• Title/Summary/Keyword: markov models

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A Study on the Simulation of Daily Precipitation Using Multivariate Kernel Density Estimation (다변량 핵밀도 추정법을 이용한 일강수량 모의에 대한 연구)

  • Cha, Young-Il;Moon, Young-Il
    • Journal of Korea Water Resources Association
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    • v.38 no.8 s.157
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    • pp.595-604
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    • 2005
  • Precipitation simulation for making the data size larger is an important task for hydrologic analysis. The simulation can be divided into two major categories which are the parametric and nonparametric methods. Also, precipitation simulation depends on time intervals such as daily or hourly rainfall simulations. So far, Markov model is the most favored method for daily precipitation simulation. However, most models are consist of state transition probability by using the homogeneous Markov chain model. In order to make a state vector, the small size of data brings difficulties, and also the assumption of homogeneousness among the state vector in a month causes problems. In other words, the process of daily precipitation mechanism is nonstationary. In order to overcome these problems, this paper focused on the nonparametric method by using uni-variate and multi-variate when simulating a precipitation instead of currently used parametric method.

A Bayesian Method to Semiparametric Hierarchical Selection Models (준모수적 계층적 선택모형에 대한 베이지안 방법)

  • 정윤식;장정훈
    • The Korean Journal of Applied Statistics
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    • v.14 no.1
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    • pp.161-175
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    • 2001
  • Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. Hierarchical models including selection models are introduced and shown to be useful in such Bayesian meta-analysis. Semiparametric hierarchical models are proposed using the Dirichlet process prior. These rich class of models combine the information of independent studies, allowing investigation of variability both between and within studies, and weight function. Here we investigate sensitivity of results to unobserved studies by considering a hierachical selection model with including unknown weight function and use Markov chain Monte Carlo methods to develop inference for the parameters of interest. Using Bayesian method, this model is used on a meta-analysis of twelve studies comparing the effectiveness of two different types of flouride, in preventing cavities. Clinical informative prior is assumed. Summaries and plots of model parameters are analyzed to address questions of interest.

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A Study on Phoneme Likely Units to Improve the Performance of Context-dependent Acoustic Models in Speech Recognition (음성인식에서 문맥의존 음향모델의 성능향상을 위한 유사음소단위에 관한 연구)

  • 임영춘;오세진;김광동;노덕규;송민규;정현열
    • The Journal of the Acoustical Society of Korea
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    • v.22 no.5
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    • pp.388-402
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    • 2003
  • In this paper, we carried out the word, 4 continuous digits. continuous, and task-independent word recognition experiments to verify the effectiveness of the re-defined phoneme-likely units (PLUs) for the phonetic decision tree based HM-Net (Hidden Markov Network) context-dependent (CD) acoustic modeling in Korean appropriately. In case of the 48 PLUs, the phonemes /ㅂ/, /ㄷ/, /ㄱ/ are separated by initial sound, medial vowel, final consonant, and the consonants /ㄹ/, /ㅈ/, /ㅎ/ are also separated by initial sound, final consonant according to the position of syllable, word, and sentence, respectively. In this paper. therefore, we re-define the 39 PLUs by unifying the one phoneme in the separated initial sound, medial vowel, and final consonant of the 48 PLUs to construct the CD acoustic models effectively. Through the experimental results using the re-defined 39 PLUs, in word recognition experiments with the context-independent (CI) acoustic models, the 48 PLUs has an average of 7.06%, higher recognition accuracy than the 39 PLUs used. But in the speaker-independent word recognition experiments with the CD acoustic models, the 39 PLUs has an average of 0.61% better recognition accuracy than the 48 PLUs used. In the 4 continuous digits recognition experiments with the liaison phenomena. the 39 PLUs has also an average of 6.55% higher recognition accuracy. And then, in continuous speech recognition experiments, the 39 PLUs has an average of 15.08% better recognition accuracy than the 48 PLUs used too. Finally, though the 48, 39 PLUs have the lower recognition accuracy, the 39 PLUs has an average of 1.17% higher recognition characteristic than the 48 PLUs used in the task-independent word recognition experiments according to the unknown contextual factor. Through the above experiments, we verified the effectiveness of the re-defined 39 PLUs compared to the 48PLUs to construct the CD acoustic models in this paper.

Web access prediction based on parallel deep learning

  • Togtokh, Gantur;Kim, Kyung-Chang
    • Journal of the Korea Society of Computer and Information
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    • v.24 no.11
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    • pp.51-59
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    • 2019
  • Due to the exponential growth of access information on the web, the need for predicting web users' next access has increased. Various models such as markov models, deep neural networks, support vector machines, and fuzzy inference models were proposed to handle web access prediction. For deep learning based on neural network models, training time on large-scale web usage data is very huge. To address this problem, deep neural network models are trained on cluster of computers in parallel. In this paper, we investigated impact of several important spark parameters related to data partitions, shuffling, compression, and locality (basic spark parameters) for training Multi-Layer Perceptron model on Spark standalone cluster. Then based on the investigation, we tuned basic spark parameters for training Multi-Layer Perceptron model and used it for tuning Spark when training Multi-Layer Perceptron model for web access prediction. Through experiments, we showed the accuracy of web access prediction based on our proposed web access prediction model. In addition, we also showed performance improvement in training time based on our spark basic parameters tuning for training Multi-Layer Perceptron model over default spark parameters configuration.

Development of a Stochastic Snow Depth Prediction Model Using a Bayesian Deep Learning Method (베이지안 딥러닝 기법을 이용한 확률적 적설심 예측 모델 개발)

  • Jeong, Youngjoon;Lee, Sang-ik;Lee, Jonghyuk;Seo, Byunghun;Kim, Dongsu;Seo, Yejin;Choi, Won
    • Journal of The Korean Society of Agricultural Engineers
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    • v.64 no.6
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    • pp.35-41
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    • 2022
  • Heavy snow damage can be prevented in advance with an appropriate security system. To develop the security system, we developed a model that predicts snow depth after a few hours when the snow depth is observed, and utilized it to calculate a failure probability with various types of greenhouses and observed snow depth data. We compared the Markov chain model and Bayesian long short-term memory models with varying input data. Markov chain model showed the worst performance, and the models that used only past snow depth data outperformed the models that used other weather data with snow depth (temperature, humidity, wind speed). Also, the models that utilized 1-hour past data outperformed the models that utilized 3-hour data and 6-hour data. Finally, the Bayesian LSTM model that uses 1-hour snow depth data was selected to predict snow depth. We compared the selected model and the shifting method, which uses present data as future data without prediction, and the model outperformed the shifting method when predicting data after 11-24 hours.

Optimization of Buffers Capacity in Tandem Queueing Systems with Batch Markovian Arrivals Process

  • Kim, Che-Soong;Lee, Seok-Jun
    • Journal of Korea Society of Industrial Information Systems
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    • v.12 no.2
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    • pp.16-23
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    • 2007
  • Tandem queueing systems well suit for modeling many telecommunication systems. Recently, very general $BMAP/G/1/N/1{\to}{\bullet}/PH/1/M-1$ type tandem queues were constructively studied. In this paper we illustrate application of the obtained results for optimization of a buffer pool design.

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The Mixing Properties of Subdiagonal Bilinear Models

  • Jeon, H.;Lee, O.
    • Communications for Statistical Applications and Methods
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    • v.17 no.5
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    • pp.639-645
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    • 2010
  • We consider a subdiagonal bilinear model and give sufficient conditions for the associated Markov chain defined by Pham (1985) to be uniformly ergodic and then obtain the $\beta$-mixing property for the given process. To derive the desired properties, we employ the results of generalized random coefficient autoregressive models generated by a matrix-valued polynomial function and vector-valued polynomial function.

A SIMULATION STUDY OF BAYESIAN PROPORTIONAL HAZARDS MODELS WITH THE BETA PROCESS PRIOR

  • Lee, Jae-Yong
    • Journal of the Korean Statistical Society
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    • v.34 no.3
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    • pp.235-244
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    • 2005
  • In recent years, theoretical properties of Bayesian nonparametric survival models have been studied and the conclusion is that although there are pathological cases the popular prior processes have the desired asymptotic properties, namely, the posterior consistency and the Bernstein-von Mises theorem. In this study, through a simulation experiment, we study the finite sample properties of the Bayes estimator and compare it with the frequentist estimators. To our surprise, we conclude that in most situations except that the prior is highly concentrated at the true parameter value, the Bayes estimator performs worse than the frequentist estimators.

Hierarchical Bayesian Inference of Binomial Data with Nonresponse

  • Han, Geunshik;Nandram, Balgobin
    • Journal of the Korean Statistical Society
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    • v.31 no.1
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    • pp.45-61
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    • 2002
  • We consider the problem of estimating binomial proportions in the presence of nonignorable nonresponse using the Bayesian selection approach. Inference is sampling based and Markov chain Monte Carlo (MCMC) methods are used to perform the computations. We apply our method to study doctor visits data from the Korean National Family Income and Expenditure Survey (NFIES). The ignorable and nonignorable models are compared to Stasny's method (1991) by measuring the variability from the Metropolis-Hastings (MH) sampler. The results show that both models work very well.

Maximum Likelihood Training and Adaptation of Embedded Speech Recognizers for Mobile Environments

  • Cho, Young-Kyu;Yook, Dong-Suk
    • ETRI Journal
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    • v.32 no.1
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    • pp.160-162
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    • 2010
  • For the acoustic models of embedded speech recognition systems, hidden Markov models (HMMs) are usually quantized and the original full space distributions are represented by combinations of a few quantized distribution prototypes. We propose a maximum likelihood objective function to train the quantized distribution prototypes. The experimental results show that the new training algorithm and the link structure adaptation scheme for the quantized HMMs reduce the word recognition error rate by 20.0%.