• Computers and Concrete
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• 제13권5호
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• pp.659-677
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• 2014

A Bayesian response surface updating procedure is applied in order to update the parameters of the covariance function of a random field for concrete properties based on a limited number of available measurements. Formulas as well as a numerical algorithm are presented in order to update the parameters of response surfaces using Markov Chain Monte Carlo simulations. The parameters of the covariance function are often based on some kind of expert judgment due the lack of sufficient measurement data. However, a Bayesian updating technique enables to estimate the parameters of the covariance function more rigorously and with less ambiguity. Prior information can be incorporated in the form of vague or informative priors. The proposed estimation procedure is evaluated through numerical simulations and compared to the commonly used least square method.

• 한국안전학회지
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• 제35권1호
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• pp.62-69
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• 2020

Most people suffer from stress during day life because modernized society is very complex and changes fast. Because stress can affect to many kind of physiological phenomena it is even considered as a disease. Therefore, it should be detected earlier, then must be released. When a person is being stressed several bio-signals such as heart rate, etc. are changed. So, those can be detected using medical electronics techniques. In this paper, stress assessment system is studied using random forest algorithm based on heart rate, RR interval and Galvanic skin response. The random forest model was trained and tested using the data set obtained from the bio-signals. It is found that the stress assessment procedure developed in this paper is very useful.

• Wind and Structures
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• 제23권5호
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• pp.421-447
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• 2016

Wind-induced and earthquake-induced excitations on tall structures can be effectively controlled by Tuned Liquid Damper (TLD). This work presents a numerical simulation procedure to study the performance of tuned liquid tank- structure system through ${\sigma}$-transformation based fluid-structure coupled solver. For this, a 'C' based computational code is developed. Structural equations are coupled with fluid equations in order to achieve the transfer of sloshing forces to structure for damping. Structural equations are solved by fourth order Runge-Kutta method while fluid equations are solved using finite difference based sigma transformed algorithm. Code is validated with previously published results. The minimum displacement of structure is observed when the resonance condition of the coupled system is satisfied through proper tuning of TLD. Since real-time excitations are random in nature, the performance study of TLD under random excitation is also carried out in which the Bretschneider spectrum is used to generate the random input wave.

• Communications for Statistical Applications and Methods
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• 제24권5호
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• pp.457-480
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• 2017

We develop a random partition procedure based on a Dirichlet process prior with Laplace distribution. Gibbs sampling of a Laplace mixture of linear mixed regressions with a Dirichlet process is implemented as a random partition model when the number of clusters is unknown. Our approach provides simultaneous partitioning and parameter estimation with the computation of classification probabilities, unlike its counterparts. A full Gibbs-sampling algorithm is developed for an efficient Markov chain Monte Carlo posterior computation. The proposed method is illustrated with simulated data and one real data of the energy efficiency of Tsanas and Xifara (Energy and Buildings, 49, 560-567, 2012).

• Journal of the Korean Data and Information Science Society
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• 제26권3호
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• pp.755-762
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• 2015

One of the main objectives of the U.S. Census Bureau is the proper estimation of median household income for small areas. These estimates have an important role in the formulation of various governmental decisions and policies. Since direct survey estimates are available annually for each state or county, it is desirable to exploit the longitudinal trend in income observations in the estimation procedure. In this study, we consider Fay-Herriot type small area models which include time-specific random effect to accommodate any unspecified time varying income pattern. Analysis is carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. We have evaluated our estimates by comparing those with the corresponding census estimates of 1999 using some commonly used comparison measures. It turns out that among three types of time-specific random effects the small area model with a time series random walk component provides estimates which are superior to both direct estimates and the Census Bureau estimates.

• 한국시뮬레이션학회:학술대회논문집
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• 한국시뮬레이션학회 1999년도 추계학술대회 논문집
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• pp.75-80
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• 1999

This paper presents a new method to find a optimal solution for stochastic system. This method uses Genetic Algorithm(GA) and simulation. GA is used to search for new alternative and simulation is used to evaluate alternative. The stochastic system has one or more random variables as inputs. Random inputs lead to random outputs. Since the outputs are random, they can be considered only as estimates of the true characteristics of they system. These estimates could greatly differ from the corresponding real characteristics for the system. We need multiple replications to get reliable information on the system. And we have to analyze output data to get a optimal solution. It requires too much computation to be practical. We address the problem of reducing computation. The procedure on this paper use GA character, an iterative process, to reduce the number of replications. The same chromosomes could exit in post and present generation. Computation can be reduced by using the information of the same chromosomes which exist in post and present current generation.

• 응용통계연구
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• 제9권2호
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• pp.13-23
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• 1996

본 논문에서는 임의중단된 자료가 관찰되는 경우 Marshall과 Olkin의 이변량 지수 모형의 독립성에 대한 붓스트랩 검정절차를 제안하고, 몬테칼로 모의실험을 통하여 제안된 붓스트랩 검정법과 기존의 다른 검정법들의 검정력을 비교하였다.

• 산업경영시스템학회지
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• 제9권13호
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• pp.33-38
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• 1986

Arguments in favor of cyclic servicing, as opposed to random servicing, in connection with machines which stop in a random manner, are not conclusive because hitherto no general formular has been available for calculating the results which may be expected from cyclic servicing. The aim of the following paper is to help in evaluating the cyclic procedure by presenting a formular for calculating the standard efficiency of a group of semi-automatic machines assigned to one operator who will service them on a cyclic pattern.

• Journal of the Korean Data and Information Science Society
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• 제8권2호
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• pp.271-276
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• 1997

A dynamic discount approach is proposed for the estimation of the Poisson parameter and the forecasting of the Poisson random variable, where the parameter of the Poisson distribution varies over time intervals. The recursive estimation procedure of the Poisson parameter is provided. Also the forecasted distribution of the Poisson random variable in the next time interval based on the information gathered until the current time interval is provided.

• Communications for Statistical Applications and Methods
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• 제15권6호
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• pp.969-976
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• 2008

Mixed linear models have been widely used in various correlated data including multivariate survival data. In this paper we extend hierarchical-likelihood(h-likelihood) approach for mixed linear models with right censored data to that for left censored data. We also allow a general random-effect structure and propose the estimation procedure. The proposed method is illustrated using a numerical data set and is also compared with marginal likelihood method.