• Title/Summary/Keyword: Markov process model

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A Study of Individual Number Process Under Continuous-Time Markov Chains (시간이 연속인 마르코프 체인하에서 개체수 과정에 관한 연구)

  • 박춘일;김명철
    • Journal of the Korean Institute of Navigation
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    • v.16 no.1
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    • pp.94-97
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    • 1992
  • In this paper, the individual number of the future has depended not only upon the present individual number but upon the present individual age, considering the stochastic process model of individual number when the life span of each individual number and the individual age as a set, this becomes a Markovian. Therefore, in this paper the individual is treated as invariable, without depending upon the whole record of each individual since its birth. As a result, suppose {N(t), t>0} be a counting process and also suppose $Z_n$ denote the life span between the (n-1)st and the nth event of this process, (n{$geq}1$) : that is, when the first individual is established at n=1(time, 0), the Z$Z_n$ at time nth individual breaks, down. Random walk $Z_n$ is $Z_n=X_1+X_2+{\cdots}{\cdots}+X_A, Z_0=0$ So, fixed time t, the stochastic model is made up as follows ; A) Recurrence (Regeneration)number between(0.t) $N_t=max{n ; Z_n{\leq}t}$ B) Forwardrecurrence time(Excess life) $T^-I_t=Z_{Nt+1}-t$ C) Backward recurrence time(Current life) $T^-_t=t-Z_{Nt}$

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The Analysis of Forest Successional Trend by Species Replacement Model in the Natural Forest (천연림의 수종 대치 작용 모델에 의한 산림천이 경향 분석)

  • 김지홍
    • Journal of Korea Foresty Energy
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    • v.22 no.3
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    • pp.1-10
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    • 2003
  • The successional status and potential natural vegetation were examined in the natural deciduous forest in Mt. Chombong area. The examination was based on the subsequent process of generation replacement by understory saplings for the dominant canopy trees within 106 20mx20m square sample plots. The transition matrix model, which was modified from mathematical theory of Markov chain, was employed to analyze the successional status of the study forest. The model suggests that study forest is still seral, and it is considered to be more than 500 years away from the steady state or climax in terms of species composition. The simulations predict a remarkable decrease in the proportion of species composition of the present dominant Quercus mongolica and Kalopanax pictus from current 42.6% and 8.1% to less than 13.3% and 0.5%, respectively, at the steady state. On the contrary, the proportions of Abies holophylla, Acer mono, Fraxinus mandshurica, Tilia amurensis, and Acer pseudo-sieboldianum will increase at the steady state. The change of predicted composition ratio was generally coincide with the result of tolerance index to be compared with the study model. The hypothesis and sensitivity of the model were also discussed to evaluate the applicability to the real situation. The overall results indicated that the present dynamics of the forest must reflect the seral state due to previous disturbance mainly by human related interference.

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Joint Batch Production and Inventory Rationing Control in a Two-Station Serial Production System (두 단계 일렬 생산 시스템에서 뱃치 생산과 재고 배급 전략의 통합 구현)

  • Kim, Eun-Gab
    • Journal of Korean Institute of Industrial Engineers
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    • v.38 no.2
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    • pp.89-97
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    • 2012
  • This paper considers a manufacturer with a two-station make-to-stock and make-to-order serial production system. The MTS facility produces a single type of component and provides components for the MTO facility that produces customized products. In addition to the internal demand from the MTO facility, the MTS facility faces demands from the spot market with the option of to accept or reject each incoming demand. This paper addresses a joint component inventory rationing and batch production control which maximizes the manufacturer's profit. Using the Markov decision process model, we investigate the structural properties of the optimal inventory rationing and batch production policy, and present two types of heuristics. We implement a numerical experiment to compare the performance of the optimal and heuristic policies and a simulation study to examine the impact of the stochastic process variability on the inventory rationing and batch production control.

Economic Analysis for Detection of Out-of-Control of Process Using 2 of 2 Runs Rules (2중 2 런규칙을 사용한 공정이상 감지방법의 경제성 분석)

  • Kim, Young Bok;Hong, Jung Sik;Lie, Chang Hoon
    • Journal of Korean Institute of Industrial Engineers
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    • v.34 no.3
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    • pp.308-317
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    • 2008
  • This research investigates economic characteristics of 2 of 2 runs rules under the Shewhart $\bar{X}$ control chart scheme. A Markov chain approach is employed in order to calculate the in-control average run length (ARL) and the average length of analysis cycle. States of the process are defined according to the process conditions at sampling time and transition probabilities are derived from the state definitions. A steady state cost function is constructed based on the Lorezen and Vance(1986) model. Numerical examples show that 2 of 2 runs rules are economically superior to the Shewhart $\bar{X}$ chart in many cases.

A Study on the Implementation of a Control System with Dual Structure and Its Reliability Analysis (이중구조를 갖는 제어시스템의 구현과 신뢰도 분석에 관한 연구)

  • ;;;Zeung Nam Bien
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.27 no.9
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    • pp.1351-1363
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    • 1990
  • In this paper, a reliable control system structured with dual CPU modules and dual I/O modules is implemented as a means of achieving a highly reliable fault tolerant control system. For this, faults in the system modules are first examined, and a fault detection technique consisting of self diagnostic, comparison process, and exception processing is applied. Self diagnostic is used to locate which components in the modules have been failed, while comparison process is to cmpare control outputs computed by both CPU modules and protect the plant from malfunction by blocking failed control outputsin advance. Finally exception processing is used to determine the faults that are not detected immediately by the self diagnostic and comparison process, e.g. bus error processing when acknowledge signal for data transfer is not activeted in the I/O modules. Also reliability analysis is conducted for the discrete time Markov model with dual structure. It is shown quantitatively that the reliability is improved in the control system with dual structure in comparison with a system with single module structure.

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Combining a HMM with a Genetic Algorithm for the Fault Diagnosis of Photovoltaic Inverters

  • Zheng, Hong;Wang, Ruoyin;Xu, Wencheng;Wang, Yifan;Zhu, Wen
    • Journal of Power Electronics
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    • v.17 no.4
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    • pp.1014-1026
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    • 2017
  • The traditional fault diagnosis method for photovoltaic (PV) inverters has a difficult time meeting the requirements of the current complex systems. Its main weakness lies in the study of nonlinear systems. In addition, its diagnosis time is long and its accuracy is low. To solve these problems, a hidden Markov model (HMM) is used that has unique advantages in terms of its training model and its recognition for diagnosing faults. However, the initial value of the HMM has a great influence on the model, and it is possible to achieve a local minimum in the training process. Therefore, a genetic algorithm is used to optimize the initial value and to achieve global optimization. In this paper, the HMM is combined with a genetic algorithm (GHMM) for PV inverter fault diagnosis. First Matlab is used to implement the genetic algorithm and to determine the optimal HMM initial value. Then a Baum-Welch algorithm is used for iterative training. Finally, a Viterbi algorithm is used for fault identification. Experimental results show that the correct PV inverter fault recognition rate by the HMM is about 10% higher than that of traditional methods. Using the GHMM, the correct recognition rate is further increased by approximately 13%, and the diagnosis time is greatly reduced. Therefore, the GHMM is faster and more accurate in diagnosing PV inverter faults.

Evaluation of the Performance and Reliability of a Real-Time System Using Fuzzy-Random Variables (퍼지-랜덤 변수를 이용한 실시간 제어 시스템의 성능 및 신뢰도 평가기법 연구)

  • 민병조;이석주;김학배
    • Journal of Institute of Control, Robotics and Systems
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    • v.6 no.6
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    • pp.433-440
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    • 2000
  • To flexibly evaluate performance and reliability of a real-time system which is intrinsically characterized by stringent timing constraints to generate correct responses, we propose fuzzyrandom variables and build a discrete event model embedded with fuzzy-random variables. Also, we adapt fuzzy-variables to a path-space approach, which derives the upper and lower bounds of reliability by using a semi-Markov model that explicitly contains the deadline information. Consequently, we propose certain formulas of state automata properly transformed by fuzzy-random variables, and present numerical examples applying the formulas to RTP(Rapid Thermal Process) to show that a complex system can be properly evaluated based on this model by computer simulation.

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A Study on Application of RCM Method to Power Distribution System using Ordinal Optimization (Ordinal Optimization을 이용한 배전계통에 RCM 적용기법에 관한 연구)

  • Moon, Jong-Fil;Ji, Pyeong-Shik
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.61 no.2
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    • pp.67-73
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    • 2012
  • This paper proposes optimal maintenance strategies for power distribution systems that involve the use of the reliability-centered maintenance (RCM) method. We developed an improved decision model based on the Markov process. This model can obtain the optimal inspection interval and maintenance method based on the total expected cost. We used ordinal optimization for solving the optimal problem. Optimal maintenance strategies were presented by applying the developed method to the RBTS model. A B/C analysis proved that these strategies offer maximum benefit-to-cost.

Information Propagation in Social Networks with Overlapping Community Structure

  • Zhao, Narisa;Liu, Xiaojun
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.12
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    • pp.5927-5942
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    • 2017
  • Many real networks exhibit overlapping community structures. Recent studies have been performed that analyze the impact of overlapping community structure on information propagation, but few of them concerned with individual behaviors. From this point of view, we propose a Markov process model to evaluate the performance of information propagation in social networks with overlapping community structures. In addition, many individual social behaviors are combined in the model. For example, individuals may exhibit selfish behaviors, such as individual and social selfishness, and people may discard the information after they have used it. The accuracy of the model is verified by simulation. Furthermore, the numerical results show that both overlapping community structure of the network and individual behaviors have a significant impact on the outbreak size and propagation speed of the information. Additionally, the overlapping community structure of the social network can reduce the impact of selfishness on information propagation.

Machine Diagnosis and Maintenance Policy Generation Using Adaptive Decision Tree and Shortest Path Problem (적응형 의사결정 트리와 최단 경로법을 이용한 기계 진단 및 보전 정책 수립)

  • 백준걸
    • Journal of the Korean Operations Research and Management Science Society
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    • v.27 no.2
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    • pp.33-49
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    • 2002
  • CBM (Condition-Based Maintenance) has increasingly drawn attention in industry because of its many benefits. CBM Problem Is characterized as a state-dependent scheduling model that demands simultaneous maintenance actions, each for an attribute that influences on machine condition. This problem is very hard to solve within conventional Markov decision process framework. In this paper, we present an intelligent machine maintenance scheduler, for which a new incremental decision tree learning method as evolutionary system identification model and shortest path problem as schedule generation model are developed. Although our approach does not guarantee an optimal scheduling policy in mathematical viewpoint, we verified through simulation based experiment that the intelligent scheduler is capable of providing good scheduling policy that can be used in practice.