• Title/Summary/Keyword: Markov analysis

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Parametric Sensitivity Analysis of Markov Process Based RAM Model (Markov Process 기반 RAM 모델에 대한 파라미터 민감도 분석)

  • Kim, Yeong Seok;Hur, Jang Wook
    • 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.

Analysis of Korean Language by First Order Markov Source (한글의 First Order Markov Source에 의한 해석)

  • 한영렬;박종원
    • Proceedings of the Korean Institute of Communication Sciences Conference
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    • 1982.10a
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    • pp.51-55
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    • 1982
  • The analysis of Korean language by the first order markov source is carried out. The calculated entropy of the first order Markov source is also included. The results presented here are new data. The data can be useful in designing the keyboard pattern of terminal and the automatic discrimination of monosyllable in Korean language.

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Study on Demand Estimation of Agricultural Machinery by Using Logistic Curve Function and Markov Chain Model (로지스틱함수법 및 Markov 전이모형법을 이용한 농업기계의 수요예측에 관한 연구)

  • Yun Y. D.
    • Journal of Biosystems Engineering
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    • v.29 no.5 s.106
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    • pp.441-450
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    • 2004
  • This study was performed to estimate mid and long term demands of a tractor, a rice transplanter, a combine and a grain dryer by using logistic curve function and Markov chain model. Field survey was done to decide some parameters far logistic curve function and Markov chain model. Ceiling values of tractor and combine fer logistic curve function analysis were 209,280 and 85,607 respectively. Based on logistic curve function analysis, total number of tractors increased slightly during the period analysed. New demand for combine was found to be zero. Markov chain analysis was carried out with 2 scenarios. With the scenario 1(rice price $10\%$ down and current supporting policy by government), new demand for tractor was decreased gradually up to 700 unit in the year 2012. For combine, new demand was zero. Regardless of scenarios, the replacement demand was increased slightly after 2003. After then, the replacement demand is decreased after the certain time. Two analysis of logistic owe function and Markov chain model showed the similar trend in increase and decrease for total number of tractors and combines. However, the difference in numbers of tractors and combines between the results from 2 analysis got bigger as the time passed.

Prediction of the Urbanization Progress Using Factor Analysis and CA-Markov Technique (요인분석 및 CA-Markov기법을 이용한 미래의 도시화 진행 양상 예측기법 개발)

  • Park, Geun-Ae;Kim, Seong-Joon
    • Journal of The Korean Society of Agricultural Engineers
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    • v.49 no.6
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    • pp.105-114
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    • 2007
  • This study is to predict the spatial expansion of urban areas by applying CA(Cellular Automata)-Markov technique considering MCE(multi-criteria evaluation) and MOLA(multi-objective land allocation) of factor analysis. For the 10 administration districts$(3677.3km^2)$ including the whole Anseong-cheon watershed, the past six temporal land use data(1973, 1981, 1985, 1990, 1994, 2000) from Landsat satellite images were prepared. During this period, the urban area increased $233.71km^2$. Using the 36 indices composed of topological characteristics, population and land use change, the final factor map of MOLA was produced through 5 maps of MCE. Using 1990 and 1994 land use data, the 2000 predicted urban area of CA-Markov with factor map showed 0.06% improvement of absolute error comparing with that of CA-Markov without factor map. By the CA-Markov technique considering factor map, the 2030 and 2060 urban area increased $58.94km^2(0.78%)\;and\;60.14km^2(0.81%)$ respectively comparing with 2000 urban area$(313.19km^2)$. The 2030 and 2060 paddy area decreased $93.28km^2(2.54%)\;and\;93.65km^2(2.55%)$ respectively comparing with 2000 paddy area$(1383.23km^2)$.

Queueing Performance Analysis of CDF-Based Scheduling over Markov Fading Channels

  • Kim, Yoora
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.41 no.10
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    • pp.1240-1243
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    • 2016
  • In this paper, we analyze the queueing performance of cumulative distribution function (CDF)-based opportunistic scheduling over Nakagami-m Markov fading channels. We derive the formula for the average queueing delay and the queue length distribution by constructing a two-dimensional Markov chain. Using our formula, we investigate the queueing performance for various fading parameters.

System Availability Analysis using Markov Process (Markov Process를 활용한 시스템 가용도 분석 연구)

  • Kim, Han Sol;Kim, Bo Hyeon;Hur, Jang Wook
    • Journal of the Korean Society of Systems Engineering
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    • v.14 no.1
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    • pp.36-43
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    • 2018
  • The availability of the weapon system can be analyzed through state modeling and simulation using the Markov process. In this paper, show how to analyze the availability of the weapon system and can use the Markov process to analyze the system's steady state as well as the RAM at a transient state in time. As a result of the availability analysis of tracked vehicles, the inherent availability was 2.6% and the operational availability was 1.2% The validity criterion was defined as the case where the difference was within 3%, and thus it was judged to be valid. We have identified the faulty items through graphs of the number of visits per state among the results obtained through the MPS and can use them to provide design alternatives.

Average run length calculation of the EWMA control chart using the first passage time of the Markov process (Markov 과정의 최초통과시간을 이용한 지수가중 이동평균 관리도의 평균런길이의 계산)

  • Park, Changsoon
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.1-12
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    • 2017
  • Many stochastic processes satisfy the Markov property exactly or at least approximately. An interested property in the Markov process is the first passage time. Since the sequential analysis by Wald, the approximation of the first passage time has been studied extensively. The Statistical computing technique due to the development of high-speed computers made it possible to calculate the values of the properties close to the true ones. This article introduces an exponentially weighted moving average (EWMA) control chart as an example of the Markov process, and studied how to calculate the average run length with problematic issues that should be cautioned for correct calculation. The results derived for approximation of the first passage time in this research can be applied to any of the Markov processes. Especially the approximation of the continuous time Markov process to the discrete time Markov chain is useful for the studies of the properties of the stochastic process and makes computational approaches easy.

Bayesian Analysis of Binary Non-homogeneous Markov Chain with Two Different Time Dependent Structures

  • Sung, Min-Je
    • Management Science and Financial Engineering
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    • v.12 no.2
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    • pp.19-35
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    • 2006
  • We use the hierarchical Bayesian approach to describe the transition probabilities of a binary nonhomogeneous Markov chain. The Markov chain is used for describing the transition behavior of emotionally disturbed children in a treatment program. The effects of covariates on transition probabilities are assessed using a logit link function. To describe the time evolution of transition probabilities, we consider two modeling strategies. The first strategy is based on the concept of exchangeabiligy, whereas the second one is based on a first order Markov property. The deviance information criterion (DIC) measure is used to compare models with two different time dependent structures. The inferences are made using the Markov chain Monte Carlo technique. The developed methodology is applied to some real data.

Image analysis using a markov random field and TMS320C80(MVP) (TMS320C80(MVP)과 markov random field를 이용한 영상해석)

  • 백경석;정진현
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.1722-1725
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    • 1997
  • This paper presents image analysis method using a Markov random field(MRF) model. Particulary, image esgmentation is to partition the given image into regions. This scheme is first segmented into regions, and the obtained domain knowledge is used to obtain the improved segmented image by a Markov random field model. The method is a maximum a posteriori(MAP) estimation with the MRF model and its associated Gibbs distribution. MAP estimation method is applied to capture the natural image by TMS320C80(MVP) and to realize the segmented image by a MRF model.

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Comparison of Perturbation Analysis Estimate and Forward Difference Estimate in a Markov Renewal Process

  • Park, Heung-sik
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.871-884
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    • 2000
  • Using simulation, we compare the perturbation analysis estimate and the forward difference estimate for the first and second derivatives of performance measures in a Markov renewal process. We find the perturbation analysis estimate has much les mean squared error than the traditional forward difference estimate.

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