• Title/Summary/Keyword: markov chain

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Numerical Analysis of Caching Performance in Content Centric Networks Using Markov Chain (마코프체인을 이용한 콘텐츠 중심 네트워크의 캐싱 성능 분석)

  • Yang, Won Seok
    • The Journal of the Korea Contents Association
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    • v.16 no.4
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    • pp.224-230
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    • 2016
  • Recently, CCN(Content Centric Network) has been extensively interested in the literature to transfer data traffic efficiently according to the rapid growth of multimedia services on the Internet. CCN is a new networking paradigm to deliver contents efficiently based on the named content not the named or addressed host. This paper presents a mathematical approach for analyzing CCN-caching systems with two routers. Considering the stochastic characteristics of communication networks, the caching system is modeled as a two dimensional Markov chain. This paper analyzes the structural feature of the transition rate matrix in the Markov chain and presents a numerical solution for the CCN-caching performance of the two router system. In addition, various numerical examples are presented.

Energy Harvesting in Multi-relay Multiuser Networks based on Two-step Selection Scheme

  • Guo, Weidong;Tian, Houyuan;Wang, Qing
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.9
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    • pp.4180-4196
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    • 2017
  • In this paper, we analyze average capacity of an amplify-and-forward (AF) cooperative communication system model in multi-relay multiuser networks. In contrast to conventional cooperative networks, relays in the considered network have no embedded energy supply. They need to rely on the energy harvested from the signals broadcasted by the source for their cooperative information transmission. Based on this structure, a two-step selection scheme is proposed considering both channel state information (CSI) and battery status of relays. Assuming each relay has infinite or finite energy storage for accumulating the energy, we use the infinite or finite Markov chain to capture the evolution of relay batteries and certain simplified assumptions to reduce computational complexity of the Markov chain analysis. The approximate closed-form expressions for the average capacity of the proposed scheme are derived. All theoretical results are validated by numerical simulations. The impacts of the system parameters, such as relay or user number, energy harvesting threshold and battery size, on the capacity performance are extensively investigated. Results show that although the performance of our scheme is inferior to the optimal joint selection scheme, it is still a practical scheme because its complexity is much lower than that of the optimal scheme.

Daily Rainfall Simulation by Rainfall Frequency and State Model of Markov Chain (강우 빈도와 마코프 연쇄의 상태모형에 의한 일 강우량 모의)

  • Jung, Young-Hun;Kim, Buyng-Sik;Kim, Hung Soo;Shim, Myung-Pil
    • Journal of Wetlands Research
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    • v.5 no.2
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    • pp.1-13
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    • 2003
  • In Korea, most of the rainfalls have been concentrated in the flood season and the flood study has received more attention than low flow analysis. One of the reasons that the analysis of low flows has less attention is the lacks of the required data like daily rainfall and so we have used the stochastic processes such as pulse noise, exponential distribution, and state model of Markov chain for the rainfall simulation in short term such as daily. Especially this study will pay attention to the state model of Markov chain. The previous study had performed the simulation study by the state model without considerations of the flood and non-flood periods and without consideration of the frequency of rainfall for the period of a state. Therefore this study considers afore mentioned two cases and compares the results with the known state model. As the results, the RMSEs of the suggested and known models represent the similar results. However, the PRE(relative percentage error) shows the suggested model is better results.

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Markov Chain Monte Carlo simulation based Bayesian updating of model parameters and their uncertainties

  • Sengupta, Partha;Chakraborty, Subrata
    • Structural Engineering and Mechanics
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    • v.81 no.1
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    • pp.103-115
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    • 2022
  • The prediction error variances for frequencies are usually considered as unknown in the Bayesian system identification process. However, the error variances for mode shapes are taken as known to reduce the dimension of an identification problem. The present study attempts to explore the effectiveness of Bayesian approach of model parameters updating using Markov Chain Monte Carlo (MCMC) technique considering the prediction error variances for both the frequencies and mode shapes. To remove the ergodicity of Markov Chain, the posterior distribution is obtained by Gaussian Random walk over the proposal distribution. The prior distributions of prediction error variances of modal evidences are implemented through inverse gamma distribution to assess the effectiveness of estimation of posterior values of model parameters. The issue of incomplete data that makes the problem ill-conditioned and the associated singularity problem is prudently dealt in by adopting a regularization technique. The proposed approach is demonstrated numerically by considering an eight-storey frame model with both complete and incomplete modal data sets. Further, to study the effectiveness of the proposed approach, a comparative study with regard to accuracy and computational efficacy of the proposed approach is made with the Sequential Monte Carlo approach of model parameter updating.

Prediction of Marine Accident Frequency Using Markov Chain Process (마코프 체인 프로세스를 적용한 해양사고 발생 예측)

  • Jang, Eun-Jin;Yim, Jeong-Bin
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2019.11a
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    • pp.266-266
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    • 2019
  • Marine accidents are increasing year by year, and various accidents occur such as engine failure, collision, stranding, and fire. These marine accidents present a risk of large casualties. It is important to prevent accidents beforehand. In this study, we propose a modeling to predict the occurrence of marine accidents by applying the Markov Chain Process that can predict the future based on past data. Applying the proposed modeling, the probability of future marine accidents was calculated and compared with the actual frequency. Through this, a probabilistic model was proposed to prepare a prediction system for marine accidents, and it is expected to contribute to predicting various marine accidents.

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Numerical Iteration for Stationary Probabilities of Markov Chains

  • Na, Seongryong
    • Communications for Statistical Applications and Methods
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    • v.21 no.6
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    • pp.513-520
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    • 2014
  • We study numerical methods to obtain the stationary probabilities of continuous-time Markov chains whose embedded chains are periodic. The power method is applied to the balance equations of the periodic embedded Markov chains. The power method can have the convergence speed of exponential rate that is ambiguous in its application to original continuous-time Markov chains since the embedded chains are discrete-time processes. An illustrative example is presented to investigate the numerical iteration of this paper. A numerical study shows that a rapid and stable solution for stationary probabilities can be achieved regardless of periodicity and initial conditions.

Comparison on Track Formation Range between TWS and Adaptive Tracking Using Markov Chain Analysis in a Radar System (레이더에서의 Markov Chain 분석을 이용한 TWS 방식과 Adaptive Tracking 방식의 추적 형성 거리 비교)

  • Ahn, Chang-Soo;Roh, Ji-Eun;Jang, Sung-Hoon;Kim, Seon-Joo
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.24 no.5
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    • pp.574-580
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    • 2013
  • Compared with the TWS(Track While Scan) tracking that uses scan-to-scan correlation at search illuminations for targets track, a phased array radar can use adaptive tracking which assigns additional track illuminations and the track formation range can be improved as a result. In this paper, an adaptive tracking, the search and track illuminations of a target are synchronized such that the extra illuminations are evenly distributed between the search illuminations, is proposed. Markov chain and track formation range for the proposed adaptive tracking are shown with them for the conventional TWS. The simulation result shows that the proposed adaptive tracking has improved track formation range by 27.6 % compared with the conventional TWS tracking under same track confirmation criterion.

A Prediction Method using Markov chain for Step Size Control in FMI based Co-simulation (FMI기반 co-simulation에서 step size control을 위한 Markov chain을 사용한 예측 방법)

  • Hong, Seokjoon;Lim, Ducsun;Kim, Wontae;Joe, Inwhee
    • Journal of IKEEE
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    • v.23 no.4
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    • pp.1430-1439
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    • 2019
  • In Functional Mockup Interface(FMI)-based co-simulation, a bisectional algorithm can be used to find the zerocrossing point as a way to improve the accuracy of the simulation results. In this paper, the proposed master algorithm(MA) analyzes the repeated interval graph and predicts the next interval by applying the Markov Chain to the step size. In the simulation, we propose an algorithm to minimize the rollback by storing the step size that changes according to the graph type as an array and applying it to the next prediction interval when the rollback occurs in the simulation. Simulation results show that the proposed algorithm reduces the simulation time by more than 20% compared to the existing algorithm.

A Development of Multi-site Rainfall Simulation Model Using Piecewise Generalize Pareto Distribution (불연속 분포를 이용한 다지점 강수모의발생 기법 개발)

  • So, Byung-Jin;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.123-123
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    • 2012
  • 일강수량은 수공구조물 설계 및 수자원계획을 수립하기 위한 입력 자료로 이용된다. 일반적으로 수자원계획은 장기적인 목적을 가지고 수행되어지며, 장기간의 일강수량 자료를 필요로 한다. 하지만 장기간의 일강수량 자료의 획득의 어려움으로 단기간의 일강수량자료를 이용하여 모의한 장기간 강수자료를 이용하게 된다. 이처럼 수자원계획의 수립에 있어서 일강수량 모의기법의 성능은 수자원계획의 신뢰성 및 결과에 큰 영향을 준다. 일강수량 모의기법은 국내외적으로 매우 활발하게 이루어지고 있으며, 수자원계획 및 수공구조물 설계 외에도 매우 다양한 목적으로 활용되어 지고 있다. 일강수량을 모의기법 중 강수계열의 단기간의 기억(memory)을 활용한 Markov Chain 모형이 가장 일반적이지만, 기존 Markov Chain 모형을 통한 일강수량 모의는 극치강수량을 재현하기 어렵다는 문제점이 있다. 또한, 일강수량 모의 기법의 목적인 수자원계획 및 수공구조물 설계 등의 입력자료로 활용되어지기 위해서는 모의 결과가 유역내 지점별 공간 상관성을 재현함으로써 모형의 우수성과 자료결과의 신뢰성을 확보할 수 있어야 하겠다. 이러한 점에서 본 연구에서는 내삽에서 우수한 재현능력을 갖는 핵 밀도함수와 극치강수량 재현에 유리한 GPD분포의 특징을 함께 고려할 수 있는 불연속 Kernel-Pareto Distribution 기반에 공간상관성 재현 알고리즘을 결합한 일강수량모의기법을 개발하였다. 한강유역의 18개 강수지점에 대해서 기존 Gamma분포를 사용한 Markov Chain 모형과 본 연구에서 제안한 방법을 적용하여 모형을 평가해 보고자 한다. Gamma 분포기반 Markov Chain 모형의 경우 일강수량 모의 시 1차모멘트인 평균과 2-3차 모멘트 모두 효과적으로 재현하지 못하는 문제점이 나타났다. 그러나 본 연구에서 적용한 다지점 불연속 Kernel-Pareto 분포 모형은 강수계열의 평균적인 특성뿐만 아니라 표준편차 및 왜곡도의 경우에도 관측치의 통계특성을 매우 효과적으로 재현하며, 100년빈도 강수량 모의결과 기존 모의모형의 문제점을 보완할 수 있는 개선된 결과를 보여주었다. 본 연구에서 제시한 방법론은 유역내의 공간상관성을 재현하며, 평균 및 중간값 등 낮은 차수의 모멘트 등 일강수량 분포특성을 더욱 효과적으로 모의할 수 장점을 확인하였다.

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Improving learning outcome prediction method by applying Markov Chain (Markov Chain을 응용한 학습 성과 예측 방법 개선)

  • Chul-Hyun Hwang
    • The Journal of the Convergence on Culture Technology
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    • v.10 no.4
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    • pp.595-600
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    • 2024
  • As the use of artificial intelligence technologies such as machine learning increases in research fields that predict learning outcomes or optimize learning pathways, the use of artificial intelligence in education is gradually making progress. This research is gradually evolving into more advanced artificial intelligence methods such as deep learning and reinforcement learning. This study aims to improve the method of predicting future learning performance based on the learner's past learning performance-history data. Therefore, to improve prediction performance, we propose conditional probability applying the Markov Chain method. This method is used to improve the prediction performance of the classifier by allowing the learner to add learning history data to the classification prediction in addition to classification prediction by machine learning. In order to confirm the effectiveness of the proposed method, a total of more than 30 experiments were conducted per algorithm and indicator using empirical data, 'Teaching aid-based early childhood education learning performance data'. As a result of the experiment, higher performance indicators were confirmed in cases using the proposed method than in cases where only the classification algorithm was used in all cases.