• Title/Summary/Keyword: markov chain

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Parallel Gaussian Processes for Gait and Phase Analysis (보행 방향 및 상태 분석을 위한 병렬 가우스 과정)

  • Sin, Bong-Kee
    • Journal of KIISE
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    • v.42 no.6
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    • pp.748-754
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    • 2015
  • This paper proposes a sequential state estimation model consisting of continuous and discrete variables, as a way of generalizing all discrete-state factorial HMM, and gives a design of gait motion model based on the idea. The discrete state variable implements a Markov chain that models the gait dynamics, and for each state of the Markov chain, we created a Gaussian process over the space of the continuous variable. The Markov chain controls the switching among Gaussian processes, each of which models the rotation or various views of a gait state. Then a particle filter-based algorithm is presented to give an approximate filtering solution. Given an input vector sequence presented over time, this finds a trajectory that follows a Gaussian process and occasionally switches to another dynamically. Experimental results show that the proposed model can provide a very intuitive interpretation of video-based gait into a sequence of poses and a sequence of posture states.

3D Markov chain based multi-priority path selection in the heterogeneous Internet of Things

  • Wu, Huan;Wen, Xiangming;Lu, Zhaoming;Nie, Yao
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.11
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    • pp.5276-5298
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    • 2019
  • Internet of Things (IoT) based sensor networks have gained unprecedented popularity in recent years. With the exponential explosion of the objects (sensors and mobiles), the bandwidth and the speed of data transmission are dwarfed by the anticipated emergence of IoT. In this paper, we propose a novel heterogeneous IoT model integrated the power line communication (PLC) and WiFi network to increase the network capacity and cope with the rapid growth of the objects. We firstly propose the mean transmission delay calculation algorithm based the 3D Markov chain according to the multi-priority of the objects. Then, the attractor selection algorithm, which is based on the adaptive behavior of the biological system, is exploited. The combined the 3D Markov chain and the attractor selection model, named MASM, can select the optimal path adaptively in the heterogeneous IoT according to the environment. Furthermore, we verify that the MASM improves the transmission efficiency and reduce the transmission delay effectively. The simulation results show that the MASM is stable to changes in the environment and more applicable for the heterogeneous IoT, compared with the other algorithms.

A Study on the Hydrologic Decision-Making for Drought Management : 1. An Analysis on the Stochastic Behavior of PDSI using markov chain (가뭄관리를 위한 수문학적 의사결정에 관한 연구 : 1. 마코프연쇄를 이용한 PDSI의 추계학적 거동분석)

  • Kang, In-Joo;Yoon, Yong-Nam
    • Journal of Korea Water Resources Association
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    • v.35 no.5
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    • pp.583-595
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    • 2002
  • The purposes of this study are to perform the management and monitoring of droughts for Mokpo area via the monthly Palmer index(PDSI), the data is obtained from the Mokpo meteorological station, and the used data are in the period of 1906 to 1999. Monthly Palmer index is classified into 7 stochastic classes and its dynamic change of monthly transition probability estimated by Markov chain is investigated. We also estimate the steady state probability of the classified PDSI. The 4th class shows the highest frequency of 49.6% out of 7 classes and the 7th class which is the most extreme drought show that a stochastic transition probability is more or less larger than an empirical one. Also, we found that the monthly steady state probability could be used for the forecasting of changing pattern of drought magnitude for the study area.

Stochastic Simple Hydrologic Partitioning Model Associated with Markov Chain Monte Carlo and Ensemble Kalman Filter (마코프 체인 몬테카를로 및 앙상블 칼만필터와 연계된 추계학적 단순 수문분할모형)

  • Choi, Jeonghyeon;Lee, Okjeong;Won, Jeongeun;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.36 no.5
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    • pp.353-363
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    • 2020
  • Hydrologic models can be classified into two types: those for understanding physical processes and those for predicting hydrologic quantities. This study deals with how to use the model to predict today's stream flow based on the system's knowledge of yesterday's state and the model parameters. In this regard, for the model to generate accurate predictions, the uncertainty of the parameters and appropriate estimates of the state variables are required. In this study, a relatively simple hydrologic partitioning model is proposed that can explicitly implement the hydrologic partitioning process, and the posterior distribution of the parameters of the proposed model is estimated using the Markov chain Monte Carlo approach. Further, the application method of the ensemble Kalman filter is proposed for updating the normalized soil moisture, which is the state variable of the model, by linking the information on the posterior distribution of the parameters and by assimilating the observed steam flow data. The stochastically and recursively estimated stream flows using the data assimilation technique revealed better representation of the observed data than the stream flows predicted using the deterministic model. Therefore, the ensemble Kalman filter in conjunction with the Markov chain Monte Carlo approach could be a reliable and effective method for forecasting daily stream flow, and it could also be a suitable method for routinely updating and monitoring the watershed-averaged soil moisture.

Parameter and Modeling Uncertainty Analysis of Semi-Distributed Hydrological Model using Markov-Chain Monte Carlo Technique (Markov-Chain Monte Carlo 기법을 이용한 준 분포형 수문모형의 매개변수 및 모형 불확실성 분석)

  • Choi, Jeonghyeon;Jang, Suhyung;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.36 no.5
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    • pp.373-384
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    • 2020
  • Hydrological models are based on a combination of parameters that describe the hydrological characteristics and processes within a watershed. For this reason, the model performance and accuracy are highly dependent on the parameters. However, model uncertainties caused by parameters with stochastic characteristics need to be considered. As a follow-up to the study conducted by Choi et al (2020), who developed a relatively simple semi-distributed hydrological model, we propose a tool to estimate the posterior distribution of model parameters using the Metropolis-Hastings algorithm, a type of Markov-Chain Monte Carlo technique, and analyze the uncertainty of model parameters and simulated stream flow. In addition, the uncertainty caused by the parameters of each version is investigated using the lumped and semi-distributed versions of the applied model to the Hapcheon Dam watershed. The results suggest that the uncertainty of the semi-distributed model parameters was relatively higher than that of the lumped model parameters because the spatial variability of input data such as geomorphological and hydrometeorological parameters was inherent to the posterior distribution of the semi-distributed model parameters. Meanwhile, no significant difference existed between the two models in terms of uncertainty of the simulation outputs. The statistical goodness of fit of the simulated stream flows against the observed stream flows showed satisfactory reliability in both the semi-distributed and the lumped models, but the seasonality of the stream flow was reproduced relatively better by the distributed model.

A Study on Prediction of Mass SQL Injection Worm Propagation Using The Markov Chain (마코브 체인을 이용한 Mass SQL Injection 웜 확산 예측에 관한 연구)

  • Park, Won-Hyung;Kim, Young-Jin;Lee, Dong-Hwi;Kim, Kui-Nam J.
    • Convergence Security Journal
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    • v.8 no.4
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    • pp.173-181
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    • 2008
  • Recently, Worm epidemic models have been developed in response to the cyber threats posed by worms in order to analyze their propagation and predict their spread. Some of the most important ones involve mathematical model techniques such as Epidemic(SI), KM (Kermack-MeKendrick), Two-Factor and AAWP(Analytical Active Worm Propagation). However, most models have several inherent limitations. For instance, they target worms that employ random scanning in the network such as CodeRed worm and it was able to be applied to the specified threats. Therefore, we propose the probabilistic of worm propagation based on the Markov Chain, which can be applied to cyber threats such as Mass SQL Injection worm. Using the proposed method in this paper, we can predict the occurrence probability and occurrence frequency for each threats in the entire system.

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Performance analysis and saturation bound research of cyclic-quorum multichannel MAC protocol based on Markov chain model

  • Hu, Xing;Ma, Linhua;Huang, Shaocheng;Huang, Jinke;Sun, Kangning;Huang, Tianyu
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.8
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    • pp.3862-3888
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    • 2017
  • In high diversity node situation, single-channel MAC protocols suffer from many collisions. To solve this problem, the research of multichannel MAC protocol has become a hotspot. And the cyclic quorum-based multichannel (CQM) MAC protocol outperformed others owing to its high frequency utilization. In addition, it can avoid the bottleneck that others suffered from and can be easily realized with only one transceiver. To obtain the accurate performance of CQM MAC protocol, a Markov chain model, which combines the channel hopping strategy of CQM protocol and IEEE 802.11 distributed coordination function (DCF), is proposed. The metrics (throughput and average packet transmission delay) are calculated in performance analysis, with respect to node number, packet rate, channel slot length and channel number. The results of numerical analysis show that the optimal performance of CQM protocol can be obtained in saturation bound situation. And then we obtain the saturation bound of CQM system by bird swarm algorithm (BSA). Finally, the Markov chain model and saturation bound are verified by Qualnet platform. And the simulation results show that the analytic and simulation results match very well.

Markov Chain Monte Carlo Simulation to Estimate Material Properties of a Layered Half-space (층상 반무한 지반의 물성치 추정을 위한 마르코프 연쇄 몬테카를로 모사 기법)

  • Jin Ho Lee;Hieu Van Nguyen;Se Hyeok Lee
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.36 no.3
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    • pp.203-211
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    • 2023
  • A Markov chain Monte Carlo (MCMC) simulation is proposed for probabilistic full waveform inversion (FWI) in a layered half-space. Dynamic responses on the half-space surface are estimated using the thin-layer method when a harmonic vertical force is applied. Subsequently, a posterior probability distribution function and the corresponding objective function are formulated to minimize the difference between estimations and observed data as well as that of model parameters from prior information. Based on the gradient of the objective function, a proposal distribution and an acceptance probability for MCMC samples are proposed. The proposed MCMC simulation is applied to several layered half-space examples. It is demonstrated that the proposed MCMC simulation for probabilistic FWI can estimate probabilistic material properties such as the shear-wave velocities of a layered half-space.

A Study on the Model for Determining the Deceptive Status of Attackers using Markov Chain (Markov Chain을 이용한 기만환경 칩입 공격자의 기만 여부 예측 모델에 대한 연구)

  • Sunmo Yoo;Sungmo Wi;Jonghwa Han;Yonghyoun Kim;Jungsik Cho
    • Convergence Security Journal
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    • v.23 no.2
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    • pp.37-45
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    • 2023
  • Cyber deception technology plays a crucial role in monitoring attacker activities and detecting new types of attacks. However, along with the advancements in deception technology, the development of Anti-honeypot technology has allowed attackers who recognize the deceptive environment to either cease their activities or exploit the environment in reverse. Currently, deception technology is unable to identify or respond to such situations. In this study, we propose a predictive model using Markov chain analysis to determine the identification of attackers who infiltrate deceptive environments. The proposed model for deception status determination is the first attempt of its kind and is expected to overcome the limitations of existing deception-based attacker analysis, which does not consider attackers who identify the deceptive environment. The classification model proposed in this study demonstrated a high accuracy rate of 97.5% in identifying and categorizing attackers operating in deceptive environments. By predicting the identification of an attacker's deceptive environment, it is anticipated that this model can provide refined data for numerous studies analyzing deceptive environment intrusions.

Online Parameter Estimation and Convergence Property of Dynamic Bayesian Networks

  • Cho, Hyun-Cheol;Fadali, M. Sami;Lee, Kwon-Soon
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.7 no.4
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    • pp.285-294
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    • 2007
  • In this paper, we investigate a novel online estimation algorithm for dynamic Bayesian network(DBN) parameters, given as conditional probabilities. We sequentially update the parameter adjustment rule based on observation data. We apply our algorithm to two well known representations of DBNs: to a first-order Markov Chain(MC) model and to a Hidden Markov Model(HMM). A sliding window allows efficient adaptive computation in real time. We also examine the stochastic convergence and stability of the learning algorithm.