• International Journal of Reliability and Applications
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• v.6 no.1
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• pp.13-29
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• 2005

This paper deals with the stochastic analysis of a three-states semi-Markov reliability model. Using both the maximum likelihood and Bayes procedures, the parameters included in this model are estimated. Next, assuming that the lifetime and repair time are generalized exponential random variables, the reliability function of this system is obtained. Then, the distribution of the first passage time of this system is discussed. Finally, some of the obtained results are compared with those available in the literature.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.52 no.6
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• pp.372-377
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• 2003

Many of modem radars use modulated pulse repetition intervals for the purpose of anti-aliasing and ECCM. The interception, analysis and identification of radar signals is a major function of a radar intercept receiver. In this paper, we discuss the identification of pulse repetition intervals modulation of radar signals which is one of the major parameters for the analysis of radar. We proposed a new algorithm based on Markov models approach. This approach is shown to be reliable and robust to the missing pulses, as well as to require only relatively few pulse data.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.31B no.9
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• pp.85-100
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• 1994

This paper proposes a recognition system of constrained handwritten Hangul and alphanumeric characters using discrete hidden Markov models (HMM). HMM process encodes the distortion and similarity among patterns of a class through a doubly stochastic approach. Characterizing the statistical properties of characters using selected features, a recognition system can be implemented by absorbing possible variations in the form. Hangul shapes are classified into six types by fuzzy inference, and their recognition is performed based on quantized features by optimally ordering features according to their effectiveness in each class. The constrained alphanumerics recognition is also performed using the same features used in Hangul recognition. The forward-backward, Viterbi, and Baum-Welch reestimation algorithms are used for training and recognition of handwritten Hangul and alphanumeric characters. Simulation result shows that the proposed method recognizes handwritten Korean characters and alphanumerics effectively.

• Journal of the Korean Operations Research and Management Science Society
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• v.16 no.1
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• pp.76-88
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• 1991

Stochastic convexity (concavity) of a stochastic process is a very useful concept for various stochastic optimization problems. In this study we first establish stochastic convexity of a certain class of Markov additive processes through probabilistic construction based on the sample path approach. A Markov additive process is abtained by integrating a functional of the underlying Markov process with respect to time, and its stochastic convexity can be utilized to provide efficient methods for optimal design or optimal operation schedule wide range of stochastic systems. We also clarify the conditions for stochastic monotonicity of the Markov process. From the result it is shown that stachstic convexity can be used for the analysis of probabilitic models based on birth and death processes, which have very wide applications area. Finally we demonstrate the validity and usefulness of the theoretical results by developing efficient methods for the optimal replacement scheduling based on the stochastic convexity property.

• International conference on construction engineering and project management
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• 2022.06a
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• pp.1043-1050
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• 2022

Markov chains and Monte Carlo Simulation were applied to account for the probabilistic nature of pavement deterioration over time using data collected in the field. The primary purpose of this study was to evaluate pavement network performance of Western Australia (WA) by applying the existing pavement management tools relevant to WA road construction networks. Two approaches were used to analyze the pavement networks: evaluating current pavement performance data to assess WA State Road networks and predicting the future states using past and current pavement data. The Markov chains process and Monte Carlo Simulation methods were used to predicting future conditions. The results indicated that Markov chains and Monte Carlo Simulation prediction models perform well compared to pavement performance data from the last four decades. The results also revealed the impact of design, traffic demand, and climate and construction standards on urban pavement performance. This study recommends an appropriate and effective pavement engineering management system for proper pavement design and analysis, preliminary planning, future pavement maintenance and rehabilitation, service life, and sustainable pavement construction functionality.

• Journal of Soil and Groundwater Environment
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• v.20 no.3
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• pp.51-64
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• 2015

In the present study, we develop two history matching techniques based on Markov chain Monte Carlo method where radial basis function and Gaussian distribution generated by unconditional geostatistical simulation are employed as the random walk transition kernels. The Bayesian inverse methods for aquifer characterization as the developed models can be effectively applied to the condition even when the targeted information such as hydraulic conductivity is absent and there are transient hydraulic head records due to imposed stress at observation wells. The model which uses unconditional simulation as random walk transition kernel has advantage in that spatial statistics can be directly associated with the predictions. The model using radial basis function network shares the same advantages as the model with unconditional simulation, yet the radial basis function network based the model does not require external geostatistical techniques. Also, by employing radial basis function as transition kernel, multi-scale nested structures can be rigorously addressed. In the validations of the developed models, the overall predictabilities of both models are sound by showing high correlation coefficient between the reference and the predicted. In terms of the model performance, the model with radial basis function network has higher error reduction rate and computational efficiency than with unconditional geostatistical simulation.

• Proceedings of the Korea Information Processing Society Conference
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• 2009.04a
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• pp.35-38
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• 2009

The paper presents an effective method to detect fire in video surveillance and monitoring system. The main contribution of this work is that we successfully use the Hidden Markov Models in the process of detecting the fire with a few preprocessing steps. First, the moving pixels detected from image difference, the color values obtained from the fire flames, and their pixels clustering are applied to obtain the image regions labeled as fire candidates; secondly, utilizing massive training data, including fire videos and non-fire videos, creates the Hidden Markov Models of fire and non-fire, which are used to make the final decision that whether the frame of the real-time video has fire or not in both temporal and spatial analysis. Experimental results demonstrate that it is not only robust but also has a very low false alarm rate, furthermore, on the ground that the HMM training which takes up the most time of our whole procedure is off-line calculated, the real-time detection and alarm can be well implemented when compared with the other existing methods.

• Bulletin of the Korean Mathematical Society
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• v.38 no.3
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• pp.495-504
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• 2001

In this paper we consider the (generalized) autoregressive model with conditional heteroscedasticity (ARCH/GARCH models). We willing give conditions under which strict stationarity, ergodicity and the functional central limit theorem hold for the corresponding models.

• Journal of the Institute of Convergence Signal Processing
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• v.4 no.4
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• pp.30-39
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• 2003

In this paper, we carried out the performance evaluation of HM-Net(Hidden Markov Network) speech recognition system for Korean speech databases. We adopted to construct acoustic models using the HM-Nets modified by HMMs(Hidden Markov Models), which are widely used as the statistical modeling methods. HM-Nets are carried out the state splitting for contextual and temporal domain by PDT-SSS(Phonetic Decision Tree-based Successive State Splitting) algorithm, which is modified the original SSS algorithm. Especially it adopted the phonetic decision tree to effectively express the context information not appear in training speech data on contextual domain state splitting. In case of temporal domain state splitting, to effectively represent information of each phoneme maintenance in the state splitting is carried out, and then the optimal model network of triphone types are constructed by in the parameter. Speech recognition was performed using the one-pass Viterbi beam search algorithm with phone-pair/word-pair grammar for phoneme/word recognition, respectively and using the multi-pass search algorithm with n-gram language models for sentence recognition. The tree-structured lexicon was used in order to decrease the number of nodes by sharing the same prefixes among words. In this paper, the performance evaluation of HM-Net speech recognition system is carried out for various recognition conditions. Through the experiments, we verified that it has very superior recognition performance compared with the previous introduced recognition system.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.28 no.3
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• pp.229-239
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• 2015

In light of the significant increase in the quantities of goods transported and the development of the shipping industry, the frequency of usage of port structures has increased; yet, the government's budget for the shipping & port of SOC has been reduced. Port structures require systematically effective maintenance and management trends that address their growing frequency of usage. In order to construct a productive maintenance system, it is essential to develop deterioration models of port structures that consider various characteristics, such as location, type, use, constructed level, and state of maintenance. Processes for developing such deterioration models include examining factors that cause the structures to deteriorate, collecting data on deteriorating structures, and deciding methods of estimation. The techniques used for developing the deterioration models are multiple regression analysis and Markov chain theory. Multiple regression analysis can reflect changes over time and Markov chain theory can apply status changes based on a probabilistic method. Along with these processes, the deterioration models of open-type and gravity-type wharfs were suggested.