• Title/Summary/Keyword: markov models

Search Result 490, Processing Time 0.021 seconds

Bayesian estimation of median household income for small areas with some longitudinal pattern

  • Lee, Jayoun;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
    • /
    • v.26 no.3
    • /
    • pp.755-762
    • /
    • 2015
  • One of the main objectives of the U.S. Census Bureau is the proper estimation of median household income for small areas. These estimates have an important role in the formulation of various governmental decisions and policies. Since direct survey estimates are available annually for each state or county, it is desirable to exploit the longitudinal trend in income observations in the estimation procedure. In this study, we consider Fay-Herriot type small area models which include time-specific random effect to accommodate any unspecified time varying income pattern. Analysis is carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. We have evaluated our estimates by comparing those with the corresponding census estimates of 1999 using some commonly used comparison measures. It turns out that among three types of time-specific random effects the small area model with a time series random walk component provides estimates which are superior to both direct estimates and the Census Bureau estimates.

A Study On The Embedded Fault Diagnosis System Implementation (임베디드기반 자동고장진단 시스템 구축에 대한 연구)

  • Kim, Han-Gyu;Jang, Ju-Su
    • Journal of the Korean Society of Manufacturing Technology Engineers
    • /
    • v.22 no.2
    • /
    • pp.287-291
    • /
    • 2013
  • Fault Diagnosis is a process of detecting and isolating faults in a system. On demanding for safety and high reliability systems make it important for some reasons such as economical and environmental incentives. Especially embedded technology and IT technology combined with precise sensing techniques has been doing well developed and applied to fault diagnosis and prognosis in industrial systems like as automotive, ship, heavy industry and aerospace as well. This paper, as an empirical application of diesel engine, presents a method how to get raw data from physical systems, what to consider for successful implementation and which theoretic mathematical models should be applied. In a sense of system level Adaptive Filtering (we call Modified Kalman Filter) and a unit of part level Hidden Markov Process was developed and applied.

Statistical Methods for Tomographic Image Reconstruction in Nuclear Medicine (핵의학 단층영상 재구성을 위한 통계학적 방법)

  • Lee, Soo-Jin
    • Nuclear Medicine and Molecular Imaging
    • /
    • v.42 no.2
    • /
    • pp.118-126
    • /
    • 2008
  • Statistical image reconstruction methods have played an important role in emission computed tomography (ECT) since they accurately model the statistical noise associated with gamma-ray projection data. Although the use of statistical methods in clinical practice in early days was of a difficult problem due to high per-iteration costs and large numbers of iterations, with the development of fast algorithms and dramatically improved speed of computers, it is now inevitably becoming more practical. Some statistical methods are indeed commonly available from nuclear medicine equipment suppliers. In this paper, we first describe a mathematical background for statistical reconstruction methods, which includes assumptions underlying the Poisson statistical model, maximum likelihood and maximum a posteriori approaches, and prior models in the context of a Bayesian framework. We then review a recent progress in developing fast iterative algorithms.

Speech Enhancement Using Multiple Kalman Filter (다중칼만필터를 이용한 음성향상)

  • 이기용
    • Proceedings of the Acoustical Society of Korea Conference
    • /
    • 1998.08a
    • /
    • pp.225-230
    • /
    • 1998
  • In this paper, a Kalman filter approach for enhancing speech signals degraded by statistically independent additive nonstationary noise is developed. The autoregressive hidden markov model is used for modeling the statistical characteristics of both the clean speech signal and the nonstationary noise process. In this case, the speech enhancement comprises a weighted sum of conditional mean estimators for the composite states of the models for the speech and noise, where the weights equal to the posterior probabilities of the composite states, given the noisy speech. The conditional mean estimators use a smoothing spproach based on two Kalmean filters with Markovian switching coefficients, where one of the filters propagates in the forward-time direction with one frame. The proposed method is tested against the noisy speech signals degraded by Gaussian colored noise or nonstationary noise at various input signal-to-noise ratios. An app개ximate improvement of 4.7-5.2 dB is SNR is achieved at input SNR 10 and 15 dB. Also, in a comparison of conventional and the proposed methods, an improvement of the about 0.3 dB in SNR is obtained with our proposed method.

  • PDF

Geostatistics for Bayesian interpretation of geophysical data

  • Oh Seokhoon;Lee Duk Kee;Yang Junmo;Youn Yong-Hoon
    • 한국지구물리탐사학회:학술대회논문집
    • /
    • 2003.11a
    • /
    • pp.340-343
    • /
    • 2003
  • This study presents a practical procedure for the Bayesian inversion of geophysical data by Markov chain Monte Carlo (MCMC) sampling and geostatistics. We have applied geostatistical techniques for the acquisition of prior model information, and then the MCMC method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter. This approach provides an effective way to treat Bayesian inversion of geophysical data and reduce the non-uniqueness by incorporating various prior information.

  • PDF

A Study on the Comparison of the Probability of Acceptance through Simulation and Approximation Methods for a Statistically Dependent Production Process (종속 품질 생산 공정에서 시뮬레이션과 근사적 방법을 통한 합격 확률의 비교에 관한 연구)

  • 유정상;황의철
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.15 no.26
    • /
    • pp.189-199
    • /
    • 1992
  • Standard acceptance sampling plans models the production process as a sequence of independent identically distributed Beruoulli random variables. However, the quality of items sampled sequentially from an ongoing production process often exhibits statistical dependency that is not accounted for in standard acceptance sampling plans. In this paper, a dependent production process is modelled as an ARMA process and as a two-state Markov chain. A simulation study of each is performed. A comparison of the probability of acceptance is done for the simulation method and for the approximation method.

  • PDF

A study on the speech recognition by HMM based on multi-observation sequence (다중 관측열을 토대로한 HMM에 의한 음성 인식에 관한 연구)

  • 정의봉
    • Journal of the Korean Institute of Telematics and Electronics S
    • /
    • v.34S no.4
    • /
    • pp.57-65
    • /
    • 1997
  • The purpose of this paper is to propose the HMM (hidden markov model) based on multi-observation sequence for the isolated word recognition. The proosed model generates the codebook of MSVQ by dividing each word into several sections followed by dividing training data into several sections. Then, we are to obtain the sequential value of multi-observation per each section by weighting the vectors of distance form lower values to higher ones. Thereafter, this the sequential with high probability value while in recognition. 146 DDD area names are selected as the vocabularies for the target recognition, and 10LPC cepstrum coefficients are used as the feature parameters. Besides the speech recognition experiments by way of the proposed model, for the comparison with it, the experiments by DP, MSVQ, and genral HMM are made with the same data under the same condition. The experiment results have shown that HMM based on multi-observation sequence proposed in this paper is proved superior to any other methods such as the ones using DP, MSVQ and general HMM models in recognition rate and time.

  • PDF

A Study on the Improvement of Measurement Accuracy of Laser Interferometers for a Stopped Target (정지 타겟에 대한 레이저 간섭계의 측정 정밀도 향상에 관한 연구)

  • Lee, Jea-Ho;Kim, Seung-Hyun;Jung, Joon-Hong;Park, Ki-Heon
    • Proceedings of the KIEE Conference
    • /
    • 2006.04a
    • /
    • pp.345-347
    • /
    • 2006
  • An interferometer is the unique measurement device that can measure the range up to a few meters with sub-nano accuracy and this characteristic makes it as the important sensing device for the emerging nano-mechatronics technologies. The interferometer, however, is very sensitive to the environments such as temperature, humidity, sound noises, vibrations and air turbulences and these factors result in a few hundred nano meter errors. There have been many efforts to reduce these environmental errors. These efforts are mainly focused in reducing the errors inside the interferometer and improving the environments physically. The purpose of this paper is to improve accuracy of the interferometer by using measurement noise models and the Kalman filter algorithm.

  • PDF

A Study on Gesture Recognition using Improved Higher Order Local Correlation Features and HMM (개선된 고차상관 특징계수와 은닉마르코프 모델을 이용한 제스처 인식에 관한 연구)

  • Kim, Jong-Min
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
    • /
    • 2013.05a
    • /
    • pp.521-524
    • /
    • 2013
  • In this paper, the algorithm that recognizes the gesture by configuring the feature information obtained through Improved Higher Order Local Correlation Features as low dimensional gesture symbol was described. Since the proposed method doesn't require a lot of computations compared to the existing geometric feature based method or appearance based methods and it can maintain high recognition rate by using the minimum information, it is very well suited for real-time system establishment.

  • PDF

An availability analysis of switching control system with warm standby fault tolerant architecture (Warm standby 고장김내 구조를 지원하는 교환 제어 시스템에서의 가동률 분석)

  • 송광석;여환근;한창호;문태수;이광배;김현욱;윤충화
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.21 no.8
    • /
    • pp.1989-2002
    • /
    • 1996
  • In this paper, we describe several warm standby fault-tolerant models and their operation methods applicable to telephone switching control systems which have dual module structure and need high availability. Unavailabilities of the system implemented by four different methods for each model are computed by using the Markov state model, and then are compared for system performance evaluation. As the results ofsimulations, the warm standby model with triple processors is best in the aspect of data loss, while in most cases the warm standby model with doble processors based on no standby check method provides the highest system avaiability. Periodic changeover increases the system unavailability, but the preriodic standby check on standby module decreases the system unavailability of warm standby model with a single processor and with double processors. On the other hands, the variationas of warm standby model with a single processor and with double processors. On the other hand, the variations of data recovery time and personnel recovery rate have little effect on the system unavailtability.

  • PDF