• Title/Summary/Keyword: Markov

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Bayesian inference of longitudinal Markov binary regression models with t-link function (t-링크를 갖는 마코프 이항 회귀 모형을 이용한 인도네시아 어린이 종단 자료에 대한 베이지안 분석)

  • Sim, Bohyun;Chung, Younshik
    • The Korean Journal of Applied Statistics
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    • v.33 no.1
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    • pp.47-59
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    • 2020
  • In this paper, we present the longitudinal Markov binary regression model with t-link function when its transition order is known or unknown. It is assumed that logit or probit models are considered in binary regression models. Here, t-link function can be used for more flexibility instead of the probit model since the t distribution approaches to normal distribution as the degree of freedom goes to infinity. A Markov regression model is considered because of the longitudinal data of each individual data set. We propose Bayesian method to determine the transition order of Markov regression model. In particular, we use the deviance information criterion (DIC) (Spiegelhalter et al., 2002) of possible models in order to determine the transition order of the Markov binary regression model if the transition order is known; however, we compute and compare their posterior probabilities if unknown. In order to overcome the complicated Bayesian computation, our proposed model is reconstructed by the ideas of Albert and Chib (1993), Kuo and Mallick (1998), and Erkanli et al. (2001). Our proposed method is applied to the simulated data and real data examined by Sommer et al. (1984). Markov chain Monte Carlo methods to determine the optimal model are used assuming that the transition order of the Markov regression model are known or unknown. Gelman and Rubin's method (1992) is also employed to check the convergence of the Metropolis Hastings algorithm.

Modeling the Spatial Dynamics of Urban Green Spaces in Daegu with a CA-Markov Model (CA-Markov 모형을 이용한 대구시 녹지의 공간적 변화 모델링)

  • Seo, Hyun-Jin;Jun, Byong-Woon
    • Journal of the Korean Geographical Society
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    • v.52 no.1
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    • pp.123-141
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    • 2017
  • This study predicted urban green spaces for 2020 based on two scenarios keeping or freeing the green-belt in the Daegu metropolitan city using a hybrid Cellular Automata(CA)-Markov model and analyzed the spatial dynamics of urban green spaces between 2009 and 2020 using a land cover change detection technique and spatial metrics. Markov chain analysis was employed to derive the transition probability for projecting land cover change into the future for 2020 based on two land cover maps in 1998 and 2009 provided by the Ministry of Environment. Multi-criteria evaluation(MCE) was adopted to develop seven suitability maps which were empirically derived in relation to the six restriction factors underlying the land cover change between the years 1998 and 2009. A hybrid CA-Markov model was then implemented to predict the land cover change over an 11 year period to 2020 based on two scenarios keeping or freeing the green-belt. The projected land cover for 2009 was cross-validated with the actual land cover in 2009 using Kappa statistics. Results show that urban green spaces will be remarkably fragmented in the suburban areas such as Dalseong-gun, Seongseo, Ansim and Chilgok in the year 2020 if the Daegu metropolitan city keeps its urbanization at current pace and in case of keeping the green-belt. In case of freeing the green-belt, urban green spaces will be fragmented on the fringes of the green-belt. It is thus required to monitor urban green spaces systematically considering the spatial change patterns identified by this study for sustainably managing them in the Daegu metropolitan city in the near future.

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Comparative Studies on the Simulation for the Monthly Runoff (월유출량의 모의발생에 관한 비교 연구)

  • 박명근;서승덕;이순혁;맹승진
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.38 no.4
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    • pp.110-124
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    • 1996
  • This study was conducted to simulate long seres of synthetic monthly flows by multi-season first order Markov model with selection of best fitting frequency distribution, harmonic synthetic and harmonic regression models and to make a comparison of statistical parameters between observes and synthetic flows of five watersheds in Geum river system. The results obtained through this study can be summarized as follow. 1. Both gamma and two parameter lognormal distributions were found to be suitable ones for monthly flows in all watersheds by Kolmogorov-Smirnov test. 2. It was found that arithmetic mean values of synthetic monthly flows simulated by multi-season first order Markov model with gamma distribution are much closer to the results of the observed data in comparison with those of the other models in the applied watersheds. 3. The coefficients of variation, index of fluctuation for monthly flows simulated by multi-season first order Markov model with gamma distribution are appeared closer to those of the observed data in comparison with those of the other models in Geum river system. 4. Synthetic monthly flows were simulated over 100 years by multi-season first order Markov model with gamma distribution which is acknowledged as a suitable simulation modal in this study.

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FSM State Assignment for Low Power Dissipation Based on Markov Chain Model (Markov 확률모델을 이용한 저전력 상태할당 알고리즘)

  • Kim, Jong-Su
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • v.38 no.2
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    • pp.137-144
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    • 2001
  • In this paper, a state assignment algorithm was proposed to reduce power consumption in control-flow oriented finite state machines. The Markov chain model is used to reduce the switching activities, which closely relate with dynamic power dissipation in VLSI circuits. Based on the Markov probabilistic description model of finite state machines, the hamming distance between the codes of neighbor states was minimized. To express the switching activities, the cost function, which also accounts for the structure of a machine, is used. The proposed state assignment algorithm is tested with Logic Synthesis Benchmarks, and reduced the cost up to 57.42% compared to the Lakshmikant's algorithm.

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Condition Monitoring of Rotating Machine with a Change in Speed Using Hidden Markov Model (은닉 마르코프 모델을 이용한 속도 변화가 있는 회전 기계의 상태 진단 기법)

  • Jang, M.;Lee, J.M.;Hwang, Y.;Cho, Y.J.;Song, J.B.
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.22 no.5
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    • pp.413-421
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    • 2012
  • In industry, various rotating machinery such as pumps, gas turbines, compressors, electric motors, generators are being used as an important facility. Due to the industrial development, they make high performance(high-speed, high-pressure). As a result, we need more intelligent and reliable machine condition diagnosis techniques. Diagnosis technique using hidden Markov-model is proposed for an accurate and predictable condition diagnosis of various rotating machines and also has overcame the speed limitation of time/frequency method by using compensation of the rotational speed of rotor. In addition, existing artificial intelligence method needs defect state data for fault detection. hidden Markov model can overcome this limitation by using normal state data alone to detect fault of rotational machinery. Vibration analysis of step-up gearbox for wind turbine was applied to the study to ensure the robustness of diagnostic performance about compensation of the rotational speed. To assure the performance of normal state alone method, hidden Markov model was applied to experimental torque measuring gearbox in this study.

The Minimum-cost Network Selection Scheme to Guarantee the Periodic Transmission Opportunity in the Multi-band Maritime Communication System (멀티밴드 해양통신망에서 전송주기를 보장하는 최소 비용의 망 선택 기법)

  • Cho, Ku-Min;Yun, Chang-Ho;Kang, Chung-G
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.36 no.2A
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    • pp.139-148
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    • 2011
  • This paper presents the minimum-cost network selection scheme which determines the transmission instance in the multi-band maritime communication system, so that the shipment-related real-time information can be transmitted within the maximum allowed period. The transmission instances and the corresponding network selection process are modeled by a Markov Decision Process (MDP), for the channel model in the 2-state Markov chain, which can be solved by stochastic dynamic programming. It derives the minimum-cost network selection rule, which can reduce the network cost significantly as compared with the straight-forward scheme with a periodic transmission.

Availability analysis of subsea blowout preventer using Markov model considering demand rate

  • Kim, Sunghee;Chung, Soyeon;Yang, Youngsoon
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.6 no.4
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    • pp.775-787
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    • 2014
  • Availabilities of subsea Blowout Preventers (BOP) in the Gulf of Mexico Outer Continental Shelf (GoM OCS) is investigated using a Markov method. An updated ${\beta}$ factor model by SINTEF is used for common-cause failures in multiple redundant systems. Coefficient values of failure rates for the Markov model are derived using the ${\beta}$ factor model of the PDS (reliability of computer-based safety systems, Norwegian acronym) method. The blind shear ram preventer system of the subsea BOP components considers a demand rate to reflect reality more. Markov models considering the demand rate for one or two components are introduced. Two data sets are compared at the GoM OCS. The results show that three or four pipe ram preventers give similar availabilities, but redundant blind shear ram preventers or annular preventers enhance the availability of the subsea BOP. Also control systems (PODs) and connectors are contributable components to improve the availability of the subsea BOPs based on sensitivity analysis.

인과적 마코프 조건과 비결정론적 세계

  • Lee, Yeong-Eui
    • Korean Journal of Logic
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    • v.8 no.1
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    • pp.47-67
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    • 2005
  • Bayesian networks have been used in studying and simulating causal inferences by using the probability function distributed over the variables consisting of inquiry space. The focus of the debates concerning Bayesian networks is the causal Markov condition that constrains the probabilistic independence between all the variables which are not in the causal relations. Cartwright, a strong critic about the Bayesian network theory, argues that the causal Markov condition cannot hold in indeterministic systems, so it cannot be a valid principle for causal inferences. The purpose of the paper is to explore whether her argument on the causal Markov condition is valid. Mainly, I shall argue that it is possible for upholders of the causal Markov condition to respond properly the criticism of Cartwright through the continuous causal model that permits the infinite sequence of causal events.

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