They can be separated into two groups such that one group of detectors can be armed with detection capability powered by AI, the other group cannot be armed with it. Evasive AI malware can take three strategies of Non-attack, Non-AI attack, AI attack. To cope with these strategies of evasive AI malware, detector can adopt three strategies of Non-defense, Non-AI defense, AI defense. We formulate a Bayesian game theoretic model with these strategies employed by evasive AI malware and detector. We derive pure strategy Bayesian Nash Equilibria in a single stage game from the formulated Bayesian game theoretic model. Our devised work is useful in the sense that it can be used as a basic game theoretic model for developing AI malware detection schemes.

• Journal of the Korean Statistical Society
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• 제30권3호
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• pp.435-451
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• 2001

We describe a hierarchical bayesian model to analyze multinomial nonignorable nonresponse data. Using a Dirichlet and beta prior to model the cell probabilities, We develop a complete hierarchical bayesian analysis for multinomial proportions without making any algebraic approximation. Inference is sampling based and Markove chain Monte Carlo methods are used to perform the computations. We apply our method to the dta on body mass index(BMI) and show the model works reasonably well.