• The Korean Journal of Applied Statistics
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• v.31 no.2
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• pp.287-301
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• 2018

It is common to encounter count data with excess zeros in various research fields such as the social sciences, natural sciences, medical science or engineering. Such count data have been explained mainly by zero-inflated Poisson model and extended models. Zero-inflated count data are also often correlated or clustered, in which random effects should be taken into account in the model. Frequentist approaches have been commonly used to fit such data. However, a Bayesian approach has advantages of prior information, avoidance of asymptotic approximations and practical estimation of the functions of parameters. We consider a Bayesian zero-inflated Poisson regression model with random effects for correlated zero-inflated count data. We conducted simulation studies to check the performance of the proposed model. We also applied the proposed model to smoking behavior data from the Regional Health Survey (2015) of the Korea Centers for disease control and prevention.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.42 no.4
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• pp.194-202
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• 2019

Reliability analysis of the components frequently starts with the data that manufacturer provides. If enough failure data are collected from the field operations, the reliability should be recomputed and updated on the basis of the field failure data. However, when the failure time record for a component contains only a few observations, all statistical methodologies are limited. In this case, where the failure records for multiple number of identical components are available, a valid alternative is combining all the data from each component into one data set with enough sample size and utilizing the useful information in the censored data. The ROK Navy has been operating multiple Patrol Killer Guided missiles (PKGs) for several years. The Korea Multi-Function Control Console (KMFCC) is one of key components in PKG combat system. The maintenance record for the KMFCC contains less than ten failure observations and a censored datum. This paper proposes a Bayesian approach with a Dirichlet mixture model to estimate failure time density for KMFCC. Trends test for each component record indicated that null hypothesis, that failure occurrence is renewal process, is not rejected. Since the KMFCCs have been functioning under different operating environment, the failure time distribution may be a composition of a number of unknown distributions, i.e. a mixture distribution, rather than a single distribution. The Dirichlet mixture model was coded as probabilistic programming in Python using PyMC3. Then Markov Chain Monte Carlo (MCMC) sampling technique employed in PyMC3 probabilistically estimated the parameters' posterior distribution through the Dirichlet mixture model. The simulation results revealed that the mixture models provide superior fits to the combined data set over single models.

• Journal of Korea Water Resources Association
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• v.49 no.4
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• pp.315-325
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• 2016

Generally, a natural river discharge is highly regulated by the hydraulic structures, and the regulated flow is substantially different from natural inflow characteristics for the use of water resources planning. The natural inflow data are necessarily required for hydrologic analysis and water resources planning. This study aimed to develop an integrated model for more reliable simulation of daily dam inflow. First, a piecewise Kernel-Pareto distribution was used for rainfall simulation model, which can more effectively reproduce the low order moments (e.g. mean and median) as well as the extremes. Second, a Bayesian Markov Chain Monte Carlo scheme was applied for the SAC-SMA rainfall-runoff model that is able to quantitatively assess uncertainties associated with model parameters. It was confirmed that the proposed modeling scheme is capable of reproducing the underlying statistical properties of discharge, and can be further used to provide a set of plausible scenarios for water budget analysis in water resources planning.

• Proceedings of the Korea Water Resources Association Conference
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• 2008.05a
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• pp.1121-1124
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• 2008

저수분석(low flow analysis)은 수자원공학에서 중요한 분야 중 하나이며, 특히 저수량 빈도분석(low flow frequency analysis)의 결과는 저수(貯水)용량의 설계, 물 수급계획, 오염원의 배치 및 관개와 생태계의 보존을 위한 수량과 수질의 관리에 중요하게 사용된다. 그러므로 본 연구에서는 저수량 빈도분석을 위한 점빈도분석을 수행하였으며, 특히 빈도분석에 있어서의 불확실성을 탐색하기 위하여 Bayesian 방법을 적용하고 그 결과를 기존에 사용되던 불확실성 탐색방법과 비교하였다. 본 논문의 I편에서는 Bayesian 방법 중 사전분포(prior distribution)와 우도함수(likelihood function)의 복잡성에 상관없이 계산이 가능한 Bayesian MCMC(Bayesian Markov Chain Monte Carlo) 방법과 Metropolis-Hastings 알고리즘을 사용하기 위한 여러과정의 이론적 배경과 Bayesian 방법에서 가장 중요한 요소인 사전분포를 구축하고 이를 비교 및 평가하였다. 고려된 사전분포는 자료에 기반하지 않은 사전분포와 자료에 기반한 사전분포로써 두 사전분포를 이용하여 Metropolis-Hastings 알고리즘을 수행하고 그 결과를 비교하여 저수량 빈도분석에 합리적인 사전분포를 선정하였다. 또한 알고리즘의 수행과정에서 필요한 제안분포(proposal distribution)를 적용하여 그에 따른 알고리즘의 효율성을 채택률(acceptance rate)을 산정하여 검증해 보았다. 사전분포의 분석 결과, 자료에 기반한 사전분포가 자료에 기반하지 않은 사전분포보다 정확성 및 불확실성의 표현에 있어서 우수한 결과를 제시하는 것을 확인할 수 있었고, 채택률을 이용한 알고리즘의 효용성 역시 기존 연구자들이 제시하였던 만족스러운 범위를 가지는 것을 알 수 있었다. 최종적으로 선정된 사전분포는 본 연구의 II편에서 Bayesian MCMC 방법의 사전분포로 이용되었으며, 그 결과를 기존 불확실성의 추정방법의 하나인 2차 근사식을 이용한 최우추정(maximum likelihood estimation)방법의 결과와 비교하였다.

• Journal of Gastric Cancer
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• v.14 no.4
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• pp.259-265
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• 2014

Purpose: Survival analysis of gastric cancer patients requires knowledge about factors that affect survival time. This paper attempted to analyze the survival of patients with incomplete registered data by using imputation methods. Materials and Methods: Three missing data imputation methods, including regression, expectation maximization algorithm, and multiple imputation (MI) using Monte Carlo Markov Chain methods, were applied to the data of cancer patients referred to the cancer institute at Imam Khomeini Hospital in Tehran in 2003 to 2008. The data included demographic variables, survival times, and censored variable of 471 patients with gastric cancer. After using imputation methods to account for missing covariate data, the data were analyzed using a Cox regression model and the results were compared. Results: The mean patient survival time after diagnosis was $49.1{\pm}4.4$ months. In the complete case analysis, which used information from 100 of the 471 patients, very wide and uninformative confidence intervals were obtained for the chemotherapy and surgery hazard ratios (HRs). However, after imputation, the maximum confidence interval widths for the chemotherapy and surgery HRs were 8.470 and 0.806, respectively. The minimum width corresponded with MI. Furthermore, the minimum Bayesian and Akaike information criteria values correlated with MI (-821.236 and -827.866, respectively). Conclusions: Missing value imputation increased the estimate precision and accuracy. In addition, MI yielded better results when compared with the expectation maximization algorithm and regression simple imputation methods.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.40 no.12
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• pp.59-70
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• 2003

Proposed CCRSVP (Candidate Casting RSVP) algorithm is a new fast handoff method which uses advanced multicasting method and RSVP for IEEE 802.11 Wireless LAN (WLAN) environments. The proposed algorithm shows good performance in the handoff latency and the B/W efficiency aspect and guarantees QoS because it uses L2 information (BSSID) of WLAN and starts to reserve resources and multicast packets before L2 handoff completes. We also propose a Markov chain performance analysis model in which we can analyze the handoff performance of various handoff algorithms. Using the model, we compare bandwidth efficiency of the proposed algorithm with existing handoff algorithms which use RSVP by analyzing blocking probability of session, resource usage, and the average number of ongoing session in a cell. The results show that the proposed algorithm shows better performance than the existing algorithms in the above three performance aspects.

• Journal of the Korean Institute of Intelligent Systems
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• v.26 no.3
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• pp.202-207
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• 2016

Checkpoint placement is an effective fault tolerance technique against transient faults in which the task is re-executed from the latest checkpoint when a fault is detected. In this paper, we propose a new checkpoint placement strategy separating data saving and fault detection processes that are performed together in conventional checkpoints. Several fault detection processes are performed in one checkpoint interval in order to decrease the latency between the occurrence and detection of faults. We address the placement method of fault detection processes to maximize the probability of successful execution of a task within the given deadline. We develop the Markov chain model for a real-time task having the proposed checkpoints, and derive the optimal fault detection and checkpoint interval.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.25 no.12B
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• pp.2109-2119
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• 2000

In this paper, the Packet CDMA Reservation ALOHA protocol is proposed to support the multi-traffic services such as voice and videophone services with handoff calls, high-rate data and low-rate data services efficiently on the multi-rate transmission in uplink cellular systems. The frame structure, composed of the access slot and the transmission slot, and the proposed access permission probability based on the estimated number of contending users for each service are presented to reduce MAI. The assured priority to the voice and the videophone handoff calls is given through higher access permission probability. And through the proposed code assignment scheme, the voice service can be provided without the voice packet dropping probability in the CDMA/PRMA protocols. The code reservation is allowed to the voice and the videophone services. The low-rate data service uses the available codes during the silent periods of voice calls and the remaining codes in the codes assigned to the voice service to utilize codes efficiently. The high-rate data service uses the assigned codes to the high-rate data service and the remaining codes in the codes assigned to the videophone service. Using the Markov-chain subsystem model for each service including the handoff calls in uplink cellular systems, the steady-state performances are simulated and analyzed. After a round of tests for the examples, through the proposed code assignment scheme and the access permission probability, the Packet CDMA Reservation ALOHA protocol can guarantee the priority and the constant QoS for the handoff calls even at large number of contending users. Also, the data services are integrated efficiently on the multi-rate transmission.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.27 no.1B
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• pp.1-12
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• 2002

In the multimedia CDMA mobile communication service, it is required to support various applications, such as voice, video, file transfer, e-mail, and Internet access, with guaranteed QoS. In the mixed traffic environment ,which consists of voice, stream data, and packet data, we analyze the network where preemptive priority is granted to delay-intolerant voice service and a buffer is offered to delay-tolerant stream data service. And, for best-effort packet data service, the access control by transmission permission probability is applied to obtain prominent throughput. To analyze the multimedia CDMA mobile communication system, we build a 2-dimensional markov chain model about prioritized-voice and stream data services and accomplish numerical analysis in combination with packet data traffic based on residual capacity equation.

• Convergence Security Journal
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• v.6 no.3
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• pp.117-126
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• 2006

Bayesian inference and model selection method for software reliability growth models are studied. Software reliability growth models are used in testing stages of software development to model the error content and time intervals between software failures. In this paper, could avoid multiple integration using Gibbs sampling, which is a kind of Markov Chain Monte Carlo method to compute the posterior distribution. Bayesian inference for general order statistics models in software reliability with diffuse prior information and model selection method are studied. For model determination and selection, explored goodness of fit (the error sum of squares), trend tests. The methodology developed in this paper is exemplified with a software reliability random data set introduced by of Weibull distribution(shape 2 & scale 5) of Minitab (version 14) statistical package.