• 제목/요약/키워드: markov chain

검색결과 892건 처리시간 0.049초

Markov Chain Model-Based Trainee Behavior Pattern Analysis for Assessment of Information Security Exercise Courses (정보보안 훈련 시스템의 성취도 평가를 위한 마코브 체인 모델 기반의 학습자 행위 패턴 분석)

  • Lee, Taek;Kim, Do-Hoon;Lee, Myong-Rak;In, Hoh Peter
    • Journal of KIISE:Computing Practices and Letters
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    • 제16권12호
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    • pp.1264-1268
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    • 2010
  • In this paper, we propose a behavior pattern analysis method for users tasking on hands-on security exercise missions. By analysing and evaluating the observed user behavior data, the proposed method discovers some significant patterns able to contribute mission successes or fails. A Markov chain modeling approach and algorithm is used to automate the whole analysis process. How to apply and understand our proposed method is briefly shown through a case study, "network service configurations for secure web service operation".

An Approximate algorithm for the analysis of the n heterogeneous IBP/D/l queuing model (다수의 이질적 IBP/D/1큐잉 모형의 분석을 위한 근사 알고리즘)

  • 홍석원
    • Journal of the Korea Institute of Information and Communication Engineering
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    • 제4권3호
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    • pp.549-555
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    • 2000
  • We propose an approximate algorithm to analyze the queuing system with n bursty and heterogeneous arrival processes. Each input process is modeled by Interrupted Bernoulli Process(IBP). We approximate N arrival processes by a single state variable and subsequently simplify the transition probability matrix of the Markov chain associated with these N arrival processes. Using this single state variable of arrival processes, we describe the state of the queuing system and analyze the system numerically with the reduced transition probability matrix. We compute the queue length distribution, the delay distribution, and the loss probability. Comparisons with simulation data show that the approximation algorithm has a good accuracy.

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A Resource Reservation Scheme using Dynamic Mobility Class on the Mobile Computing Environment (이동 컴퓨팅 환경에서 동적인 이동성 등급을 이용한 자원 예약 기법)

  • 박시용;정기동
    • Journal of KIISE:Information Networking
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    • 제31권1호
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    • pp.112-122
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    • 2004
  • In this paper, we propose a mobility estimation model based on inner regions in a cell and a dynamic resource reservation scheme which can control dynamically classes of mobile hosts on the mobile network. The mobility estimation model is modeled based on the reducible Markov chain. And the mobility estimation model provides a new hand off probability and a new remaining time for the dynamic resource reservation scheme. The remaining time is n estimated time that mobile hosts can stay in a cell. The dynamic resource reservation scheme can reserve dynamically a requested resource according to the classes of mobile hosts. This scheme can efficiently improve the connection blocking probability and connection dropping probability.

A Selectively Cumulative Sum(S-CUSUM) Control Chart (선택적 누적합(S-CUSUM) 관리도)

  • Lim, Tae-Jin
    • Journal of Korean Society for Quality Management
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    • 제33권3호
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    • pp.126-134
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    • 2005
  • This paper proposes a selectively cumulative sum(S-CUSUM) control chart for detecting shifts in the process mean. The basic idea of the S-CUSUM chart is to accumulate previous samples selectively in order to increase the sensitivity. The S-CUSUM chart employs a threshold limit to determine whether to accumulate previous samples or not. Consecutive samples with control statistics out of the threshold limit are to be accumulated to calculate a standardized control statistic. If the control statistic falls within the threshold limit, only the next sample is to be used. During the whole sampling process, the S-CUSUM chart produces an 'out-of-control' signal either when any control statistic falls outside the control limit or when L -consecutive control statistics fall outside the threshold limit. The number L is a decision variable and is called a 'control length'. A Markov chain approach is employed to describe the S-CUSUM sampling process. Formulae for the steady state probabilities and the Average Run Length(ARL) during an in-control state are derived in closed forms. Some properties useful for designing statistical parameters are also derived and a statistical design procedure for the S-CUSUM chart is proposed. Comparative studies show that the proposed S-CUSUM chart is uniformly superior to the CUSUM chart or the Exponentially Weighted Moving Average(EWMA) chart with respect to the ARL performance.

A Stochastic Analysis of Variation in Fatigue Crack Growth of 7075-T6 Al alloy (7075-T6 A1 합금의 피로균열진전의 변동성에 대한 확률론적 해석)

  • Kim, Jung-Kyu;Shim, Dong-Suk
    • Transactions of the Korean Society of Mechanical Engineers A
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    • 제20권7호
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    • pp.2159-2166
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    • 1996
  • The stochastic properties of variation in fatigue crack growth are important in reliability and stability of structures. In this study,the stochastic model for the variation of fatigue crack growth rate was proposed in consideration of nonhomogeneity of materials. For this model, experiments were ocnducted on 7075-T6 aluminum alloy under the constant stress intensity factor range. The variation of fatigue crack growth rate was expressed by random variables Z and r based on the variation of material coefficients C and m in the paris-Erodogan's equation. The distribution of fatigue life with respect to the stress intensity factor range was evaluated by the stochastic Markov chain model based on the Paris-Erdogan's equation. The merit of proposed model is that only a small number of test are required to determine this this function, and fatigue crack growth life is easily predicted at the given stress intensity factor range.

Reliability Analysis Under Input Variable and Metamodel Uncertainty Using Simulation Method Based on Bayesian Approach (베이지안 접근법을 이용한 입력변수 및 근사모델 불확실성 하에 서의 신뢰성 분석)

  • An, Da-Wn;Won, Jun-Ho;Kim, Eun-Jeong;Choi, Joo-Ho
    • Transactions of the Korean Society of Mechanical Engineers A
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    • 제33권10호
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    • pp.1163-1170
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    • 2009
  • Reliability analysis is of great importance in the advanced product design, which is to evaluate reliability due to the associated uncertainties. There are three types of uncertainties: the first is the aleatory uncertainty which is related with inherent physical randomness that is completely described by a suitable probability model. The second is the epistemic uncertainty, which results from the lack of knowledge due to the insufficient data. These two uncertainties are encountered in the input variables such as dimensional tolerances, material properties and loading conditions. The third is the metamodel uncertainty which arises from the approximation of the response function. In this study, an integrated method for the reliability analysis is proposed that can address all these uncertainties in a single Bayesian framework. Markov Chain Monte Carlo (MCMC) method is employed to facilitate the simulation of the posterior distribution. Mathematical and engineering examples are used to demonstrate the proposed method.

Performance Analysis of Directional CSMA/CA for IEEE 802.15.3c under Saturation Environments

  • Kim, Mee-Joung;Kim, Yong-Sang;Lee, Woo-Yong
    • ETRI Journal
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    • 제34권1호
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    • pp.24-34
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    • 2012
  • In this paper, the directional carrier sense multiple access/collision avoidance (CSMA/CA) protocol in the immediate acknowledgement mode for IEEE 802.15.3c is analyzed under saturation environments. For the analysis, a sensing region and an exclusive region with a directional antenna are computed probabilistically and a Markov chain model in which the features of IEEE 802.15.3c and the effects of using directional antennas are incorporated is analyzed. An algorithm to find the maximal number of concurrently transmittable frames is proposed. The system throughput and the average transmission delay are obtained in closed forms. The numerical results show the impact of directional antennas on the CSMA/CA media access control (MAC) protocol. For instance, the throughput with a small beamwidth of antenna is more than ten times larger than that for an omnidirectional antenna. The overall analysis is verified by a simulation. The obtained results will be helpful in developing an MAC protocol for enhancing the performance of mmWave wireless personal area networks.

Medium Access Control Protocol for Ad Hoc Networks Using Dynamic Contention Window (동적 경쟁윈도우를 이용한 Ad Hoc 망에서의 Medium Access Control 프로토콜)

  • Ahn, Hong-Young
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • 제8권4호
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    • pp.35-42
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    • 2008
  • Since Bianchi's 2-D Markov Chain Model considers collision problem only in ideal channel condition, it does not reflect real channel impaired by fading, interference, and noise. Distributed Coordination Function(DCF) doubles its contention window(CW) when transmission fails regardless of collision or transmission error. Increase of CW caused by transmission error degrade throughput and increase the delay. In this paper, we present quantitative analysis of the impact of the parameters such as contention window size(CW), transmission probability for a given time slot(${\Im}$), transmission failure probability($p_f$), on the system performance and provide a method how to decrease the initial CW to achieve equivalent performance.

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Failure Probability Calculation Method Using Kriging Metamodel-based Importance Sampling Method (크리깅 근사모델 기반의 중요도 추출법을 이용한 고장확률 계산 방안)

  • Lee, Seunggyu;Kim, Jae Hoon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • 제41권5호
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    • pp.381-389
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    • 2017
  • The kernel density was determined based on sampling points obtained in a Markov chain simulation and was assumed to be an important sampling function. A Kriging metamodel was constructed in more detail in the vicinity of a limit state. The failure probability was calculated based on importance sampling, which was performed for the Kriging metamodel. A pre-existing method was modified to obtain more sampling points for a kernel density in the vicinity of a limit state. A stable numerical method was proposed to find a parameter of the kernel density. To assess the completeness of the Kriging metamodel, the possibility of changes in the calculated failure probability due to the uncertainty of the Kriging metamodel was calculated.

A Multi-Priority Service Differentiated and Adaptive Backoff Mechanism over IEEE 802.11 DCF for Wireless Mobile Networks

  • Zheng, Bo;Zhang, Hengyang;Zhuo, Kun;Wu, Huaxin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제11권7호
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    • pp.3446-3464
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    • 2017
  • Backoff mechanism serves as one of the key technologies in the MAC-layer of wireless mobile networks. The traditional Binary Exponential Backoff (BEB) mechanism in IEEE 802.11 Distributed Coordination Function (DCF) and other existing backoff mechanisms poses several performance issues. For instance, the Contention Window (CW) oscillations occur frequently; a low delay QoS guarantee cannot be provided for real-time transmission, and services with different priorities are not differentiated. For these problems, we present a novel Multi-Priority service differentiated and Adaptive Backoff (MPAB) algorithm over IEEE 802.11 DCF for wireless mobile networks in this paper. In this algorithm, the backoff stage is chosen adaptively according to the channel status and traffic priority, and the forwarding and receding transition probability between the adjacent backoff stages for different priority traffic can be controlled and adjusted for demands at any time. We further employ the 2-dimensional Markov chain model to analyze the algorithm, and derive the analytical expressions of the saturation throughput and average medium access delay. Both the accuracy of the expressions and the algorithm performance are verified through simulations. The results show that the performance of the MPAB algorithm can offer a higher throughput and lower delay than the BEB algorithm.