• 제목/요약/키워드: Markov process model

검색결과 369건 처리시간 0.021초

생산공정의 형태가 AOQ에 미치는 영향 (The Effect on AOQ in CSP-1 by a Type of Production Process)

  • 주용준;강경식;김창은
    • 품질경영학회지
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    • 제20권2호
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    • pp.55-66
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    • 1992
  • The sampling plan CSP-1 for continuous production was first proposed by Dodge in 1943. Continuous production refers to products which are flowing past the inspection station such as products moving on a conveyor belt. One important measure of the effectiveness of a CSP is the average outgoing quality(AOQ). A concept for a short run of production length time, denoted by AOQ(t), is provided. The assumption of a s-independence in CSP-1 is unrealistic. It is possible to relax the assumption of a s-independence. The need for Markov model in a continuous production process can be discussed in this paper. The Markov and renewal theory are used to describe the property of AOQ in CSP-1.

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Utilization Model for HCCA EDCA Mixed Mode in IEEE 802.11e

  • Kuan, Cheng;Dimyati, Kaharudin
    • ETRI Journal
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    • 제29권6호
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    • pp.829-831
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    • 2007
  • This letter proposes an analytical model to characterize medium utilization in IEEE 802.11e operating in HCCA-EDCA mixed mode (HEMM). In contrast to existing works which model the backoff process in individual stations, we consider the channel occupancy pattern. Additionally, our work considers the operation of HEMM, which is not widely documented. We show that the proposed model accurately characterizes medium utilization with no more than 5% error.

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국면전환 임계 자기회귀 분석을 위한 베이지안 방법 비교연구 (A Comparison Study of Bayesian Methods for a Threshold Autoregressive Model with Regime-Switching)

  • 노태영;조성일;이령화
    • 응용통계연구
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    • 제27권6호
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    • pp.1049-1068
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    • 2014
  • 자기회귀 모형(autoregressive model)은 일변량(univaraite) 시계열자료의 분석에서 널리 사용되는 방법 중 하나이다. 그러나 이 방법은 자료에 일정한 추세가 있다고 가정하기 때문에 자료에 분절(structural break)이 존재할 때 적절하지 않을 수 있다. 이러한 문제점을 해결하기 위한 방법으로 국면전환(regime-switching) 모형인 임계자기회귀 모형(threshold autoregressive model)이 제안되었는데 최근 지연 모수(delay parameter)을 포함한 이 국면전환(two regime-switching) 모형으로 확장되어 많은 연구가 활발히 진행되고 있다. 본 논문에서는 이 국면전환 임계자기회귀 모형을 베이지안(Bayesian) 관점에서 살펴본다. 베이지안 분석을 위해 모수적 임계자기 회귀 모형 뿐만 아니라 디리슐레 과정(Dirichlet Process) 사전분포를 이용하는 비모수적 임계자기 회귀 모형을 고려하도록 한다. 두 가지 베이지안 임계자기 회귀 모형을 바탕으로 사후분포를 유도하고 마코프 체인 몬테 카를로(Markov chain Monte Carlo) 방법을 통해 사후추론을 실시한다. 모형 간의 성능을 비교하기 위해 모의실험을 통한 자료 분석을 고려하고, 더 나아가 한국과 미국의 국내 총생산(Gross Domestic Product)에 대한 실증적 자료 분석을 실시한다.

최적생산시기 결정을 위한 의사결정전략 : 추계적 과정과 순현재가치 접근 (The Decision Making Strategy for Determining the Optimal Production Time : A Stochastic Process and NPV Approach)

  • 최종두
    • 한국경영과학회지
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    • 제32권1호
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    • pp.147-160
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    • 2007
  • In this paper, the optimal decision making strategy for resource management is viewed in terms of a combined strategy of planting and producing time. A model which can be used to determine the optimal management strategy is developed, and focuses on how to design the operation of a Markov chain so as to optimize its performance. This study estimated a dynamic stochastic model to compare alternative production style and used the net present value of returns to evaluate the scenarios. The managers in this study may be able to increase economic returns by delaying produce in order to market larder, more valuable commodities.

가산잡음환경에서 강인음성인식을 위한 은닉 마르코프 모델 기반 손실 특징 복원 (HMM-based missing feature reconstruction for robust speech recognition in additive noise environments)

  • 조지원;박형민
    • 말소리와 음성과학
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    • 제6권4호
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    • pp.127-132
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    • 2014
  • This paper describes a robust speech recognition technique by reconstructing spectral components mismatched with a training environment. Although the cluster-based reconstruction method can compensate the unreliable components from reliable components in the same spectral vector by assuming an independent, identically distributed Gaussian-mixture process of training spectral vectors, the presented method exploits the temporal dependency of speech to reconstruct the components by introducing a hidden-Markov-model prior which incorporates an internal state transition plausible for an observed spectral vector sequence. The experimental results indicate that the described method can provide temporally consistent reconstruction and further improve recognition performance on average compared to the conventional method.

센서 정보를 활용한 스마트폰 모션 인식 (Motion Recognition of Smartphone using Sensor Data)

  • 이용철;이칠우
    • 한국멀티미디어학회논문지
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    • 제17권12호
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    • pp.1437-1445
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    • 2014
  • A smartphone has very limited input methods regardless of its various functions. In this respect, it is one alternative that sensor motion recognition can make intuitive and various user interface. In this paper, we recognize user's motion using acceleration sensor, magnetic field sensor, and gyro sensor in smartphone. We try to reduce sensing error by gradient descent algorithm because in single sensor it is hard to obtain correct data. And we apply vector quantization by conversion of rotation displacement to spherical coordinate system for elevated recognition rate and recognition of small motion. After vector quantization process, we recognize motion using HMM(Hidden Markov Model).

The MMAP/M/c System with Heterogeneous Servers and Retrial

  • Kim Che Soong;Kim Ji Seung
    • 한국품질경영학회:학술대회논문집
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    • 한국품질경영학회 2004년도 품질경영모델을 통한 가치 창출
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    • pp.499-502
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    • 2004
  • Multi-server Markovian retrial model with heterogeneous servers is analyzed. Arriving customers constitute the MMAP(Marked Markovian Arrival Process). Distribution of the primary customers among the servers is performed randomly depending on the type of a customer and the number of the server. Customers from the orbit have the exponential service time distribution with a parameter depending on the server only. The choice of the server for a retrial is made randomly as well. Multidimensional continuous time Markov chain describing operation of the model is investigated by means of reducing to asymptotically quasi-toeplitz Markov chaius.

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QUEUEING ANALYSIS FOR TRAFFIC CONTROL WITH COMBINED CONTROL OF DYNAMIC MMPP ARRIVALS AND TOKEN RATES

  • Choi, Doo Il
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제17권2호
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    • pp.103-113
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    • 2013
  • We analyze the queueing model for leaky bucket (LB) scheme with dynamic arrivals and token rates. In other words, in our LB scheme the arrivals and token rates are changed according to the buffer occupancy. In telecommunication networks, the LB scheme has been used as a policing function to prevent congestion. By considering bursty and correlated properties of input traffic, the arrivals are assumed to follow a Markov-modulated Poisson process (MMPP). We derive the distribution of system state, and obtain the loss probability and the mean waiting time. The analysis is done by using the embedded Markov chain and supplementary variable method. We also present some numerical examples to show the effect of our proposed model.

Performance Evaluation of the VoIP Services of the Cognitive Radio System, Based on DTMC

  • Habiba, Ummy;Islam, Md. Imdadul;Amin, M.R.
    • Journal of Information Processing Systems
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    • 제10권1호
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    • pp.119-131
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    • 2014
  • In recent literature on traffic scheduling, the combination of the two-dimensional discrete-time Markov chain (DTMC) and the Markov modulated Poisson process (MMPP) is used to analyze the capacity of VoIP traffic in the cognitive radio system. The performance of the cognitive radio system solely depends on the accuracy of spectrum sensing techniques, the minimization of false alarms, and the scheduling of traffic channels. In this paper, we only emphasize the scheduling of traffic channels (i.e., traffic handling techniques for the primary user [PU] and the secondary user [SU]). We consider the following three different traffic models: the cross-layer analytical model, M/G/1(m) traffic, and the IEEE 802.16e/m scheduling approach to evaluate the performance of the VoIP services of the cognitive radio system from the context of blocking probability and throughput.

혼합수리 과정을 고려한 소프트웨어성능 평가 모형 (A Software Performance Evaluation Model with Mixed Debugging Process)

  • 장규범;이종형
    • Communications for Statistical Applications and Methods
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    • 제18권6호
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    • pp.741-750
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    • 2011
  • 본 논문에서는 소프트웨어의 고장수리 과정 중 완전 수리와 불완전 수리를 모두 고려하는 혼합수리 모형을 제안하려고 한다. 이를 위해 소프트웨어가 가지고 있는 전체 결함의 유형을 고치기 쉬운 결함 유형과 고치기 어려운 결함 유형으로 나누고, 고치기 쉬운 결함의 경우에서는 수리 과정 중 결함을 완전하게 고친다고 가정한다. 또한 고치기 어려운 결함 유형은 완전 또는 불완전 수리가 가능하도록 가정하며, 이러한 가정과 마코프 과정(Markov process)하에서 소프트웨어 성능 평가를 위한 측도 중에 하나인 소프트웨어 가용성(software availability)을 제시하고자 한다.