• Journal of Korean Institute of Industrial Engineers
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• v.21 no.4
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• pp.609-628
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• 1995

This paper presents a reliability model and a data-analytic procedure for a repairable unit subject to failures due to multiple non-identifiable causes. We regard a failure cause as a state and assume the life distribution for each cause to be exponential. Then we represent the dependency among the causes by a Markov switching model(MSM) and estimate the transition probabilities and failure rates by maximum likelihood(ML) method. The failure data are incomplete due to masked causes of failures. We propose a specific version of EM(expectation and maximization) algorithm for finding maximum likelihood estimator(MLE) under this situation. We also develop statistical procedures for determining the number of significant states and for testing independency between state transitions. Our model requires only the successive failure times of a unit to perform the statistical analysis. It works well even when the causes of failures are fully masked, which overcomes the major deficiency of competing risk models. It does not require the assumption of stationarity or independency which is essential in mixture models. The stationary probabilities of states can be easily calculated from the transition probabilities estimated in our model, so it covers mixture models in general. The results of simulations show the consistency of estimation and accuracy gradually increasing according to the difference of failure rates and the frequency of transitions among the states.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.627-641
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• 2016

In this paper, we consider a seemingly unrelated regression (SUR) model and propose a nonparametric Bayesian approach to SUR with a Dirichlet process mixture of normals for modeling an unknown error distribution. Posterior distributions are derived based on the proposed model, and the posterior inference is performed via Markov chain Monte Carlo methods based on the collapsed Gibbs sampler of a Dirichlet process mixture model. We present a simulation study to assess the performance of the model. We also apply the model to precipitation data over South Korea.

• Nuclear Engineering and Technology
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• v.16 no.3
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• pp.136-140
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• 1984

A new medal is presented in order to evaluate the risk from a nuclear facility following accidents directly combining the on-site meteorological data using the Monte Carlo Method. To estimate the radiological detriment to the surrounding population-at-large (collective dose equivalent), in this study the probability distribution of each meteorological element based upon on-site data is analyzed to generate atmospheric dispersion conditions. The random sampling is used to select the dispersion conditions at any given time of effluent releases. In this study it is considered that the meteorological conditions such as wind direction, speed and stability are mutually independent and each condition satisfies the Markov condition. As a sample study, the risk of KNU-1 following the large LOCA was calculated, The calculated collective dose equivalent in the 50 mile region population from the large LOCA with 50 percent confidence level is 2.0$\times$10$^2$ man-sievert.

• Journal of the Korea Society of Computer and Information
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• v.23 no.12
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• pp.43-48
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• 2018

In this paper, more efficient classification result could be obtained by applying the combination of the Hidden Markov Model and SVM Model to HMSV algorithm gene expression data which simulated the stochastic flow of gene data and clustering it. In this paper, we verified the HMSV algorithm that combines independently learned algorithms. To prove that this paper is superior to other papers, we tested the sensitivity and specificity of the most commonly used classification criteria. As a result, the K-means is 71% and the SOM is 68%. The proposed HMSV algorithm is 85%. These results are stable and high. It can be seen that this is better classified than using a general classification algorithm. The algorithm proposed in this paper is a stochastic modeling of the generation process of the characteristics included in the signal, and a good recognition rate can be obtained with a small amount of calculation, so it will be useful to study the relationship with diseases by showing fast and effective performance improvement with an algorithm that clusters nodes by simulating the stochastic flow of Gene Data through data mining of BigData.

• Journal of Information Processing Systems
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• v.18 no.3
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• pp.443-456
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• 2022

An efficient and reasonable resource allocation strategy can greatly improve the service quality of Internet of Vehicles (IoV). However, most of the current allocation methods have overestimation problem, and it is difficult to provide high-performance IoV network services. To solve this problem, this paper proposes a network resource allocation strategy based on deep learning network model DDQN. Firstly, the method implements the refined modeling of IoV model, including communication model, user layer computing model, edge layer offloading model, mobile model, etc., similar to the actual complex IoV application scenario. Then, the DDQN network model is used to calculate and solve the mathematical model of resource allocation. By decoupling the selection of target Q value action and the calculation of target Q value, the phenomenon of overestimation is avoided. It can provide higher-quality network services and ensure superior computing and processing performance in actual complex scenarios. Finally, simulation results show that the proposed method can maintain the network delay within 65 ms and show excellent network performance in high concurrency and complex scenes with task data volume of 500 kbits.

• Communications for Statistical Applications and Methods
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• v.30 no.2
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• pp.163-178
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• 2023

GARCH-X(1, 1) model specifies that conditional variance follows an AR(1) process and includes a past exogenous variable. This study proposes a new class from that model by allowing a more general (non-linear) variance function to follow an AR(1) process. The functions applied to the variance equation include exponential, Tukey's ladder, and Yeo-Johnson transformations. In the framework of normal and student-t distributions for return errors, the empirical analysis focuses on two stock indices data in developed countries (FTSE100 and SP500) over the daily period from January 2000 to December 2020. This study uses 10-minute realized volatility as the exogenous component. The parameters of considered models are estimated using the adaptive random walk metropolis method in the Monte Carlo Markov chain algorithm and implemented in the Matlab program. The 95% highest posterior density intervals show that the three transformations are significant for the GARCHX(1, 1) model. In general, based on the Akaike information criterion, the GARCH-X(1, 1) model that has return errors with student-t distribution and variance transformed by Tukey's ladder function provides the best data fit. In forecasting value-at-risk with the 95% confidence level, the Christoffersen's independence test suggest that non-linear models is the most suitable for modeling return data, especially model with the Tukey's ladder transformation.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2022.10a
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• pp.150-152
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• 2022

In this work, we propose a model that considers the behavior and synaptic plasticity of sensory neurons based on Liquid Time-constant Network (LTC). The neuron connection structure was experimented with four types: the increasing number of neurons, the decreasing number, the decreasing number, and the decreasing number. In this study, we experimented using a time series prediction dataset to see if the performance of the changed model improved compared to LTC. Experimental results show that the application of modeling of sensory neurons does not always bring about performance improvements, but improves performance through proper selection of learning rules depending on the type of dataset. In addition, the connective structure of neurons showed improved performance when it was less than four layers.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.18 no.1
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• pp.64-88
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• 2024

Security and reliability are the utmost importance facts in intelligent networked vehicles. Stochastic Petri Net and Z (SPZN) as an excellent formal verification tool for modeling concurrent systems, can effectively handles concurrent operations within a system, establishes relationships among components, and conducts verification and reasoning to ensure the system's safety and reliability in practical applications. However, the application of a system with numerous nodes to Petri Net often leads to the issue of state explosion. To tackle these challenges, a refinement and abstraction method based on SPZN is proposed in this paper. This approach can not only refine and abstract the Stochastic Petri Net but also establish a corresponding relationship with the Z language. In determining the implementation rate of transitions in Stochastic Petri Net, we employ the interval average and weighted average method, which significantly reduces the time and space complexity compared to alternative techniques and is suitable for expert systems at various levels. This reduction facilitates subsequent comprehensive system analysis and module analysis. Furthermore, by analyzing the properties of Markov Chain isomorphism in the case study, recommendations for minimizing system risks in the application of intelligent parking within the intelligent networked vehicle system can be put forward.

• The Transactions of the Korea Information Processing Society
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• v.7 no.8
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• pp.2484-2496
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• 2000

High speed switches have been developing to interconnect a large number of nodes. It is important to analyze the switch performance under various conditions to satisfy the requirements. Queueing analysis, in general, has the intrinsic problem of large state space dimension and complex computation. In fact, The petri net is a graphical and mathematical model. It is suitable for various applications, in particular, manufacturing systems. It can deal with parallelism, concurrence, deadlock avoidance, and asynchronism. Currently it has been applied to the performance of computer networks and protocol verifications. This paper presents a framework for modeling and analyzing ATM switch using stochastic activity networks (SANs). In this paper, we provide the ATM switch model using SANs to extend easily and an approximate analysis method to apply A TM switch models, which significantly reduce the complexity of the model solution. Cell arrival process in output-buffered Queueing A TM switch with finite buffer is modeled as Markov Modulated Poisson Process (MMPP), which is able to accurately represent real traffic and capture the characteristics of bursty traffic. We analyze the performance of the switch in terms of cell-loss ratio (CLR), mean Queue length and mean delay time. We show that the SAN model is very useful in A TM switch model in that the gates have the capability of implementing of scheduling algorithm.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.18 no.1
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• pp.57-68
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• 1993

In this paper, we describe a multiprocessor system using the HiPi bus with pended protocol and multiple cache memories, and evalute the performance of the multiprocessor system in terms of processor utilization for various cache coherence protocols. The HiPi bus is delveloped as the shared bus of TICOM II which is a main computer system to establish a nation-wide computing network in ETRI. The HiPi bus has high data transfer rate, but it doesn't allow cache-to-cache transfer. In order to evaluate the effect of cache-to-cache transfer upon the performance of system and to choose a best-performed protocol for HiPi bus, we simulate as follows: First, we analyze the performance of multiprocessor system with HiPi bus in terms of processor utilizatIOn through simulation. Each of cache coherence protocol is described by state transition diagram, and then the probability of each state is calculated by Markov steady state. The calculated probability of each state is used as input parameters of simulation, and modeling and simulation are implemented and performed by using SLAM II graphic symbols and language. Second, we propose the HiPi bus which supports cache-to-cache transfer, and analyze the performance of multiprocessor system with proposed HiPi bus in terms of processor utilization through simulation. Considered cache coherence protocols for the simulation are Write-through, Write-once, Berkely, Synapse, Illinois, Firefly, and Dragon.