• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2010.05a
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• pp.981-984
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• 2010

In this paper, we used Support Vector Machines(SVMs) as the learning method, one of Artificial Neural Network, to segregated from the continuous speech into phonemes, an initial, medial, and final sound, and then, performed continuous speech recognition from it. A Decision boundary of phoneme is determined by algorithm with maximum frequency in a short interval. Speech recognition process is performed by Continuous Hidden Markov Model(CHMM), and we compared it with another phoneme segregated from the eye-measurement. From the simulation results, we confirmed that the method, SVMs, we proposed is more effective in an initial sound than Gaussian Mixture Models(GMMs).

• Journal of IKEEE
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• v.25 no.3
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• pp.425-429
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• 2021

Vehicle platooning in automated connected vehicle systems is an efficient transportation operation model that not only significantly reduces computational load and networking overhead of the central system but also improves traffic flow. For efficient platoon group management, it is important to maintain the platoon group size appropriately and to control the merge request of a new vehicle and other group member vehicle. In this paper, we present a merger control scheme that accepts or rejects merge requests based on the current group size and the priority of vehicles. The proposed method was analyzed and validated through mathematical models based on Markov chains. Performance evaluation shows that the proposed scheme properly manages the load of the central system.

• Journal of the Society of Naval Architects of Korea
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• v.56 no.2
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• pp.161-167
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• 2019

In general, fatigue analysis is performed by using deterministic model to estimate the optimal parameters. However, the deterministic model is difficult to clearly describe the physical phenomena of fatigue failure that contains many uncertainty factors. With regard to this, efforts have been made in this research to compare with the deterministic model and the stochastic models. Firstly, One deterministic S-N curve was derived from ordinary least squares technique and two P-S-N curves were estimated through Bayesian-linear regression model and Markov-Chain Monte Carlo simulation. Secondly, the distribution of Long-term fatigue damage and fatigue life were predicted by using the parameters obtained from the three methodologies and the long-term stress distribution.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.1
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• pp.15-22
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• 2021

This study aims to obtain a stock investment strategy model based on the industrial sector in Indonesia Stock Exchange (IDX). This study uses IDX data for the period of January 1996 to December 2016. This study uses the Markov Regime Switching Model to identify trends in market conditions that occur in industrial sectors on IDX. Furthermore, by using the Logit Regression Model, we can see the influence of economic factors in determining trends in market conditions sectorally and the probability of trends in market conditions. This probability can be the basis for determining stock investment decisions in certain sectors. The results showed descriptively that the stocks of the consumer goods industry sector had the highest average return and the lowest standard deviation. The trend in sectoral stock market conditions that occur in IDX can be divided into two conditions, namely bullish condition (high returns and low volatility) and bearish condition (low returns and high volatility). Differences in the conditions are mainly due to differences in volatility. The use of a Logit Regression Model to produce probability of market conditions and to estimate the influence of economic factors in determining stock market conditions produces models that have varying predictive abilities.

• Journal of information and communication convergence engineering
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• v.20 no.2
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• pp.79-89
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• 2022

To compute the mean and variance of component-based reliability software, we focused on path-based reliability analysis. System reliability depends on the transition probabilities of components within a system and reliability of the individual components as basic input parameters. The uncertainty in these parameters is estimated from the test data of the corresponding components and arises from the software architecture, failure behaviors, software growth models etc. Typically, researchers perform Monte Carlo simulations to study uncertainty. Thus, we considered a Markov chain Monte Carlo (MCMC) simulation to calculate uncertainty, as it generates random samples through sequential methods. The MCMC approach determines the input parameters from the probability distribution, and then calculates the average approximate expectations for a reliability estimation. The comparison of different techniques for uncertainty analysis helps in selecting the most suitable technique based on data requirements and reliability measures related to the number of components.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.127-127
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• 2021

In order to estimate parameter uncertainty of hydrological models, the consideration of the likelihood functions which provide reliable parameters of model is necessary. In this study, the Bayesian Markov Chain Monte Carlo (MCMC) method with informal likelihood functions is used to analyze the uncertainty of parameters of the SURR model for estimating the hourly streamflow of Gunnam station of Imjin basin, Korea. Three events were used to calibrate and one event was used to validate the posterior distributions of parameters. Moreover, the performance of four informal likelihood functions (Nash-Sutcliffe efficiency, Normalized absolute error, Index of agreement, and Chiew-McMahon efficiency) on uncertainty of parameter is assessed. The indicators used to assess the uncertainty of the streamflow simulation were P-factor (percentage of observed streamflow included in the uncertainty interval) and R-factor (the average width of the uncertainty interval). The results showed that the sensitivities of parameters strongly depend on the likelihood functions and vary for different likelihood functions. The uncertainty bounds illustrated the slight differences from various likelihood functions. This study confirms the importance of the likelihood function selection in the application of Bayesian MCMC to the uncertainty assessment of the SURR model.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.959-973
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• 2014

Asset pricing models that account for asymmetric volatility in asset prices have been recently proposed. This article presents an efficient Bayesian method to analyze asset-pricing models. The method is developed by devising a partially collapsed Gibbs sampler that capitalizes on the functional incompatibility of conditional distributions without complicating the updates of model components. The proposed method is illustrated using simulated data and applied to daily S&P 500 data observed from September 1980 to August 2014.

• Communications for Statistical Applications and Methods
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• v.25 no.5
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• pp.471-488
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• 2018

In this paper, we propose extending proportional hazards frailty models to allow a discrete distribution for the frailty variable. Having zero frailty can be interpreted as being immune or cured. Thus, we develop a new survival model induced by discrete frailty with zero-inflated power series distribution, which can account for overdispersion. This proposal also allows for a realistic description of non-risk individuals, since individuals cured due to intrinsic factors (immunes) are modeled by a deterministic fraction of zero-risk while those cured due to an intervention are modeled by a random fraction. We put the proposed model in a Bayesian framework and use a Markov chain Monte Carlo algorithm for the computation of posterior distribution. A simulation study is conducted to assess the proposed model and the computation algorithm. We also discuss model selection based on pseudo-Bayes factors as well as developing case influence diagnostics for the joint posterior distribution through ${\psi}-divergence$ measures. The motivating cutaneous melanoma data is analyzed for illustration purposes.

• Magazine of the Korean Society of Agricultural Engineers
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• v.36 no.1
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• pp.63-72
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• 1994

The objective of the study is to develop weather generators for daily rainfall and small pan evaporation and to test the applicability with recorded data. Daily rainfall forecasting model(DRFM) was developed that uses a first order Markov chain to describe rainfall seque- nces and applies an incomplete Gamma function to predict the amount of precipitation. Daily evaporation forecasting model(DEFM) that adopts a normal distribution function to generate the evaporation for dry and wet days was also formulated. DRFM and DEFM were tested with twenty year weather data from eleven stations using Chi-square and Kolmogorov and Smirnov goodness of fit tests. The test results showed that the generated sequences of rainfall occurrence, amount of rainfall, and pan evaporation were statistically fit to recorded data from eleven, seven, and seven stations at the 5% level of significance. Generated rainfall data from DRFM were very close in frequency distri- bution patterns to records for stations all over the country. Pan evaporation for rainy days generated were less accurate than that for dry days. And the proposed models may be used as tools to provide many mathematical models with long-term daily rainfall and small pan evaporation data. An example is an irrigation scheduling model, which will be further detailed in the paper.

• Journal of Korean Institute of Industrial Engineers
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• v.21 no.4
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• pp.609-628
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• 1995

This paper presents a reliability model and a data-analytic procedure for a repairable unit subject to failures due to multiple non-identifiable causes. We regard a failure cause as a state and assume the life distribution for each cause to be exponential. Then we represent the dependency among the causes by a Markov switching model(MSM) and estimate the transition probabilities and failure rates by maximum likelihood(ML) method. The failure data are incomplete due to masked causes of failures. We propose a specific version of EM(expectation and maximization) algorithm for finding maximum likelihood estimator(MLE) under this situation. We also develop statistical procedures for determining the number of significant states and for testing independency between state transitions. Our model requires only the successive failure times of a unit to perform the statistical analysis. It works well even when the causes of failures are fully masked, which overcomes the major deficiency of competing risk models. It does not require the assumption of stationarity or independency which is essential in mixture models. The stationary probabilities of states can be easily calculated from the transition probabilities estimated in our model, so it covers mixture models in general. The results of simulations show the consistency of estimation and accuracy gradually increasing according to the difference of failure rates and the frequency of transitions among the states.