• 대한산업공학회지
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• 제16권2호
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• pp.1-9
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• 1990

The control of deterioration processes for which only incomplete state information is available is examined in this study. When the deterioration is governed by a Markov process, such processes are known as Partially Observable Markov Decision Processes (POMDP) which eliminate the assumption that the state or level of deterioration of the system is known exactly. This research investigates a two state partially observable Markov chain in which only deterioration can occur and for which the only actions possible are to replace or to leave alone. The goal of this research is to develop a new jump algorithm which has the potential for solving system problems dealing with continuous state space Markov chains.

• 한국컴퓨터정보학회:학술대회논문집
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• 한국컴퓨터정보학회 2013년도 제47차 동계학술대회논문집 21권1호
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• pp.119-121
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• 2013

최초의 컴퓨터 바이러스인 브레인 바이러스가 만들어진 이후로, 현재까지 컴퓨터 바이러스로 인한 피해는 늘어나고 있다. 이에 따라 컴퓨터 바이러스를 막기 위한 여러 가지 노력이 현재도 진행 중에 있다. 컴퓨터 바이러스로 인한 피해 방지와 예방을 위한 대책을 수립하기 위해서는 컴퓨터 바이러스의 발생 빈도수를 예측 하는 것이 필요하다. 본 논문은 다양한 예측 연구에 활용되고 있는 마코프 체인을 적용하였다. 본 논문은 마코프 체인을 적용하여 컴퓨터 바이러스 빈도수를 예측하는 모델링을 제안한다.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1990년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 26-27 Oct. 1990
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• pp.1234-1239
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• 1990

In this paper, we propose a new type of decentralized learning automata for the control finite state Markov chains with unknown transition probabilities and rewards. In our scheme a .betha.-type learning automaton is associated with each state in which two or more actions(desisions) are available. In this decentralized learning automata system, each learning automaton operates, requiring only local information, to improve its performance under local environment. From simulation results, it is shown that the decentralized learning automata will converge to the optimal policy that produces the most highly total expected reward with discounting in all initiall states.

• 한국군사과학기술학회지
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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.

• 호남수학학술지
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• 제23권1호
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• pp.71-90
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• 2001

In this paper, we introduce the MarKov chain and hyperplane arrangement. we prove some properties determined by a hyperplane arrangement and give an example as an application of them.

• Communications for Statistical Applications and Methods
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• 제3권2호
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• pp.249-273
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• 1996

This paper reviews and develops several statistical models for extreme values, based on threshold methodology. Extreme values of a time series are modeled in terms of tails which are defined as truncated forms of original variables, and Markov property is imposed on the tails. Tails of the generalized extreme value distribution and a multivariate extreme value distributively, of the tails of the series. These models are then applied to real ozone data series collected in the Chicago area. A major concern is given to detecting any possible trend in the extreme values.

• 중국학논총
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• 제72호
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• pp.123-143
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• 2021

自2000年以來, 中國通過經濟的高速增長迅速成爲世界第二大經濟體。与其他發展中國家一樣, 中國通過以政府爲主導的經濟增長方式推動了城市化進程進而助長了住房需求的增加和住房价格的上漲, 幷由此造成貧富差距不斷加大等各种社會問題。本硏究主要分析影響中國住房供給因素的中國住房生態系統。 通過自2001-2019年馬爾可夫鏈模型和效應模型的分析結果表明, 不同地區的城市化發展程度和收入的變化等与住房供需的相關因素, 存在有意義的顯著差异。特别是人口密度和收入最高的地區, 大部分在20年的持續城市化和收入差距的影響下没有發生變化, 幷且大部分在集群内移動。考慮住房城市化變化因素和收入變化因素, 20年投資供需价格變化彈性約爲0.628, 銷售需求价格變化彈性約爲0.748。换言之, 在中國住房也是具有財務屬性的商品。基于這一論点, 如果中國政府實施符合住房供需關系的住房供給政策, 卽可縮小貧富差距, 也將能够實現收入再分配和促進經濟增長兩个目標。

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제12권4호
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• pp.1887-1898
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• 2018

In this paper, a method to classify insider threat activity is introduced. The internal threats help detecting anomalous activity in the procedure performed by the user in an organization. When an anomalous value deviating from the overall behavior is displayed, we consider it as an inside threat for classification as an inside intimidator. To solve the situation, Markov Chain Model is employed. The Markov Chain Model shows the next state value through an arbitrary variable affected by the previous event. Similarly, the current activity can also be predicted based on the previous activity for the insider threat activity. A method was studied where the change items for such state are defined by a transition probability, and classified as detection of anomaly of the inside threat through values for a probability variable. We use the properties of the Markov chains to list the behavior of the user over time and to classify which state they belong to. Sequential data sets were generated according to the influence of n occurrences of Markov attribute and classified by machine learning algorithm. In the experiment, only 15% of the Cert: insider threat dataset was applied, and the result was 97% accuracy except for NaiveBayes. As a result of our research, it was confirmed that the Markov Chain Model can classify insider threats and can be fully utilized for user behavior classification.

• Genomics & Informatics
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• 제16권3호
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• pp.65-70
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• 2018

The non-coding DNA in eukaryotic genomes encodes a language which programs chromatin accessibility, transcription factor binding, and various other activities. The objective of this short report was to determine the impact of primary DNA sequence on the epigenomic landscape across 200-base pair genomic units by integrating nine publicly available ChromHMM Browser Extensible Data files of the Encyclopedia of DNA Elements (ENCODE) project. The nucleotide frequency profiles of nine chromatin annotations with the units of 200 bp were analyzed and integrative Markov chains were built to detect the Markov properties of the DNA sequences in some of the active chromatin states of different ChromHMM regions. Our aim was to identify the possible relationship between DNA sequences and the newly built chromatin states based on the integrated ChromHMM datasets of different cells and tissue types.

• Communications for Statistical Applications and Methods
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• 제25권1호
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• pp.29-42
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• 2018

We combine the integer-valued GARCH(1, 1) model with a generalized regime-switching model to propose a dynamic count time series model. Our model adopts Markov-chains with time-varying dependent transition probabilities to model dynamic count time series called the generalized regime-switching integer-valued GARCH(1, 1) (GRS-INGARCH(1, 1)) models. We derive a recursive formula of the conditional probability of the regime in the Markov-chain given the past information, in terms of transition probabilities of the Markov-chain and the Poisson parameters of the INGARCH(1, 1) process. In addition, we also study the forecasting of the Poisson parameter as well as the cumulative impulse response function of the model, which is a measure for the persistence of volatility. A Monte-Carlo simulation is conducted to see the performances of volatility forecasting and behaviors of cumulative impulse response coefficients as well as conditional maximum likelihood estimation; consequently, a real data application is given.