• International Journal of Quality Innovation
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• 제2권2호
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• pp.136-144
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• 2001

The Markov Chain approach is used to develop an economic adjustment model of a process whose quality can be affected by a single special cause, resulting in changes of the process mean by incorrect adjustment of the process when it is operating according to its capability. The $\bar{X}$ control chart is thus used to signal the special cause. It is demonstrated that the expressions for the expected cycle time and the expected cycle cost are easier to obtain by the proposed approach than by adopting that in Collani, Saniga and Weigang (1994). Furthermore, this approach would be easily extended to derive the expected cycle cost and the expected cycle time for the case of multiple special causes or multiple control charts. A numerical example illustrates the proposed method and its application.

• Journal of the Korean Statistical Society
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• 제28권2호
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• pp.235-251
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• 1999

In this paper we examine extremal behavior of a $textsc{k}$th-order stationary Markov chain {X\ulcorner} by considering excesses over a high level which typically appear in clusters. Excesses over a high level within a cluster define a cluster damage, i.e., a normalized sum of all excesses within a cluster, and all excesses define a damage point process. Under some distributional assumptions for {X\ulcorner}, we prove convergence in distribution of the cluster damage and obtain a representation for the limiting cluster damage distribution which is well suited for simulation. We also derive formulas for the mean and the variance of the limiting cluster damage distribution. These results guarantee a compound Poisson limit for the damage point process, provided that it is strongly mixing.

• 대한산업공학회지
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• 제15권1호
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• pp.89-103
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• 1989

In this paper the approximate average outgoing quality and properties of a class of continuous sampling plans in a short production run are investigated when the quality of successive units follows a two-state time-homogeneous Markov chain. The results of previous studies can be obtained as special cases. It is observed that the long-run average outgoing quality limit values under the statistical control differ significantly as compared to the case of short production runs in a Markov-dependent production process.

• 한국음향학회지
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• 제9권2호
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• pp.61-69
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• 1990

디지틀 통신에서 매우 중요한 문제인 비트 동기화(bit synchronization)를 기저대역(baseband)의 PAM 신호에 대하여 weighted least square 추정 기법과 등가인 Gauss-Markov 추정 기법을 연구하였다. 백색 가우시안 확류분포를 갖는 잡음하에서, 천이 위상(Transition phase)과 데이터 레벨의 추정을 2차원적으로 동시에 수행하여 수신단에서 완전한 신호를 복원하는, 검파기 포함형의 비트 동기화기(synchronizer) 실현에 관한 연구를 수행하였다. 컴퓨터 시물레이션으로 실현성을 확인하였으며, 기존의 대표적 비트 동기화 방식인 maximum likelihood 추정 이론에 근거한 DTTL(digital data transition tracking loop)와 그리고 minimum likelihood 추정 기법에 근거한 방식과의 추정 오차성능을 비교 평가하였다.

• 한국습지학회지
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• 제5권2호
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• pp.1-13
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• 2003

In Korea, most of the rainfalls have been concentrated in the flood season and the flood study has received more attention than low flow analysis. One of the reasons that the analysis of low flows has less attention is the lacks of the required data like daily rainfall and so we have used the stochastic processes such as pulse noise, exponential distribution, and state model of Markov chain for the rainfall simulation in short term such as daily. Especially this study will pay attention to the state model of Markov chain. The previous study had performed the simulation study by the state model without considerations of the flood and non-flood periods and without consideration of the frequency of rainfall for the period of a state. Therefore this study considers afore mentioned two cases and compares the results with the known state model. As the results, the RMSEs of the suggested and known models represent the similar results. However, the PRE(relative percentage error) shows the suggested model is better results.

• Spatial Information Research
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• 제11권3호
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• pp.227-240
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• 2003

본 연구는 2D 기반의 동적 공간모형(dynamic spatial landscape models)을 통해 지표 변화 과정을 이해하고 예측할 수 있는 방법론을 제시하는데 그 초점을 두고 있다. 동적 공간모형 에 기반한 연구는 크게 지표의 공간 패턴에 대한 모형화와 변화 과정에 관한 모형화 및 모의로 구성되어 있는데 지표 변화와 관련된 규칙은 변화 원인과 그 과정에 따라 다르게 정의될 수 있다. 이때 지표 패턴의 이질성은 변화와 밀접한 관계를 가지고 있기 때문에 연구 지역의 GIS 맵으로부터 공간 패턴의 특성을 모형화 하여 이를 기반으로 변화에 관한 동적 공간 모형이 적용되어야 한다. 본 논문에서는 이를 위한 모형기반 접근법이 설명되어 있고 자연 화재로 인한 지표 변화 과정에 적용되어 동적 공간 모형이 개발되었다.

• 대한수학회논문집
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• 제11권4호
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• pp.1117-1122
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• 1996

A class of nonlinear Markov processes on the real line is considered, and a functional central limit theorem is proved for the functions of bounded variation on the real line by identifying a broad subset of the range of the generator.

• Journal of the Korean Statistical Society
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• 제35권1호
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• pp.79-90
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• 2006

We consider the subdiagonal bilinear model and ARMA model with subdiagonal bilinear errors. Sufficient conditions for geometric ergodicity of associated Markov chains are derived by using results on generalized random coefficient autoregressive models and then strict stationarity and ,a-mixing property with exponential decay rates for given processes are obtained.

• 한국가스학회:학술대회논문집
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• 한국가스학회 2000년도 추계학술발표회 논문집
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• pp.174-179
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• 2000

• 한국신뢰성학회지:신뢰성응용연구
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• 제16권4호
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• pp.295-304
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• 2016

Purpose: This paper presents an application of Markov Process to reliability and availability analysis. In order to do that of analysis, we set up a specific case of Tablet PC and it's usage scenario. The case has it some spares and maintenance and repair processes. Methods: Different configurations of the tablet PC and as well as their functions are defined. The system configuration and calculated failure rates of components are modeled from Windchill Quality Solution. Two models, without a spare and with spare, are created and compared using Markov Process. The Matlab numerical analysis is used to simulate and show the change of state with time. Availability of the system is computed by determining the time the system stays in different states. Results: The mission availability and steady-state condition availability in accordance with the mission are compared and the availability of the system with spares have improved availability than without spares. Simulated data shows that downtime of the system increased which results in greater availability through the consideration of spares. Conclusion: There's many techniques and methods to do reliability and availability analysis and mostly are time-independent assumptions. But Markov Process, even though its steady-state and ergodic properties, can do time analysis any given time periods.