• Journal of the Korean Statistical Society
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• 제36권1호
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• pp.129-148
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• 2007

Frailty estimates from the proportional hazards frailty model often lead us to conjecture the heterogeneity in frailty such that the variance of the frailty varies over different covariate groups (e.g. male group versus female group). For such systematic heterogeneity in frailty, we consider a regression model for the variance components in the proportional hazards frailty model, denoted by the MLFM. However, in many cases, the observed data do not show any statistically significant preference between the homogeneous frailty model and the heterogeneous frailty model. In this paper, we propose a Bayesian model averaging procedure with the reversible jump Markov chain Monte Carlo which selects the appropriate model automatically. The resulting regression coefficient estimate ignores the model uncertainty from the frailty distribution in view of Bayesian model averaging (Hoeting et al., 1999). Finally, the proposed model and the estimation procedure are illustrated through the analysis of the kidney infection data in McGilchrist and Aisbett (1991) and a simulation study is implemented.

• Journal of the Korea Institute of Military Science and Technology
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• 제17권6호
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• pp.733-743
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• 2014

Since the technology of anti-ship missiles has advanced rapidly, defending battleships from the threat of anti-ship missiles is a crucial factor for the survival of warships. In this paper, we analyze the performance of an anti-ship missile defense system whose name is Close-In-Weapon-System. We show the survival probability of a warship equipped with the Close-In-Weapon-System as the number of anti-ship missiles attacking the warship varies. Because of the complex and dynamic operational characteristics surrounding the Close-In-Weapon-System such as speed of missiles, different range of an individual weapon in the weapon system, and the continuous change of the kill probability of the missiles corresponding to the distance of missiles from ships, few work has been done for the performance of Close-In-Weapon-System. We present a model to incorporate all the dynamic characteristics of the system using absorbing Markov Chain. With our results, we expect commanders of warships equipped with Close-In-Weapon-System to be provided with more helpful information on how to deal with the anti-ship missiles.

• ETRI Journal
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• 제25권1호
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• pp.55-58
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• 2003

We propose a new paging strategy to reduce paging cost by adding paging agents at base stations. When a mobile-terminated call occurs, the base stations look up the paging agents to determine if terminal paging is actually to be made. An analytical model based on a Markov chain is used to evaluate the performance of the proposed strategy. The numerical results show that the proposed strategy significantly reduces the paging cost compared with the simultaneous paging strategy.

• Journal of Korea Society of Industrial Information Systems
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• 제9권3호
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• pp.32-37
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• 2004

This paper investigates the mathematical model of multi-server retrial queueing system with the Batch Markovian Arrival Process (BMAP), the Phase type (PH) service distribution and the finite buffer. The sufficient condition for the steady state distribution existence and the algorithm for calculating this distribution are presented. Finally, a formula to solve loss probability in the case of complete admission discipline is derived.

• Journal of the military operations research society of Korea
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• 제15권2호
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• pp.20-37
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• 1989

A markov chain is used to derive the models for determining the size of persons to be promoted and for conducting the sensitivity analysis of promotion probabilities. To compute the former case a future wastage rate is forecasted by using the double exponential smoothing method. The model for sensitivity analysis is used to simulate the impact of change in graded-size targets and hiring policy on the promotion probabilities.

• Journal of Korean Society for Quality Management
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• 제31권3호
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• pp.126-135
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• 2003

A basic assumption in standard applications of control charts is that the observations are statistically independent. However, this assumption is often violated from processes in many industries. The presence of autocorrelation has a serious impact on the performance of control charts, causing a dramatic increase in the frequency of false alarms. This paper considers a process in which the observations can be modeled as a first order autoregressive(AR(1)) process, and develops (equation omitted) charts with the variable sample size(VSS) scheme for monitoring the mean of this process.

• Proceedings of the Korean Information Science Society Conference
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• 한국정보과학회 2010년도 한국컴퓨터종합학술대회논문집 Vol.37 No.1(A)
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• pp.152-153
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• 2010

• Journal of the Korean Statistical Society
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• 제31권1호
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• pp.45-61
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• 2002

We consider the problem of estimating binomial proportions in the presence of nonignorable nonresponse using the Bayesian selection approach. Inference is sampling based and Markov chain Monte Carlo (MCMC) methods are used to perform the computations. We apply our method to study doctor visits data from the Korean National Family Income and Expenditure Survey (NFIES). The ignorable and nonignorable models are compared to Stasny's method (1991) by measuring the variability from the Metropolis-Hastings (MH) sampler. The results show that both models work very well.

• Journal of KIISE:Software and Applications
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• 제28권1호
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• pp.46-51
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• 2001

2D로 확장한 HMM은 다수 제안되었지만 엄밀한 의미에 있어서 2D HMM이라고 하기에 부족한 점이 많다. 본 논문에서는 기존의 랜덤 필드 모형이 아닌 새로운 2D HMM을 제안한다. 상하 및 좌우 방향의 causal chain 관계를 가정하고 완전한 격자 형성 조건을 두어 2D HMM의 평가, 매개 변수를 추정하는 알고리즘을 제시하였다. 각각의 알고리즘은 동적 프로그래밍과 최우 추정법에 근거한 것이다. 변수 추정 알고리즘은 반복적으로 이루어지며 국소 최적치에 수렴함을 보였다.

• Proceedings of the Korean Information Science Society Conference
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• 한국정보과학회 2003년도 봄 학술발표논문집 Vol.30 No.1 (A)
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• pp.305-307
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• 2003

일반적으로 해킹이 이루어지기 위해서는 공격의 대상이 되는 시스템과 네트워크의 정보를 수집하는 사전단계가 필수적이다. 네트워크 포트 스캐닝은 이 시스템 정보 수집단계에서 중요한 역할을 하는 방법으로 주로 통신 프로토콜의 취약점을 이용하여 비정상적인 패킷을 보낸 후 시스템의 반응을 살피는 방법으로 수행된다. 본 논문에서는 마르코프 체인 모델을 이용한 비정상행위기법 기반의 포트 스캐닝을 탐지방법을 제안하고 여러 가지 은닉/비은닉 포트 스캐닝 방법에 대하여 좋은 성능을 나타냄을 보인다.