• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.627-641
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• 2016

In this paper, we consider a seemingly unrelated regression (SUR) model and propose a nonparametric Bayesian approach to SUR with a Dirichlet process mixture of normals for modeling an unknown error distribution. Posterior distributions are derived based on the proposed model, and the posterior inference is performed via Markov chain Monte Carlo methods based on the collapsed Gibbs sampler of a Dirichlet process mixture model. We present a simulation study to assess the performance of the model. We also apply the model to precipitation data over South Korea.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.11 no.3
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• pp.179-196
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• 1986

In this paper, the peformance of a statistical packet voice/data multiplexer is studied. In ths study we assume that in the packet voice/data multiplexer two separate finite queues are used for voice and data traffics, and that voice traffic gets priority over data. For the performance analysis we divide the output link of the multiplexer into a sequence of time slots. The voice signal is modeled as an (M+1) - state Markov process, M being the packet generation period in slots. As for the data traffic, it is modeled by a simple Poisson process. In our discrete time domain analysis, the queueing behavior of voice traffic is little affected by the data traffic since voice signal has priority over data. Therefore, we first analyze the queueing behavior of voice traffic, and then using the result, we study the queueing behavior of data traffic. For the packet voice multiplexer, both inpur state and voice buffer occupancy are formulated by a two-dimensional Markov chain. For the integrated voice/data multiplexer we use a three-dimensional Markov chain that represents the input voice state and the buffer occupancies of voice and data. With these models, the numerical results for the performance have been obtained by the Gauss-Seidel iteration method. The analytical results have been verified by computer simylation. From the results we have found that there exist tradeoffs among the number of voice users, output link capacity, voic queue size and overflow probability for the voice traffic, and also exist tradeoffs among traffic load, data queue size and oveflow probability for the data traffic. Also, there exists a tradeoff between the performance of voice and data traffics for given inpur traffics and link capacity. In addition, it has been found that the average queueing delay of data traffic is longer than the maximum buffer size, when the gain of time assignment speech interpolation(TASI) is more than two and the number of voice users is small.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.19 no.3
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• pp.492-504
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• 1994

In ATM network was two QOS bearer services for flexible bandwidth assignment, various priority assignment buffer access mechanisms have been sugested. In this paper, a performance model with 3 state discrete time Markov proess in explicit priority assignment is suggested and cell loss probability is analytically derived. Also flexible space priority control mechanism with partial buffer sharing is studied and verified by simulation with OPNET.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.4 no.2
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• pp.236-240
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• 2004

Stroke-based composite HMMs with articulation states are proposed to deal with 3D spatio-temporal trajectory gestures. The direct use of 3D data provides more naturalness in generating gestures, thereby avoiding some of the constraints usually imposed to prevent performance degradation when trajectory data are projected into a specific 2D plane. Also, the decomposition of gestures into more primitive strokes is quite attractive, since reversely concatenating stroke-based HMMs makes it possible to construct a new set of gesture HMMs without retraining their parameters. Any deterioration in performance arising from decomposition can be remedied by a partial tuning process for such composite HMMs.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.9 no.10
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• pp.4034-4053
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• 2015

In order to meet various requirements for transmission quality of both primary users (PUs) and secondary users (SUs) in cognitive radio networks, we introduce a channel bonding mechanism for PUs and a channel reservation mechanism for SUs, then we propose a novel spectrum allocation strategy. Taking into account the mistake detection and false alarm due to imperfect channel sensing, we establish a three-dimensional Markov chain to model the stochastic process of the proposed strategy. Using the method of matrix geometric solution, we derive the performance measures in terms of interference rate of PU packets, average delay and throughput of SU packets. Moreover, we investigate the influence of the number of the reserved (resp. licensed) channels on the system performance with numerical experiments. Finally, to optimize the proposed strategy socially, we provide a charging policy for SU packets.

• Information Systems Review
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• v.24 no.1
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• pp.1-19
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• 2022

Social media-based communication has become crucial part of our personal and official lives. Therefore, it is no surprise that social media sentiment analysis has emerged an important way of detecting potential customers' sentiment trends for all kinds of companies. However, social media sentiment analysis suffers from huge number of sentiment features obtained in the process of conducting the sentiment analysis. In this sense, this study proposes a novel method by using Bayesian Network. In this model MBFS (Markov Blanket-based Feature Selection) is used to reduce the number of sentiment features. To show the validity of our proposed model, we utilized online review data from Yelp, a famous social media about restaurant, bars, beauty salons evaluation and recommendation. We used a number of benchmarking feature selection methods like correlation-based feature selection, information gain, and gain ratio. A number of machine learning classifiers were also used for our validation tasks, like TAN, NBN, Sons & Spouses BN (Bayesian Network), Augmented Markov Blanket. Furthermore, we conducted Bayesian Network-based what-if analysis to see how the knowledge map between target node and related explanatory nodes could yield meaningful glimpse into what is going on in sentiments underlying the target dataset.

• Journal of the Korean Data and Information Science Society
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• v.26 no.4
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• pp.813-826
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• 2015

This research deals with an estimation method for kinetic reaction model. The kinetic reaction model is a model to explain spread or changing process based on interaction between species on the Biochemical area. This model can be applied to a model for disease spreading as well as a model for system Biology. In the search, we assumed that the spread of species is stochastic and we construct the reaction model based on stochastic movement. We utilized Gillespie algorithm in order to construct likelihood function. We introduced a Bayesian estimation method using Markov chain Monte Carlo methods that produces more stable results. We applied the Bayesian estimation method to the Lotka-Volterra model and gene transcription model and had more stable estimation results.

• Communications for Statistical Applications and Methods
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• v.30 no.2
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• pp.163-178
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• 2023

GARCH-X(1, 1) model specifies that conditional variance follows an AR(1) process and includes a past exogenous variable. This study proposes a new class from that model by allowing a more general (non-linear) variance function to follow an AR(1) process. The functions applied to the variance equation include exponential, Tukey's ladder, and Yeo-Johnson transformations. In the framework of normal and student-t distributions for return errors, the empirical analysis focuses on two stock indices data in developed countries (FTSE100 and SP500) over the daily period from January 2000 to December 2020. This study uses 10-minute realized volatility as the exogenous component. The parameters of considered models are estimated using the adaptive random walk metropolis method in the Monte Carlo Markov chain algorithm and implemented in the Matlab program. The 95% highest posterior density intervals show that the three transformations are significant for the GARCHX(1, 1) model. In general, based on the Akaike information criterion, the GARCH-X(1, 1) model that has return errors with student-t distribution and variance transformed by Tukey's ladder function provides the best data fit. In forecasting value-at-risk with the 95% confidence level, the Christoffersen's independence test suggest that non-linear models is the most suitable for modeling return data, especially model with the Tukey's ladder transformation.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.2B
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• pp.215-224
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• 2008

The effect of streamflow considering future land use change and vegetation index information by climate change scenario was assessed using SLURP (Semi-distributed Land-Use Runoff Process) model. The model was calibrated and verified using 4 years (1999-2002) daily observed streamflow data for the upstream watershed ($260.4km^2$) of Gyeongan water level gauging station. By applying CA-Markov technique, the future land uses (2030, 2060, 2090) were predicted after test the comparison of 2004 Landsat land use and 2004 CA-Markov land use by 1996 and 2000 land use data. The future land use showed a tendency that the forest and paddy decreased while urban, grassland and bareground increased. The future vegetation indices (2030, 2060, 2090) were estimated by the equation of linear regression between monthly NDVI of NOAA AVHRR images and monthly mean temperature of 5 years (1998-2002). Using CCCma CGCM2 simulation result based on SRES A2 and B2 scenario (2030s, 2060s, 2090s) of IPCC and data were downscaled by Stochastic Spatio-Temporal Random Cascade Model (SST-RCM) technique, the model showed that the future runoff ratio was predicted from 13% to 34% while the runoff ratio of 1999-2002 was 59%. On the other hand, the impact on runoff ratio by land use change showed about 0.1% to 1% increase.

• Proceedings of the KSPS conference
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• 2006.11a
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• pp.14-18
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• 2006

The role of dialogue manager is to select proper actions based on observed environment and inferred user intention. This paper presents stochastic model for dialogue manager based on Markov decision process. To build a mixed initiative dialogue manager, we used accumulated user utterance, previous act of dialogue manager, and domain dependent knowledge as the input to the MDP. We also used dialogue corpus to train the automatically optimized policy of MDP with reinforcement learning algorithm. The states which have unique and intuitive actions were removed from the design of MDP by using the domain knowledge. The design of dialogue manager included the usage of natural language understanding and response generator to build short message based remote control of home networked appliances.