• Title/Summary/Keyword: Markov process model

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A Statistical Model for Severe Acute Respiratory Syndrome

  • Hong, Yeon-Woong
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.615-622
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    • 2003
  • The severe acute respiratory syndrome(SARS) is a novel infectious disease with global impact. The rapid worldwide spread of SARS has led to 30 countries reporting cases of July 13, 2003. In this paper, we develop a statistical model for SARS-caused-death data under some assumptions. The model developed is a continuous time Markov process with a constant intensity for each stage.

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Two-Dimensional POMDP-Based Opportunistic Spectrum Access in Time-Varying Environment with Fading Channels

  • Wang, Yumeng;Xu, Yuhua;Shen, Liang;Xu, Chenglong;Cheng, Yunpeng
    • Journal of Communications and Networks
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    • v.16 no.2
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    • pp.217-226
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    • 2014
  • In this research, we study the problem of opportunistic spectrum access (OSA) in a time-varying environment with fading channels, where the channel state is characterized by both channel quality and the occupancy of primary users (PUs). First, a finite-state Markov channel model is introduced to represent a fading channel. Second, by probing channel quality and exploring the activities of PUs jointly, a two-dimensional partially observable Markov decision process framework is proposed for OSA. In addition, a greedy strategy is designed, where a secondary user selects a channel that has the best-expected data transmission rate to maximize the instantaneous reward in the current slot. Compared with the optimal strategy that considers future reward, the greedy strategy brings low complexity and relatively ideal performance. Meanwhile, the spectrum sensing error that causes the collision between a PU and a secondary user (SU) is also discussed. Furthermore, we analyze the multiuser situation in which the proposed single-user strategy is adopted by every SU compared with the previous one. By observing the simulation results, the proposed strategy attains a larger throughput than the previous works under various parameter configurations.

Modeling Partially Dependent Double Failure States of Pressure Safety Valves (압력안전밸브의 부분적 종속 이중 고장상태 모델링)

  • Choi, Soo Hyong
    • Journal of the Korean Institute of Gas
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    • v.22 no.6
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    • pp.40-43
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    • 2018
  • For pressure safety valves, open failure and close failure are partially dependent on each other. A method is proposed in this work that uses a Markov process model and a Weibull distribution model in order to construct a reliability model for two kinds of failure. A pressure safety valve model is obtained from a known open failure model, an induced close failure model, and a simultaneous failure model that reproduces recently reported inspection results. It is expected that the application of the proposed method can be expanded to quantitative risk assessment of various systems that have partially dependent multiple failure states.

The Determination of Replacement Requirements for 1/4ton Truck by Using Markov Chain Process (마코프체인 과정을 이용한 1/4ton 기동장비의 대체소요량 결정)

  • Lee Sun-Gi;Min Gye-Ryo
    • Journal of the military operations research society of Korea
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    • v.17 no.1
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    • pp.1-24
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    • 1991
  • This report concerns the study of deciding replacement requirements for 1/4ton truck in Korea. Two causes of replacement, accidental loss and wearout are considered in the replacement requirements model which was developed in Defence Logistics Agency. The model represents the state of 1/4 ton truck inventory over time as a finite Markov chain process. An accidental loss rate, yearly usage rates. wearout rates are used in conjuction with the current mileage distribution of the inventory to forecast replacement requirements in future time periods.

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Bayesian Model for Cost Estimation of Construction Projects

  • Kim, Sang-Yon
    • Journal of the Korea Institute of Building Construction
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    • v.11 no.1
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    • pp.91-99
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    • 2011
  • Bayesian network is a form of probabilistic graphical model. It incorporates human reasoning to deal with sparse data availability and to determine the probabilities of uncertain cases. In this research, bayesian network is adopted to model the problem of construction project cost. General information, time, cost, and material, the four main factors dominating the characteristic of construction costs, are incorporated into the model. This research presents verify a model that were conducted to illustrate the functionality and application of a decision support system for predicting the costs. The Markov Chain Monte Carlo (MCMC) method is applied to estimate parameter distributions. Furthermore, it is shown that not all the parameters are normally distributed. In addition, cost estimates based on the Gibbs output is performed. It can enhance the decision the decision-making process.

An approximation method for sojourn time distributions in general queueing netowkrs (일반적인 큐잉네트워크에서의 체류시간분포의 근사화)

  • 윤복식
    • Journal of the Korean Operations Research and Management Science Society
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    • v.19 no.3
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    • pp.93-109
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    • 1994
  • Even though sojourn time distributions are essential information in analyzing queueing networks, there are few methods to compute them accurately in non-product form queueing networks. In this study, we model the location process of a typical customer as a GMPH semi-Markov chain and develop computationally useful formula for the transition function and the first-passage time distribution in the GMPH semi-Markov chain. We use the formula to develop an effcient method for approximating sojourn time distributions in the non-product form queueing networks under quite general situation. We demonstrate its validity through numerical examples.

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ANALYSIS OF AN MMPP/G/1/K FINITE QUEUE WITH TWO-LEVEL THRESHOLD OVERLOAD CONTROL

  • Lee, Eye-Min;Jeon, Jong-Woo
    • Communications of the Korean Mathematical Society
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    • v.14 no.4
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    • pp.805-814
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    • 1999
  • We consider an MMPP/G/1/K finite queue with two-level threshold overload control. This model has frequently arisen in the design of the integrated communication systems which support a wide range applications having various Quality of Service(QoS) requirements. Through the supplementary variable method, se derive the queue length distribution.

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Economic Sampling Inspection Plan for Markov Dependent Production Processes (Markov 종속(從屬) 생산(生産) 공정(工程)에서의 경제적(經濟的) 샘플링 검사(檢査) 계획(計劃))

  • Yu, Jeong-Sang;Hwang, Ui-Cheol
    • Journal of Korean Society for Quality Management
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    • v.21 no.1
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    • pp.65-77
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    • 1993
  • Often in a production process, the quality of items is serially dependent. We assume that the quality of items is an attribute which can be classified as good or bad with a Markovian dependence structure. In order to determine sampling inspection plan characteristics such as total inspection cost and average outgoing quality, we design an economic model and illustrate an efficient procedure for design of best inspection plan using graphs based on numerical calculations.

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A Study on the Performance Analysis of Process Model with Resource Constraints in Concurrent Engineering Environment (동시공학 환경에서 자원제약이 있는 프로세스 모델의 성능분석에 관한 연구)

  • 강동진;이상용;유왕진;정용식
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.22 no.51
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    • pp.231-240
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    • 1999
  • A major concern in Concurrent Engineering is the control and management of workload in a period of process. As a general rule, leveling the peak of workload in certain period is difficult because concurrent processing is comprised of various processes, including overlapping, paralleling looping and so on. Therefore, the workload management with resource constraints is so beneficial that effective methods to analyze design process are momentous. This study presents the Timed Petri Nets approach of precedence logic networks, and provides an alternative for users to analyze constraint processes to resolve conflicts of resources. Another approach to Continuous Time Markov Chain using Stochastic Petri Nets is also proposed. These approaches are expected to facilitate resolving resource constrained scheduling problems more systematically in Concurrent Engineering environment.

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A study on the damage process of fatigue crack growth using the stochastic model (확률적모델을 이용한 피로균열성장의 손상과정에 관한 연구)

  • Lee, Won Suk;Cho, Kyu Seoung;Lee, Hyun Woo
    • Journal of the Korean Society for Precision Engineering
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    • v.13 no.10
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    • pp.130-138
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    • 1996
  • In general, the scattler is observed in fatigue test data due to the nonhomogeneity of a material. Consequently. It is necessary to use the statistical method to describe the fatigue crack growth process precisely. Bogdanoff and Kozin suggested and developed the B-model which is the probabilistic models of cumulative damage using the Markov process in order to describe the damage process. But the B-model uses only constant probability ratior(r), so it is not consistent with the actual damage process. In this study, the r-decreasing model using a monotonic decreasing function is introduced to improve the B-model. To verify the model, thest data of fatigue crack growth of A12024-T351 and A17075-T651 are used. Compared with the empirical distribution of test data, the distribution from the r-decreasing model is satisfactory and damage process is well described from the probabilistic and physical viewpoint.

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