• Title/Summary/Keyword: Markov models

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A Study on derivation of drought severity-duration-frequency curve through a non-stationary frequency analysis (비정상성 가뭄빈도 해석 기법에 따른 가뭄 심도-지속기간-재현기간 곡선 유도에 관한 연구)

  • Jeong, Minsu;Park, Seo-Yeon;Jang, Ho-Won;Lee, Joo-Heon
    • Journal of Korea Water Resources Association
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    • v.53 no.2
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    • pp.107-119
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    • 2020
  • This study analyzed past drought characteristics based on the observed rainfall data and performed a long-term outlook for future extreme droughts using Representative Concentration Pathways 8.5 (RCP 8.5) climate change scenarios. Standardized Precipitation Index (SPI) used duration of 1, 3, 6, 9 and 12 months, a meteorological drought index, was applied for quantitative drought analysis. A single long-term time series was constructed by combining daily rainfall observation data and RCP scenario. The constructed data was used as SPI input factors for each different duration. For the analysis of meteorological drought observed relatively long-term since 1954 in Korea, 12 rainfall stations were selected and applied 10 general circulation models (GCM) at the same point. In order to analyze drought characteristics according to climate change, trend analysis and clustering were performed. For non-stationary frequency analysis using sampling technique, we adopted the technique DEMC that combines Bayesian-based differential evolution ("DE") and Markov chain Monte Carlo ("MCMC"). A non-stationary drought frequency analysis was used to derive Severity-Duration-Frequency (SDF) curves for the 12 locations. A quantitative outlook for future droughts was carried out by deriving SDF curves with long-term hydrologic data assuming non-stationarity, and by quantitatively identifying potential drought risks. As a result of performing cluster analysis to identify the spatial characteristics, it was analyzed that there is a high risk of drought in the future in Jeonju, Gwangju, Yeosun, Mokpo, and Chupyeongryeong except Jeju corresponding to Zone 1-2, 2, and 3-2. They could be efficiently utilized in future drought management policies.

A Study on the Comovements and Structural Changes of Global Business Cycles using MS-VAR models (MS-VAR 모형을 이용한 글로벌 경기변동의 동조화 및 구조적 변화에 대한 연구)

  • Lee, Kyung-Hee;Kim, Kyung-Soo
    • Management & Information Systems Review
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    • v.35 no.3
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    • pp.1-22
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    • 2016
  • We analyzed the international comovements and structural changes in the quarterly real GDP by the Markov-switching vector autoregressive model (MS-VAR) from 1971(1) to 2016(1). The main results of this study were as follows. First, the business cycle phenomenon that occurs in the models or individual time series in real GDP has been grasped through the MS-VAR models. Unlike previous studies, this study showed the significant comovements, asymmetry and structural changes in the MS-VAR model using a real GDP across countries. Second, even if there was a partial difference, there were remarkable structural changes in the economy contraction regime(recession), such as 1988(2) ending the global oil shock crisis and 2007(3) starting the global financial crisis by the MS-VAR model. Third, large-scale structural changes were generated in the economic expansion and/or contraction regime simultaneously among countries. We found that the second world oil shocks that occurred after the first global oil shocks of 1973 and 1974 were the main reasons that caused the large-scale comovements of the international real GDP among countries. In addition, the spillover between Korea and 5 countries has been weak during the Asian currency crisis from 1997 to 1999, but there was strong transmission between Korea and 5 countries at the end of 2007 including the period of the global financial crisis. Fourth, it showed characteristics that simultaneous correlation appeared to be high due to the country-specific shocks generated for each country with the regime switching using real GDP since 1973. Thus, we confirmed that conclusions were consistent with a number of theoretical and empirical evidence available, and the macro-economic changes were mainly caused by the global shocks for the past 30 years. This study found that the global business cycles were due to large-scale asymmetric shocks in addition to the general changes, and then showed the main international comovements and/or structural changes through country-specific shocks.

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Articulated Human Body Tracking Using Belief Propagation with Disparity Map (신뢰 전파와 디스패리티 맵을 사용한 다관절체 사람 추적)

  • Yoon, Kwang-Jin;Kim, Tae-Yong
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.49 no.3
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    • pp.51-59
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    • 2012
  • This paper suggests an efficient method which tracks articulated human body modeled with markov network using disparity map derived from stereo images. The conventional methods which only use color information to calculate likelihood for energy function tend to fail when background has same colors with objects or appearances of object are changed during the movement. In this paper, we present a method evaluating likelihood with both disparity information and color information to find human body parts. Since the human body part are cylinder projected to rectangles in 2D image plane, we use the properties of distribution of disparity of those rectangles that do not have discontinuous distribution. In addition to that we suggest a conditional-messages-update that is able to reduce unnecessary message update of belief propagation. Since the message update has comprised over 80% of the whole computation in belief propagation, the conditional-message-update yields 9~45% of improvements of computational time. Furthermore, we also propose an another speed up method called three dimensional dynamic models assumed the body motion is continuous. The experiment results show that the proposed method reduces the computational time as well as it increases tracking accuracy.

Estimation and Weighting of Sub-band Reliability for Multi-band Speech Recognition (다중대역 음성인식을 위한 부대역 신뢰도의 추정 및 가중)

  • 조훈영;지상문;오영환
    • The Journal of the Acoustical Society of Korea
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    • v.21 no.6
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    • pp.552-558
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    • 2002
  • Recently, based on the human speech recognition (HSR) model of Fletcher, the multi-band speech recognition has been intensively studied by many researchers. As a new automatic speech recognition (ASR) technique, the multi-band speech recognition splits the frequency domain into several sub-bands and recognizes each sub-band independently. The likelihood scores of sub-bands are weighted according to reliabilities of sub-bands and re-combined to make a final decision. This approach is known to be robust under noisy environments. When the noise is stationary a sub-band SNR can be estimated using the noise information in non-speech interval. However, if the noise is non-stationary it is not feasible to obtain the sub-band SNR. This paper proposes the inverse sub-band distance (ISD) weighting, where a distance of each sub-band is calculated by a stochastic matching of input feature vectors and hidden Markov models. The inverse distance is used as a sub-band weight. Experiments on 1500∼1800㎐ band-limited white noise and classical guitar sound revealed that the proposed method could represent the sub-band reliability effectively and improve the performance under both stationary and non-stationary band-limited noise environments.

English Phoneme Recognition using Segmental-Feature HMM (분절 특징 HMM을 이용한 영어 음소 인식)

  • Yun, Young-Sun
    • Journal of KIISE:Software and Applications
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    • v.29 no.3
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    • pp.167-179
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    • 2002
  • In this paper, we propose a new acoustic model for characterizing segmental features and an algorithm based upon a general framework of hidden Markov models (HMMs) in order to compensate the weakness of HMM assumptions. The segmental features are represented as a trajectory of observed vector sequences by a polynomial regression function because the single frame feature cannot represent the temporal dynamics of speech signals effectively. To apply the segmental features to pattern classification, we adopted segmental HMM(SHMM) which is known as the effective method to represent the trend of speech signals. SHMM separates observation probability of the given state into extra- and intra-segmental variations that show the long-term and short-term variabilities, respectively. To consider the segmental characteristics in acoustic model, we present segmental-feature HMM(SFHMM) by modifying the SHMM. The SFHMM therefore represents the external- and internal-variation as the observation probability of the trajectory in a given state and trajectory estimation error for the given segment, respectively. We conducted several experiments on the TIMIT database to establish the effectiveness of the proposed method and the characteristics of the segmental features. From the experimental results, we conclude that the proposed method is valuable, if its number of parameters is greater than that of conventional HMM, in the flexible and informative feature representation and the performance improvement.

A study on the connected-digit recognition using MLP-VQ and Weighted DHMM (MLP-VQ와 가중 DHMM을 이용한 연결 숫자음 인식에 관한 연구)

  • Chung, Kwang-Woo;Hong, Kwang-Seok
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.35S no.8
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    • pp.96-105
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    • 1998
  • The aim of this paper is to propose the method of WDHMM(Weighted DHMM), using the MLP-VQ for the improvement of speaker-independent connect-digit recognition system. MLP neural-network output distribution shows a probability distribution that presents the degree of similarity between each pattern by the non-linear mapping among the input patterns and learning patterns. MLP-VQ is proposed in this paper. It generates codewords by using the output node index which can reach the highest level within MLP neural-network output distribution. Different from the old VQ, the true characteristics of this new MLP-VQ lie in that the degree of similarity between present input patterns and each learned class pattern could be reflected for the recognition model. WDHMM is also proposed. It can use the MLP neural-network output distribution as the way of weighing the symbol generation probability of DHMMs. This newly-suggested method could shorten the time of HMM parameter estimation and recognition. The reason is that it is not necessary to regard symbol generation probability as multi-dimensional normal distribution, as opposed to the old SCHMM. This could also improve the recognition ability by 14.7% higher than DHMM, owing to the increase of small caculation amount. Because it can reflect phone class relations to the recognition model. The result of my research shows that speaker-independent connected-digit recognition, using MLP-VQ and WDHMM, is 84.22%.

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Economic Evaluation and Budget Impact Analysis of the Surveillance Program for Hepatocellular Carcinoma in Thai Chronic Hepatitis B Patients

  • Sangmala, Pannapa;Chaikledkaew, Usa;Tanwandee, Tawesak;Pongchareonsuk, Petcharat
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.20
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    • pp.8993-9004
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    • 2014
  • Background: The incidence rate and the treatment costs of hepatocellular carcinoma (HCC) are high, especially in Thailand. Previous studies indicated that early detection by a surveillance program could help by down-staging. This study aimed to compare the costs and health outcomes associated with the introduction of a HCC surveillance program with no program and to estimate the budget impact if the HCC surveillance program were implemented. Materials and Methods: A cost utility analysis using a decision tree and Markov models was used to compare costs and outcomes during the lifetime period based on a societal perspective between alternative HCC surveillance strategies with no program. Costs included direct medical, direct non-medical, and indirect costs. Health outcomes were measured as life years (LYs), and quality adjusted life years (QALYs). The results were presented in terms of the incremental cost-effectiveness ratio (ICER) in Thai THB per QALY gained. One-way and probabilistic sensitivity analyses were applied to investigate parameter uncertainties. Budget impact analysis (BIA) was performed based on the governmental perspective. Results: Semi-annual ultrasonography (US) and semi-annual ultrasonography plus alpha-fetoprotein (US plus AFP) as the first screening for HCC surveillance would be cost-effective options at the willingness to pay (WTP) threshold of 160,000 THB per QALY gained compared with no surveillance program (ICER=118,796 and ICER=123,451 THB/QALY), respectively. The semi-annual US plus AFP yielded more net monetary benefit, but caused a substantially higher budget (237 to 502 million THB) than semi-annual US (81 to 201 million THB) during the next ten fiscal years. Conclusions: Our results suggested that a semi-annual US program should be used as the first screening for HCC surveillance and included in the benefit package of Thai health insurance schemes for both chronic hepatitis B males and females aged between 40-50 years. In addition, policy makers considered the program could be feasible, but additional evidence is needed to support the whole prevention system before the implementation of a strategic plan.

Technique for Placing Continuous Media on a Disk Array under Fault-Tolerance and Arbitrary-Rate Search (결함허용과 임의 속도 탐색을 고려한 연속 매체 디스크 배치 기법)

  • O, Yu-Yeong;Kim, Seong-Su;Kim, Jae-Hun
    • Journal of KIISE:Computer Systems and Theory
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    • v.26 no.9
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    • pp.1166-1176
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    • 1999
  • 연속 매체, 특히 비디오 데이타에 대한 일반 사용자 연산에는 재생뿐만 아니라 임의 속도 탐색 연산, 정지 연산, 그리고 그 외 다양한 연산이 있다. 이 연산 중에서 원하는 화면을 빨리 찾는 데에 유용한 고속 전진(FF: fast-forward)과 고속 후진(FB: fast-backward)은 재생 연산과는 달리 비순차적인 디스크 접근을 요구한다. 이러한 경우에 디스크 부하가 균등하지 않으면 일부 디스크에 접근이 편중되어 서비스 품질이 떨어진다. 본 논문에서는 디스크 배열을 이용한 저장 시스템에서 디스크 접근을 고르게 분산시키기 위하여 '소수 라운드 로빈(PRR: Prime Round Robin)' 방식으로 연속 매체를 디스크에 배치하는 기법에서 문제가 됐던 낭비된 디스크 저장 공간을 신뢰도 향상을 위해서 사용하는 '그룹화된 패리티를 갖는 소수 라운드 로빈(PRRgp: PRR with Grouped Parities)' 방식을 제안한다. 이 기법은 PRR 기법처럼 임의 속도 검색 연산에 있어서 디스크 배열을 구성하는 모든 디스크의 부하를 균등하게 할뿐만 아니라 낭비됐던 디스크 저장 공간에 신뢰도를 높이기 위한 패리티 정보를 저장함으로서 신뢰도를 향상시킬 수 있다. 신뢰도 모델링 방법으로 조합 모델과 마르코프 모델을 이용해서 결함발생율과 결함복구율을 고려한 신뢰도를 산출하고 비교.분석한다. PRR 기법으로 연속 매체를 저장하고 낭비되는 공간에 패리티 정보를 저장할 경우에 동시에 두 개 이상의 결함 발생 시에 그 결함으로부터 복구가 불가능하지만 PRRgp 기법에서는 약 30% 이상의경우에 대해서 동시에 두 개의 결함 발생 시에 저장한 패리티 정보를 이용한 복구가 가능할 뿐만 아니라 패리티 그룹의 수가 두 개 이상인 경우에는 두 개 이상의 결함에 대해서도 복구가 가능하다.Abstract End-user operations on continuous media (say video data) consist of arbitrary-rate search, pause, and others as well as normal-rate play. FF(fast-forward) / FB(fast-backward) among those operations are desirable to find out the scene of interest but they require non-sequential access of disks. When accesses are clustered to several disks without considering load balance, high quality services in playback may not be available. In this paper, we propose a new disk placement scheme, called PRRgp(Prime Round Robin with Grouped Parities), with enhanced reliability by using the wasted disk storage space in an old one(PRR: Prime Round Robin), in which continuous media are placed on a disk array based storage systems to distribute disk accesses uniformly. The PRRgp can not only achieve load balance of disks consisting of a disk array under arbitrary-rate search like PRR, but also improve reliability by storing parity information on the wasted disk space appropriately. We use combinatorial and Markov models to evaluate the reliability for a disk array and to analyze the results. When continuous media like PRR are placed and parity information on the wasted disk space is stored, we cannot tolerate more than two simultaneous faults. But they can be recovered by using stored parity information for about 30 percent as a whole in case of PRRgp presented in this paper. In addition, more than two faults can be tolerated in case there are more than two parity groups.

Development of daily spatio-temporal downscaling model with conditional Copula based bias-correction of GloSea5 monthly ensemble forecasts (조건부 Copula 함수 기반의 월단위 GloSea5 앙상블 예측정보 편의보정 기법과 연계한 일단위 시공간적 상세화 모델 개발)

  • Kim, Yong-Tak;Kim, Min Ji;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.54 no.12
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    • pp.1317-1328
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    • 2021
  • This study aims to provide a predictive model based on climate models for simulating continuous daily rainfall sequences by combining bias-correction and spatio-temporal downscaling approaches. For these purposes, this study proposes a combined modeling system by applying conditional Copula and Multisite Non-stationary Hidden Markov Model (MNHMM). The GloSea5 system releases the monthly rainfall prediction on the same day every week, however, there are noticeable differences in the updated prediction. It was confirmed that the monthly rainfall forecasts are effectively updated with the use of the Copula-based bias-correction approach. More specifically, the proposed bias-correction approach was validated for the period from 1991 to 2010 under the LOOCV scheme. Several rainfall statistics, such as rainfall amounts, consecutive rainfall frequency, consecutive zero rainfall frequency, and wet days, are well reproduced, which is expected to be highly effective as input data of the hydrological model. The difference in spatial coherence between the observed and simulated rainfall sequences over the entire weather stations was estimated in the range of -0.02~0.10, and the interdependence between rainfall stations in the watershed was effectively reproduced. Therefore, it is expected that the hydrological response of the watershed will be more realistically simulated when used as input data for the hydrological model.

Informative Role of Marketing Activity in Financial Market: Evidence from Analysts' Forecast Dispersion

  • Oh, Yun Kyung
    • Asia Marketing Journal
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    • v.15 no.3
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    • pp.53-77
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    • 2013
  • As advertising and promotions are categorized as operating expenses, managers tend to reduce marketing budget to improve their short term profitability. Gauging the value and accountability of marketing spending is therefore considered as a major research priority in marketing. To respond this call, recent studies have documented that financial market reacts positively to a firm's marketing activity or marketing related outcomes such as brand equity and customer satisfaction. However, prior studies focus on the relation of marketing variable and financial market variables. This study suggests a channel about how marketing activity increases firm valuation. Specifically, we propose that a firm's marketing activity increases the level of the firm's product market information and thereby the dispersion in financial analysts' earnings forecasts decreases. With less uncertainty about the firm's future prospect, the firm's managers and shareholders have less information asymmetry, which reduces the firm's cost of capital and thereby increases the valuation of the firm. To our knowledge, this is the first paper to examine how informational benefits can mediate the effect of marketing activity on firm value. To test whether marketing activity contributes to increase in firm value by mitigating information asymmetry, this study employs a longitudinal data which contains 12,824 firm-year observations with 2,337 distinct firms from 1981 to 2006. Firm value is measured by Tobin's Q and one-year-ahead buy-and-hold abnormal return (BHAR). Following prior literature, dispersion in analysts' earnings forecasts is used as a proxy for the information gap between management and shareholders. For model specification, to identify mediating effect, the three-step regression approach is adopted. All models are estimated using Markov chain Monte Carlo (MCMC) methods to test the statistical significance of the mediating effect. The analysis shows that marketing intensity has a significant negative relationship with dispersion in analysts' earnings forecasts. After including the mediator variable about analyst dispersion, the effect of marketing intensity on firm value drops from 1.199 (p < .01) to 1.130 (p < .01) in Tobin's Q model and the same effect drops from .192 (p < .01) to .188 (p < .01) in BHAR model. The results suggest that analysts' forecast dispersion partially accounts for the positive effect of marketing on firm valuation. Additionally, the same analysis was conducted with an alternative dependent variable (forecast accuracy) and a marketing metric (advertising intensity). The analysis supports the robustness of the main results. In sum, the results provide empirical evidence that marketing activity can increase shareholder value by mitigating problem of information asymmetry in the capital market. The findings have important implications for managers. First, managers should be cognizant of the role of marketing activity in providing information to the financial market as well as to the consumer market. Thus, managers should take into account investors' reaction when they design marketing communication messages for reducing the cost of capital. Second, this study shows a channel on how marketing creates shareholder value and highlights the accountability of marketing. In addition to the direct impact of marketing on firm value, an indirect channel by reducing information asymmetry should be considered. Potentially, marketing managers can justify their spending from the perspective of increasing long-term shareholder value.

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