• 제목/요약/키워드: Markov process model

검색결과 368건 처리시간 0.023초

A Statistical Model for Severe Acute Respiratory Syndrome

  • Hong, Yeon-Woong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제14권3호
    • /
    • pp.615-622
    • /
    • 2003
  • The severe acute respiratory syndrome(SARS) is a novel infectious disease with global impact. The rapid worldwide spread of SARS has led to 30 countries reporting cases of July 13, 2003. In this paper, we develop a statistical model for SARS-caused-death data under some assumptions. The model developed is a continuous time Markov process with a constant intensity for each stage.

  • PDF

Two-Dimensional POMDP-Based Opportunistic Spectrum Access in Time-Varying Environment with Fading Channels

  • Wang, Yumeng;Xu, Yuhua;Shen, Liang;Xu, Chenglong;Cheng, Yunpeng
    • Journal of Communications and Networks
    • /
    • 제16권2호
    • /
    • pp.217-226
    • /
    • 2014
  • In this research, we study the problem of opportunistic spectrum access (OSA) in a time-varying environment with fading channels, where the channel state is characterized by both channel quality and the occupancy of primary users (PUs). First, a finite-state Markov channel model is introduced to represent a fading channel. Second, by probing channel quality and exploring the activities of PUs jointly, a two-dimensional partially observable Markov decision process framework is proposed for OSA. In addition, a greedy strategy is designed, where a secondary user selects a channel that has the best-expected data transmission rate to maximize the instantaneous reward in the current slot. Compared with the optimal strategy that considers future reward, the greedy strategy brings low complexity and relatively ideal performance. Meanwhile, the spectrum sensing error that causes the collision between a PU and a secondary user (SU) is also discussed. Furthermore, we analyze the multiuser situation in which the proposed single-user strategy is adopted by every SU compared with the previous one. By observing the simulation results, the proposed strategy attains a larger throughput than the previous works under various parameter configurations.

압력안전밸브의 부분적 종속 이중 고장상태 모델링 (Modeling Partially Dependent Double Failure States of Pressure Safety Valves)

  • 최수형
    • 한국가스학회지
    • /
    • 제22권6호
    • /
    • pp.40-43
    • /
    • 2018
  • 압력안전밸브의 열림고장과 닫힘고장은 서로 부분적으로 종속되어있다. 본 연구에서는 마르코프 프로세스 모델과 Weibull 분포 모델을 이용하여 두 가지 고장에 대한 신뢰성 모델을 구축하는 방법을 제안한다. 압력안전 밸브 모델은 알려진 열림고장 모델, 유도된 닫힘고장 모델, 최근 보고된 점검결과를 재현하는 동시고장 모델로부터 얻어진다. 제안된 방법은 부분적으로 종속된 다중 고장상태를 갖는 다양한 시스템의 정량적 위험성 평가로 확대 적용할 수 있을 것으로 기대된다.

마코프체인 과정을 이용한 1/4ton 기동장비의 대체소요량 결정 (The Determination of Replacement Requirements for 1/4ton Truck by Using Markov Chain Process)

  • 이순기;민계료
    • 한국국방경영분석학회지
    • /
    • 제17권1호
    • /
    • pp.1-24
    • /
    • 1991
  • This report concerns the study of deciding replacement requirements for 1/4ton truck in Korea. Two causes of replacement, accidental loss and wearout are considered in the replacement requirements model which was developed in Defence Logistics Agency. The model represents the state of 1/4 ton truck inventory over time as a finite Markov chain process. An accidental loss rate, yearly usage rates. wearout rates are used in conjuction with the current mileage distribution of the inventory to forecast replacement requirements in future time periods.

  • PDF

Bayesian Model for Cost Estimation of Construction Projects

  • Kim, Sang-Yon
    • 한국건축시공학회지
    • /
    • 제11권1호
    • /
    • pp.91-99
    • /
    • 2011
  • Bayesian network is a form of probabilistic graphical model. It incorporates human reasoning to deal with sparse data availability and to determine the probabilities of uncertain cases. In this research, bayesian network is adopted to model the problem of construction project cost. General information, time, cost, and material, the four main factors dominating the characteristic of construction costs, are incorporated into the model. This research presents verify a model that were conducted to illustrate the functionality and application of a decision support system for predicting the costs. The Markov Chain Monte Carlo (MCMC) method is applied to estimate parameter distributions. Furthermore, it is shown that not all the parameters are normally distributed. In addition, cost estimates based on the Gibbs output is performed. It can enhance the decision the decision-making process.

일반적인 큐잉네트워크에서의 체류시간분포의 근사화 (An approximation method for sojourn time distributions in general queueing netowkrs)

  • 윤복식
    • 한국경영과학회지
    • /
    • 제19권3호
    • /
    • pp.93-109
    • /
    • 1994
  • Even though sojourn time distributions are essential information in analyzing queueing networks, there are few methods to compute them accurately in non-product form queueing networks. In this study, we model the location process of a typical customer as a GMPH semi-Markov chain and develop computationally useful formula for the transition function and the first-passage time distribution in the GMPH semi-Markov chain. We use the formula to develop an effcient method for approximating sojourn time distributions in the non-product form queueing networks under quite general situation. We demonstrate its validity through numerical examples.

  • PDF

ANALYSIS OF AN MMPP/G/1/K FINITE QUEUE WITH TWO-LEVEL THRESHOLD OVERLOAD CONTROL

  • Lee, Eye-Min;Jeon, Jong-Woo
    • 대한수학회논문집
    • /
    • 제14권4호
    • /
    • pp.805-814
    • /
    • 1999
  • We consider an MMPP/G/1/K finite queue with two-level threshold overload control. This model has frequently arisen in the design of the integrated communication systems which support a wide range applications having various Quality of Service(QoS) requirements. Through the supplementary variable method, se derive the queue length distribution.

  • PDF

Markov 종속(從屬) 생산(生産) 공정(工程)에서의 경제적(經濟的) 샘플링 검사(檢査) 계획(計劃) (Economic Sampling Inspection Plan for Markov Dependent Production Processes)

  • 유정상;황의철
    • 품질경영학회지
    • /
    • 제21권1호
    • /
    • pp.65-77
    • /
    • 1993
  • Often in a production process, the quality of items is serially dependent. We assume that the quality of items is an attribute which can be classified as good or bad with a Markovian dependence structure. In order to determine sampling inspection plan characteristics such as total inspection cost and average outgoing quality, we design an economic model and illustrate an efficient procedure for design of best inspection plan using graphs based on numerical calculations.

  • PDF

동시공학 환경에서 자원제약이 있는 프로세스 모델의 성능분석에 관한 연구 (A Study on the Performance Analysis of Process Model with Resource Constraints in Concurrent Engineering Environment)

  • 강동진;이상용;유왕진;정용식
    • 산업경영시스템학회지
    • /
    • 제22권51호
    • /
    • pp.231-240
    • /
    • 1999
  • A major concern in Concurrent Engineering is the control and management of workload in a period of process. As a general rule, leveling the peak of workload in certain period is difficult because concurrent processing is comprised of various processes, including overlapping, paralleling looping and so on. Therefore, the workload management with resource constraints is so beneficial that effective methods to analyze design process are momentous. This study presents the Timed Petri Nets approach of precedence logic networks, and provides an alternative for users to analyze constraint processes to resolve conflicts of resources. Another approach to Continuous Time Markov Chain using Stochastic Petri Nets is also proposed. These approaches are expected to facilitate resolving resource constrained scheduling problems more systematically in Concurrent Engineering environment.

  • PDF

확률적모델을 이용한 피로균열성장의 손상과정에 관한 연구 (A study on the damage process of fatigue crack growth using the stochastic model)

  • 이원석;조규승;이현우
    • 한국정밀공학회지
    • /
    • 제13권10호
    • /
    • pp.130-138
    • /
    • 1996
  • In general, the scattler is observed in fatigue test data due to the nonhomogeneity of a material. Consequently. It is necessary to use the statistical method to describe the fatigue crack growth process precisely. Bogdanoff and Kozin suggested and developed the B-model which is the probabilistic models of cumulative damage using the Markov process in order to describe the damage process. But the B-model uses only constant probability ratior(r), so it is not consistent with the actual damage process. In this study, the r-decreasing model using a monotonic decreasing function is introduced to improve the B-model. To verify the model, thest data of fatigue crack growth of A12024-T351 and A17075-T651 are used. Compared with the empirical distribution of test data, the distribution from the r-decreasing model is satisfactory and damage process is well described from the probabilistic and physical viewpoint.

  • PDF