• Proceedings of the Korean Statistical Society Conference
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• 2004.11a
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• pp.123-128
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• 2004

A finite dam under $P_{\lambda,;,T}^M-policy$ is considered, where the input of water is formed by a Wiener process subject to random jumps arriving according to a Poisson process. Explicit expression is deduced for the stationary distribution of the level of water. And the long-run average cost per unit time is obtained after assigning costs to the changes of release rate, a reward to each unit of output, and a penalty which is a function of the level of water in the reservoir.

• Journal of the Institute of Electronics Engineers of Korea SC
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• v.44 no.6
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• pp.42-48
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• 2007

In x-ray imaging system, two kinds of noises are involved. First, the charge generated from the radiation interaction with the detector during exposure. Second, the signal is then added by readout electronics noise. But, x-ray images are not modeled by Gaussian noise but as the realization of a Poisson process. In this paper, we apply a new approach to remove Poisson noise from medical X-ray image in the wavelet domain, the applied methods shows more excellent results in cone-beam CT.

• Journal of Korea Society of Digital Industry and Information Management
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• v.10 no.2
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• pp.1-11
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• 2014

Software reliability in the software development process is an important issue. Software process improvement helps in finishing with reliable software product. In this field, SPC (Statistical process control) is a method of process management through application of statistical analysis, which involves and includes the defining, measuring, controlling, and improving of the processes. The proposed process involves evaluation of the parameter of the mean value function and hence the values of the mean value function at various inter failure times to develop relevant time control chart. In this paper, was proposed a control mechanism, based on time between failures observations using Rayleigh and Burr distribution property, which is based on Non Homogeneous Poisson Process (NHPP). In this study, the proposed model is reliable in terms of hazard function, because it is more efficient in this area can be used as an alternative to the existing model. Through this study, software developers are considered by the various intended functions, prior knowledge of the software to identify failure modes to feed to some extent shall be able to help.

• Journal of the Korean Statistical Society
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• v.35 no.2
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• pp.115-142
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• 2006

This paper studies the problem of option hedging when the underlying asset price process is a compound Poisson process. By adopting an asymptotic approach to let the security price converge to a continuous process, we find a closed-form hedging strategy that improves the classical Black-Scholes hedging strategy in a quadratic sense. We first show that the scaled Black-scholes hedging error has a limit in law, and that limit is decomposed into a part that can be traded away and a part that is purely unreplicable. The Black-Scholes hedging strategy is then modified by adding the replicable part of its hedging error and by adding the mean-variance hedging strategy to the nonreplicable part. Some results of simulation experiment s are also provided.

• Journal of Electrical Engineering and information Science
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• v.3 no.3
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• pp.373-384
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• 1998

This paper presents a maneuvering target model with the maneuver dynamics modeled as a jump process of Poisson-type. The jump process represents the deterministic maneuver(or pilot commands) and is described by a stochastic differential equation driven by a Poisson process taking values a set of discrete states. Employing the new maneuver model along with the noisy observations described by linear difference equations, the author has developed a new linear, recursive, unbiased minimum variance filter, which is structurally simple, computationally efficient, and hence real-time implementable. Futhermore, the proposed filter does not involve a computationally burdensome technique to compute the filter gains and corresponding covariance matrices and still be able to track effectively a fast maneuvering target. The performance of the proposed filter is assessed through the numerical results generated from the Monte-Carlo simulation.

• Journal of the Korean Statistical Society
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• v.35 no.1
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• pp.37-47
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• 2006

Recently, as a result of the growing interest in modeling stationary processes with discrete marginal distributions, several models for integer valued time series have been proposed in the literature. One of these models is the integer-valued autoregressive (INAR) models. However, when modeling with integer-valued autoregressive processes, the distributional properties of forecasts have been not yet discovered due to the difficulty in handling the Steutal Van Ham thinning operator 'o' (Steutal and van Ham, 1979). In this study, we derive the mean squared error of h-step-ahead prediction from a Poisson INAR(1) process, reflecting the effect of the variability of parameter estimates in the prediction mean squared error.

• Journal of Korea Society of Digital Industry and Information Management
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• v.8 no.2
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• pp.1-10
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• 2012

In this study, software products developed in the course of testing, software managers in the process of testing software test and test tools for effective learning effects perspective has been studied using the NHPP software. The finite failure nonhomogeneous Poisson process models presented and the life distribution applied exponential and log shaped type hazard function. Software error detection techniques known in advance, but influencing factors for considering the errors found automatically and learning factors, by prior experience, to find precisely the error factor setting up the testing manager are presented comparing the problem. As a result, the learning factor is greater than autonomous errors-detected factor that is generally efficient model could be confirmed. This paper, a failure data analysis of applying using time between failures and parameter estimation using maximum likelihood estimation method, after the efficiency of the data through trend analysis model selection were efficient using the mean square error and coefficient of determination.

• Journal of the Korean Statistical Society
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• v.28 no.1
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• pp.125-133
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• 1999

We consider a FIFO single-server queueing model in which both the arrival and service processes are modulated by the amount of work in the system. The arrival process is a non-homogeneous Poisson process(NHPP) modulated by work, that is, with an intensity that depends on the work in the system. Each customer brings a job consisting of an exponentially distributed amount of work to be processed. The server processes the work at various service rates which also depend on the work in the system. Under the stability conditions obtained by Browne and Sigman(1992) we derive the exact stationary distribution of the work W(t) and the first exit probability that the work level b is exceeded before the work level a is reached, starting from x$\in$[a, b].

• Journal of Korean Society for Quality Management
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• v.39 no.2
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• pp.170-178
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• 2011

In general, a software fault detection phenonenon is described by a software reliability model based on a nonhomogeneous Poisson process(NHPP). In this paper, we propose a software reliability growth model considering the differences of the software environments in both the testing phase and the operational phase. Also, we consider the problem of determining the optimal release time and the optimal warranty period that minimize the total expected software cost which takes account of periodic software maintenance(e.g. patch, update, etc). Finally, we analyze the sensitivity of the optimal release time and warranty period based on the fault data observed in the actual testing process.

• Communications for Statistical Applications and Methods
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• v.16 no.3
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• pp.511-518
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• 2009

We consider the problem of testing for change and estimating the unknown change-point in a sequence of time-ordered observations from the binomial and Poisson distributions. Including the likelihood ratio test, Gombay and Horvath (1990) tests are studied and the proposed change-point estimator is derived from their test statistic. A power study of tests and a comparison study of change-point estimators are done via simulation.