• Title/Summary/Keyword: Markov process model

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On the analysis of multistate survival data using Cox's regression model (Cox 회귀모형을 이용한 다중상태의 생존자료분석에 관한 연구)

  • Sung Chil Yeo
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.53-77
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    • 1994
  • In a certain stochastic process, Cox's regression model is used to analyze multistate survival data. From this model, the regression parameter vectors, survival functions, and the probability of being in response function are estimated based on multistate Cox's partial likelihood and nonparametric likelihood methods. The asymptotic properties of these estimators are described informally through the counting process approach. An example is given to likelihood the results in this paper.

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Optimization for Inspecdtion Planning of Ship Structures Considering Corrosion Effects (부식효과를 고려한 선체구조 검사계획안의 최적화)

  • Sung-Chan Kim;Jang-Ho Yoon;Yukio Fujimoto
    • Journal of the Society of Naval Architects of Korea
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    • v.36 no.4
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    • pp.137-146
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    • 1999
  • Inspection becomes to be important in the safety of structure and economical viewpoint, because structural damage accompanies lots of economical cost and social problems. Especially ship structure is composed of a lot of members and it is impossible to inspect all members continuously. The purpose of this paper is to get optimal inspection plan containing inspection time and method. Crack is one of major modes on the structural failure and can lead to collapse of structure. In this paper, the deteriorating process, which contains inspection to detect the crack before the propagation to large crack, is idealized as Markov chain model. Genetic algorithm is also used to accomplish the optimization of inspection plan. Especially, the probabilistic characteristics of cracks are changed, because ship is operating in corrosive environments and the scantling of structural members is reduced due to corrosion. Non-stationary Markov chain model is used to represent the process of corrosion in structural members. In this paper, the characteristics of indivisual inspection plan are compared by numerical examples for the change of corrosion rate, the cost due to scheduled system down and target failure probability. From the numerical example, it can be seen that the improvement of fatigue life for the members with short fatigue life is the most effective way in order to reduce total maintenance cost.

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Probabilistic Model and Analysis of a Conventional Preinstalled Mine Field Defense

  • Lee, Young-Uhn
    • Journal of the military operations research society of Korea
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    • v.6 no.2
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    • pp.151-184
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    • 1980
  • Simple models for a defense consisting of a preinstalled mine field possibly defended by an anti-tank weapon are derived and analyzed. This paper uses a special Poisson process to model the one or two positions of mines in the mine field. The duel between the anti-tank weapon and offensive tanks crossing the field is modeled with a continuous time Markov chain. Some algebraic solutions and numerical results are obtained for specific scenarios.

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Adaptive Transform Image Coding by Fuzzy Subimage Classification

  • Kong, Seong-Gon
    • Journal of the Korean Institute of Intelligent Systems
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    • v.2 no.2
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    • pp.42-60
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    • 1992
  • An adaptive fuzzy system can efficiently classify subimages into four categories according to image activity level for image data compression. The system estimates fuzzy rules by clustering input-output data generated from a given adaptive transform image coding process. The system encodes different images without modification and reduces side information when encoding multiple images. In the second part, a fuzzy system estimates optimal bit maps for the four subimage classes in noisy channels assuming a Gauss-Markov image model. The fuzzy systems respectively estimate the sampled subimage classification and the bit-allocation processes without a mathematical model of how outputs depend on inputs and without rules articulated by experts.

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A Study on the Transition Probability Matrix set from a Transfer Line Model (자동 생산라인 모형에서의 Transition Probability Matrix에 관한 연구)

  • No, Hyeong-Min
    • Journal of Korean Institute of Industrial Engineers
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    • v.11 no.2
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    • pp.1-9
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    • 1985
  • In this study, two stage transfer line with limited repair capability is modeled to formulate optimal dynamic repair priority policy. The method of Markov Chains is used to analyze the analytical model of this line. An efficient algorithm is developed, utilizing the block tridiagonal structure of the transition probability matrix, to obtain the steady state probabilities and system performance measures, such as the steady state production rate of the line and the average in-process inventory in the interstage buffer.

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The Extraction of the Shape of Hands in the Sign Language Sequence by using MRF Model (MRF를 이용한 수화 동영상에서의 효율적인 손 형상 추출)

  • 송효섭;양윤모
    • Proceedings of the Korean Information Science Society Conference
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    • 2000.10b
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    • pp.395-397
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    • 2000
  • 영상 처리를 통한 수화(手話)의 인식에 있어 가장 중요한 정보는 손의 형상, 위치, 이동방향 등을 들 수 있다. 이 중 손의 형상은 세가지 정보 중 가장 중요하며, 실제로 자음과 모음, 숫자 등을 나타내는 지문자의 경우 손의 형상만으로도 인식될 수 있다. 본 논문에서는 선 처리 모델(Line Process Model)을 3차원으로 확장하여 적용한 Markov Random Field(MRF)를 사용하여 효율적으로 손의 형상을 추출하였다.

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Performance Analysis of an Hybrid Switching System for Optical Networks (광 네트워크를 위한 Hybrid 스위칭 시스템의 성능 분석)

  • ;Bartek Wydrowski;Moshe Zukerman;;Chuan Heng Foh
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.40 no.10
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    • pp.16-23
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    • 2003
  • In this paper, we propose a new optical hybrid switching system that takes advantage of both Optical Burst Switching (OBS) and Optical Circuit Switching (OCS) technologies. This system classifies incoming IP traffic flows into short-lived and long-lived flows for hybrid switching. For performance analysis, we model the system as a single server queue in a Markovian environment. The burst generation process is assumed to follow a two-state Markov Modulated Poisson Process (MMPP), and the service rate fluctuates based on the number of concurrent OCS sessions. Results of the mean delay and queue size for OBS bursts are derived.

An Approximate algorithm for the analysis of the n heterogeneous IBP/D/l queuing model (다수의 이질적 IBP/D/1큐잉 모형의 분석을 위한 근사 알고리즘)

  • 홍석원
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.4 no.3
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    • pp.549-555
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    • 2000
  • We propose an approximate algorithm to analyze the queuing system with n bursty and heterogeneous arrival processes. Each input process is modeled by Interrupted Bernoulli Process(IBP). We approximate N arrival processes by a single state variable and subsequently simplify the transition probability matrix of the Markov chain associated with these N arrival processes. Using this single state variable of arrival processes, we describe the state of the queuing system and analyze the system numerically with the reduced transition probability matrix. We compute the queue length distribution, the delay distribution, and the loss probability. Comparisons with simulation data show that the approximation algorithm has a good accuracy.

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Bayesian model update for damage detection of a steel plate girder bridge

  • Xin Zhou;Feng-Liang Zhang;Yoshinao Goi;Chul-Woo Kim
    • Smart Structures and Systems
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    • v.31 no.1
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    • pp.29-43
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    • 2023
  • This study investigates the possibility of damage detection of a real bridge by means of a modal parameter-based finite element (FE) model update. Field moving vehicle experiments were conducted on an actual steel plate girder bridge. In the damage experiment, cracks were applied to the bridge to simulate damage states. A fast Bayesian FFT method was employed to identify and quantify uncertainties of the modal parameters then these modal parameters were used in the Bayesian model update. Material properties and boundary conditions are taken as uncertainties and updated in the model update process. Observations showed that although some differences existed in the results obtained from different model classes, the discrepancy between modal parameters of the FE model and those experimentally obtained was reduced after the model update process, and the updated parameters in the numerical model were indeed affected by the damage. The importance of boundary conditions in the model updating process is also observed. The capability of the MCMC model update method for application to the actual bridge structure is assessed, and the limitation of FE model update in damage detection of bridges using only modal parameters is observed.

Predicting the Score of a Soccer Match by Use of a Markovian Arrival Process (마코비안 도착과정을 이용한 축구경기 득점결과의 예측)

  • Kim, Nam-Ki;Park, Hyun-Min
    • IE interfaces
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    • v.24 no.4
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    • pp.323-329
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    • 2011
  • We develop a stochastic model to predict the score of a soccer match. We describe the scoring process of the soccer match as a markovian arrival process (MAP). To do this, we define a two-state underlying Markov chain, in which the two states represent the offense and defense states of the two teams to play. Then, we derive the probability vector generating function of the final scores. Numerically inverting this generating function, we obtain the desired probability distribution of the scores. Sample numerical examples are given at the end to demonstrate how to utilize this result to predict the final score of the match.