• Title/Summary/Keyword: bayesian test

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Stochastic Modeling of Annual Maximum and Minimum Streamflow of Youngdam basin (추계학적 모형을 이용한 용담 유역의 연 최대${\cdot}$최소 유출량 모의)

  • Kim, Do Jin;Kim, Byung Sik;Kim, Hung Soo;Seoh, Byung Ha
    • Proceedings of the Korea Water Resources Association Conference
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    • 2004.05b
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    • pp.719-723
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    • 2004
  • 본 연구에서는 일 최고, 최소치 유출량 계열을 확충하기 위해 ARIMA(p,d,q) 모형을 이용하였으며, 분석 자료의 경향성 유무를 파악하기 위해 Mann-Kendal 비모수적 검정을 실시하였다. 분석 결과, 최고 최소 유출량 자료 모두 경향성이 없는 것으로 분석되었다. ARIMA(p,d,q) 모형의 최적 차수를 결정하기 위해 ACF, PACF, AIC, 그리고 SBC(Schwarz Bayesian Criterion) 검사를 실시하였으며 이를 통해 최적의 ARMA 모형을 결정하였다. 일 최대치 자료의 경우 추계학적 경향 보다는 무작위적 특성을 보였으며, 일 최소치 자료계열 경우, ARMA(1,0) 모형이 최적 모형으로 선정되었다.

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Length-biased Rayleigh distribution: reliability analysis, estimation of the parameter, and applications

  • Kayid, M.;Alshingiti, Arwa M.;Aldossary, H.
    • International Journal of Reliability and Applications
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    • v.14 no.1
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    • pp.27-39
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    • 2013
  • In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.

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Probabilistic Risk Assessment Techniques for the Risk Analysis of Construction Projects (건설공사의 위험도분석을 위한 확률적 위험도 평가)

  • 조효남;임종권;박영빈
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1997.04a
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    • pp.27-34
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    • 1997
  • In this paper, systematic and comprehensive approaches are suggested for the application of quantitative PRA techniques especially for those risk events that cannot be easily evaluated quantitatively In addition, dominant risk events are identified based on their occurrence frequency assessed by both actual survey of construction site conditions and the statistical data related with the probable accidents. Practical FTA(Fault Tree Analysis) and ETA(Event Tree Analysis) models are used for the assessment of the identified risks. When the risk events are lack of statistical data, appropriate Bayesian models incorporating engineering judgement and test results are also introduced in this paper. Moreover, a fuzzy probability technique is used for the quantitative risk assessment of those risk components which are difficult to evaluate quantitatively.

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Bayesian Changepoints Detection for the Power Law Process with Binary Segmentation Procedures

  • Kim Hyunsoo;Kim Seong W.;Jang Hakjin
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.483-496
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    • 2005
  • We consider the power law process which is assumed to have multiple changepoints. We propose a binary segmentation procedure for locating all existing changepoints. We select one model between the no-changepoints model and the single changepoint model by the Bayes factor. We repeat this procedure until no more changepoints are found. Then we carry out a multiple test based on the Bayes factor through the intrinsic priors of Berger and Pericchi (1996) to investigate the system behaviour of failure times. We demonstrate our procedure with a real dataset and some simulated datasets.

Insecticidal Efficacy of Porteresia coarctata (Roxb.) on Bio-chemical Alteration of Spodoptera litura (Fab.)

  • Bhattacharyya Atanu;Goswami Arunava;Dihidar Shankar;Adhikari Sujit;Banerjee Sudip Kumar;Talapatra Soumendra Nath;Barik Bikas Ranjan;Bhattacharya Subir Kumar;Chandra Asit Kumar
    • International Journal of Industrial Entomology and Biomaterials
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    • v.14 no.1
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    • pp.9-13
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    • 2007
  • Hexane extract of Porteresia coarctata (Roxb.) exhibits a toxic effect on the tissues of Spodoptera litura (F) while fed at the dose of 1000 and 2000 ppm thoroughly mixing with castor leaves (Ricinus communis L) after dissolving in DMSO at late fourth instar whereas only DMSO treated castor leaves were fed to control group. The larvae were put to rear at $28^{\circ}C{\pm}1^{\circ}C$, $76{\pm}4%$ R.H. under 12 L + 12 D photoperiodic regime. In test group insects substantial reduction of protein and DNA content was marked in fat body and midgut tissues compared to DMSO treated control group. The significant biochemical alterations in the midgut tissues and fat body of test group insects indicate the insecticidal property of the said plant extract that could be tested in facilitating the phenomenal stride in Integrated Pest Management.

Random Regression Models Are Suitable to Substitute the Traditional 305-Day Lactation Model in Genetic Evaluations of Holstein Cattle in Brazil

  • Padilha, Alessandro Haiduck;Cobuci, Jaime Araujo;Costa, Claudio Napolis;Neto, Jose Braccini
    • Asian-Australasian Journal of Animal Sciences
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    • v.29 no.6
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    • pp.759-767
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    • 2016
  • The aim of this study was to compare two random regression models (RRM) fitted by fourth ($RRM_4$) and fifth-order Legendre polynomials ($RRM_5$) with a lactation model (LM) for evaluating Holstein cattle in Brazil. Two datasets with the same animals were prepared for this study. To apply test-day RRM and LMs, 262,426 test day records and 30,228 lactation records covering 305 days were prepared, respectively. The lowest values of Akaike's information criterion, Bayesian information criterion, and estimates of the maximum of the likelihood function (-2LogL) were for $RRM_4$. Heritability for 305-day milk yield (305MY) was 0.23 ($RRM_4$), 0.24 ($RRM_5$), and 0.21 (LM). Heritability, additive genetic and permanent environmental variances of test days on days in milk was from 0.16 to 0.27, from 3.76 to 6.88 and from 11.12 to 20.21, respectively. Additive genetic correlations between test days ranged from 0.20 to 0.99. Permanent environmental correlations between test days were between 0.07 and 0.99. Standard deviations of average estimated breeding values (EBVs) for 305MY from $RRM_4$ and $RRM_5$ were from 11% to 30% higher for bulls and around 28% higher for cows than that in LM. Rank correlations between RRM EBVs and LM EBVs were between 0.86 to 0.96 for bulls and 0.80 to 0.87 for cows. Average percentage of gain in reliability of EBVs for 305-day yield increased from 4% to 17% for bulls and from 23% to 24% for cows when reliability of EBVs from RRM models was compared to those from LM model. Random regression model fitted by fourth order Legendre polynomials is recommended for genetic evaluations of Brazilian Holstein cattle because of the higher reliability in the estimation of breeding values.

Estimation of genetic parameters and trends for production traits of dairy cattle in Thailand using a multiple-trait multiple-lactation test day model

  • Buaban, Sayan;Puangdee, Somsook;Duangjinda, Monchai;Boonkum, Wuttigrai
    • Asian-Australasian Journal of Animal Sciences
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    • v.33 no.9
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    • pp.1387-1399
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    • 2020
  • Objective: The objective of this study was to estimate the genetic parameters and trends for milk, fat, and protein yields in the first three lactations of Thai dairy cattle using a 3-trait,-3-lactation random regression test-day model. Methods: Data included 168,996, 63,388, and 27,145 test-day records from the first, second, and third lactations, respectively. Records were from 19,068 cows calving from 1993 to 2013 in 124 herds. (Co) variance components were estimated by Bayesian methods. Gibbs sampling was used to obtain posterior distributions. The model included herd-year-month of testing, breed group-season of calving-month in tested milk group, linear and quadratic age at calving as fixed effects, and random regression coefficients for additive genetic and permanent environmental effects, which were defined as modified constant, linear, quadratic, cubic and quartic Legendre coefficients. Results: Average daily heritabilities ranged from 0.36 to 0.48 for milk, 0.33 to 0.44 for fat and 0.37 to 0.48 for protein yields; they were higher in the third lactation for all traits. Heritabilities of test-day milk and protein yields for selected days in milk were higher in the middle than at the beginning or end of lactation, whereas those for test-day fat yields were high at the beginning and end of lactation. Genetics correlations (305-d yield) among production yields within lactations (0.44 to 0.69) were higher than those across lactations (0.36 to 0.68). The largest genetic correlation was observed between the first and second lactation. The genetic trends of 305-d milk, fat and protein yields were 230 to 250, 25 to 29, and 30 to 35 kg per year, respectively. Conclusion: A random regression model seems to be a flexible and reliable procedure for the genetic evaluation of production yields. It can be used to perform breeding value estimation for national genetic evaluation in the Thai dairy cattle population.

Dynamic Analysis of a KAERI Channel Type Shear Wall: System Identification, FE Model Updating and Time-History Responses (KAERI 채널형 전단벽체의 동적해석; 시스템판별, FE 모델향상 및 시간이력 응답)

  • Cho, Soon-Ho
    • Journal of the Earthquake Engineering Society of Korea
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    • v.25 no.3
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    • pp.145-152
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    • 2021
  • KAERI has planned to carry out a series of dynamic tests using a shaking table and time-history analyses for a channel-type concrete shear wall to investigate its seismic performance because of the recently frequent occurrence of earthquakes in the south-eastern parts of Korea. The overall size of a test specimen is b×l×h =2500 mm×3500 mm×4500 mm, and it consists of three stories having slabs and walls with thicknesses of 140 mm and 150 mm, respectively. The system identification, FE model updating, and time-history analysis results for a test shear wall are presented herein. By applying the advanced system identification, so-called pLSCF, the improved modal parameters are extracted in the lower modes. Using three FE in-house packages, such as FEMtools, Ruaumoko, and VecTor4, the eigenanalyses are made for an initial FE model, resulting in consistency in eigenvalues. However, they exhibit relatively stiffer behavior, as much as 30 to 50% compared with those extracted from the test in the 1st and 2nd modes. The FE model updating is carried out to consider the 6-dofs spring stiffnesses at the wall base as major parameters by adopting a Bayesian type automatic updating algorithm to minimize the residuals in modal parameters. The updating results indicate that the highest sensitivity is apparent in the vertical translational springs at few locations ranging from 300 to 500% in variation. However, their changes seem to have no physical meaning because of the numerical values. Finally, using the updated FE model, the time-history responses are predicted by Ruaumoko at each floor where accelerometers are located. The accelerograms between test and analysis show an acceptable match in terms of maximum and minimum values. However, the magnitudes and patterns of floor response spectra seem somewhat different because of the slightly different input accelerograms and damping ratios involved.

Analysis of Accident Modification Factors (AMF) for Roadway-Rail Grade Crossing Accidents with Baysian Method (베이지안분석을 이용한 철도건널목 Accident Modification Factors (AMF)에 관한 연구)

  • Oh, Ju-Taek;Choi, Jae-Won;Park, Dong-Joo
    • Journal of Korean Society of Transportation
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    • v.22 no.4 s.75
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    • pp.31-42
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    • 2004
  • This study develops Accident Modification Factors (AMF) of countermeasures with Baysian method which are newly proposed for reducing Roadway-Rail grade crossing accidents. This study proposes a new "Bayesian Analytical Framework" for countermeasure assessment which combines "Subjective" Prior Information with "Logical" based Information. The newly proposed "Bayesian Analytical Framework" consists of the following three steps: The 1st step - Countermeasure Selection, Choice of Participants, Selection of Crashes; The 2nd step-Development of Crash History Manual and Countermeasure Evaluation Manual; The 3rd step-Development of AMFs through sound statistical tests. This study used the Komogorov-Smirnov(K-S) Test to determine whether two unknown distribution functions associated with the two populations are identical. The results of the study are that individual responses did not meet the K-S test of identical distributions. while individual vs. group distributions are identical. This indicates that combining the input of several people reduces the impact of individual subjectivity and assumptions and is important for developing a repeatable distribution to develop sound AMFs of countermeasures for reducing Roadway-Rail grade crossing accidents. The procedures of the AMF development conducted in this study can be used to estimate the safety effects of countermeasures for road segments and intersections, in addition to Roadway-Rail grade crossings.

Performance Comparison of the Batch Filter Based on the Unscented Transformation and Other Batch Filters for Satellite Orbit Determination (인공위성 궤도결정을 위한 Unscented 변환 기반의 배치필터와 다른 배치필터들과의 성능비교)

  • Park, Eun-Seo;Park, Sang-Young;Choi, Kyu-Hong
    • Journal of Astronomy and Space Sciences
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    • v.26 no.1
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    • pp.75-88
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    • 2009
  • The main purpose of the current research is to introduce the alternative algorithm of the non-recursive batch filter based on the unscented transformation in which the linearization process is unnecessary. The presented algorithm is applied to the orbit determination of a low earth orbiting satellite and compared its results with those of the well-known Bayesian batch least squares estimation and the iterative UKF smoother (IUKS). The system dynamic equations consist of the Earth's geo-potential, the atmospheric drag, solar radiation pressure and the lunar/solar gravitational perturbations. The range, azimuth and elevation angles of the satellite measured from ground stations are used for orbit determination. The characteristics of the non recursive unscented batch filter are analyzed for various aspects, including accuracy of the determined orbit, sensitivity to the initial uncertainty, measurement noise and stability performance in a realistic dynamic system and measurement model. As a result, under large non-linear conditions, the presented non-recursive batch filter yields more accurate results than the other batch filters about 5% for initial uncertainty test and 12% for measurement noise test. Moreover, the presented filter exhibits better convergence reliability than the Bayesian least squares. Hence, it is concluded that the non-recursive batch filter based on the unscented transformation is effectively applicable for highly nonlinear batch estimation problems.