• Journal of Korean Society for Quality Management
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• v.11 no.2
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• pp.2-9
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• 1983

As will be seen, this paper is tries that the research on the mathematical structure of Markov process and Markovian sequential decision process (the policy improvement iteration method,) moreover, that it analyze the logic and the characteristic of behavior of mathematical model of Markov process. Therefore firstly, it classify, on research of mathematical structure of Markov process, the forward equation and backward equation of Chapman-kolmogorov equation and of kolmogorov differential equation, and then have survey on logic of equation systems or on the question of uniqueness and existence of solution of the equation. Secondly, it classify, at the Markovian sequential decision process, the case of discrete time parameter and the continuous time parameter, and then it explore the logic system of characteristic of the behavior, the value determination operation and the policy improvement routine.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.7 no.4
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• pp.285-294
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• 2007

In this paper, we investigate a novel online estimation algorithm for dynamic Bayesian network(DBN) parameters, given as conditional probabilities. We sequentially update the parameter adjustment rule based on observation data. We apply our algorithm to two well known representations of DBNs: to a first-order Markov Chain(MC) model and to a Hidden Markov Model(HMM). A sliding window allows efficient adaptive computation in real time. We also examine the stochastic convergence and stability of the learning algorithm.

• The Transactions of the Korean Institute of Electrical Engineers P
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• v.58 no.2
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• pp.164-171
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• 2009

This paper presents new learning algorithm of dynamic Bayesian networks (DBN) by means of constrained least square (LS) estimation algorithm and gradient descent method. First, we propose constrained LS based parameter estimation for a Markov chain (MC) model given observation data sets. Next, a gradient descent optimization is utilized for online estimation of a hidden Markov model (HMM), which is bi-linearly constructed by adding an observation variable to a MC model. We achieve numerical simulations to prove its reliability and superiority in which a series of non stationary random signal is applied for the DBN models respectively.

• 전기의세계
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• v.29 no.6
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• pp.389-392
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• 1980

For Markov graphic source, it is well known that the conditional runlength coding for the runs of correct prediction is optimum for data compression. However, because of the simplicity in counting and the stronger concentration in distrubution, the incremental run is possibly a better parameter for coding than the run itself for some cases. It is shown that the incremental-runlength is also geometrically distributed as the runlength itself. The distribution is explicitly described with the basic parameters defined for a Markov model.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.34 no.7B
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• pp.744-750
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• 2009

In this paper, the unified Markov modeling of hardware and software for AVTMR(AlI Voting Triple Modular Redundancy) system is proposed and the dependability is analyzed. In hardware case, a failure rate is fixed to no time varying parameter. But, in software case, failure rate is applied with time varying parameter. Especially, the dependability(Reliability, Availability, Maintainability, Safety) of software is analyzed with G-O/NHPP for Markov modeling. The dependability of single and AVTMR system is analyzed and simulated with a unified Markov modeling method, and the characteristic of each system is compared accroding to failure rate. This kind of fault tolerat system can be applied to an airplane and life critical system to meet the requirement for a specific requirement.

• Communications for Statistical Applications and Methods
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• v.25 no.4
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• pp.355-371
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• 2018

The two parameter negative exponential distribution has many practical applications in queuing theory such as the service times of agents in system, the time it takes before your next telephone call, the time until a radioactive practical decays, the distance between mutations on a DNA strand, and the extreme values of annual snowfall or rainfall; consequently, has many applications in reliability systems. This paper considers an estimation problem of stress-strength model with two parameter negative parameter exponential distribution. We introduce a maximum penalized likelihood method, Bayes estimator using Lindley approximation to estimate stress-strength model and compare the proposed estimators with regular maximum likelihood estimator for complete data. We also introduce a maximum penalized likelihood method, Bayes estimator using a Markov chain Mote Carlo technique for incomplete data. A Monte Carlo simulation study is performed to compare stress-strength model estimates. Real data is used as a practical application of the proposed model.

• Journal of the military operations research society of Korea
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• v.11 no.1
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• pp.111-129
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• 1985

Markov chains with large transition probability matrices occur in many applications such as manpowr models. Under certain conditions the state space of a stationary discrete parameter finite Markov chain may be partitioned into subsets, each of which may be treated as a single state of a smaller chain that retains the Markov property. Such a chain is said to be 'lumpable' and the resulting lumped chain is a special case of more general functions of Markov chains. There are several reasons why one might wish to lump. First, there may be analytical benefits, including relative simplicity of the reduced model and development of a new model which inherits known or assumed strong properties of the original model (the Markov property). Second, there may be statistical benefits, such as increased robustness of the smaller chain as well as improved estimates of transition probabilities. Finally, the identification of lumps may provide new insights about the process under investigation.

• Journal of Information Processing Systems
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• v.7 no.4
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• pp.653-678
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• 2011

WiMAX is intended for fourth generation wireless mobile communications where a group of users are provided with a connection and a fixed length queue. In present literature traffic of such network is analyzed based on the generator matrix of the Markov Arrival Process (MAP). In this paper a simple analytical technique of the two dimensional Markov chain is used to obtain the trajectory of the congestion of the network as a function of a traffic parameter. Finally, a two state phase dependent arrival process is considered to evaluate probability states. The entire analysis is kept independent of modulation and coding schemes.

• Proceedings of the Korea Society for Simulation Conference
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• 1999.10a
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• pp.294-298
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• 1999

In this paper, through simulations, we find the second derivative SPA(Smoothed Perturbation Analysis) estimates of mean busy cycle with respect to a given parameter in a Markov renewal process which is generated by two exponential distributions. We compare these SPA estimates with the traditional SD(symetric difference) estimates.

• Journal of Korea Water Resources Association
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• v.32 no.3
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• pp.265-279
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• 1999

In this study, one of the techniques on the extension of low flow series has been developed, in which the daily streamflows were simulated by the Tank model with the input of extended daily rainfall series which were stochastically generated by the Markov chain model. The annual lowest flow serried for each of the given durations were formulated form the simulated daily streamflow sequences. The frequency of the estimated annual lowest flow series was analyzed. The distribution types to be used for the frequency analysis were two-parameter and three-parameter log-normal distribution, two-parameter and three-parameter Gamma distribution, three-parameter log-Gamma distribution, Gumbel distribution, and Weibull distribution, of which parameters were estimated by the moment method and the maximum likelihood method. The goodness-of-fit test for probability distribution is evaluated by the Kolmogorov-Sminrov test. The fitted distribution function for each duration series is applied to frequency analysis for developing duration-low flow-frequency curves at Yongdam Dam station. It was shown that the purposed technique in this study is available to generate the daily streamflow series with fair accuracy and useful to determine the probabilistic low flow in the watersheds having the poor historic records of low flow series.