• 제목/요약/키워드: markov model

검색결과 1,628건 처리시간 0.026초

월유출량의 모의발생에 관한 비교 연구 (Comparative Studies on the Simulation for the Monthly Runoff)

  • 박명근;서승덕;이순혁;맹승진
    • 한국농공학회지
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    • 제38권4호
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    • pp.110-124
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    • 1996
  • This study was conducted to simulate long seres of synthetic monthly flows by multi-season first order Markov model with selection of best fitting frequency distribution, harmonic synthetic and harmonic regression models and to make a comparison of statistical parameters between observes and synthetic flows of five watersheds in Geum river system. The results obtained through this study can be summarized as follow. 1. Both gamma and two parameter lognormal distributions were found to be suitable ones for monthly flows in all watersheds by Kolmogorov-Smirnov test. 2. It was found that arithmetic mean values of synthetic monthly flows simulated by multi-season first order Markov model with gamma distribution are much closer to the results of the observed data in comparison with those of the other models in the applied watersheds. 3. The coefficients of variation, index of fluctuation for monthly flows simulated by multi-season first order Markov model with gamma distribution are appeared closer to those of the observed data in comparison with those of the other models in Geum river system. 4. Synthetic monthly flows were simulated over 100 years by multi-season first order Markov model with gamma distribution which is acknowledged as a suitable simulation modal in this study.

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좌최장일치법과 HMM을 결합한 경량화된 한국어 형태소 분석 (Light Weight Korean Morphological Analysis Using Left-longest-match-preference model and Hidden Markov Model)

  • 강상우;양재철;서정연
    • 인지과학
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    • 제24권2호
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    • pp.95-109
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    • 2013
  • 본 논문에서는 제한된 자원을 사용하는 기기에 적합한 경량화된 한국어 형태소 분석 및 품사 부착 방법을 제안한다. 관련된 초기 연구로는 규칙에 기반을 둔 방법들이 적용되었으나 최근에는 통계에 기반을 둔 방법들을 중심으로 연구되고 있다. 계산 처리 능력과 사용 가능한 메모리가 제한되는 환경에서는 규칙에 기반을 둔 방법보다 상대적으로 많은 자원을 사용하는 통계에 기반을 둔 방법을 사용하여 형태소 분석 및 품사 부착을 수행하기에는 한계가 있다. 본 논문에서는 기존의 규칙에 기반을 둔 형태소 분석 방법인 좌최장일치법을 개선하여 형태소 분석을 수행하고, 통계적인 방법인 hidden Markov model을 축소하여 형태소 품사 부착을 수행한다. 제안하는 방법은 기존의 hidden Markov model을 사용한 시스템과 유사한 성능을 보여주며 소량의 메모리 사용과 월등히 빠른 속도로 형태소 분석 및 품사 부착을 수행할 수 있다.

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Markov 과정을 이용한 디지탈 교환기의 신뢰도 모형

  • 신성문;최태구;이대기
    • ETRI Journal
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    • 제5권2호
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    • pp.3-8
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    • 1983
  • 본 연구에서는 본 연구소가 개발중인 디지털 교환기의 신뢰도를 계산하기 위한 Markov 모형을 구하는 과정에 대하여 고찰하였다. 시스템의 고장상태를 모형화 과정에서 추출함으로써 서어비스 등급 및 기능에 따른 시스템의 신뢰도를 구하였다. 특히 수리율을 모형화 과정에 포함시킴으로써 Markov과정의 장점을 최대로 살렸으며 계산상의 어려움을 시스템의 상태수를 줄임으로써 해결하였다.

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MMAP 이산시간 큐잉 시스템의 속산 시뮬레이션 (An Efficient Simulation of Discrete Time Queueing Systems with Markov-modulated Arrival Processes)

  • 국광호;강성열
    • 한국시뮬레이션학회논문지
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    • 제13권3호
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    • pp.1-10
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    • 2004
  • The cell loss probability required in the ATM network is in the range of 10$^{-9}$ ∼10$^{-12}$ . If Monte Carlo simulation is used to analyze the performance of the ATM node, an enormous amount of computer time is required. To obtain large speed-up factors, importance sampling may be used. Since the Markov-modulated processes have been used to model various high-speed network traffic sources, we consider discrete time single server queueing systems with Markov-modulated arrival processes which can be used to model an ATM node. We apply importance sampling based on the Large Deviation Theory for the performance evaluation of, MMBP/D/1/K, ∑MMBP/D/1/K, and two stage tandem queueing networks with Markov-modulated arrival processes and deterministic service times. The simulation results show that the buffer overflow probabilities obtained by the importance sampling are very close to those obtained by the Monte Carlo simulation and the computer time can be reduced drastically.

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결함 데이터를 필요로 하지 않는 연속 은닉 마르코프 모델을 이용한 새로운 기계상태 진단 기법 (New Machine Condition Diagnosis Method Not Requiring Fault Data Using Continuous Hidden Markov Model)

  • 이종민;황요하
    • 한국소음진동공학회논문집
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    • 제21권2호
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    • pp.146-153
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    • 2011
  • Model based machine condition diagnosis methods are generally using a normal and many failure models which need sufficient data to train the models. However, data, especially for failure modes of interest, is very hard to get in real applications. So their industrial applications are either severely limited or impossible when the failure models cannot be trained. In this paper, continuous hidden Markov model(CHMM) with only a normal model has been suggested as a very promising machine condition diagnosis method which can be easily used for industrial applications. Generally hidden Markov model also uses many pattern models to recognize specific patterns and the recognition results of CHMM show the likelihood trend of models. By observing this likelihood trend of a normal model, it is possible to detect failures. This method has been successively applied to arc weld defect diagnosis. The result shows CHMM's big potential as a machine condition monitoring method.

Splice Site Detection Using a Combination of Markov Model and Neural Network

  • M Abdul Baten, A.K.;Halgamuge, Saman K.;Wickramarachchi, Nalin;Rajapakse, Jagath C.
    • 한국생물정보학회:학술대회논문집
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    • 한국생물정보시스템생물학회 2005년도 BIOINFO 2005
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    • pp.167-172
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    • 2005
  • This paper introduces a method which improves the performance of the identification of splice sites in the genomic DNA sequence of eukaryotes. This method combines a low order Markov model in series with a neural network for the predictions of splice sites. The lower order Markov model incorporates the biological knowledge surrounding the splice sites as probabilistic parameters. The Neural network takes the Markov encoded parameters as the inputs and produces the prediction. Two types of neural networks are used for the comparison. This method reduces the computational complexity and shows encouraging accuracy in the predictions of splice sites when applied to several standard splice site dataset.

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마코프 재생과정을 이용한 ATM 트랙픽 모델링 및 성능분석 (ATM Traffic Modeling with Markov Renewal Process and Performance Analysis)

  • 정석윤;허선
    • 한국경영과학회지
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    • 제24권3호
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    • pp.83-91
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    • 1999
  • In order to build and manage an ATM network effectively under several types of control methods, it is necessary to estimate the performance of the equipments in various viewpoints, especially of ATM multiplexer. As for the method to model the input stream into the ATM multiplexer, many researches have been done to characterize it by, such as, fluid flow, MMPP(Markov Modulated Poisson Process), or MMDP (Markov Modulated Deterministic Process). We introduce an MRP(Markov Renewal Process) to model the input stream which has proper structure to represent the burst traffic with high correlation. In this paper, we build a model for aggregated heterogeneous ON-OFF sources of ATM traffic by MRP. We make discrete time MR/D/1/B queueing system, whose input process is the superposed MRP and present a performance analysis by finding CLP(Cell Loss Probability). A simulation is done to validate our algorithm.

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예방정비를 고려한 복수 부품 시스템의 신뢰성 분석: 마코프 체인 모형의 응용 (Reliability Analysis of Multi-Component System Considering Preventive Maintenance: Application of Markov Chain Model)

  • 김헌길;김우성
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제16권4호
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    • pp.313-322
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    • 2016
  • Purpose: We introduce ways to employ Markov chain model to evaluate the effect of preventive maintenance process. While the preventive maintenance process decreases the failure rate of each subsystems, it increases the downtime of the system because the system can not work during the maintenance process. The goal of this paper is to introduce ways to analyze this trade-off. Methods: Markov chain models are employed. We derive the availability of the system consisting of N repairable subsystems by the methods under various maintenance policies. Results: To validate our methods, we apply our models to the real maintenance data reports of military truck. The error between the model and the data was about 1%. Conclusion: The models developed in this paper fit real data well. These techniques can be applied to calculate the availability under various preventive maintenance policies.

마르코프 연쇄를 이용한 한국 프로야구 경기 분석 (Analysis of the Korean Baseball League using a Markov Chain Model)

  • 문형우;우용태;신양우
    • 응용통계연구
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    • 제26권4호
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    • pp.649-659
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    • 2013
  • 본 논문에서는 마르코프 연쇄로 모형을 이용하여 한국프로야구의 경기결과를 예측하고 분석하였다. 타자의 타격결과와 주자상태를 나타내는 확률과정을 구체적으로 정의하여 경기진행 상황을 동적으로 반영한 프로야구 경기를 마르코프 연쇄를 구성하여 실제 데이터를 바탕으로 주자 상태를 고려한 진루행렬과 각 선수별 타격 확률을 구하여 경기당 득점 분포와 타석에 서는 타자 수의 분포를 구하였다.

시스템의 상태를 고려한 발전설비의 예방 유지보수 계획 수립 (Scheduling of Preventive Maintenance for Generating Unit Considering Condition of System)

  • 신준석;변융태;김진오;김형철
    • 전기학회논문지
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    • 제57권8호
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    • pp.1305-1310
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    • 2008
  • Traditional maintenance planning is based on a constant maintenance interval for equipment life. In order to consider economic aspect for time based preventive maintenance, preventive maintenance is desirable to be scheduled by RCM(Reliability-Centered Maintenance) evaluation. The main objective of RCM is to reduce the maintenance cost, by focusing on the most important functions of the system and avoiding or removing maintenance actions that are not strictly necessary. So, Markov state model is utilized considering stochastic state in RCM. In this paper, a Markov state model which can be used for scheduling and optimization of maintenance is presented. The deterioration process of system condition is modeled by the stepwise Markov model in detail. Also, because the system is not continuously monitored, the inspection is considered. In case study, simulation results about RCM will be shown using the real historical data of combustion turbine generating unit in Korean power systems.