• Journal of applied mathematics & informatics
• /
• v.9 no.1
• /
• pp.185-195
• /
• 2002

Previous research has shown that the flow of patients around departments of geriatric medicine and ex-patients in the community may be-modelled by the application of a mixed-exponential distribution. In this proper we considered a ave-compartment model using a continuous-time Markov process to describe the flow of patients. Using a M/ph/c queuing model, we present a way of optimizing the number of beds in order to maintain an acceptable delay probability a sufficiently low level. Finally, we constructed a Java computer simulation, using data from St George's Hospital, London.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.8 no.9
• /
• pp.3110-3125
• /
• 2014

Network coding improves TCP's performance in lossy wireless networks. However, the complex congestion window evolution of network coded TCP (TCP-NC) makes the analysis of end-to-end throughput challenging. This paper analyzes the evolutionary process of TCP-NC against lossy links. An analytic model is established by applying a two-dimensional Markov chain. With maximum window size, end-to-end erasure rate and redundancy parameter as input parameters, the analytic model can reflect window evolution and calculate end-to-end throughput of TCP-NC precisely. The key point of our model is that by the novel definition of the states of Markov chain, both the number of related states and the computation complexity are substantially reduced. Our work helps to understand the factors that affect TCP-NC's performance and lay the foundation of its optimization. Extensive simulations on NS2 show that the analytic model features fairly high accuracy.

• Transactions of the Korean Society of Machine Tool Engineers
• /
• v.13 no.2
• /
• pp.81-87
• /
• 2004

This paper deals with a new approach to tolerance optimization problems. Optimal tolerance allotment problems can be formulated as stochastic optimization problems. Most schemes to solve the stochastic optimization problems have been found to exhibit difficulties in multivariate integration of the probability density function. As a typical example of stochastic optimization the optimal tolerance allotment problem has the same difficulties. In this stochastic model, manufacturing system is represented by Gauss-Markov stochastic process and the manufacturing unit availability is characterized for realistic optimization modeling. The new algorithm performed robustly for a large deviation approximation. A significant reduction in computation time was observed compared to the results obtained in previous studies.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.15 no.4
• /
• pp.1293-1316
• /
• 2021

Using directional antennas in wireless Ad hoc networks has many superiorities, including reducing interference, extending transmission range, and increasing space division multiplexing. However, directional transmission introduces two problems: deafness and directional hidden terminals problems. We observe that these problems result in saturation throughput disparity among the competing flows in directional CSMA/CA based Ad hoc networks and bring challenges for modeling the saturation throughput of the flows. In this article, we concentrate on how to model and analyze the saturation throughput disparity of different flows in directional CSMA/CA based Ad hoc networks. We first divide the collisions occurring in the transmission process into directional instantaneous collisions and directional persistent collisions. Then we propose a four-dimensional Markov chain to analyze the transmission state for a specific node. Our model has three different kinds of processes, namely back-off process, transmission process and freezing process. Each process contains a certain amount of continuous time slots which is defined as the basic time unit of the directional CSMA/CA protocols and the time length of each slot is fixed. We characterize the collision probabilities of the node by the one-step transition probability matrix in our Markov chain model. Accordingly, we can finally deduce the saturation throughput for each directional data stream and evaluate saturation throughput disparity for a given network topology. Finally, we verify the accuracy of our model by comparing the deviation of analytical results and simulation results.

• Journal of applied mathematics & informatics
• /
• v.27 no.5_6
• /
• pp.1033-1047
• /
• 2009

In this paper, we consider a m-type risk model with Markov-modulated premium rate. A integral equation for the conditional ruin probability is obtained. A recursive inequality for the ruin probability with the stationary initial distribution and the upper bound for the ruin probability with no initial reserve are given. A system of Laplace transforms of non-ruin probabilities, given the initial environment state, is established from a system of integro-differential equations. In the two-state model, explicit formulas for non-ruin probabilities are obtained when the initial reserve is zero or when both claim size distributions belong to the $K_n$-family, n $\in$ $N^+$ One example is given with claim sizes that have exponential distributions.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.10 no.9
• /
• pp.4568-4584
• /
• 2016

Steganography based on text generation has become a hot research topic in recent years. However, current text-generation methods which generate texts of normal style have either semantic or syntactic flaws. Note that texts of special genre, such as poem, have much simpler language model, less grammar rules, and lower demand for naturalness. Motivated by this observation, in this paper, we propose a text steganography that utilizes Markov chain model to generate Ci-poetry, a classic Chinese poem style. Since all Ci poems have fixed tone patterns, the generation process is to select proper words based on a chosen tone pattern. Markov chain model can obtain a state transfer matrix which simulates the language model of Ci-poetry by learning from a given corpus. To begin with an initial word, we can hide secret message when we use the state transfer matrix to choose a next word, and iterating until the end of the whole Ci poem. Extensive experiments are conducted and both machine and human evaluation results show that our method can generate Ci-poetry with higher naturalness than former researches and achieve competitive embedding rate.

• Structural Engineering and Mechanics
• /
• v.81 no.1
• /
• pp.103-115
• /
• 2022

The prediction error variances for frequencies are usually considered as unknown in the Bayesian system identification process. However, the error variances for mode shapes are taken as known to reduce the dimension of an identification problem. The present study attempts to explore the effectiveness of Bayesian approach of model parameters updating using Markov Chain Monte Carlo (MCMC) technique considering the prediction error variances for both the frequencies and mode shapes. To remove the ergodicity of Markov Chain, the posterior distribution is obtained by Gaussian Random walk over the proposal distribution. The prior distributions of prediction error variances of modal evidences are implemented through inverse gamma distribution to assess the effectiveness of estimation of posterior values of model parameters. The issue of incomplete data that makes the problem ill-conditioned and the associated singularity problem is prudently dealt in by adopting a regularization technique. The proposed approach is demonstrated numerically by considering an eight-storey frame model with both complete and incomplete modal data sets. Further, to study the effectiveness of the proposed approach, a comparative study with regard to accuracy and computational efficacy of the proposed approach is made with the Sequential Monte Carlo approach of model parameter updating.

• Korean Journal of Cognitive Science
• /
• v.24 no.2
• /
• pp.95-109
• /
• 2013

With the rapid evolution of the personal device environment, the demand for natural language applications is increasing. This paper proposes a morpheme segmentation and part-of-speech tagging model, which provides the first step module of natural language processing for many languages; the model is designed for mobile devices with limited hardware resources. To reduce the number of morpheme candidates in morphological analysis, the proposed model uses a method that adds highly possible morpheme candidates to the original outputs of a conventional left-longest-match-preference method. To reduce the computational cost and memory usage, the proposed model uses a method that simplifies the process of calculating the observation probability of a word consisting of one or more morphemes in a conventional hidden Markov model.

• Journal of the Korean Operations Research and Management Science Society
• /
• v.16 no.1
• /
• pp.135-146
• /
• 1991

This paper shows the infinite horizon model of Partially Observable Markov Decision Process with lagged information. The lagged information is uncertain delayed observation of the process under control. Even though the optimal policy of the model exists, finding the optimal policy is very time consuming. Thus, the aim of this study is to find an .eplison.-optimal stationary policy minimizing the expected discounted total cost of the model. .EPSILON.- optimal policy is found by using a modified version of the well known policy iteration algorithm. The modification focuses to the value determination routine of the algorithm. Some properties of the approximation functions for the expected discounted cost of a stationary policy are presented. The expected discounted cost of a stationary policy is approximated based on these properties. A numerical example is also shown.

• Korean Management Science Review
• /
• v.29 no.1
• /
• pp.1-14
• /
• 2012

The goal of the multi-reservoir operation planning is to provide an optimal release plan that maximize the reservoir storage and hydropower generation while minimizing the spillages. However, the reservoir operation is difficult due to the uncertainty associated with inflows. In order to consider the uncertain inflows in the reservoir operating problem, we present a Stochastic Dynamic Programming (SDP) model based on the markov decision process (MDP). The objective of the model is to maximize the expected value of the system performance that is the weighted sum of all expected objective values. With the SDP model, multi-reservoir operating rule can be derived, and it also generates the steady state probabilities of reservoir storage and inflow as output. We applied the model to the Geum-river basin in Korea and could generate a multi-reservoir monthly operating plan that can consider the uncertainty of inflow.