• Title/Summary/Keyword: 확률행렬이론

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An Inference Method of a Multi-server Queue using Arrival and Departure Times (도착 및 이탈시점을 이용한 다중서버 대기행렬 추론)

  • Park, Jinsoo
    • Journal of the Korea Society for Simulation
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    • v.25 no.3
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    • pp.117-123
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    • 2016
  • This paper presents inference methods for inner operations of a multi-server queue when historical data are limited or system observation is restricted. In a queueing system analysis, autocorrelated arrival and service processes increase the complexity of modeling. Accordingly, numerous analysis methods have been developed. In this paper, we introduce an inference method for specific situations when external observations exhibit autocorrelated structure and and observations of internal operations are difficult. We release an assumption of the previous method and provide lemma and theorem to guarantee the correctness of our proposed inference method. Using only external observations, our proposed method deduces the internal operation of a multi-server queue via non-parametric approach even when the service times are autocorrelated. The main internal inference measures are waiting times and service times of respective customers. We provide some numerical results to verify that our method performs as intended.

The Analysis of Successional Trends by Community Types in the Natural Deciduous Forest of Mt. Jumbong (점봉산 일대 천연활엽수림의 군집 유형별 천이 경향 분석)

  • Jin, Guang Ze;Kim, Ji Hong
    • Journal of Korean Society of Forest Science
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    • v.94 no.6
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    • pp.387-396
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    • 2005
  • Having employed the transitional probability model based on Markov chain, the study was carried out to examine successional trends for community types in the natural deciduous forest of Mt. Jumbong. The species composition of oncoming generation in overstory was estimated from that of mid-story, and the species composition in mid-story was based upon that of understory. Successional trend for each community was predicted from the reorganized probability matrix of tree replacement by the square of climax index, which was evaluated by the factors of light absorption, reproduction, and wood quality. As the result of analysis, following table shows the oncoming generation of steady state and dominant species in overstory and mid-story by community types. Even though Acer pseudo-sieboldianum and Carpinus cordata could hardly reach the canopy layer due to the intrinsic growth form, these species were predicted to maintain high compositional ratio so as to play an important ecological role in the study forest ecosystem.

Shoaling Prediction by the Statistical Joint Distribution in the Shallow Water Region (천해역에 있어서의 결합확률분포의 천수변형에 대한 연구)

  • 권정곤
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.3 no.1
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    • pp.14-20
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    • 1991
  • Accurate estimation of irregular wave transformation when the waves propagate from deep water to shallow water region is very important for the design of coastal structures and establishing beach erosion control. In this study. the transformation of directional spectrum is tested numerically using a conservation equation for energy flux and. based upon the joint distribution of wave height. period and wave direction. shoaling effects are predicted in the shallow water region. The applicability of the proposed procedure is verified through comparison with field observation data.

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Comparison of Delay Estimates for Signalized Intersection (신호교차로 지체 산정 비교)

  • Jo, Jun-Han;Jo, Yong-Chan;Kim, Seong-Ho
    • Journal of Korean Society of Transportation
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    • v.23 no.1
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    • pp.67-80
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    • 2005
  • In this paper, the primary objective of the research are to review the methods currently avaliable for estimating the delay incurred by vehicles at signalized intersections. The paper compares the delay estimates from a deterministic queueing model, a model based on shock wave theory , the steady-state Webster model, the queue-based models defined in the 1994 and 2001 version of the High way Capacity Manual, in addition to the delays estimated from the TRANSYT-7F macroscopic simulation and NETSIM microscopic simulation. More especially, this paper is to compare the delay estimates obtained using macroscopic and microscopic simulation tools against state-of-the practice analytical models that are derived from deterministic queueing and shock wave analysis theory. The results of the comparisons indicate that all delay models produce relatively similar results for signalized intersections with low traffic demand, but that increasing differences occur as the traffic demand approaches saturation. In particular, when the TRANSYT-7F and NETSIM are compared, it is highly differences as approach for traffic condition to over-saturation. Also, the NETSIM microscopic simulation is the lowest estimates among the various models.

On the Plug-in Estimator and its Asymptotic Distribution Results for Vector-Valued Process Capability Index Cpmk (2차원 벡터 공정능력지수 Cpmk의 추정량과 극한분포 이론에 관한 연구)

  • Cho, Joong-Jae;Park, Byoung-Sun
    • Communications for Statistical Applications and Methods
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    • v.18 no.3
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    • pp.377-389
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    • 2011
  • A higher quality level is generally perceived by customers as improved performance by assigning a correspondingly higher satisfaction score. The third generation index $C_{pmk}$ is more powerful than two useful indices $C_p$ and $C_{pk}$ that have been widely used in six sigma industries to assess process performance. In actual manufacturing industries, process capability analysis often entails characterizing or assessing processes or products based on more than one engineering specification or quality characteristic. Since these characteristics are related, it is a risky undertaking to represent the variation of even a univariate characteristic by a single index. Therefore, the desirability of using vector-valued process capability index(PCI) arises quite naturally. In this paper, we consider more powerful vector-valued process capability index $C_{pmk}$ = ($C_{pmkx}$, $C_{pmky}$)$^t$ that consider the univariate process capability index $C_{pmk}$. First, we examine the process capability index $C_{pmk}$ and plug-in estimator $\hat{C}_{pmk}$. In addition, we derive its asymptotic distribution and variance-covariance matrix $V_{pmk}$ for the vector valued process capability index $C_{pmk}$. Under the assumption of bivariate normal distribution, we study asymptotic confidence regions of our vector-valued process capability index $C_{pmk}$ = ($C_{pmkx}$, $C_{pmky}$)$^t$.

Development of the Model Using Queueing Theory for Lifting Planning in Tall Buildings (큐잉이론을 이용한 고층건물 가설리프트 계획모델 구축에 관한 연구)

  • Lee, Hak-Ju;Kim, Dae-Won;Cho, Hun-Hee;Kang, Kyung-In
    • Proceedings of the Korean Institute Of Construction Engineering and Management
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    • 2008.11a
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    • pp.628-633
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    • 2008
  • Tall building construction has been increasing due to the need to maximize land usage. It causes the increase of vertical transportation for workers and materials, which significantly affects the productivity and lifting planning, therefore, has to be made carefully based on the characteristics of the field. However, the existing method to calculate the number of lift is too simple to consider complex and various characteristics in tall building construction. Accordingly, we developed the model for selecting the best system of vertical transportation by using Queueing theory. To find out the situation of the queue of resources such as material and workers, a simulation program will be applied.

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Asymptotic Performance of MIMO-MC-CDMA Systems in Multi-cell Environments (다중셀 환경에서 MIMO-MC-CDMA시스템의 점근적 성능)

  • Kim, Kyeong-Yeon;Ham, Jae-Sang;Lee, Chung-Yong
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.44 no.7 s.361
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    • pp.47-52
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    • 2007
  • This paper analyzes the output signal-to-interference-plus-noise ratio (SINR) for a multiple-input-multiple-output (MIMO) multicarrier code division multiple access (MC-CDMA) system with minium mean square error receivers in multi-cell environments. A previous work in single cell environments is extended into analysis in multi-cell environments. The use of Haar unitary code matrix for asymptotic analysis causes other cell interferences expressed with a diagonal matrix haying different diagonal values. This paper shows that other cell interferences converge to an identity matrix whose gain is expressed by only other cell interference power in mean square sense and finds asymptotic deterministic SINRs for a given other cell interference. Under the assumption that the sum of lognormal fading components is distributed by other lognormal function, we show the comparison between theoretical performances and simulations from the view point of bit error rate and present average throughput performance according to the cell radius.

Introduction to the Indian Buffet Process: Theory and Applications (인도부페 프로세스의 소개: 이론과 응용)

  • Lee, Youngseon;Lee, Kyoungjae;Lee, Kwangmin;Lee, Jaeyong;Seo, Jinwook
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.251-267
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    • 2015
  • The Indian Buffet Process is a stochastic process on equivalence classes of binary matrices having finite rows and infinite columns. The Indian Buffet Process can be imposed as the prior distribution on the binary matrix in an infinite feature model. We describe the derivation of the Indian buffet process from a finite feature model, and briefly explain the relation between the Indian buffet process and the beta process. Using a Gaussian linear model, we describe three algorithms: Gibbs sampling algorithm, Stick-breaking algorithm and variational method, with application for finding features in image data. We also illustrate the use of the Indian Buffet Process in various type of analysis such as dyadic data analysis, network data analysis and independent component analysis.

Asymptotic Behavior of the output SINR at MMSE receivers in a MIMO MC-CDMA system (MIMO MC-CDMA시스템에서 MMSE 수신기 출력의 점근적 양상)

  • Kim, Kyeong-Yeon;Shim, Sei-Joon;Ham, Jae-Sang;Lee, Chung-Yong
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.44 no.4
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    • pp.10-16
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    • 2007
  • This paper analyzes the output signal-to-interference-plus-noise ratio (SINR) for a multiple-input-multiple-output (MIMO) multicarrier code division multiple access (MC-CDMA) system with minium mean square error receivers. A previous work of a single antenna MC-CDMA system cannot directly applied to a MIMO MC-CDMA system because some assumptions for single antenna do not match the case of multiple antenna. Therefore this paper expands the concept of freeness to MIMO system by using the Marcenko Pastur law. The analysis shows that the output SINR asymptotically converges to a deterministic value and finds the value on the assumption of freeness. From the analysis, it is easy to calculate bit error rate and the calculation is verified by simulations.

Explicit Expression for Moment of Waiting Time in a DBR Line Production System with Constant Processing Times Using Max-plus Algebra (Max-plus 대수를 이용한 상수 공정시간을 갖는 DBR 라인 생산시스템에서의 대기시간에 대한 간결한 표현식)

  • Park, Philip;Seo, Dong-Won
    • Journal of the Korea Society for Simulation
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    • v.24 no.2
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    • pp.11-17
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    • 2015
  • Although systems with finite capacities have been the topic of much study, there are as of yet no analytic expressions for (higher) moment and tail probability of stationary waiting times in systems with even constant processing times. The normal queueing theory cannot properly handle such systems due to the difficulties caused by finite capacity. In this study, for a DBR (Drum-Buffer-Rope) line production system with constant processing times, we introduce analytic expressions by using previous results obtained using a max-plus algebraic approach.