• Title/Summary/Keyword: Markov probability

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Bayesian Conjugate Analysis for Transition Probabilities of Non-Homogeneous Markov Chain: A Survey

  • Sung, Minje
    • Communications for Statistical Applications and Methods
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    • v.21 no.2
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    • pp.135-145
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    • 2014
  • The present study surveys Bayesian modeling structure for inferences about transition probabilities of Markov chain. The motivation of the study came from the data that shows transitional behaviors of emotionally disturbed children undergoing residential treatment program. Dirichlet distribution was used as prior for the multinomial distribution. The analysis with real data was implemented in WinBUGS programming environment. The performance of the model was compared to that of alternative approaches.

A Study on the Forecasting of the Number of End of Life Vehicles in Korea using Markov Chain (Markov Chain을 이용한 국내 폐차발생량 예측)

  • Lee, Eun-A;Choi, Hoe-Ryeon;Lee, Hong-Chul
    • 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.

Gaussian Model Optimization using Configuration Thread Control In CHMM Vocabulary Recognition (CHMM 어휘 인식에서 형상 형성 제어를 이용한 가우시안 모델 최적화)

  • Ahn, Chan-Shik;Oh, Sang-Yeob
    • Journal of Digital Convergence
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    • v.10 no.7
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    • pp.167-172
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    • 2012
  • In vocabulary recognition using HMM(Hidden Markov Model) by model for the observation of a discrete probability distribution indicates the advantages of low computational complexity, but relatively low recognition rate has the disadvantage that require sophisticated smoothing process. Gaussian mixtures in order to improve them with a continuous probability density CHMM (Continuous Hidden Markov Model) model is proposed for the optimization of the library system. In this paper is system configuration thread control in recognition Gaussian mixtures model provides a model to optimize of the CHMM vocabulary recognition. The result of applying the proposed system, the recognition rate of 98.1% in vocabulary recognition, respectively.

Markov Model-based Static Obstacle Map Estimation for Perception of Automated Driving (자율주행 인지를 위한 마코브 모델 기반의 정지 장애물 추정 연구)

  • Yoon, Jeongsik;Yi, Kyongsu
    • Journal of Auto-vehicle Safety Association
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    • v.11 no.2
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    • pp.29-34
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    • 2019
  • This paper presents a new method for construction of a static obstacle map. A static obstacle is important since it is utilized to path planning and decision. Several established approaches generate static obstacle map by grid method and counting algorithm. However, these approaches are occasionally ineffective since the density of LiDAR layer is low. Our approach solved this problem by applying probability theory. First, we converted all LiDAR point to Gaussian distribution to considers an uncertainty of LiDAR point. This Gaussian distribution represents likelihood of obstacle. Second, we modeled dynamic transition of a static obstacle map by adopting the Hidden Markov Model. Due to the dynamic characteristics of the vehicle in relation to the conditions of the next stage only, a more accurate map of the obstacles can be obtained using the Hidden Markov Model. Experimental data obtained from test driving demonstrates that our approach is suitable for mapping static obstacles. In addition, this result shows that our algorithm has an advantage in estimating not only static obstacles but also dynamic characteristics of moving target such as driving vehicles.

Models for Internet Traffic Sharing in Computer Network

  • Alrusaini, Othman A.;Shafie, Emad A.;Elgabbani, Badreldin O.S.
    • International Journal of Computer Science & Network Security
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    • v.21 no.8
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    • pp.28-34
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    • 2021
  • Internet Service Providers (ISPs) constantly endeavor to resolve network congestion, in order to provide fast and cheap services to the customers. This study suggests two models based on Markov chain, using three and four access attempts to complete the call. It involves a comparative study of four models to check the relationship between Internet Access sharing traffic, and the possibility of network jamming. The first model is a Markov chain, based on call-by-call attempt, whereas the second is based on two attempts. Models III&IV suggested by the authors are based on the assumption of three and four attempts. The assessment reveals that sometimes by increasing the number of attempts for the same operator, the chances for the customers to complete the call, is also increased due to blocking probabilities. Three and four attempts express the actual relationship between traffic sharing and blocking probability based on Markov using MATLAB tools with initial probability values. The study reflects shouting results compared to I&II models using one and two attempts. The success ratio of the first model is 84.5%, and that of the second is 90.6% to complete the call, whereas models using three and four attempts have 94.95% and 95.12% respectively to complete the call.

Prediction of Marine Accident Frequency Using Markov Chain Process (마코프 체인 프로세스를 적용한 해양사고 발생 예측)

  • Jang, Eun-Jin;Yim, Jeong-Bin
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2019.11a
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    • pp.266-266
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    • 2019
  • Marine accidents are increasing year by year, and various accidents occur such as engine failure, collision, stranding, and fire. These marine accidents present a risk of large casualties. It is important to prevent accidents beforehand. In this study, we propose a modeling to predict the occurrence of marine accidents by applying the Markov Chain Process that can predict the future based on past data. Applying the proposed modeling, the probability of future marine accidents was calculated and compared with the actual frequency. Through this, a probabilistic model was proposed to prepare a prediction system for marine accidents, and it is expected to contribute to predicting various marine accidents.

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PERFORMANCE ANALYSIS OF A STATISTICAL MULTIPLEXER WITH THREE-STATE BURSTY SOURCES

  • Choi, Bong-Dae;Jung, Yong-Wook
    • Communications of the Korean Mathematical Society
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    • v.14 no.2
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    • pp.405-423
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    • 1999
  • We consider a statistical multiplexer model with finite buffer capacity and finite number of independent identical 3-state bursty voice sources. The burstiness of the sources is modeled by describing both two different active periods (at the rate of one packet perslot) and the passive periods during which no packets are generated. Assuming a mixture of two geometric distributions for active period and a geometric distribution for passive period and geometric distribution for passive period, we derive the recursive algorithm for the probability mass function of the buffer contents (in packets). We also obtain loss probability and the distribution of packet delay. Numerical results show that the system performance deteriorates considerably as the variance of the active period increases. Also, we see that the loss probability of 2-state Markov models is less than that of 3-state Markov models.

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Link-Level Performance of Cooperative Multi-Hop Relaying Networks with MDS Codes

  • Sakakibara, Katsumi;Ito, Daichi;Taketsugu, Jumpei
    • Journal of Communications and Networks
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    • v.13 no.4
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    • pp.393-399
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    • 2011
  • We evaluate the link-level performance of cooperative multi-hop relaying networks with an maximum distance separable (MDS) code. The effect of the code on the link-level performance at the destination is investigated in terms of the outage probability and the spectral efficiency. Assuming a simple topology, we construct an absorbing Markov chain. Numerical results indicate that significant improvement can be achieved by incorporating an MDS code. MDS codes successfully facilitate recovery of the message block at a relaying node due to powerful error-correcting capability, so that it can reduce the outage probability. Furthermore, we evaluate the average number of hops where the message block can be delivered.

Hybrid Method to Compute the Cell Loss Probability in a Multiplexer with the Superposition of Heterogeneous ON/OFF Sources (이질적 ON/OFF 원을 입력으로 한 다중화 장치의 셀 손실률 계산을 위한 하이브리드 방법)

  • Hong, Jung-Sik;Kim, Sang-Baik
    • IE interfaces
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    • v.12 no.2
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    • pp.312-318
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    • 1999
  • This paper considers the cell loss probability(CLP) in a multiplexer with the superposition of heterogeneous ON/OFF sources. The input traffic is composed of k classes. Traffic of class i is the superposition of M_(i) ON/OFF sources. Recently, the method based on the Markov modulated deterministic process(MMDP) is presented. Basically, it is the discretized model of stochastic fluid flow process(SFFP) and gives the CLP very fast, but under-estimates the CLP especially when the value of estimated CLP is very low. This paper develops the discretized model of Markov modulated Poisson process(MMPP). It is a special type of switched batch Bernoulli process(SBBP). Combining the transition probability matrix of MMDP and SBBP according to the state which is characterized by the arrival rate, this paper presents hybrid algorithm. The hybrid algorithm gives better estimate of CLP than that of MMDP and faster than SBBP.

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Optimal Bayesian MCMC based fire brigade non-suppression probability model considering uncertainty of parameters

  • Kim, Sunghyun;Lee, Sungsu
    • Nuclear Engineering and Technology
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    • v.54 no.8
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    • pp.2941-2959
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    • 2022
  • The fire brigade non-suppression probability model is a major factor that should be considered in evaluating fire-induced risk through fire probabilistic risk assessment (PRA), and also uncertainty is a critical consideration in support of risk-informed performance-based (RIPB) fire protection decision-making. This study developed an optimal integrated probabilistic fire brigade non-suppression model considering uncertainty of parameters based on the Bayesian Markov Chain Monte Carlo (MCMC) approach on electrical fire which is one of the most risk significant contributors. The result shows that the log-normal probability model with a location parameter (µ) of 2.063 and a scale parameter (σ) of 1.879 is best fitting to the actual fire experience data. It gives optimal model adequacy performance with Bayesian information criterion (BIC) of -1601.766, residual sum of squares (RSS) of 2.51E-04, and mean squared error (MSE) of 2.08E-06. This optimal log-normal model shows the better performance of the model adequacy than the exponential probability model suggested in the current fire PRA methodology, with a decrease of 17.3% in BIC, 85.3% in RSS, and 85.3% in MSE. The outcomes of this study are expected to contribute to the improvement and securement of fire PRA realism in the support of decision-making for RIPB fire protection programs.