• 제목/요약/키워드: Probabilistic Prediction

검색결과 278건 처리시간 0.03초

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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    • 제24권1호
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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.

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

  • 채병곤;김원영;조용찬;송영석
    • 한국지반공학회:학술대회논문집
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    • 한국지반공학회 2005년도 춘계 학술발표회 논문집
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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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PSN 픽터의 해석 및 추적성능 예측 ((Theoretical Analysis and Performance Prediction for PSN Filter Tracking))

  • 정영헌;김동현;홍순목
    • 전자공학회논문지SC
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    • 제39권2호
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    • pp.166-175
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    • 2002
  • 이 논문에서는 표적 추적에 사용되는 PSN(Probabilistic Strongest Neighbor) 필터의 추적 성능을 예측한다. PSN 필터는 가장 강한 신호 크기를 가진 측정이 표적이외의 것으로부터 발생할 수 있다는 사건을 충분히 고려하기 때문에, 추적 성능에서 뿐만 아니라, 계산량 측면에서도 PDA(Probabilistic Data association) 필터보다 뛰어나다고 알려져 있다. 추적필터의 추정오차 공분산행렬(covariance matrix)은 추적의 성능을 결정하는 성능지수(performance index)로 널리 사용된다. PSN 필터의 추정오차 공분산행렬은 측정 데이터의 함수로써, 측정 데이터와 무관하게 추적기의 성능을 표현하기 위해서 HYCA(HYbrid Conditional Average)방법을 이용하여 추정오차 공분산행렬의 기대값에 대한 식을 제시하였다. 수치실험을 통하여 이 논문에서 제시한 성능 예측이 타당함을 보인다.

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

  • 정성원;이도헌;이광형
    • 한국지능시스템학회논문지
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    • 제17권5호
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    • pp.684-690
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    • 2007
  • 본 논문은 확률변수들로 이루어진 클러스터의 집합과 확률변수들에 대해 관찰된 데이터가 주어진 상황에서, 클러스터 사이에 존재하는 조건부 확률적 의존의 방향성(directional tendency of conditional dependence in the Bayesian probabilistic graphical model)을 결정하는 방법을 기술한다. 클러스터 사이에 존재하는 조건부 확률적 의존의 방향성을 추정하기 위해 한 클러스터에서 다른 각 클러스터에 가장 가까운 확률변수를 해당 클러스터의 외부연결변수로 결정한다. 외부연결변수들 사이에서의 가장 확률이 높은 조건부 확률적 의존성을 나타내는 방향성 비순환 그래프(directed acyclic graph(DAG))를 찾음으로써, 주어진 클러스터들 사이에 존재하는 조건부 확률적 의존의 방향성을 결정한다. 사용된 방법이 클러스터 사이에 존재하는 조건부 확률적 의존의 방향성을 유의미하게 추정할 수 있음을 실험적으로 보인다.

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

  • 채병곤;김원영;조용찬;김경수;이춘오;최영섭
    • 지질공학
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    • 제14권2호
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    • pp.211-222
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    • 2004
  • 이 연구는 자연사면에서 발생하는 토석류(debris flow)산사태의 확률론적 예측을 위해 로지스틱 회귀분석(logistic regression analysis)을 이용하여 변성 암 및 화강암 분포지에 적용할 수 있는 예측모델을 개발한 것이다. 산사태 예측모델을 개발하기 위해 경기 남ㆍ북부지역과 경북 상주지역에서 발생한 산사태 자료를 현장조사와 실내토질시험을 통해 직접 획득ㆍ분석하였다. 산사태 발생에 영향을 미치는 인자는 기초 통계분석은 물론 로지스틱 회귀분석을 실시하여 최종적으로 7개 영향인자를 선정하였다. 이들 7개 인자는 지형요소 2개와 지질 및 토질특성 요소 5개로 구성되어 있고, 각 인자별 가중치를 부여한 점이 큰 특징이다. 개발된 모델은 신뢰성 검증을 수행한 결과 90.74%의 예측율을 확보한 것으로 나타났다. 이 모델을 이용하여 산사태 발생가능성을 확률적ㆍ정량적으로 예측할 수 있게 되었다.

베이지안 기반의 파손확률을 이용한 항공기 구조물 확률론적 피로수명 예측 응용에 관한 연구 (A study on Application of Probabilistic Fatigue Life Prediction for Aircraft Structures using the PoF based on Bayesian Approach)

  • 김근원;신대한;최주호;신기수
    • 한국군사과학기술학회지
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    • 제16권5호
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    • pp.631-638
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    • 2013
  • The probabilistic fatigue life analysis is one of the common methods to account the uncertainty of parameters on the structural failure. Frequently, the Bayesian approach has been demonstrated as a proper method to show the uncertainty of parameters. In this work, the application of probabilistic fatigue life prediction method for the aircraft structure was studied. This effort was conducted by using the PoF(Probability of Failure) based on Bayesian approach. Furthermore, numerical example was carried out to confirm the validation of the suggested approach. In conclusion, it was shown that the Bayesian approach can calculate the probabilistic fatigue lives and the quantitative value of PoF effectively for the aircraft structural component. Moreover the calculated probabilistic fatigue lives can be utilized to determine the optimized inspection period of aircraft structures.

PNU CGCM 앙상블 예보 시스템의 겨울철 남한 기온 예측 성능 평가 (Evaluation of PNU CGCM Ensemble Forecast System for Boreal Winter Temperature over South Korea)

  • 안중배;이준리;조세라
    • 대기
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    • 제28권4호
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    • pp.509-520
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    • 2018
  • The performance of the newly designed Pusan National University Coupled General Circulation Model (PNU CGCM) Ensemble Forecast System which produce 40 ensemble members for 12-month lead prediction is evaluated and analyzed in terms of boreal winter temperature over South Korea (S. Korea). The influence of ensemble size on prediction skill is examined with 40 ensemble members and the result shows that spreads of predictability are larger when the size of ensemble member is smaller. Moreover, it is suggested that more than 20 ensemble members are required for better prediction of statistically significant inter-annual variability of wintertime temperature over S. Korea. As for the ensemble average (ENS), it shows superior forecast skill compared to each ensemble member and has significant temporal correlation with Automated Surface Observing System (ASOS) temperature at 99% confidence level. In addition to forecast skill for inter-annual variability of wintertime temperature over S. Korea, winter climatology around East Asia and synoptic characteristics of warm (above normal) and cold (below normal) winters are reasonably captured by PNU CGCM. For the categorical forecast with $3{\times}3$ contingency table, the deterministic forecast generally shows better performance than probabilistic forecast except for warm winter (hit rate of probabilistic forecast: 71%). It is also found that, in case of concentrated distribution of 40 ensemble members to one category out of the three, the probabilistic forecast tends to have relatively high predictability. Meanwhile, in the case when the ensemble members distribute evenly throughout the categories, the predictability becomes lower in the probabilistic forecast.

확률 신경망이론을 사용한 콘크리트 압축강도 추정 (Prediction of Compressive Strength of Concrete using Probabilistic Neural Networks)

  • 김두기;이종재;장성규;임병용
    • 한국지진공학회:학술대회논문집
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    • 한국지진공학회 2003년도 추계 학술발표회논문집
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    • pp.311-316
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    • 2003
  • The compressive strength of concrete is a criterion to produce concrete. However, the tests on the compressive strength are complicated and time-consuming. More importantly, it is too late to make improvement even if the test result does not satisfy the required strength, since the test is usually performed at the 28th day after the placement of Concrete at the Construction site. Therefore, strength prediction before the placement of concrete is highly desirable. This study presents the probabilistic technique for predicting the compressive strength of concrete on the basis of concrete mix proportions. The estimation of the strength is based on the probabilistic neural network, and show that the present methods are very efficient and reasonable in predicting the compressive strength of concrete probabilistically.

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

  • Han, Dong-Soo;Seo, Jung-Min;Kim, Hong-Soog;Jang, Woo-Hyuk
    • 한국생물정보학회:학술대회논문집
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    • 한국생물정보시스템생물학회 2003년도 제2차 연례학술대회 발표논문집
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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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A Probabilistic Model for the Prediction of Burr Formation in Face Milling

  • Suneung Ahn
    • 산업경영시스템학회지
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    • 제23권60호
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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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