• Title/Summary/Keyword: bayesian reliability

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Bayesian estimation for Rayleigh models

  • Oh, Ji Eun;Song, Joon Jin;Sohn, Joong Kweon
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.4
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    • pp.875-888
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    • 2017
  • The Rayleigh distribution has been commonly used in life time testing studies of the probability of surviving until mission time. We focus on a reliability function of the Rayleigh distribution and deal with prior distribution on R(t). This paper is an effort to obtain Bayes estimators of rayleigh distribution with three different prior distribution on the reliability function; a noninformative prior, uniform prior and inverse gamma prior. We have found the Bayes estimator and predictive density function of a future observation y with each prior distribution. We compare the performance of the Bayes estimators under different sample size and in simulation study. We also derive the most plausible region, prediction intervals for a future observation.

Characteristics of Problem on the Area of Probability and Statistics for the Korean College Scholastic Aptitude Test

  • Lee, Kang-Sup;Kim, Jong-Gyu;Hwang, Dong-Jou
    • Research in Mathematical Education
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    • v.11 no.4
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    • pp.275-283
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    • 2007
  • In this study, we gave 132 high school students fifteen probabilities and nine statistics problems of the Korean College Scholastic Aptitude Test and then analyzed their answer using the classical test theory and the item response theory. Using the classical test theory (the Testian 1.0) we get the item reliability ($0.730 \sim 0.765$), and using the item response theory (the Bayesian 1.0) we get the item difficulty ( $-2.32\sim0.83$ ) and discrimination ( $0.55\sim 2.71$). From results, we find out what and why students could not understand well.

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An Application of Dirichlet Mixture Model for Failure Time Density Estimation to Components of Naval Combat System (디리슈레 혼합모형을 이용한 함정 전투체계 부품의 고장시간 분포 추정)

  • Lee, Jinwhan;Kim, Jung Hun;Jung, BongJoo;Kim, Kyeongtaek
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.42 no.4
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    • pp.194-202
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    • 2019
  • Reliability analysis of the components frequently starts with the data that manufacturer provides. If enough failure data are collected from the field operations, the reliability should be recomputed and updated on the basis of the field failure data. However, when the failure time record for a component contains only a few observations, all statistical methodologies are limited. In this case, where the failure records for multiple number of identical components are available, a valid alternative is combining all the data from each component into one data set with enough sample size and utilizing the useful information in the censored data. The ROK Navy has been operating multiple Patrol Killer Guided missiles (PKGs) for several years. The Korea Multi-Function Control Console (KMFCC) is one of key components in PKG combat system. The maintenance record for the KMFCC contains less than ten failure observations and a censored datum. This paper proposes a Bayesian approach with a Dirichlet mixture model to estimate failure time density for KMFCC. Trends test for each component record indicated that null hypothesis, that failure occurrence is renewal process, is not rejected. Since the KMFCCs have been functioning under different operating environment, the failure time distribution may be a composition of a number of unknown distributions, i.e. a mixture distribution, rather than a single distribution. The Dirichlet mixture model was coded as probabilistic programming in Python using PyMC3. Then Markov Chain Monte Carlo (MCMC) sampling technique employed in PyMC3 probabilistically estimated the parameters' posterior distribution through the Dirichlet mixture model. The simulation results revealed that the mixture models provide superior fits to the combined data set over single models.

Design of a User Location Prediction Algorithm Using the Flexible Window Scheme (Flexible Window 기법을 이용한 위치 예측 알고리즘 설계)

  • Son, Byoung-Hee;Kim, Yong-Hoon;Nahm, Eui-Seok;Kim, Hag-Bae
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.32 no.6A
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    • pp.550-557
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    • 2007
  • We predict a context of various structures by using Bayesian Networks Algorithms, Three-Dimensional Structures Algorithms and Genetic Algorithms. However, these algorithms have unavoidable problems when providing a context-aware service in reality due to a lack of practicality and the delay of process time in real-time environment. As far as context-aware system for specific purpose is concerned, it is very hard to be sure about the accuracy and reliability of prediction. This paper focuses on reasoning and prediction technology which provides a stochastic mechanism for context information by incorporating various context information data. The objective of this paper is to provide optimum services to users by suggesting an intellectual reasoning and prediction based on hierarchical context information. Thus, we propose a design of user location prediction algorithm using sequential matching with n-size flexible window scheme by taking user's habit or behavior into consideration. This algorithm improves average 5.10% than traditional algorithms in the accuracy and reliability of prediction using the Flexible Window Scheme.

Risk Model Development for PWR During Shutdown (원자로 정지 동안의 위해도 모델 개발)

  • Yoon, Won-Hyo;Chang, Soon-Heung
    • Nuclear Engineering and Technology
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    • v.21 no.1
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    • pp.1-11
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    • 1989
  • Numerous losses of decay heat removal capability have occurred at U during stutodwn while its significance to safety is needless to say. A study is carried out as an attempt to assess what could be done to lower the frequency of these events and to mitigate their consequences in the unlikely event that one occurs. The shutdown risk model is developed and analyzed using Event/Fault Tree for the typical pressurized water reactor. The human cognitive reliability (HCR) model, two-stage bayesian approach and staircase function model are used to estimate human reliability, initiating event frequency and offsite power non-recovery probability given loss of offsite power, respectively. The results of this study indicate that the risk of a Pm at shutdown is not much lower than the risk when the plant is operating. By examining the dominant accident sequences obtained, several design deficiencies are identified and it is found that some proposed changes lead to significant reduction in core damage frequency due to loss of cooling events.

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Lifetime Assessments on 154 kV Transmission Porcelain Insulators with a Bayesian Approach (베이지안 방법론을 적용한 154 kV 송전용 자기애자의 수명 평가 개발)

  • Choi, In-Hyuk;Kim, Tae-Kyun;Yoon, Yong-Beum;Yi, Junsin;Kim, Seong Wook
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.30 no.9
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    • pp.551-557
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    • 2017
  • It is extremely important to improve methodologies for the lifetime assessment of porcelain insulators. While there has been a considerable amount of work regarding the phenomena of lifetime distributions, most of the studies assume that aging distributions follow the Weibull distribution. However, the true underlying distribution is unknown, giving rise to unrealistic inferences, such as parameter estimations. In this article, we review several distributions that are commonly used in reliability and survival analysis, such as the exponential, Weibull, log-normal, and gamma distributions. Some properties, including the characteristics of failure rates of these distributions, are presented. We use a Bayesian approach for model selection and parameter estimation procedures. A well-known measure, called the Bayes factor, is used to find the most plausible model among several contending models. The posterior mean can be used as a parameter estimate for unknown parameters, once a model with the highest posterior probability is selected. Extensive simulation studies are performed to demonstrate our methodologies.

Sonar Map Construction for Autonomous Mobile Robots Using Data Association Filter (데이터 연관 필터를 이용한 자율이동로봇의 초음파지도 작성)

  • Lee Yu-Chul;Lim Jong-Hwan;Cho Dong-Woo
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.54 no.9
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    • pp.539-546
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    • 2005
  • This paper describes a method of building the probability grid map for an autonomous mobile robot using the ultrasonic DAF(data association filter). The DAF, which evaluates the association of each data with the rest and removes the data affected by the specular reflection effect, can improve the reliability of the data for the Probability grid map. This method is based on the evaluation of possibility that the acquired data are all from the same object. Namely, the data from specular reflection have very few possibilities of detecting the same object, so that they are excluded from the data cluster during the process of the DAF. Therefore, the uncertain data corrupted by the specular reflection and/or multi-path effect, are not used to update the probability map, and hence building a good quality of a grid map is possible even in a specular environment. In order to verify the effectiveness of the DAF, it was applied to the Bayesian model and the orientation probability model which are the typical ones of a grid map. We demonstrate the experimental results using a real mobile robot in the real world.

Developing efficient model updating approaches for different structural complexity - an ensemble learning and uncertainty quantifications

  • Lin, Guangwei;Zhang, Yi;Liao, Qinzhuo
    • Smart Structures and Systems
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    • v.29 no.2
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    • pp.321-336
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    • 2022
  • Model uncertainty is a key factor that could influence the accuracy and reliability of numerical model-based analysis. It is necessary to acquire an appropriate updating approach which could search and determine the realistic model parameter values from measurements. In this paper, the Bayesian model updating theory combined with the transitional Markov chain Monte Carlo (TMCMC) method and K-means cluster analysis is utilized in the updating of the structural model parameters. Kriging and polynomial chaos expansion (PCE) are employed to generate surrogate models to reduce the computational burden in TMCMC. The selected updating approaches are applied to three structural examples with different complexity, including a two-storey frame, a ten-storey frame, and the national stadium model. These models stand for the low-dimensional linear model, the high-dimensional linear model, and the nonlinear model, respectively. The performances of updating in these three models are assessed in terms of the prediction uncertainty, numerical efforts, and prior information. This study also investigates the updating scenarios using the analytical approach and surrogate models. The uncertainty quantification in the Bayesian approach is further discussed to verify the validity and accuracy of the surrogate models. Finally, the advantages and limitations of the surrogate model-based updating approaches are discussed for different structural complexity. The possibility of utilizing the boosting algorithm as an ensemble learning method for improving the surrogate models is also presented.

A detailed analysis of nearby young stellar moving groups

  • Lee, Jinhee
    • The Bulletin of The Korean Astronomical Society
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    • v.44 no.2
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    • pp.63.3-63.3
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    • 2019
  • Nearby young moving groups (NYMGs hereafter) are gravitationally unbound loose young stellar associations located within 100 pc of the Sun. Since NYMGs are crucial laboratories for studying low-mass stars and planets, intensive searches for NYMG members have been performed. For identification of NYMG members, various strategies and methods have been applied. As a result, the reliability of the members in terms of membership is not uniform, which means that a careful membership re-assessment is required. In this study, I developed a NYMG membership probability calculation tool based on Bayesian inference (Bayesian Assessment of Moving Groups: BAMG). For the development of the BAMG tool, I constructed ellipsoidal models for nine NYMGs via iterative and self-consistent processes. Using BAMG, memberships of claimed members in the literature (N~2000) were evaluated, and 35 per cent of members were confirmed as bona fide members of NYMGs. Based on the deficiency of low-mass members appeared in mass function using these bona fide members, low mass members from Gaia DR2 are identified. About 2000 new M dwarf and brown dwarf candidate members were identified. Memberships of ~70 members with RV from Gaia were confirmed, and the additional ~20 members were confirmed via spectroscopic observation. Not relying on previous knowledge about the existence of nine NYMGs, unsupervised machine learning analyses were applied to NYMG members. K-means and Agglomerative Clustering algorithms result in similar trends of grouping. As a result, six previously known groups (TWA, beta-Pic, Carina, Argus, AB Doradus, and Volans-Carina) were rediscovered. Three the other known groups are recognized as well; however, they are combined into two new separate groups (ThOr+Columba and TucHor+Columba).

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Vocabulary Recognition Model using a convergence of Likelihood Principla Bayesian methode and Bhattacharyya Distance Measurement based on Vector Model (벡터모델 기반 바타챠랴 거리 측정 기법과 우도 원리 베이시안을 융합한 어휘 인식 모델)

  • Oh, Sang-Yeob
    • Journal of Digital Convergence
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    • v.13 no.11
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    • pp.165-170
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    • 2015
  • The Vocabulary Recognition System made by recognizing the standard vocabulary is seen as a decline of recognition when out of the standard or similar words. The vector values of the existing system to the model created by configuring the database was used in the recognition vocabulary. The model to be formed during the search for the recognition vocabulary is recognizable because there is a disadvantage not configured with a database. In this paper, it induced to recognize the vector model is formed by the search and configuration using a Bayesian model recognizes the Bhattacharyya distance measurement based on the vector model, by applying the Wiener filter improves the recognition rate. The result of Convergence of two method's are improved reliability experiments for distance measurement. Using a proposed measurement are compared to the conventional method exhibited a performance of 98.2%.