• Title/Summary/Keyword: posterior probability distribution

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Application of Rainfall Runoff Model with Rainfall Uncertainty (강우자료의 불확실성을 고려한 강우 유출 모형의 적용)

  • Lee, Hyo-Sang;Jeon, Min-Woo;Balin, Daniela;Rode, Michael
    • Journal of Korea Water Resources Association
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    • v.42 no.10
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    • pp.773-783
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    • 2009
  • The effects of rainfall input uncertainty on predictions of stream flow are studied based extended GLUE (Generalized Likelihood Uncertainty Estimation) approach. The uncertainty in the rainfall data is implemented by systematic/non-systematic rainfall measurement analysis in Weida catchment, Germany. PDM (Probability Distribution Model) rainfall runoff model is selected for hydrological representation of the catchment. Using general correction procedure and DUE(Data Uncertainty Engine), feasible rainfall time series are generated. These series are applied to PDM in MC(Monte Carlo) and GLUE method; Posterior distributions of the model parameters are examined and behavioural model parameters are selected for simplified GLUE prediction of stream flow. All predictions are combined to develop ensemble prediction and 90 percentile of ensemble prediction, which are used to show the effects of uncertainty sources of input data and model parameters. The results show acceptable performances in all flow regime, except underestimation of the peak flows. These results are not definite proof of the effects of rainfall uncertainty on parameter estimation; however, extended GLUE approach in this study is a potential method which can include major uncertainty in the rainfall-runoff modelling.

Operational modal analysis of Canton Tower by a fast frequency domain Bayesian method

  • Zhang, Feng-Liang;Ni, Yi-Qing;Ni, Yan-Chun;Wang, You-Wu
    • Smart Structures and Systems
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    • v.17 no.2
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    • pp.209-230
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    • 2016
  • The Canton Tower is a high-rise slender structure with a height of 610 m. A structural health monitoring system has been instrumented on the structure, by which data is continuously monitored. This paper presents an investigation on the identified modal properties of the Canton Tower using ambient vibration data collected during a whole day (24 hours). A recently developed Fast Bayesian FFT method is utilized for operational modal analysis on the basis of the measured acceleration data. The approach views modal identification as an inference problem where probability is used as a measure for the relative plausibility of outcomes given a model of the structure and measured data. Focusing on the first several modes, the modal properties of this supertall slender structure are identified on non-overlapping time windows during the whole day under normal wind speed. With the identified modal parameters and the associated posterior uncertainty, the distribution of the modal parameters in the future is predicted and assessed. By defining the modal root-mean-square value in terms of the power spectral density of modal force identified, the identified natural frequencies and damping ratios versus the vibration amplitude are investigated with the associated posterior uncertainty considered. Meanwhile, the correlations between modal parameters and temperature, modal parameters and wind speed are studied. For comparison purpose, the frequency domain decomposition (FDD) method is also utilized to identify the modal parameters. The identified results obtained by the Bayesian method, the FDD method and a finite element model are compared and discussed.

Reliability Based Pile Bearing Capacity Evaluation (신뢰도에 근거한 말뚝의 지지력 평가)

  • Lee, In-Mo;Jo, Guk-Hwan;Lee, Jeong-Hak
    • Geotechnical Engineering
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    • v.11 no.1
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    • pp.9-22
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    • 1995
  • The purpose of this study is to propose safety factors of pile bearing capacity based on the reliability analysis. Each prediction method involves various degrees of uncertainties. To account for these uncertainties in a systematic way, the ratios of the measured bearing capacity from pile load tests to the predicted bearing capacity are represented in the form of a probability density function. The safety factor for each design method is obtained so that the probability of pile foundation failure is less than 10-3. The Bayesian theorem is applied in a way that the distribution using static formulae is assumed to be the A-prior and the distribution using dynamic formulae or wave equation based methods is assumed to be the likelihood, and these two are combined to obtain the posterior which has the reduced uncertainty. The results of this study show that static formulae of the pile bearing capacity using the 5.p.7. N-value as well as dynamic formulae are highly unreliable and have to have the safety factor more than 7.4 : the wave equation analysis using PDA(Pile Driving Analyzer) system the most reliable with the safety factor close to 2.7. The safety factor could be reduced certain amount by adoption the Bayes methodology in pile design.

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A Long-term Durability Prediction for RC Structures Exposed to Carbonation Using Probabilistic Approach (확률론적 기법을 이용한 탄산화 RC 구조물의 내구성 예측)

  • Jung, Hyun-Jun;Kim, Gyu-Seon
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.14 no.5
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    • pp.119-127
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    • 2010
  • This paper provides a new approach for durability prediction of reinforced concrete structures exposed to carbonation. In this method, the prediction can be updated successively by a Bayes' theorem when additional data are available. The stochastic properties of model parameters are explicitly taken into account in the model. To simplify the procedure of the model, the probability of the durability limit is determined based on the samples obtained from the Latin Hypercube Sampling(LHS) technique. The new method may be very useful in design of important concrete structures and help to predict the remaining service life of existing concrete structures which have been monitored. For using the new method, in which the prior distribution is developed to represent the uncertainties of the carbonation velocity using data of concrete structures(3700 specimens) in Korea and the likelihood function is used to monitor in-situ data. The posterior distribution is obtained by combining a prior distribution and a likelihood function. Efficiency of the LHS technique for simulation was confirmed through a comparison between the LHS and the Monte Calro Simulation(MCS) technique.

Color Image Segmentation Based on Morphological Operation and a Gaussian Mixture Model (모폴로지 연산과 가우시안 혼합 모형에 기반한 컬러 영상 분할)

  • Lee Myung-Eun;Park Soon-Young;Cho Wan-Hyun
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.43 no.3 s.309
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    • pp.84-91
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    • 2006
  • In this paper, we present a new segmentation algorithm for color images based on mathematical morphology and a Gaussian mixture model(GMM). We use the morphological operations to determine the number of components in a mixture model and to detect their modes of each mixture component. Next, we have adopted the GMM to represent the probability distribution of color feature vectors and used the deterministic annealing expectation maximization (DAEM) algorithm to estimate the parameters of the GMM that represents the multi-colored objects statistically. Finally, we segment the color image by using posterior probability of each pixel computed from the GMM. The experimental results show that the morphological operation is efficient to determine a number of components and initial modes of each component in the mixture model. And also it shows that the proposed DAEM provides a global optimal solution for the parameter estimation in the mixture model and the natural color images are segmented efficiently by using the GMM with parameters estimated by morphological operations and the DAEM algorithm.

Reliability Analysis Under Input Variable and Metamodel Uncertainty Using Simulation Method Based on Bayesian Approach (베이지안 접근법을 이용한 입력변수 및 근사모델 불확실성 하에 서의 신뢰성 분석)

  • An, Da-Wn;Won, Jun-Ho;Kim, Eun-Jeong;Choi, Joo-Ho
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.33 no.10
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    • pp.1163-1170
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    • 2009
  • Reliability analysis is of great importance in the advanced product design, which is to evaluate reliability due to the associated uncertainties. There are three types of uncertainties: the first is the aleatory uncertainty which is related with inherent physical randomness that is completely described by a suitable probability model. The second is the epistemic uncertainty, which results from the lack of knowledge due to the insufficient data. These two uncertainties are encountered in the input variables such as dimensional tolerances, material properties and loading conditions. The third is the metamodel uncertainty which arises from the approximation of the response function. In this study, an integrated method for the reliability analysis is proposed that can address all these uncertainties in a single Bayesian framework. Markov Chain Monte Carlo (MCMC) method is employed to facilitate the simulation of the posterior distribution. Mathematical and engineering examples are used to demonstrate the proposed method.

Particle Filtering based Object Tracking Method using Feedback and Tracking Box Correction (피드백과 박스 보정을 이용한 Particle Filtering 객체추적 방법론)

  • Ahn, Jung-Ho
    • Journal of Satellite, Information and Communications
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    • v.8 no.1
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    • pp.77-82
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    • 2013
  • The object tracking method using particle filtering has been proved successful since it is based on the Monte Carlo simulation to estimate the posterior distribution of the state vector that is nonlinear and non-Gaussian in the real-world situation. In this paper, we present two nobel methods that can improve the performance of the object tracking algorithm based on the particle filtering. First one is the feedback method that replace the low-weighted tracking sample by the estimated state vector in the previous frame. The second one is an tracking box correction method to find an confidence interval of back projection probability on the estimated candidate object area. An sample propagation equation is also presented, which is obtained by experiments. We designed well-organized test data set which reflects various challenging circumstances, and, by using it, experimental results proved that the proposed methods improves the traditional particle filter based object tracking method.

Parameter Optimization and Uncertainty Analysis of the Rainfall-Runoff Model Coupled with Hierarchical Bayesian Inference Scheme (Hierarchical Bayesian 기법을 통한 강우-유출모형 매개변수의 최적화 및 불확실성 분석)

  • Mun, Yeong-Il;Gwon, Hyeon-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.1752-1756
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    • 2007
  • 정교한 강우-유출 모의를 위해서는 적절한 매개변수의 추정이 필수적이며, 매개변수 추정 방법은 시행착오(trial and error)에 의한 수동보정법과 최적화방법을 사용한 자동보정법으로 구분할 수 있다. 모형의 매개변수의 수가 많은 경우 수동보정법에 의한 매개변수 추정은 매우 어렵다. 자동 보정법에 사용되는 최적화방법은 Rosenbrock 알고리즘, patten search, 컴플렉스(complex) 방법, Powell 방법 등과 같은 지역최적화 방법과 전역최적화 방법으로 나눌 수 있다. 그러나 기존 방법론들은 매개변수의 최적화를 추적하기 위한 알고리즘이 대부분이며 이들 매개변수에 관련된 불확실성을 평가하는데는 미흡한 단접이 있다. 이러한 점에서 본 연구에서는 강우-유출모형의 매개변수 추정에 있어서 불확실성을 평가할 수 있는 새로운 방법론을 검토하고자 한다. 매개변수와 관련된 불확실성을 평가하기 위한 방법은 여러 가지가 있으나 통계적으로 매우 우수한 능력을 보이는 Hierarchical Bayesian 알고리즘을 Probability-Distributed 강우-유출 모형에 적용하였다. 본 방법론은 최적화와 동시에 각 매개변수에 관련된 사후분포(posterior distribution)의 추정이 가능하므로 모형이 갖는 불확실성을 효과적으로 평가할 수 있다. 따라서, 수자원 관리에 있어서 불확실성을 고려할 수 있으므로 보다 수리수문학적 위험도를 저감할 수 있을 것으로 판단된다.

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Spatio-temporal Distribution of Suicide Risk in Iran: A Bayesian Hierarchical Analysis of Repeated Cross-sectional Data

  • Nazari, Seyed Saeed Hashemi;Mansori, Kamyar;Kangavari, Hajar Nazari;Shojaei, Ahmad;Arsang-Jang, Shahram
    • Journal of Preventive Medicine and Public Health
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    • v.55 no.2
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    • pp.164-172
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    • 2022
  • Objectives: We aimed to estimate the space-time distribution of the risk of suicide mortality in Iran from 2006 to 2016. Methods: In this repeated cross-sectional study, the age-standardized risk of suicide mortality from 2006 to 2016 was determined. To estimate the cumulative and temporal risk, the Besag, York, and Mollié and Bernardinelli models were used. Results: The relative risk of suicide mortality was greater than 1 in 43.0% of Iran's provinces (posterior probability >0.8; range, 0.46 to 3.93). The spatio-temporal model indicated a high risk of suicide in 36.7% of Iran's provinces. In addition, significant upward temporal trends in suicide risk were observed in the provinces of Tehran, Fars, Kermanshah, and Gilan. A significantly decreasing pattern of risk was observed for men (β, -0.013; 95% credible interval [CrI], -0.010 to -0.007), and a stable pattern of risk was observed for women (β, -0.001; 95% CrI, -0.010 to 0.007). A decreasing pattern of suicide risk was observed for those aged 15-29 years (β, -0.006; 95% CrI, -0.010 to -0.0001) and 30-49 years (β, -0.001; 95% CrI, -0.018 to -0.002). The risk was stable for those aged >50 years. Conclusions: The highest risk of suicide mortality was observed in Iran's northwestern provinces and among Kurdish women. Although a low risk of suicide mortality was observed in the provinces of Tehran, Fars, and Gilan, the risk in these provinces is increasing rapidly compared to other regions.

Uncertainty Assessment of Single Event Rainfall-Runoff Model Using Bayesian Model (Bayesian 모형을 이용한 단일사상 강우-유출 모형의 불확실성 분석)

  • Kwon, Hyun-Han;Kim, Jang-Gyeong;Lee, Jong-Seok;Na, Bong-Kil
    • Journal of Korea Water Resources Association
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    • v.45 no.5
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    • pp.505-516
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    • 2012
  • The study applies a hydrologic simulation model, HEC-1 developed by Hydrologic Engineering Center to Daecheong dam watershed for modeling hourly inflows of Daecheong dam. Although the HEC-1 model provides an automatic optimization technique for some of the parameters, the built-in optimization model is not sufficient in estimating reliable parameters. In particular, the optimization model often fails to estimate the parameters when a large number of parameters exist. In this regard, a main objective of this study is to develop Bayesian Markov Chain Monte Carlo simulation based HEC-1 model (BHEC-1). The Clark IUH method for transformation of precipitation excess to runoff and the soil conservation service runoff curve method for abstractions were used in Bayesian Monte Carlo simulation. Simulations of runoff at the Daecheong station in the HEC-1 model under Bayesian optimization scheme allow the posterior probability distributions of the hydrograph thus providing uncertainties in rainfall-runoff process. The proposed model showed a powerful performance in terms of estimating model parameters and deriving full uncertainties so that the model can be applied to various hydrologic problems such as frequency curve derivation, dam risk analysis and climate change study.