• Title/Summary/Keyword: markov chain

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Bayesian Analysis for a Functional Regression Model with Truncated Errors in Variables

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.31 no.1
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    • pp.77-91
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    • 2002
  • This paper considers a functional regression model with truncated errors in explanatory variables. We show that the ordinary least squares (OLS) estimators produce bias in regression parameter estimates under misspecified models with ignored errors in the explanatory variable measurements, and then propose methods for analyzing the functional model. Fully parametric frequentist approaches for analyzing the model are intractable and thus Bayesian methods are pursued using a Markov chain Monte Carlo (MCMC) sampling based approach. Necessary theories involved in modeling and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed methods.

Comparisons of the Modified Skip-Lot Sampling Inspection Plans

  • Yang, Chang-Soo;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1183-1189
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    • 2008
  • The general formulas of the operating characteristic(OC) function, average sample number(ASN) and average outgoing quality(AOQ) for the modified n-level skip-lot sampling plan(MMSkSP2) were derived using Markov chain properties by Cho(2008). In this paper, the OC curve, ASN and AOQ of a reference plan, modified two-level, three-level and five-level skip-lot sampling plans are compared.

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Modeling, Analysis of Flexible Manufacturing System by Petri Nets (유연제조시스템을 Petri Nets으로 구현하고, 결과를 다른 시뮬레이션과 비교, 검토)

  • Lee, Jong-Hwan
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.28 no.3
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    • pp.36-41
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    • 2005
  • 페트리 네트(Petri Nets)는 이산 사건 시스템을 모델링할 수 있는 그래픽하고, 수학적인 도구이다. 본 연구는 유연제조 시스템을 확률적인 페트리 네트(Stochastic Petri Nets)중의 하나인 임베디드 마코프 체인(Embeded Markov Chain)에 도입하고, 임베디드 마코프 체인의 방법 중에 하나인 일반화된 확률적 페트리 네트(Generalized Stochastic Perti Nets)에 적용시켰다. 그리고 결과치의 정확성을 알아내기 위하여, 페트리 네트 시뮬레이션과 아레나를 사용하여 실행하였다.

STOPPING TIMES IN THE GAME ROCK-PAPER-SCISSORS

  • Jeong, Kyeonghoon;Yoo, Hyun Jae
    • Bulletin of the Korean Mathematical Society
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    • v.56 no.6
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    • pp.1497-1510
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    • 2019
  • In this paper we compute the stopping times in the game Rock-Paper-Scissors. By exploiting the recurrence relation we compute the mean values of stopping times. On the other hand, by constructing a transition matrix for a Markov chain associated with the game, we get also the distribution of the stopping times and thereby we compute the mean stopping times again. Then we show that the mean stopping times increase exponentially fast as the number of the participants increases.

FSM State Assignment for Low Power Dissipation Based on Markov Chain Model (Markov 확률모델을 이용한 저전력 상태할당 알고리즘)

  • Kim, Jong-Su
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • v.38 no.2
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    • pp.137-144
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    • 2001
  • In this paper, a state assignment algorithm was proposed to reduce power consumption in control-flow oriented finite state machines. The Markov chain model is used to reduce the switching activities, which closely relate with dynamic power dissipation in VLSI circuits. Based on the Markov probabilistic description model of finite state machines, the hamming distance between the codes of neighbor states was minimized. To express the switching activities, the cost function, which also accounts for the structure of a machine, is used. The proposed state assignment algorithm is tested with Logic Synthesis Benchmarks, and reduced the cost up to 57.42% compared to the Lakshmikant's algorithm.

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The Minimum-cost Network Selection Scheme to Guarantee the Periodic Transmission Opportunity in the Multi-band Maritime Communication System (멀티밴드 해양통신망에서 전송주기를 보장하는 최소 비용의 망 선택 기법)

  • Cho, Ku-Min;Yun, Chang-Ho;Kang, Chung-G
    • 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.

Content-based Image Retrieval using an Improved Chain Code and Hidden Markov Model (개선된 chain code와 HMM을 이용한 내용기반 영상검색)

  • 조완현;이승희;박순영;박종현
    • Proceedings of the IEEK Conference
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    • 2000.09a
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    • pp.375-378
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    • 2000
  • In this paper, we propose a novo] content-based image retrieval system using both Hidden Markov Model(HMM) and an improved chain code. The Gaussian Mixture Model(GMM) is applied to statistically model a color information of the image, and Deterministic Annealing EM(DAEM) algorithm is employed to estimate the parameters of GMM. This result is used to segment the given image. We use an improved chain code, which is invariant to rotation, translation and scale, to extract the feature vectors of the shape for each image in the database. These are stored together in the database with each HMM whose parameters (A, B, $\pi$) are estimated by Baum-Welch algorithm. With respect to feature vector obtained in the same way from the query image, a occurring probability of each image is computed by using the forward algorithm of HMM. We use these probabilities for the image retrieval and present the highest similarity images based on these probabilities.

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Parametric Sensitivity Analysis of Markov Process Based RAM Model (Markov Process 기반 RAM 모델에 대한 파라미터 민감도 분석)

  • Kim, Yeong Seok;Hur, Jang Wook
    • Journal of the Korean Society of Systems Engineering
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    • v.14 no.1
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    • pp.44-51
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    • 2018
  • The purpose of RAM analysis in weapon systems is to reduce life cycle costs, along with improving combat readiness by meeting RAM target value. We analyzed the sensitivity of the RAM analysis parameters to the use of the operating system by using the Markov Process based model (MPS, Markov Process Simulation) developed for RAM analysis. A Markov process-based RAM analysis model was developed to analyze the sensitivity of parameters (MTBF, MTTR and ALDT) to the utility of the 81mm mortar. The time required for the application to reach the steady state is about 15,000H, which is about 2 years, and the sensitivity of the parameter is highest for ALDT. In order to improve combat readiness, there is a need for continuous improvement in ALDT.

On the Characteristics of Probability and Periodicity for the Daily Precipitaty Occureonce in Korea (우리나라 일별 강수발생의 확률과 주기성의 특성)

  • Moon, Sung-Euii;Kim, Baek-Jo;Ha, Chang-Hwan
    • Journal of Environmental Science International
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    • v.6 no.2
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    • pp.95-106
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    • 1997
  • The characteristics on the transtion probabilities and periodicity for the daily precipitation occurrence in Korean peninsula are investigated by applying the Markov chain properties to daily precipitation occurrence. In order to examine the responses of Markov Chain properties to the applied period and their magnitudes, three cases (Case A: 1956~ 1985 at 14 stations, Case B: 1965~ 1994 at 14 stations, and Case C: 1985~ 1994 at 63 stations) are considered In this study. The transition probabilities from wet day to wet day for all cases are about 0.50 and in summer, especially July, are higher. In addition, considering them in each station we can find that they are the highest at Ullung-do and lowest at Inchon for all cases. The annual equilibrium probabilities of a wet day appear 0.31 In Case A, 0.30 Case B, and 0. 29 Case C, respectively. This may explain that as the data-period used becomes shorter, the higher the equilibrium probability is. The seasonal distributions of equilibrium probabilities are appeared the lowest(0.23~0.28) in winter and the highest(more than 0.39) in spring and monthly in .truly and in October, repectively. The annual mean wet duration for all cases is 2.04 days in Case A, 1.99 Case B, and 1.89 Case C, repectively. The weather cycle obtained from the annual mean wet and dry duration is 6.54~6.59 days, which are closely associated with the movement of synoptic systems. And the statistical tests show that the transitions of daily precipitation occurrence for all cases may have two-state first Markov chain property, being the stationarity in time and heterogeneity in space.

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