• The Korean Journal of Applied Statistics
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• v.27 no.2
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• pp.263-275
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• 2014

The present study used a hierarchical Bayesian approach was used to develop a mixed effect model to describe the transitional behavior of subjects in time nonhomogeneous Markov chains. The posterior distributions of model parameters were not in analytically tractable forms; subsequently, a Gibbs sampling method was used to draw samples from full conditional posterior distributions. The proposed model was implemented with real data.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.11 no.4
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• pp.113-118
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• 2011

Sequence homology analysis in the substances in the phenomenon of life is to create database by sorting and indexing and to demonstrate the usefulness of informatics. In this paper, Markov models are used in GenScan program to convert the pattern of complex eukaryotic protein sequences. It becomes impossible to navigate the minimum distance, complexity increases exponentially as the exact calculation. It is used scorecard in amino acid substitutions between similar amino acid substitutions to have a differential effect score, and is applied the Markov models sophisticated concealment of the transition probability model. As providing superior method to translate sequences homologous sequences in analysis using blast p, Markov models. is secreted protein structure of sequence translations.

• The Journal of the Korea Contents Association
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• v.8 no.5
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• pp.44-51
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• 2008

Pattern matching and pattern searching in time series data have been active issues in a number of disciplines. This paper suggests a novel pattern matching technology which can be used in the field of stock market analysis as well as in forecasting stock market trend. First, we define conceptual patterns, and extract data forming each pattern from given time series, and then generate learning model using Hidden Markov Model. The results show that the context-based pattern matching makes the matching more accountable and the method would be effectively used in real world applications. This is because the pattern for new data sequence carries not only the matching itself but also a given context in which the data implies.

• Journal of the Korea Society of Computer and Information
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• v.14 no.5
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• pp.19-28
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• 2009

Prediction problem of the time-series data has been a research issue for a long time among many researchers and a number of methods have been proposed in the literatures. In this paper, a method is proposed that similarities among time-series data are examined by use of Hidden Markov Model and Likelihood and future direction of the data movement is determined. Query sequence is modeled by Hidden Markov Modeling and then the model is examined over the pre-recorded time-series to find the subsequence which has the greatest similarity between the model and the extracted subsequence. The similarity is evaluated by likelihood. When the best subsequence is chosen, the next portion of the subsequence is used to predict the next phase of the data movement. A number of experiments with different parameters have been conducted to confirm the validity of the method. We used KOSPI to verify suggested method.

• Proceedings of the Korean Information Science Society Conference
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• 2005.11b
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• pp.214-216
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• 2005

디지털 방송이 시작되면서 시청자가 선택할 수 있는 채널은 200여 개로 늘어났다. 지금처럼 리모컨으로 채널을 돌려가며 보거나 원하는 TV 프로그램을 찾기란 거의 불가능해진 것이다. 이러한 다채널 다매체 시대에 원하는 프로그램 시청을 도와줄 수 있는 프로그램 가이드 시스템의 필요성이 증가하게 되었고, 더 나아가 TV를 시청하는 각 개인의 선호도를 반영하는 것이 요구되었다. 본 논문에서는 r-order Markov Model을 이용한 개인화된 전자 TV 프로그램 추천 시스템을 제안한다. Markov Model은 시간이 지남에 따라 시청하는 프로그램의 변화를 모델링하기 위한 방법으로 사용하였다. 이 시스템은 시청자의 선호 프로그램을 예측하기 위해서 r-order Markov Model을 제안하는 것뿐만 아니라 TV 시청자의 프로그램 선호를 예측하기 위한 모델들을 적용하였다. 실험 결과는 Markov Model이 추천에 대한 높은 정확성을 제공할 수 있다는 것을 보여준다.

• Journal of Digital Convergence
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• v.12 no.7
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• pp.273-278
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• 2014

In vocabulary recognition using HMM(Hidden Markov Model) by model for the observation of a discrete probability distribution indicates the advantages of low computational complexity, but relatively low recognition rate. Improve them with a HMM model is proposed for the optimization of the Bayesian methods. In this paper is posterior distribution and prior distribution in recognition Gaussian mixtures model provides a model to optimize of the Bayesian methods vocabulary recognition. The result of applying the proposed method, the recognition rate of 97.9% in vocabulary recognition, respectively.

• Journal of the Korean Society of Systems Engineering
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• v.14 no.1
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• pp.44-51
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• 2018

The purpose of RAM analysis in weapon systems is to reduce life cycle costs, along with improving combat readiness by meeting RAM target value. We analyzed the sensitivity of the RAM analysis parameters to the use of the operating system by using the Markov Process based model (MPS, Markov Process Simulation) developed for RAM analysis. A Markov process-based RAM analysis model was developed to analyze the sensitivity of parameters (MTBF, MTTR and ALDT) to the utility of the 81mm mortar. The time required for the application to reach the steady state is about 15,000H, which is about 2 years, and the sensitivity of the parameter is highest for ALDT. In order to improve combat readiness, there is a need for continuous improvement in ALDT.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.25 no.4
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• pp.319-325
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• 2007

In case of more than 50km baseline length, the correlation between receivers is reduced. Therefore, there are still some rooms for improvement of its positional accuracy. In this paper, the stochastic modeling of the ionospheric delay is applied and its effects are analyzed. The data processing has been performed by constructing a Kalman filter with states of positions, ambiguities, and the ionospheric delays in the double differenced mode. Considering the medium or long baseline length, both double differenced GPS phase and code observations are used as observables and LAMBDA has been applied to fix the ambiguities. The ionospheric delay is stochastically modeled by well-known 1st order Gauss-Markov process. And the correlation time and variation of 1st order Gauss-Markov process are calculated. This paper gives analyzed results of developed algorithm compared with commercial software and Bernese.

• Annual Conference on Human and Language Technology
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• 2013.10a
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• pp.152-155
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• 2013

한국어 어절은 많은 동형이의어를 가지고 있기 때문에 주변 어절(또는 문맥)을 보지 않으면 중의성을 해결하기 어렵다. 이런 중의성을 해결하기 위해서 주변 어절 정보를 입력받아 통계적으로 의미를 선택하는 기계학습 알고리즘들이 많이 연구되었으며, 그 중에서 특히 은닉 마르코프 모델을 활용한 연구가 높은 성과를 거두었다. 일반적으로 마르코프 모델만을 기반으로 알고리즘을 구성할 경우 은닉 마르코프 모델 보다는 단순하기 때문에 빠르게 작동하지만 정확률이 낮다. 본 논문은 마르코프 모델을 기반으로 하면서, 부분적으로 은닉 마르코프 모델을 혼합한 알고리즘을 제안한다. 실험 결과 속도는 마르코프 모델과 유사하며, 정확률은 은닉 마르코프 모델에 근접한 것으로 나타났다.

• International Journal of Highway Engineering
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• v.4 no.4 s.14
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• pp.1-12
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• 2002

Pavement Management System has a special purpose that the rehabilitation strategy applied on pavement should be executable in view of technical and economical point after new pavement open to the traffic. To achieve that purpose, a reliable pavement performance prediction model should be embeded in the system. The object of this study is to develop a probabilistic pavement performance prediction model for evaluating asphalt pavements based on the Markov chain concept. In this paper, methodology of the Markov chain modeling principle is explained, and the application of this model to asphalt pavement is described. As the results, transition matrics for predicting asphalt pavement performance are obtained, and also performance life is estimated quantitatively by this system.