• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2003년도 하계종합학술대회 논문집 Ⅳ
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• pp.2220-2223
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• 2003

In this paper we used Support Vector Machines(SVMs) recently proposed as the loaming method, one of Artificial Neural Network, to divide continuous speech into phonemes, an initial, medial, and final sound, and then, performed continuous speech recognition from it. Decision boundary of phoneme is determined by algorithm with maximum frequency in a short interval. Recognition process is performed by Continuous Hidden Markov Model(CHMM), and we compared it with another phoneme divided by eye-measurement. From experiment we confirmed that the method, SVMs, we proposed is more effective in an initial sound than Gaussian Mixture Models(GMMs).

• 대한산업공학회지
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• 제11권2호
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• pp.101-111
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• 1985

This study deals with problems of estimating the availability of the multi-module software systems. The result presented in this paper is an extension of our previous paper (2) entitled "A modified Markov model for the estimation of computer software performance". The extension is made by assuming that (1) the software system consists of R statistically independent software modules; (2) no failure occurrence while the process is in transition between software modules.

• Management Science and Financial Engineering
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• 제19권1호
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• pp.49-52
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• 2013

In this paper we provide a valuation formula for a variance swap with regime switching. A variance swap is a forward contract on variance, the square of realized volatility of the underlying asset. We assume that the volatility of underlying asset is governed by Markov regime-switching process with finite states. We find that the proposed model can provide ease of calculation and be superior to the models currently available.

• 한국정보전자통신기술학회논문지
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• 제10권1호
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• pp.85-94
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• 2017

본 논문에서는 동물소리 인식시스템을 위하여 최대 빈도모델 탐색 알고리즘을 고안하고 이를 이용한 소리모델을 생성하는 방법을 제안하였다. 소리모델 생성 방법은 동물종의 소리 데이터로부터 학습과정, 비터비 탐색과정 및 최대 빈도모델 탐색과정을 반복하면서 HMM(Hidden Makcov Model)모델의 구조(상태의 수와 GMM의 수)를 탐색하여 최적의 인식률을 갖는 모델집합이 생성하는 방법이다. 최대 빈도모델 탐색 알고리즘은 입력 소리 데이터를 비터비(Viterbi) 알고리즘으로 탐색하여 모델리스트를 생성하고 이 리스트 중에서 최대 빈도수의 모델을 탐색하여 최종 인식결과로 결정하는 방법이다. 알고리즘에서 소리특징으로 MFCC(Mel Frequency Cepstral Coefficient), 모델형식으로 HMM을 이용하고 C# 프로그래밍언어로 구현 하였다. 알고리즘의 성능을 평가하기 위하여 27종의 동물소리를 선정하고 실험을 하였으며 27개의 HMM 모델집합이 97.29 퍼센트의 인식률로 생성됨을 확인하였다.

• 한국멀티미디어학회논문지
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• 제13권12호
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• pp.1820-1831
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• 2010

When interacting with unknown environments, an autonomous agent needs to decide which action or action order can result in a good state and determine the transition probability based on the current state and the action taken. The traditional multiple sequential learning model requires predefined probability of the states' transition. This paper proposes a multiple sequential learning and prediction system with definition of autonomous states to enhance the automatic performance of existing AI algorithms. In sequence learning process, the sensed states are classified into several group by a set of proposed motivation filters to reduce the learning computation. In prediction process, the learning agent makes a decision based on the estimation of each state's cost to get a high payoff from the given environment. The proposed learning and prediction algorithms heightens the automatic planning of the autonomous agent for interacting with the dynamic unknown environment. This model was tested in a virtual library.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 2002년도 춘계공동학술대회
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• pp.470-475
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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.

• 한국통신학회논문지
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• 제26권10A호
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• pp.1756-1763
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• 2001

In this paper, we propose an ATM-LAN IWU(interworking unit) with threshold based dynamic bandwidth allocation scheme. We analyze a discrete-time based finite queueing model with deterministic service times in order to investigate the performance of the proposed scheme. It is known that the arrival process of IP packets is bursty. So we use an MMPP(Markov Modulated Poisson Process) to model the bursty input traffic. As performance measures, we obtain the packet loss probability and the mean packet delay. We present some numerical results to show the effects of the thresholds on the performance of the DBAS(dynamic bandwidth allocation scheme).

• Journal of applied mathematics & informatics
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• 제8권1호
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• pp.243-252
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• 2001

The points of failure of a decomposition process are defined to be the union of the points of failure from two component point processes for software reliability systems. Because sampling from the likelihood function of the decomposition model is difficulty, Gibbs Sampler can be applied in a straightforward manner. A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. For model determination, we explored the prequential conditional predictive ordinate criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. A numerical example with a simulated data set is given.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2000년도 추계학술발표회 논문집
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• pp.57-64
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• 2000

In this paper we consider a Markovian perfect debugging model for which the software failure is caused by two types of faults, one which is easily detected and the other which is difficult to detect. When a failure occurs, a perfect debugging is immediately performed and consequently one fault is reduced from fault contents. We also treat the debugging time as a variable to develop a new debugging model. Several measures, including the distribution of first passage time to the specified number of removed faults, are also obtained using the proposed debugging model, Numerical examples are provided for illustrative purposes.

• 경영과학
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• 제19권1호
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• pp.143-162
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• 2002

The concept of revenue management have been used widely In the hotel and all transportation industries, and considered as a good system for managing a perishable asset. Recently, its' application area is being increasingly expanded to service industries such as the travel, the railway, the Internet and the sport industries. Internet business can be classified into several groups according to the characteristics of the individual business. One of groups is Internet Access Servoce business which connects each users to the internet. In this paper, since internet Access Services (IAS) business has a similar property to the service Industry, we will apply a revenue management concept to It. With some modification of existing model developed by Subramanian et.al. for airlines, we suggest the revenue management model being applied to IAS business. Computational experiment shows that the Increase of the revenue Is up to 7% by appluing our model. It means our model has a potential to manage IAS business effectively.