• Journal of the Korean Data and Information Science Society
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• v.19 no.3
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• pp.811-818
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• 2008

This paper is the generalization of the modified two-level skip-lot sampling plan(MTSkSP2) to n-level. The general formulas of the operating characteristic(OC) function, average sample number(ASN) and average outgoing quality(AOQ) for the plan are derived using Markov chain properties.

• Journal of the Korean Operations Research and Management Science Society
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• v.16 no.2
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• pp.159-163
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• 1991

For a continuous-time absorvation Markov chain, we apply and simplify the general method of finding the transition rates given the transition probabilities obtained from discrete observation of the continuous system. An example is given.

• Communications for Statistical Applications and Methods
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• v.7 no.1
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• pp.211-224
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• 2000

The Bayes estimation of the proportion in successive occasions sampling with randomized response model is discussed by means of Acceptance Rejection sampling. Bayesian estimation of transition probabilities in two successive occasions is suggested via Markov Chain Monte Carlo algorithm and its applicability is represented in a numerical example.

• Journal of the Korean Mathematical Society
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• v.41 no.2
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• pp.309-318
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• 2004

We consider a nonlinear AR-ARCH type process subject to Markov-switching and give sufficient conditions for geometric ergodicity of the process. Existence of moments is also obtained.

• Journal of Soil and Groundwater Environment
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• v.10 no.5
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• pp.52-60
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• 2005

The conceptual model of under-sampled study area will include a great amount of uncertainty. In this study, we investigate the applicability of Markov chain model in a spatial domain as a tool for minimizing the uncertainty arose from the lack of data. A new formulation is developed to generalize the previous two-dimensional coupled Markov chain model, which has more versatility to fit any computational sequence. Furthermore, the computational algorithm is improved to utilize more conditioning information and reduce the artifacts, such as the artificial parcel inclination, caused by sequential computation. A generalized 20 coupled Markov chain (GCMC) is tested through applying a hypothetical soil map to evaluate the appropriateness as a substituting model for conventional geostatistical models. Comparing to sequential indicator model (SIS), the simulation results from GCMC shows lower entropy at the boundaries of indicators which is closer to real soil maps. For under-sampled indicators, however, GCMC under-estimates the presence of the indicators, which is a common aspect of all other geostatistical models. To improve this under-estimation, further study on data fusion (or assimilation) inclusion in the GCMC is required.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.4B
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• pp.383-392
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• 2008

It is not always easy to estimate the parameters in hydrologic models due to insufficient hydrologic data when hydraulic structures are designed or water resources plan are established. Therefore, uncertainty analysis are inevitably needed to examine reliability for the estimated results. With regard to this point, this study applies a Bayesian Markov Chain Monte Carlo scheme to the NWS-PC rainfall-runoff model that has been widely used, and a case study is performed in Soyang Dam watershed in Korea. The NWS-PC model is calibrated against observed daily runoff, and thirteen parameters in the model are optimized as well as posterior distributions associated with each parameter are derived. The Bayesian Markov Chain Monte Carlo shows a improved result in terms of statistical performance measures and graphical examination. The patterns of runoff can be influenced by various factors and the Bayesian approaches are capable of translating the uncertainties into parameter uncertainties. One could provide against an unexpected runoff event by utilizing information driven by Bayesian methods. Therefore, the rainfall-runoff analysis coupled with the uncertainty analysis can give us an insight in evaluating flood risk and dam size in a reasonable way.

• Journal of Korean Institute of Industrial Engineers
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• v.38 no.3
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• pp.208-219
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• 2012

As the number of end-of-life vehicles (ELVs) has kept increasing, the management of ELV has also become one of the academic research focuses and European Union recently adopted the directive on ELVs. For the stakeholders has become a principle agent of dealing with all about ELVs, it is relevant investment decision to set up and to decide high-cost ELVs entity locations and to forecast future ELVs' amount in advance. In this paper, transition probability matrixes between months are made by using Markov Chain and the number of ELVs is predicted with them. This study will perform a great role as a fundamental material in Korea where just started having interests about recycling resources and studies related to the topic. Moreover, the forecasting method developed for this research can be adopted for other enhancements in different but comparable situations.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.10 no.9
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• pp.4568-4584
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• 2016

Steganography based on text generation has become a hot research topic in recent years. However, current text-generation methods which generate texts of normal style have either semantic or syntactic flaws. Note that texts of special genre, such as poem, have much simpler language model, less grammar rules, and lower demand for naturalness. Motivated by this observation, in this paper, we propose a text steganography that utilizes Markov chain model to generate Ci-poetry, a classic Chinese poem style. Since all Ci poems have fixed tone patterns, the generation process is to select proper words based on a chosen tone pattern. Markov chain model can obtain a state transfer matrix which simulates the language model of Ci-poetry by learning from a given corpus. To begin with an initial word, we can hide secret message when we use the state transfer matrix to choose a next word, and iterating until the end of the whole Ci poem. Extensive experiments are conducted and both machine and human evaluation results show that our method can generate Ci-poetry with higher naturalness than former researches and achieve competitive embedding rate.

• Convergence Security Journal
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• v.14 no.4
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• pp.19-26
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• 2014

Mobile malicious code is typically spread by the worm, and although modeling techniques to analyze the dispersion characteristics of the worms have been proposed, only macroscopic analysis was possible while there are limitations in predicting on certain viruses and malicious code. In this paper, prediction methods have been proposed which was based on Markov chain and is able to predict the occurrence of future malicious code by utilizing the past malicious code data. The average value of the malicious code to be applied to the prediction model of Markov chain model was applied by classifying into three categories of the total average, the last year average, and the recent average (6 months), and it was verified that malicious code prediction possibility could be increased by comparing the predicted values obtained through applying, and applying the recent average (6 months).

• The Journal of the Korea Contents Association
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• v.16 no.4
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• pp.224-230
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• 2016

Recently, CCN(Content Centric Network) has been extensively interested in the literature to transfer data traffic efficiently according to the rapid growth of multimedia services on the Internet. CCN is a new networking paradigm to deliver contents efficiently based on the named content not the named or addressed host. This paper presents a mathematical approach for analyzing CCN-caching systems with two routers. Considering the stochastic characteristics of communication networks, the caching system is modeled as a two dimensional Markov chain. This paper analyzes the structural feature of the transition rate matrix in the Markov chain and presents a numerical solution for the CCN-caching performance of the two router system. In addition, various numerical examples are presented.