• Title/Summary/Keyword: markov models

Search Result 491, Processing Time 0.023 seconds

Comparative Application of Various Machine Learning Techniques for Lithology Predictions (다양한 기계학습 기법의 암상예측 적용성 비교 분석)

  • Jeong, Jina;Park, Eungyu
    • Journal of Soil and Groundwater Environment
    • /
    • v.21 no.3
    • /
    • pp.21-34
    • /
    • 2016
  • In the present study, we applied various machine learning techniques comparatively for prediction of subsurface structures based on multiple secondary information (i.e., well-logging data). The machine learning techniques employed in this study are Naive Bayes classification (NB), artificial neural network (ANN), support vector machine (SVM) and logistic regression classification (LR). As an alternative model, conventional hidden Markov model (HMM) and modified hidden Markov model (mHMM) are used where additional information of transition probability between primary properties is incorporated in the predictions. In the comparisons, 16 boreholes consisted with four different materials are synthesized, which show directional non-stationarity in upward and downward directions. Futhermore, two types of the secondary information that is statistically related to each material are generated. From the comparative analysis with various case studies, the accuracies of the techniques become degenerated with inclusion of additive errors and small amount of the training data. For HMM predictions, the conventional HMM shows the similar accuracies with the models that does not relies on transition probability. However, the mHMM consistently shows the highest prediction accuracy among the test cases, which can be attributed to the consideration of geological nature in the training of the model.

SHM-based probabilistic representation of wind properties: Bayesian inference and model optimization

  • Ye, X.W.;Yuan, L.;Xi, P.S.;Liu, H.
    • Smart Structures and Systems
    • /
    • v.21 no.5
    • /
    • pp.601-609
    • /
    • 2018
  • The estimated probabilistic model of wind data based on the conventional approach may have high discrepancy compared with the true distribution because of the uncertainty caused by the instrument error and limited monitoring data. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method has been developed in the companion paper and is conducted to formulate the joint probability density function (PDF) of wind speed and direction using the wind monitoring data of the investigated bridge. The established bivariate model of wind speed and direction only represents the features of available wind monitoring data. To characterize the stochastic properties of the wind parameters with the subsequent wind monitoring data, in this study, Bayesian inference approach considering the uncertainty is proposed to update the wind parameters in the bivariate probabilistic model. The slice sampling algorithm of Markov chain Monte Carlo (MCMC) method is applied to establish the multi-dimensional and complex posterior distribution which is analytically intractable. The numerical simulation examples for univariate and bivariate models are carried out to verify the effectiveness of the proposed method. In addition, the proposed Bayesian inference approach is used to update and optimize the parameters in the bivariate model using the wind monitoring data from the investigated bridge. The results indicate that the proposed Bayesian inference approach is feasible and can be employed to predict the bivariate distribution of wind speed and direction with limited monitoring data.

Asymmetric Information and Bargaining Delays (비대칭적 정보와 협상지연)

  • Choi, Chang-Kon
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.14 no.4
    • /
    • pp.1683-1689
    • /
    • 2013
  • Applying Markov Stochastic Process theory, this paper attempts to suggest a tentative model explaining how private information may cause bargaining delay. It is shown that the bargaining delay is critically dependent on the specification of information. It turns out that the delay tends to be longer in bargaining where information is imperfect. This means that bargaining models frequently can have an infinite delay under imperfect information while they have finite delay of bargaining before reaching the agreements if information is perfect. Other interesting result is that bargaining delay may depend on who makes the offer first. And it is also shown that bargaining tends to end earlier if both players (seller and buyer) can make offers in turn than the case where only one side make a offer.

Modeling and Performance Analysis of MAC Protocol for WBAN with Finite Buffer

  • Shu, Minglei;Yuan, Dongfeng;Chen, Changfang;Wang, Yinglong;Zhang, Chongqing
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.9 no.11
    • /
    • pp.4436-4452
    • /
    • 2015
  • The IEEE 802.15.6 standard is introduced to satisfy all the requirements for monitoring systems operating in, on, or around the human body. In this paper, analytical models are developed for evaluating the performance of the IEEE 802.15.6 CSMA/CA-based medium access control protocol for wireless body area networks (WBAN) under unsaturation condition. We employ a three-dimensional Markov chain to model the backoff procedure, and an M/G/1/K queuing system to describe the packet queues in the buffer. The throughput and delay performances of WBAN operating in the beacon mode are analyzed in heterogeneous network comprised of different user priorities. Simulation results are included to demonstrate the accuracy of the proposed analytical model.

Queuing Analysis of IEEE 802.15.4 GTS Scheme for Bursty Traffic (Bursty Traffic을 위한 IEEE 802.15.4 GTS 기법의 대기 해석)

  • Le, Nam-Tuan;Choi, Sun-Woong;Jang, Yeong-Min
    • Journal of Satellite, Information and Communications
    • /
    • v.5 no.2
    • /
    • pp.87-91
    • /
    • 2010
  • The IEEE 802.15.4 and IEEE 802.15.7 standard are the typical of low rate wireless and Visible Light Wireless personal area networks. Its Medium Access Control protocol can support the QoS traffic flows for real-time application through guaranteed time slots (GTS) in beacon mode. However, how to achieve a best allocation scheme is not solved clearly. The current analytical models of IEEE 802.15.4 MAC reported in the literature have been mainly developed under the assumption of saturated traffic or non-bursty unsaturated traffic conditions. These assumptions don't capture the characteristics of bursty multimedia traffic. In this paper, we propose a new analytical model for GTS allocation with burst Markov modulated ON-OFF arrival traffic.

Fano Decoding with Timeout: Queuing Analysis

  • Pan, W. David;Yoo, Seong-Moo
    • ETRI Journal
    • /
    • v.28 no.3
    • /
    • pp.301-310
    • /
    • 2006
  • In mobile communications, a class of variable-complexity algorithms for convolutional decoding known as sequential decoding algorithms is of interest since they have a computational time that could vary with changing channel conditions. The Fano algorithm is one well-known version of a sequential decoding algorithm. Since the decoding time of a Fano decoder follows the Pareto distribution, which is a heavy-tailed distribution parameterized by the channel signal-to-noise ratio (SNR), buffers are required to absorb the variable decoding delays of Fano decoders. Furthermore, since the decoding time drawn by a certain Pareto distribution can become unbounded, a maximum limit is often employed by a practical decoder to limit the worst-case decoding time. In this paper, we investigate the relations between buffer occupancy, decoding time, and channel conditions in a system where the Fano decoder is not allowed to run with unbounded decoding time. A timeout limit is thus imposed so that the decoding will be terminated if the decoding time reaches the limit. We use discrete-time semi-Markov models to describe such a Fano decoding system with timeout limits. Our queuing analysis provides expressions characterizing the average buffer occupancy as a function of channel conditions and timeout limits. Both numerical and simulation results are provided to validate the analytical results.

  • PDF

Human Action Recognition Based on 3D Human Modeling and Cyclic HMMs

  • Ke, Shian-Ru;Thuc, Hoang Le Uyen;Hwang, Jenq-Neng;Yoo, Jang-Hee;Choi, Kyoung-Ho
    • ETRI Journal
    • /
    • v.36 no.4
    • /
    • pp.662-672
    • /
    • 2014
  • Human action recognition is used in areas such as surveillance, entertainment, and healthcare. This paper proposes a system to recognize both single and continuous human actions from monocular video sequences, based on 3D human modeling and cyclic hidden Markov models (CHMMs). First, for each frame in a monocular video sequence, the 3D coordinates of joints belonging to a human object, through actions of multiple cycles, are extracted using 3D human modeling techniques. The 3D coordinates are then converted into a set of geometrical relational features (GRFs) for dimensionality reduction and discrimination increase. For further dimensionality reduction, k-means clustering is applied to the GRFs to generate clustered feature vectors. These vectors are used to train CHMMs separately for different types of actions, based on the Baum-Welch re-estimation algorithm. For recognition of continuous actions that are concatenated from several distinct types of actions, a designed graphical model is used to systematically concatenate different separately trained CHMMs. The experimental results show the effective performance of our proposed system in both single and continuous action recognition problems.

Multinomial Group Testing with Small-Sized Pools and Application to California HIV Data: Bayesian and Bootstrap Approaches

  • Kim, Jong-Min;Heo, Tae-Young;An, Hyong-Gin
    • Proceedings of the Korean Association for Survey Research Conference
    • /
    • 2006.06a
    • /
    • pp.131-159
    • /
    • 2006
  • This paper consider multinomial group testing which is concerned with classification each of N given units into one of k disjoint categories. In this paper, we propose exact Bayesian, approximate Bayesian, bootstrap methods for estimating individual category proportions using the multinomial group testing model proposed by Bar-Lev et al (2005). By the comparison of Mcan Squre Error (MSE), it is shown that the exact Bayesian method has a bettor efficiency and consistency than maximum likelihood method. We suggest an approximate Bayesian approach using Markov Chain Monte Carlo (MCMC) for posterior computation. We derive exact credible intervals based on the exact Bayesian estimators and present confidence intervals using the bootstrap and MCMC. These intervals arc shown to often have better coverage properties and similar mean lengths to maximum likelihood method already available. Furthermore the proposed models are illustrated using data from a HIV blooding test study throughout California, 2000.

  • PDF

Stochastic Pronunciation Lexicon Modeling for Large Vocabulary Continous Speech Recognition (확률 발음사전을 이용한 대어휘 연속음성인식)

  • Yun, Seong-Jin;Choi, Hwan-Jin;Oh, Yung-Hwan
    • The Journal of the Acoustical Society of Korea
    • /
    • v.16 no.2
    • /
    • pp.49-57
    • /
    • 1997
  • In this paper, we propose the stochastic pronunciation lexicon model for large vocabulary continuous speech recognition system. We can regard stochastic lexicon as HMM. This HMM is a stochastic finite state automata consisting of a Markov chain of subword states and each subword state in the baseform has a probability distribution of subword units. In this method, an acoustic representation of a word can be derived automatically from sample sentence utterances and subword unit models. Additionally, the stochastic lexicon is further optimized to the subword model and recognizer. From the experimental result on 3000 word continuous speech recognition, the proposed method reduces word error rate by 23.6% and sentence error rate by 10% compare to methods based on standard phonetic representations of words.

  • PDF

Risk-Incorporated Trajectory Prediction to Prevent Contact Collisions on Construction Sites

  • Rashid, Khandakar M.;Datta, Songjukta;Behzadan, Amir H.;Hasan, Raiful
    • Journal of Construction Engineering and Project Management
    • /
    • v.8 no.1
    • /
    • pp.10-21
    • /
    • 2018
  • Many construction projects involve a plethora of safety-related problems that can cause loss of productivity, diminished revenue, time overruns, and legal challenges. Incorporating data collection and analytics methods can help overcome the root causes of many such problems. However, in a dynamic construction workplace collecting data from a large number of resources is not a trivial task and can be costly, while many contractors lack the motivation to incorporate technology in their activities. In this research, an Android-based mobile application, Preemptive Construction Site Safety (PCS2) is developed and tested for real-time location tracking, trajectory prediction, and prevention of potential collisions between workers and site hazards. PCS2 uses ubiquitous mobile technology (smartphones) for positional data collection, and a robust trajectory prediction technique that couples hidden Markov model (HMM) with risk-taking behavior modeling. The effectiveness of PCS2 is evaluated in field experiments where impending collisions are predicted and safety alerts are generated with enough lead time for the user. With further improvement in interface design and underlying mathematical models, PCS2 will have practical benefits in large scale multi-agent construction worksites by significantly reducing the likelihood of proximity-related accidents between workers and equipment.