• Title/Summary/Keyword: Markov process model

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Implementation of DBR System in a Serial Production Line with Three Stages (세 단계로 이루어진 직렬 생산라인에 대한 DBR(Drum-Buffer-Rope) 방식의 적용)

  • Koh, Shie-Gheun
    • Journal of Korean Institute of Industrial Engineers
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    • v.28 no.4
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    • pp.344-350
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    • 2002
  • An alternative to traditional production planning and control systems such as MRP and JIT is the drum-buffer-rope(DBR). Using the DBR system, companies can achieve a large reduction of work-in-process (WIP) and finished-goods inventories (FGI), significant improvement in scheduling performance, and substantial earnings increase. The purpose of this paper is to analyze the effect of the DBR system in a serial production line. Using Markov process, we modeled a DBR system with three stages. For the model developed, we analyze the system characteristics and then present an optimization model for system design. The system performance is also analyzed through sensitivity analysis.

Adaptive Algorithms for Bayesian Spectrum Sensing Based on Markov Model

  • Peng, Shengliang;Gao, Renyang;Zheng, Weibin;Lei, Kejun
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.12 no.7
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    • pp.3095-3111
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    • 2018
  • Spectrum sensing (SS) is one of the fundamental tasks for cognitive radio. In SS, decisions can be made via comparing the test statistics with a threshold. Conventional adaptive algorithms for SS usually adjust their thresholds according to the radio environment. This paper concentrates on the issue of adaptive SS whose threshold is adjusted based on the Markovian behavior of primary user (PU). Moreover, Bayesian cost is adopted as the performance metric to achieve a trade-off between false alarm and missed detection probabilities. Two novel adaptive algorithms, including Markov Bayesian energy detection (MBED) algorithm and IMBED (improved MBED) algorithm, are proposed. Both algorithms model the behavior of PU as a two-state Markov process, with which their thresholds are adaptively adjusted according to the detection results at previous slots. Compared with the existing Bayesian energy detection (BED) algorithm, MBED algorithm can achieve lower Bayesian cost, especially in high signal-to-noise ratio (SNR) regime. Furthermore, it has the advantage of low computational complexity. IMBED algorithm is proposed to alleviate the side effects of detection errors at previous slots. It can reduce Bayesian cost more significantly and in a wider SNR region. Simulation results are provided to illustrate the effectiveness and efficiencies of both algorithms.

A Method for Group Mobility Model Construction and Model Representation from Positioning Data Set Using GPGPU (GPGPU에 기반하는 위치 정보 집합에서 집단 이동성 모델의 도출 기법과 그 표현 기법)

  • Song, Ha Yoon;Kim, Dong Yup
    • KIPS Transactions on Software and Data Engineering
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    • v.6 no.3
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    • pp.141-148
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    • 2017
  • The current advancement of mobile devices enables users to collect a sequence of user positions by use of the positioning technology and thus the related research regarding positioning or location information are quite arising. An individual mobility model based on positioning data and time data are already established while group mobility model is not done yet. In this research, group mobility model, an extension of individual mobility model, and the process of establishment of group mobility model will be studied. Based on the previous research of group mobility model from two individual mobility model, a group mobility model with more than two individual model has been established and the transition pattern of the model is represented by Markov chain. In consideration of real application, the computing time to establish group mobility mode from huge positioning data has been drastically improved by use of GPGPU comparing to the use of traditional multicore systems.

On the Bayesian Statistical Inference (베이지안 통계 추론)

  • Lee, Ho-Suk
    • Proceedings of the Korean Information Science Society Conference
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    • 2007.06c
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    • pp.263-266
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    • 2007
  • This paper discusses the Bayesian statistical inference. This paper discusses the Bayesian inference, MCMC (Markov Chain Monte Carlo) integration, MCMC method, Metropolis-Hastings algorithm, Gibbs sampling, Maximum likelihood estimation, Expectation Maximization algorithm, missing data processing, and BMA (Bayesian Model Averaging). The Bayesian statistical inference is used to process a large amount of data in the areas of biology, medicine, bioengineering, science and engineering, and general data analysis and processing, and provides the important method to draw the optimal inference result. Lastly, this paper discusses the method of principal component analysis. The PCA method is also used for data analysis and inference.

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A Study on the Simulation of Daily Precipitation Using Multivariate Kernel Density Estimation (다변량 핵밀도 추정법을 이용한 일강수량 모의에 대한 연구)

  • Cha, Young-Il;Moon, Young-Il
    • Journal of Korea Water Resources Association
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    • v.38 no.8 s.157
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    • pp.595-604
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    • 2005
  • Precipitation simulation for making the data size larger is an important task for hydrologic analysis. The simulation can be divided into two major categories which are the parametric and nonparametric methods. Also, precipitation simulation depends on time intervals such as daily or hourly rainfall simulations. So far, Markov model is the most favored method for daily precipitation simulation. However, most models are consist of state transition probability by using the homogeneous Markov chain model. In order to make a state vector, the small size of data brings difficulties, and also the assumption of homogeneousness among the state vector in a month causes problems. In other words, the process of daily precipitation mechanism is nonstationary. In order to overcome these problems, this paper focused on the nonparametric method by using uni-variate and multi-variate when simulating a precipitation instead of currently used parametric method.

Semiparametric Inference for a Multistate Stochastic Survival Model

  • Sung Chil Yeo
    • Communications for Statistical Applications and Methods
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    • v.5 no.1
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    • pp.239-263
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    • 1998
  • In this paper, we consider a multistate survival model which incorporates covariates and contains two illness states and two death states. The underlying stochastic process is assumed to follow nonhomogeneous Markov process. The estimates of survival, transition and competing risks probabilities are given via the methods of partial likelihood and nonparametric maximum likelihood. Our discussion is based on the statistical theory of counting process. An illustration is given to the data of patients in a heart transplant program. The goodness of fit procedures are also discussed to check the adequacy of the model.

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Stochastic Simple Hydrologic Partitioning Model Associated with Markov Chain Monte Carlo and Ensemble Kalman Filter (마코프 체인 몬테카를로 및 앙상블 칼만필터와 연계된 추계학적 단순 수문분할모형)

  • Choi, Jeonghyeon;Lee, Okjeong;Won, Jeongeun;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.36 no.5
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    • pp.353-363
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    • 2020
  • Hydrologic models can be classified into two types: those for understanding physical processes and those for predicting hydrologic quantities. This study deals with how to use the model to predict today's stream flow based on the system's knowledge of yesterday's state and the model parameters. In this regard, for the model to generate accurate predictions, the uncertainty of the parameters and appropriate estimates of the state variables are required. In this study, a relatively simple hydrologic partitioning model is proposed that can explicitly implement the hydrologic partitioning process, and the posterior distribution of the parameters of the proposed model is estimated using the Markov chain Monte Carlo approach. Further, the application method of the ensemble Kalman filter is proposed for updating the normalized soil moisture, which is the state variable of the model, by linking the information on the posterior distribution of the parameters and by assimilating the observed steam flow data. The stochastically and recursively estimated stream flows using the data assimilation technique revealed better representation of the observed data than the stream flows predicted using the deterministic model. Therefore, the ensemble Kalman filter in conjunction with the Markov chain Monte Carlo approach could be a reliable and effective method for forecasting daily stream flow, and it could also be a suitable method for routinely updating and monitoring the watershed-averaged soil moisture.

Modeling and Analysis of Multi-type Failures in Wireless Body Area Networks with Semi-Markov Model (무선 신체 망에서 세미-마르코프 모델을 이용한 다중 오류에 대한 모델링 및 분석)

  • Wang, Song;Chun, Seung-Man;Park, Jong-Tae
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.34 no.9B
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    • pp.867-875
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    • 2009
  • The reliability of wireless body area networks is an important research issue since it may jeopardize the vital human life, unless managed properly. In this article, a new modeling and analysis of node misbehaviors in wireless body area networks is presented, in the presence of multi-type failures. First, the nodes are classified into types in accordance with routing capability. Then, the node behavior in the presence of failures such as energy exhaustion and/or malicious attacks has been modeled using a novel Semi-Markov process. The proposed model is very useful in analyzing reliability of WBANs in the presence of multi-type failures.

On the Analysis of DS/CDMA Multi-hop Packet Radio Network with Auxiliary Markov Transient Matrix. (보조 Markov 천이행렬을 이용한 DS/CDMA 다중도약 패킷무선망 분석)

  • 이정재
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.19 no.5
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    • pp.805-814
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    • 1994
  • In this paper, we introduce a new method which is available for analyzing the throughput of the packet radio network by using the auxiliary Markov transient matrix with a failure state and a success state. And we consider the effect of symbol error for the network state(X, R) consisted of the number of transmitting PRU X and receiving PRU R. We examine the packet radio network of a continuous time Markov chain model, and the direct sequence binary phase shift keying CDMA radio channel with hard decision Viterbi decoding and bit-by-bit changing spreading code. For the unslotted distributed multi-hop packet radio network, we assume that the packet error due to a symbol error of radio channel has Poisson process, and the time period of an error occurrence is exponentially distributed. Through the throughputs which are found as a function of radio channel parameters, such as the received signal to noise ratio and chips of spreading code per symbol, and of network parameters, such as the number of PRU and offered traffic rate, it is shown that this composite analysis enables us to combine the Markovian packet radio network model with a coded DS/BPSK CDMA radio channel.

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Optimization of Radiation Protection Using Markov Model (마코프 모델을 이용한 방사선 방어의 최적화)

  • Chung, Jin-Yop;Lee, Kun-Jai
    • Journal of Radiation Protection and Research
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    • v.14 no.2
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    • pp.1-9
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    • 1989
  • An analytic method for quantitative comparisions between the alternatives for radiation protection optimization is required to aid the decision making process. This paper introduces the dynamic Markov model to evaluate the effect of inservice inspection, testing, and repair activities of the plant on radiation protection. In the example to put the Markov model into practice, the steam generator inspection intervals which minimize expected cost and total exposure dose were determined using the data for Kori-2 unit and foreign plants. The results show that the effect of the radiation exposure on the steam generator inspection interval is determined by the cost rather than the radiation exposure. The Markov model used in the example can be applied easily to the domestic NPPs by replenishing the data and also can be used in evaluating the comparative priority between various alternatives for radiation protection optimization.

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