• Journal of information and communication convergence engineering
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• v.20 no.2
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• pp.79-89
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• 2022

To compute the mean and variance of component-based reliability software, we focused on path-based reliability analysis. System reliability depends on the transition probabilities of components within a system and reliability of the individual components as basic input parameters. The uncertainty in these parameters is estimated from the test data of the corresponding components and arises from the software architecture, failure behaviors, software growth models etc. Typically, researchers perform Monte Carlo simulations to study uncertainty. Thus, we considered a Markov chain Monte Carlo (MCMC) simulation to calculate uncertainty, as it generates random samples through sequential methods. The MCMC approach determines the input parameters from the probability distribution, and then calculates the average approximate expectations for a reliability estimation. The comparison of different techniques for uncertainty analysis helps in selecting the most suitable technique based on data requirements and reliability measures related to the number of components.

• The Korean Journal of Applied Statistics
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• v.19 no.3
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• pp.505-519
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• 2006

We consider zero-inflated count data, which is discrete count data but has too many zeroes compared to the Poisson distribution. Zero-inflated data can be found in various areas. Despite its increasing importance in practice, appropriate statistical inference on zero-inflated data is limited. Classical inference based on a large number theory does not fit unless the sample size is very large. And regular Poisson model shows lack of St due to many zeroes. To handle the difficulties, a mixture of distributions are considered for the zero-inflated data. Specifically, a mixture of a point mass at zero and a Poisson distribution is employed for the data. In addition, when there exist meaningful covariates selected to the response variable, loglinear link is used between the mean of the response and the covariates in the Poisson distribution part. We propose a Bayesian inference for the zero-inflated Poisson regression model by using a Markov Chain Monte Carlo method. We applied the proposed method to a Korean oral hygienic data and compared the inference results with other models. We found that the proposed method is superior in that it gives small parameter estimation error and more accurate predictions.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.39 no.1
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• pp.11-19
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• 2002

This paper gives an optimal step size of E$\sub$b/ /I$\sub$oT/ for outer-loop power control(OLPC) in IMT-2000 system. The performance of outer-loop Power control is affected greatly by the fixed step size according to the channel environments. Conventional methods are inaccurate because they are decided by expert's experiences and the performance is not proved theoretically. In this paper, we show that IMT-2000 system maintains optimal capacity and QoS by the step size of E$\sub$b/ /I$\sub$oT/ obtained from the discrete-time Markov chain model.

• Journal of Korean Society of Transportation
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• v.12 no.4
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• pp.89-97
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• 1994

신호화된 교차로의 운영비율을 측정하기 위해 현재 세계적으로 광범위하게 이용되 는 척도는 교차로 통과차량의 평균지체시간이다. 그간 교차로 분석을 위해 많은 대기행렬 모형이 발표되어 왔고 또 그중 일부가 현재 사용 중에 있는데 이들은 모두 steady-state를 가정한 해법이다. 그러나 steady-state 모형은 시간에 따른 대기행렬 길이의 변화를 고려하 지 못하므로 현실적인 분석에 한계가 있는 방법론이다. 그러므로 정당한 교차로 시간산출을 위해서는 time-dependent한 분석형의 개발이 요구된다. 본 연구에서는 discrete Markov chain을 이용하여 단순히 단위시간 동안의 도착율과 출발율로써 transition probabilities를 계산하는 새로운 대기행렬 모형을 개발하였다. 개발된 불연속 대기행렬 모형을 이용하여 교 차로 분석을 할 경우 기존의 교차로 지체모형과 비교하여 기대되는 개선효과는 다음과 같 다. 변화를 고려한 dynamic한 분석으로 현실적이고 정당한 예측을 할 수 있다. 신호자동에 의한 영향을 분석할 수 있다. 그리고 독립적교차로 뿐만 아니라 간선도로, 나아가서 network 분석을 할 수 있으며, 동시에 주어지 교통여건에 대해 신호자동화를 위한 최적값을 산출해 낸다.

• Journal of the Institute of Electronics Engineers of Korea CI
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• v.45 no.5
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• pp.125-133
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• 2008

In this paper, we propose active queue management mechanism (Active-WRED) to guarantee quality of the high priority service class in multi-class traffic service environment. In congestion situation, this mechanism increases drop probability of low priority traffic and reduces the drop probability of the high priority traffic, therefore it can improve the quality of the high priority service. In order to analyze the performance of our mechanism we introduce the stochastic analysis of a discrete-time queueing systems for the performance evaluation of the Active Queue Management (AQM) based congestion control mechanism called Weighted Random Early Detection (WRED) using a two-state Markov-Modulated Bernoulli arrival process (MMBP-2) as the traffic source. A two-dimensional discrete-time Harkov chain is introduced to model the Active-WRED mechanism for two traffic classes (Guaranteed Service and Best Effort Service) where each dimension corresponds to a traffic class with its own parameters.

• Journal of applied mathematics & informatics
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• v.28 no.1_2
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• pp.153-162
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• 2010

The finite buffer GI/G/1/K system is set up by using an unconventional arrangement of the state space, in which the remaining interarrival time or service time is chosen as the level. The stationary distributions of resulting Markov chain can be explicitly determined, and the chain is positive recurrent without any restriction. This is an advantage of this method, compared with that using the elapsed time approach [2].

• Communications for Statistical Applications and Methods
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• v.25 no.5
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• pp.471-488
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• 2018

In this paper, we propose extending proportional hazards frailty models to allow a discrete distribution for the frailty variable. Having zero frailty can be interpreted as being immune or cured. Thus, we develop a new survival model induced by discrete frailty with zero-inflated power series distribution, which can account for overdispersion. This proposal also allows for a realistic description of non-risk individuals, since individuals cured due to intrinsic factors (immunes) are modeled by a deterministic fraction of zero-risk while those cured due to an intervention are modeled by a random fraction. We put the proposed model in a Bayesian framework and use a Markov chain Monte Carlo algorithm for the computation of posterior distribution. A simulation study is conducted to assess the proposed model and the computation algorithm. We also discuss model selection based on pseudo-Bayes factors as well as developing case influence diagnostics for the joint posterior distribution through ${\psi}-divergence$ measures. The motivating cutaneous melanoma data is analyzed for illustration purposes.

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.197-197
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• 2016

Forecasting future drought events in a region plays a major role in water management and risk assessment of drought occurrences. The creeping characteristics of drought make it possible to mitigate drought's effects with accurate forecasting models. Drought forecasts are inevitably plagued by uncertainties, making it necessary to derive forecasts in a probabilistic framework. In this study, a new probabilistic scheme is proposed to forecast droughts, in which a discrete-time finite state-space hidden Markov model (HMM) is used aggregated with the Representative Concentration Pathway 8.5 (RCP) precipitation projection (HMM-RCP). The 3-month standardized precipitation index (SPI) is employed to assess the drought severity over the selected five stations in South Kore. A reversible jump Markov chain Monte Carlo algorithm is used for inference on the model parameters which includes several hidden states and the state specific parameters. We perform an RCP precipitation projection transformed SPI (RCP-SPI) weight-corrected post-processing for the HMM-based drought forecasting to derive a probabilistic forecast that considers uncertainties. Results showed that the HMM-RCP forecast mean values, as measured by forecasting skill scores, are much more accurate than those from conventional models and a climatology reference model at various lead times over the study sites. In addition, the probabilistic forecast verification technique, which includes the ranked probability skill score and the relative operating characteristic, is performed on the proposed model to check the performance. It is found that the HMM-RCP provides a probabilistic forecast with satisfactory evaluation for different drought severity categories, even with a long lead time. The overall results indicate that the proposed HMM-RCP shows a powerful skill for probabilistic drought forecasting.

• Convergence Security Journal
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• v.8 no.1
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• pp.91-100
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• 2008

The previous works in sensor networks security have focused on the aspect of confidentiality, authentication and integrity based on cryptographic primitives. There has been no prior work to assess the survivability in systematic way. Accordingly, this paper presents a survivability model of wireless sensor networks using software rejuvenation for dual adaptive cluster head. The survivability model has state transition to reflect status of real wireless sensor networks. In this paper, we only focus on a survivability model which is capable of describing cluster head compromise in the networks and able to switch over the redundant cluster head in order to increase the survivability of that cluster. Second, this paper presents how to enhance the survivability of sensor networks using software rejuvenation methodology for dual cluster head in wireless sensor network. We model and analyze each cluster as a stochastic process based on Semi Markov Process (SMP) and Discrete Time Markov Chain (DTMC). The proof of example scenarios and numerical analysis shows the feasibility of our approach.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.7 no.4
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• pp.726-747
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• 2013

In order to support a large number of mobile stations (MSs) with statistical multiplexing in cellular networks, a random access scheme is widely used for uplink (UL) bandwidth request (BR). In the design of a random access based BR scheme, there are two important requirements: short connection delay and diverse Quality of Services (QoSs) support. Such requirements are crucial for IMT-Advanced systems like IEEE 802.16m to provide various types of fourth generation (4G) data services. IEEE 802.16m provides advanced UL BR schemes for non-real time polling service (nrtPS) and best-effort (BE) service to meet the requirements of short connection time and multiple QoS level support. In order to provide short connection time and multiple QoS support, three-step and differentiated BR procedures are adopted. In this paper, a novel modelling of IEEE 802.16m contention based BR scheme is proposed that uses a 2-dimensional discrete time Markov chain. Both the short access delay three-step BR procedures and normal five-step BR procedure are considered in the model. Our proposed model also incorporates the IEEE 802.16m differentiated BR procedure. With the proposed model, we extensively evaluate the performance of IEEE 802.16m BR for two different service classes by changing QoS parameters, such as backoff window size and BR timer. Computer simulations are performed to corroborate the accuracy of the proposed model for various operation scenarios. With the proposed model, accurate QoS parameter values can be derived for the IEEE 802.16m contention-based BR scheme.