• Title/Summary/Keyword: Random walk model

Search Result 130, Processing Time 0.038 seconds

A Study of Individual Number Process Under Continuous-Time Markov Chains (시간이 연속인 마르코프 체인하에서 개체수 과정에 관한 연구)

  • 박춘일;김명철
    • Journal of the Korean Institute of Navigation
    • /
    • v.16 no.1
    • /
    • pp.94-97
    • /
    • 1992
  • In this paper, the individual number of the future has depended not only upon the present individual number but upon the present individual age, considering the stochastic process model of individual number when the life span of each individual number and the individual age as a set, this becomes a Markovian. Therefore, in this paper the individual is treated as invariable, without depending upon the whole record of each individual since its birth. As a result, suppose {N(t), t>0} be a counting process and also suppose $Z_n$ denote the life span between the (n-1)st and the nth event of this process, (n{$geq}1$) : that is, when the first individual is established at n=1(time, 0), the Z$Z_n$ at time nth individual breaks, down. Random walk $Z_n$ is $Z_n=X_1+X_2+{\cdots}{\cdots}+X_A, Z_0=0$ So, fixed time t, the stochastic model is made up as follows ; A) Recurrence (Regeneration)number between(0.t) $N_t=max{n ; Z_n{\leq}t}$ B) Forwardrecurrence time(Excess life) $T^-I_t=Z_{Nt+1}-t$ C) Backward recurrence time(Current life) $T^-_t=t-Z_{Nt}$

  • PDF

UC Model with ARIMA Trend and Forecasting U.S. GDP (ARIMA 추세의 비관측요인 모형과 미국 GDP에 대한 예측력)

  • Lee, Young Soo
    • International Area Studies Review
    • /
    • v.21 no.4
    • /
    • pp.159-172
    • /
    • 2017
  • In a typical trend-cycle decomposition of GDP, the trend component is usually assumed to follow a random walk process. This paper considers an ARIMA trend and assesses the validity of the ARIMA trend model. I construct univariate and bivariate unobserved-components(UC) models, allowing the ARIMA trend. Estimation results using U.S. data are favorable to the ARIMA trend models. I, also, compare the forecasting performance of the UC models. Dynamic pseudo-out-of-sample forecasting exercises are implemented with recursive estimations. I find that the bivariate model outperforms the univariate model, the smoothed estimates of trend and cycle components deliver smaller forecasting errors compared to the filtered estimates, and, most importantly, allowing for the ARIMA trend can lead to statistically significant gains in forecast accuracy, providing support for the ARIMA trend model. It is worthy of notice that trend shocks play the main source of the output fluctuation if the ARIMA trend is allowed in the UC model.

Performance Evaluation of Multi-path Source Routing Protocol according to Mobility Model (이동성 모델에 따른 다중경로 소스 라우팅 프로토콜의 성능평가)

  • Kim, Su-Sun;Kim, Moon Jeong
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.16 no.8
    • /
    • pp.5559-5564
    • /
    • 2015
  • A variety of routing protocols targeted specifically at mobile ad-hoc network environments have been developed. Mobile ad-hoc network is a self-organizing temporary network, operating without the aid of any established wired infrastructure. The proposed protocol supports seamless communication services between the mobile hosts within a mobile ad-hoc network environments. In particular, our protocol makes faster route re-establishment possible by maintaining multiple paths in each mobile host, and also, the protocol provides reliable communication environments. We compare the performance of RWP model with that of LW model. This paper shows delivery ratio with single path and non-disjoint multiple path according to mobility model and node numbers.

3-D Dispersive Transport Model for Turbidity Plume induced by Dredging Operation (준설 탁도플륨의 3차원 이송확산 거동 모형)

  • Kang, See Whan;Kang, In Nam;Lee, Jung Lyul
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.26 no.5B
    • /
    • pp.557-562
    • /
    • 2006
  • In order to predict the dispersion of suspended sediment arising from dredging operation in port and navigation channel, a hybrid model for dispersive transport of turbidity plume was developed using Lee's(1998) hybrid method. Using hybrid modeling scheme advection-diffusion equation was solved by the forward particle-tracking method for advection process and by the fixed Eulerian grid method for diffusion process. To examine numerical model simulation in accuracy, the simulated results for 1-D, 2-D, and 3-D cases were compared with the analytical solutions including Kuo, et al's (1985) 3-D mathematical model. The model results were in a good agreement with the analytical solutions and mathematical model for the dispersion of turbidity plume.

Performance Evaluation of Distance-based Registration Considering Cell-by-Cell Location Area (셀 단위로 증가하는 위치영역을 고려한 거리기준 위치등록의 성능 평가)

  • Baek, Jang-Hyun;Park, Jin-Won
    • Journal of Korean Institute of Industrial Engineers
    • /
    • v.34 no.2
    • /
    • pp.151-159
    • /
    • 2008
  • An efficient location registration scheme is essential to accommodate continuously increasing mobile subscribers and to offer a variety of multimedia services with good quality. In this study, we consider a distance-based registration scheme where the number of location areas varies on the basis of cell-by-cell, not of ring-by-ring, to analyze the optimal size of the location area. Using our proposed cell-by-cell distance-based registration scheme with random walk mobility model, we analyze a variety of circumstances to obtain the optimal number of cells for location area that minimizes total signaling traffic on radio channels. From our analysis results, we show that the optimal number of cells for location area is between 4 and 6 in most cases, and our cell-by-cell distance-based location registration scheme has less signaling traffic than optimal ring-by-ring distance-based location registration scheme where optimal distance threshold is 2 (thus the optimal number of cells for location area is 7).

Improving the Performance of DR/GPS Integrated System For Land Navigation Using Sigma Point Based RHKF Filter (시그마 포인트 기반 RHKF 필터를 사용한 지상합법용 DR/GPS 결합시스템의 성능 향상)

  • Choi, Wan-Sik;Cho, Seong-Yun
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.12 no.2
    • /
    • pp.174-185
    • /
    • 2006
  • This paper describes a DR construction for land navigation and the sigma point based receding horizon Kalman FIR (SPRHKF) filter for DR/GPS hybrid navigation system. A simple DR construction is adopted to improve the performance both of the pure DR navigation and the DR/GSP hybrid navigation system. In order to overcome the flaws of the EKF, the SPKF is merged with the receding horizon strategy. This filter has several advantages over the EKF, the SPKF, and the RHKF filter. The advantages include the robustness to the system model uncertainty, the initial estimation error, temporary unknown bias, and etc. The computational burden is reduced. Especially, the proposed filter works well even in the case of exiting the unmodeled random walk of the inertial sensors, which can be occurred in the MEMS inertial sensors by temperature variation. Therefore, the SPRHKF filter can provide the navigation information with good quality in the DR/GPS hybrid navigation system for land navigation seamlessly.

Development of Image-based Fluorescence Photobleaching Technique for Measuring Macromolecule Diffusion in Biological Porous Medium (생체 다공성 매질에서 분자 확산 측정을 위한 영상 기반 형광 광표백 기법 개발)

  • Lee, Dong-Hee;Lee, Jeong-Hoon;Park, Choon-Ho;Kim, Jung-Kyung
    • Journal of the Korean Society of Visualization
    • /
    • v.7 no.1
    • /
    • pp.9-13
    • /
    • 2009
  • Fluorescence recovery after photobleaching (FRAP) has been widely used for the measurement of molecular diffusion in living cells and tissues. We developed an image-based FRAP (iFRAP) technique using a modified real-time microscope and a 488 nm Ar-ion laser. A fractional intensity curve was obtained from the time-lapse images of fluorescence recovery in the bleached spot to determine the diffusion coefficient of fluorescently labeled macromolecules in porous medium. We validated iFRAP through experiments with agar gels (0.5% and 1.5% w/v) containing FITC-Dextrans (10, 70 and 500 kDa MW). Further validation was performed by a Monte Carlo approach, where we simulated the three-dimensional random walk of macromolecules in agar gel model. Diffusion coefficients were deduced from the mean square displacement curves and showed good agreements with those measured by iFRAP.

Faraday Rotation Measure in the Large Scale Structure III

  • Akahori, Takuya;Ryu, Dong-Su
    • The Bulletin of The Korean Astronomical Society
    • /
    • v.35 no.2
    • /
    • pp.75.1-75.1
    • /
    • 2010
  • The nature and origin of the intergalactic magnetic field (IGMF) are an outstanding problem of cosmology, yet they are not well understood. Measuring Faraday rotation (RM) is one of a few promising methods to explore the IGMF. We have theoretically investigated RM using a model of the IGMF based on a MHD turbulence dynamo (Ryu et al. 2008; Cho et al. 2009). In the previous KAS meeting, we reported the results for the present-day local universe; for instance, the probability distribution function (PDF) of ${\mid}RM{\mid}$ follows the lognormal distribution, the root mean square (rms) value for filaments is ~1 rad m^{-2}, and the power spectrum peaks at ~1 h^{-1} Mpc scale. In this talk, we extend our study of RM; by stacking simulation data up to redshift z=5 and taking account of the redshift distribution of radio sources, we have reproduced an observable view of RM through filaments against background radio sources. Our findings are as follows. The inducement of RM is a random walk process, so that the rms of RM increases with increasing path length. The rms value of RM for filaments reaches several rad m^{-2}. The PDF still follows the lognormal distribution, and the power spectrum of RM peaks at less than degree scale. Our predictions of RM could be tested, for instance, with LOFAR, ASKAP, MEERKAT, and SKA.

  • PDF

Reducing Location Registration Cost in Mobile Cellular Networks

  • Seo, Ki Ho;Baek, Jang Hyun
    • ETRI Journal
    • /
    • v.37 no.6
    • /
    • pp.1087-1095
    • /
    • 2015
  • Mobility management is important in mobile cellular networks. In this study, we considered an enhanced location-based registration (ELR) method. In the ELR method, even when a mobile phone enters a cell to find that the cell is already on its list (of visited cells) and then updates its main counter, it does not remove any cells from the list (memory space permitting), which gives better performance than the location-based registration (LR) method. However, the location registration cost of the ELR method is still high, and there is a lot of room for improvement with regards to this matter. We now propose an improved version of the ELR method; namely, the improved ELR (iELR). In the iELR method, when a mobile phone enters a cell to find that the cell counter value is less than the main counter value, or when a mobile phone enters a cell to register its location, it updates the main counter and the cell counter values as much as possible to reduce the future need for registrations. We show that our proposed iELR method provides better performance than the ELR method.

The Lead-Lag Relationship between BSI and Industrial Production Index in Construction Industry (건설업 BSI와 산업생산지수 간의 선후행성)

  • Yoo, Han-Soo
    • Land and Housing Review
    • /
    • v.11 no.3
    • /
    • pp.33-37
    • /
    • 2020
  • The aim of this paper is to scrutinize the relation between Business Survey Index and Industrial Production Index in construction industry, stated in another way, the relation between CEO's expectations of future business status and real business activity in construction industry. Previous papers on this research area have been examined the relation between released BSI and released IPI. However, this paper focuses 'the relation between released BSI and the long-run component of IPI' and 'the relation between released BSI and the short-run component of IPI'. The first step is to decompose released IPI by unobserved component model. The long-run component of IPI is set up as a random walk process. And short-run component is set up as a stationary AR(1) process. The findings are as follows. First, released BSI Granger causes unidirectionally released IPI. Second, there exists one-way Granger causality from released BSI to long-run component of IPI. Third, Granger causality does not exist between released BSI and 'short-run component of IPI'. BSI increases IPI in the second or third month. These findings of this paper mean that CEO's expectations may influence industrial production in construction industry.