• Title/Summary/Keyword: probabilistic prediction model

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Leave-one-out Bayesian model averaging for probabilistic ensemble forecasting

  • Kim, Yongdai;Kim, Woosung;Ohn, Ilsang;Kim, Young-Oh
    • Communications for Statistical Applications and Methods
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    • v.24 no.1
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    • pp.67-80
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    • 2017
  • Over the last few decades, ensemble forecasts based on global climate models have become an important part of climate forecast due to the ability to reduce uncertainty in prediction. Moreover in ensemble forecast, assessing the prediction uncertainty is as important as estimating the optimal weights, and this is achieved through a probabilistic forecast which is based on the predictive distribution of future climate. The Bayesian model averaging has received much attention as a tool of probabilistic forecasting due to its simplicity and superior prediction. In this paper, we propose a new Bayesian model averaging method for probabilistic ensemble forecasting. The proposed method combines a deterministic ensemble forecast based on a multivariate regression approach with Bayesian model averaging. We demonstrate that the proposed method is better in prediction than the standard Bayesian model averaging approach by analyzing monthly average precipitations and temperatures for ten cities in Korea.

A Probabilistic Model for Landslide Prediction (산사태 발생예측을 위한 확률모델)

  • Chae, Byung-Gon;Kim, Won-Young;Cho, Yong-Chan;Song, Young-Suk
    • Proceedings of the Korean Geotechical Society Conference
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    • 2005.03a
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    • pp.185-190
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    • 2005
  • In this study, a probabilistic prediction model for debris flow occurrence was developed using a logistic regression analysis. The model can be applicable to metamorphic rocks and granite area. In order to develop the prediction model, detailed field survey and laboratory soil tests were conducted both in the northern and the southern Gyeonggi province and in Sangju, Gyeongbuk province, Korea. The six landslide triggering factors were selected by a logistic regression analysis as well as several basic statistical analyses. The six factors consist of two topographic factors and four geological and geotechnical factors. The model assigns a weight value to each selected factor. The verification results reveal that the model has 86.5% of prediction accuracy. Therefore, it is possible to predict landslide occurrence in a probabilistic and quantitative manner.

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Development of a Logistic Regression Model for Probabilistic Prediction of Debris Flow (토석류 산사태 예측을 위한 로지스틱 회귀모형 개발)

  • 채병곤;김원영;조용찬;김경수;이춘오;최영섭
    • The Journal of Engineering Geology
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    • v.14 no.2
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    • pp.211-222
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    • 2004
  • In this study, a probabilistic prediction model for debris flow occurrence was developed using a logistic regression analysis. The model can be applicable to metamorphic rocks and granite area. order to develop the prediction model, detailed field survey and laboratory soil tests were conducted both in the northern and the southern Gyeonggi province and in Sangju, Gyeongbuk province, Korea. The seven landslide triggering factors were selected by a logistic regression analysis as well as several basic statistical analyses. The seven factors consist of two topographic factors and five geological and geotechnical factors. The model assigns a weight value to each selected factor. The verification results reveal that the model has 90.74% of prediction accuracy. Therefore, it is possible to predict landslide occurrence in a probabilistic and quantitative manner.

A Probabilistic Model for the Prediction of Burr Formation in Face Milling

  • Suneung Ahn
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.23 no.60
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    • pp.23-36
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    • 2000
  • A probabilistic model of burr formation in face milling of gray cast iron is proposed. During a face milling operation, an irregular pattern of the edge profile consisting of burrs and edge breakouts is observed at the end of cut. Based on the metal cutting theory, we derive a probabilistic model. The operational bayesian modeling approach is adopted to include the relevant theory in the model.

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Probabilistic Evaluation on Prediction of the Strains by Single Surface Constitutive Model (확률론에 의한 Single Surface 구성모델의 변형률 예측능력 평가)

  • Jeong, Jin Seob;Song, Young Sun;Kim, Chan Kee
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.13 no.3
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    • pp.163-172
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    • 1993
  • A probabilistic approach for evaluation of prediction of the strains using Lade's single surface constitutive model was employed, based on first-order approximate mean and variance. Several experiments such as isotropic compression and drained triaxial compression tests were conducted to examine the variabilities of soil parameters for Lade's model. By taking into account the results of the experimental data such as mean values and standard deviations of soil parameter's, a new probabilistic approach, which explains the uncertainty of computed strains, is applied. The magnitude of the COV for each parameter and the correlation coefficient between the two parameters can be effectively used for reducing the number of the parameters for the model. It is concluded that Lade's single surface constitutive model is surperior model for the prediction of the strain, because the COV of strains is under the "0.51".

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A Modified Logistic Regression Model for Probabilistic Prediction of Debris Flow at the Granitic Rock Area and Its Application; Landslide Prediction Map of Gangreung Area (화강암질암지역 토석류 산사태 예측을 위한 로지스틱 회귀모델의 수정 및 적용 - 강릉지역을 대상으로)

  • Cho, Yong-Chan;Chae, Byung-Gon;Kim, Won-Young;Chang, Tae-Woo
    • Economic and Environmental Geology
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    • v.40 no.1 s.182
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    • pp.115-128
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    • 2007
  • This study proposed a modified logistic regression model for a probabilistic prediction of debris flow on natural terrain at the granitic rock area. The modified model dose not contain any categorical factors that were used in the previous model and secured higher reliability of prediction than that of the previous one. The modified model is composed of lithology, two factors of geomorphology, and three factors of soil property. Verification result shows that the prediction reliability is more than 86%. Using the modified regression model, the landslide prediction maps were established. In case of Sacheon area, the prediction map showed that the landslide occurrence was not well corresponded with the model since, even though the forest-fred area was distributed on the center of the model, no factors were considered for the landslide predictions. On the other hand, the prediction model was well corresponded with landslide occurrence at Jumunjin-Yeongok area. The prediction model developed in this study has very high availability to employ in other granitic areas.

Determining Direction of Conditional Probabilistic Dependencies between Clusters (클러스터간 조건부 확률적 의존의 방향성 결정에 대한 연구)

  • Jung, Sung-Won;Lee, Do-Heon;Lee, Kwang-H.
    • Journal of the Korean Institute of Intelligent Systems
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    • v.17 no.5
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    • pp.684-690
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    • 2007
  • We describe our method to predict the direction of conditional probabilistic dependencies between clusters of random variables. Selected variables called 'gateway variables' are used to predict the conditional probabilistic dependency relations between clusters. The direction of conditional probabilistic dependencies between clusters are predicted by finding directed acyclic graph (DAG)-shaped dependency structure between the gateway variables. We show that our method shows meaningful prediction results in determining directions of conditional probabilistic dependencies between clusters.

A Robust Bayesian Probabilistic Matrix Factorization Model for Collaborative Filtering Recommender Systems Based on User Anomaly Rating Behavior Detection

  • Yu, Hongtao;Sun, Lijun;Zhang, Fuzhi
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.9
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    • pp.4684-4705
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    • 2019
  • Collaborative filtering recommender systems are vulnerable to shilling attacks in which malicious users may inject biased profiles to promote or demote a particular item being recommended. To tackle this problem, many robust collaborative recommendation methods have been presented. Unfortunately, the robustness of most methods is improved at the expense of prediction accuracy. In this paper, we construct a robust Bayesian probabilistic matrix factorization model for collaborative filtering recommender systems by incorporating the detection of user anomaly rating behaviors. We first detect the anomaly rating behaviors of users by the modified K-means algorithm and target item identification method to generate an indicator matrix of attack users. Then we incorporate the indicator matrix of attack users to construct a robust Bayesian probabilistic matrix factorization model and based on which a robust collaborative recommendation algorithm is devised. The experimental results on the MovieLens and Netflix datasets show that our model can significantly improve the robustness and recommendation accuracy compared with three baseline methods.

Development of Prediction Method for Highway Pavement Condition (포장상태 예측방법 개선에 관한 연구)

  • Park, Sang-Wook;Suh, Young-Chan;Chung, Chul-Gi
    • International Journal of Highway Engineering
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    • v.10 no.3
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    • pp.199-208
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    • 2008
  • Prediction the performance of pavement provides proper information to an agency on decision-making process; especially evaluating the pavement performance and prioritizing the work plan. To date, there are a number of approaches to predict the future deterioration of pavements. However, there are some limitation to proper prediction of the pavement service life. In this paper, pavement performance model and pavement condition prediction model are developed in order to improve pavement condition prediction method. The prediction model of pavement condition through the regression analysis of real pavement condition is based on the probability distribution of pavement condition, which set to 5%, 15%, 25% and 50%, by condition of the pavement and traffic volume. The pavement prediction model presented from the behavior of individual pavement condition which are set to 5%, 15%, 25% and 50% of probability distribution. The performance of the prediction model is evaluated from analyzing the average, standard deviation of HPCI, and the percentage of HPCI which is lower than 3.0 of comparable section. In this paper, we will suggest the more rational method to determine the future pavement conditions, including the probabilistic duration and deterministic modeling methods regarding the impact of traffic volume, age, and the type of the pavement.

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A Domain Combination Based Probabilistic Framework for Protein-Protein Interaction Prediction (도메인 조합 기반 단백질-단백질 상호작용 확률 예측기법)

  • Han, Dong-Soo;Seo, Jung-Min;Kim, Hong-Soog;Jang, Woo-Hyuk
    • Proceedings of the Korean Society for Bioinformatics Conference
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    • 2003.10a
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    • pp.7-16
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    • 2003
  • In this paper, we propose a probabilistic framework to predict the interaction probability of proteins. The notion of domain combination and domain combination pair is newly introduced and the prediction model in the framework takes domain combination pair as a basic unit of protein interactions to overcome the limitations of the conventional domain pair based prediction systems. The framework largely consists of prediction preparation and service stages. In the prediction preparation stage, two appearance pro-bability matrices, which hold information on appearance frequencies of domain combination pairs in the interacting and non-interacting sets of protein pairs, are constructed. Based on the appearance probability matrix, a probability equation is devised. The equation maps a protein pair to a real number in the range of 0 to 1. Two distributions of interacting and non-interacting set of protein pairs are obtained using the equation. In the prediction service stage, the interaction probability of a protein pair is predicted using the distributions and the equation. The validity of the prediction model is evaluated fur the interacting set of protein pairs in Yeast organism and artificially generated non-interacting set of protein pairs. When 80% of the set of interacting protein pairs in DIP database are used as foaming set of interacting protein pairs, very high sensitivity(86%) and specificity(56%) are achieved within our framework.

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