• Proceedings of the Korea Water Resources Association Conference
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• 2015.05a
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• pp.488-488
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• 2015

Intermittent streamflow is common phenomenon in arid and semi-arid regions. To manage water resources of intermittent streamflows, stochactic simulation data is essential; however the seasonally stochastic modeling for intermittent streamflow is a difficult task. In this study, using the periodic Markov chain model, we simulate intermittent monthly streamflow for occurrence and the periodic gamma autoregressive and copula models for amount. The copula models were tested in a previous study for the simulation of yearly streamflow, resulting in successful replication of the key and operational statistics of historical data; however, the copula models have never been tested on a monthly time scale. The intermittent models were applied to the Colorado River system in the present study. A few drawbacks of the PGAR model were identified, such as significant underestimation of minimum values on an aggregated yearly time scale and restrictions of the parameter boundaries. Conversely, the copula models do not present such drawbacks but show feasible reproduction of key and operational statistics. We concluded that the periodic Markov chain based the copula models is a practicable method to simulate intermittent monthly streamflow time series.

• Journal of the Society of Naval Architects of Korea
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• v.28 no.2
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• pp.228-240
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• 1991

Many experimental data of fatigue crack propagation show that the fatigue crack propagation process is stochastic. Therefore, the study on the crack propagation must be based on the probabilistic approach. In the present paper, fatigue crack propagation process is assumed to be a discrete Markov process and the method is developed, which can evaluate the reliability of the structural component by using Markov chain model(Unit step B-model) suggested by Bogdanoff. In this method, leak failure, plastic collapse and brittle fracture of the critical component are taken as failure modes, and the effects of initial crack distribution, periodic and non-periodic inspection on the probability of failure are considered. In this method, an equivalent load value for random loading such as wave load is used to facilitate the analysis. Finally some calculations are carried out in order to show the usefulness and the applicability of this method. And then some remarks on this method are mentioned.

• Communications for Statistical Applications and Methods
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• v.21 no.6
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• pp.513-520
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• 2014

We study numerical methods to obtain the stationary probabilities of continuous-time Markov chains whose embedded chains are periodic. The power method is applied to the balance equations of the periodic embedded Markov chains. The power method can have the convergence speed of exponential rate that is ambiguous in its application to original continuous-time Markov chains since the embedded chains are discrete-time processes. An illustrative example is presented to investigate the numerical iteration of this paper. A numerical study shows that a rapid and stable solution for stationary probabilities can be achieved regardless of periodicity and initial conditions.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.20 no.5
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• pp.1013-1019
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• 2016

This paper describes a novel Context-awareness Markov Chain Prediction (CMCP) algorithm based on movement prediction using Markov chain in Delay Tolerant Network (DTN). The existing prediction models require additional information such as a node's schedule and delivery predictability. However, network reliability is lowered when additional information is unknown. To solve this problem, we propose a CMCP model based on node behaviour movement that can predict the mobility without requiring additional information such as a node's schedule or connectivity between nodes in periodic interval node behavior. The main contribution of this paper is the definition of approximate speed and direction for prediction scheme. The prediction of node movement forwarding path is made by manipulating the transition probability matrix based on Markov chain models including buffer availability and given interval time. We present simulation results indicating that such a scheme can be beneficial effects that increased the delivery ratio and decreased the transmission delay time of predicting movement path of the node in DTN.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.36 no.2A
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• pp.139-148
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• 2011

This paper presents the minimum-cost network selection scheme which determines the transmission instance in the multi-band maritime communication system, so that the shipment-related real-time information can be transmitted within the maximum allowed period. The transmission instances and the corresponding network selection process are modeled by a Markov Decision Process (MDP), for the channel model in the 2-state Markov chain, which can be solved by stochastic dynamic programming. It derives the minimum-cost network selection rule, which can reduce the network cost significantly as compared with the straight-forward scheme with a periodic transmission.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.23 no.9A
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• pp.2305-2312
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• 1998

This paper analyzed the delay characteristics of speech packets in virtual cellular network(VCN). The probability distribution of packet delay is obtained using the markov chain model when periodic speech packets are transmitted by slotted-ALOHA protocol. The effects of probility of capture and retransmission policy on the performance were also analyzed. At first, the probability cumulative function of packet delay is calculated from the probability of capture as a function of location of mobile terminal. In order to investigate the effects of backoff delay, we defined a parameter NPr, where N is the period (frame size) of the speech packets and Pr is the retransmission probability for each speech packet. We also obtained the 1% outage delay for various frame size N.

• Journal of Biomedical Engineering Research
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• v.2 no.2
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• pp.145-150
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• 1981

In this paper, we measured the tracking response time of horizontal eye movement to the target moving according to the square waveform to investigate the predictive characteristics of the human oculomotor system. And in the experiment we used the square waves with an amplitude of 5 degree and frequencies o.1, 0.2, 0.4, 0.6, 0.8, 1.0, and 1.2 Hz. Random occurrences of the human eye movement reponse time were analyzed using a finite Markov chain process and we found the results as follows. From both the experimental and theoretical results, we found the trend showing that Predictive characteristics moved from the transient state to the steady state.

• Journal of the Korean Data and Information Science Society
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• v.20 no.6
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• pp.973-982
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• 2009

Two losing games that can be combined, either by periodic alternation or by random mixture, to form a winning game are known as Parrondo games. We consider a collective version of Parrondo games in which players are allowed to choose the game to be played by the whole ensemble in each turn. In this paper, we analyze the long-range optimization strategy for all choices of the parameters and find the expected average profit in the steady state.

• Journal of Communications and Networks
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• v.16 no.1
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• pp.81-91
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• 2014

This paper proposes hidden-node aware grouping (HAG) algorithm to enhance the performance of institute of electrical and electronics engineers (IEEE) 802.15.4 networks when they undergo either severe collisions or frequent interferences by hidden nodes. According to the degree of measured collisions and interferences, HAG algorithm dynamically transforms IEEE 802.15.4 protocol between a contention algorithm and a contention-limited one. As a way to reduce the degree of contentions, it organizes nodes into some number of groups and assigns each group an exclusive per-group time slot during which only its member nodes compete to grab the channel. To eliminate harmful disruptions by hidden nodes, especially, it identifies hidden nodes by analyzing the received signal powers that each node reports and then places them into distinct groups. For load balancing, finally it flexibly adapts each per-group time according to the periodic average collision rate of each group. This paper also extends a conventional Markov chain model of IEEE 802.15.4 by including the deferment technique and a traffic source to more accurately evaluate the throughput of HAG algorithm under both saturated and unsaturated environments. This mathematical model and corresponding simulations predict with 6%discrepancy that HAG algorithm can improve the performance of the legacy IEEE 802.15.4 protocol, for example, even by 95% in a network that contains two hidden nodes, resulting in creation of three groups.