• Title/Summary/Keyword: markov models

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A study on the damage process of fatigue crack growth using the stochastic model (확률적모델을 이용한 피로균열성장의 손상과정에 관한 연구)

  • Lee, Won Suk;Cho, Kyu Seoung;Lee, Hyun Woo
    • Journal of the Korean Society for Precision Engineering
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    • v.13 no.10
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    • pp.130-138
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    • 1996
  • In general, the scattler is observed in fatigue test data due to the nonhomogeneity of a material. Consequently. It is necessary to use the statistical method to describe the fatigue crack growth process precisely. Bogdanoff and Kozin suggested and developed the B-model which is the probabilistic models of cumulative damage using the Markov process in order to describe the damage process. But the B-model uses only constant probability ratior(r), so it is not consistent with the actual damage process. In this study, the r-decreasing model using a monotonic decreasing function is introduced to improve the B-model. To verify the model, thest data of fatigue crack growth of A12024-T351 and A17075-T651 are used. Compared with the empirical distribution of test data, the distribution from the r-decreasing model is satisfactory and damage process is well described from the probabilistic and physical viewpoint.

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A Bayesian joint model for continuous and zero-inflated count data in developmental toxicity studies

  • Hwang, Beom Seuk
    • Communications for Statistical Applications and Methods
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    • v.29 no.2
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    • pp.239-250
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    • 2022
  • In many applications, we frequently encounter correlated multiple outcomes measured on the same subject. Joint modeling of such multiple outcomes can improve efficiency of inference compared to independent modeling. For instance, in developmental toxicity studies, fetal weight and number of malformed pups are measured on the pregnant dams exposed to different levels of a toxic substance, in which the association between such outcomes should be taken into account in the model. The number of malformations may possibly have many zeros, which should be analyzed via zero-inflated count models. Motivated by applications in developmental toxicity studies, we propose a Bayesian joint modeling framework for continuous and count outcomes with excess zeros. In our model, zero-inflated Poisson (ZIP) regression model would be used to describe count data, and a subject-specific random effects would account for the correlation across the two outcomes. We implement a Bayesian approach using MCMC procedure with data augmentation method and adaptive rejection sampling. We apply our proposed model to dose-response analysis in a developmental toxicity study to estimate the benchmark dose in a risk assessment.

An Anomaly Detection based on Probabilistic Behavior of Hidden Markov Models (은닉마코프모델을 이용한 이상징후 탐지 기법)

  • Lee, Eun-Young;Han, Chan-Kyu;Choi, Hyoung-Kee
    • Proceedings of the Korea Information Processing Society Conference
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    • 2008.05a
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    • pp.1139-1142
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    • 2008
  • 인터넷의 이용이 증가함에 따라 네트워크를 통한 다양한 공격 역시 증가 추세에 있다. 따라서 네트워크 이상징후를 사전에 탐지하고 상황에 따라 유연하게 대처할 수 있도록 하기 위한 연구가 절실하다. 본 연구는 은닉마코프모델을 이용해 트래픽에서 이상징후를 탐지하는 기법을 제안한다. 제안하는 기법은 시계열 예측 기법을 이용해 트래픽에서 징후를 추출한다. 징후추출 과정의 결과를 은닉마코프모델을 활용한 징후판단과정을 통해 네트워크 이상징후인지를 판단하고 결정한다. 일련의 과정을 perl로 구현하고, 실제 공격이 포함된 트래픽을 사용하여 검증한다. 하지만 결과가 확연히 증명되지는 않는데, 이는 학습과정의 부족과 실제에 가까운 트래픽의 사용으로 인해 나타나는 현상으로 연구의 본질을 흐리지는 않는다고 판단된다. 오히려 실제 상황을 가정했을 때 접근이나 적용을 판단함에 관리자의 의견을 반영할 수 있으므로 공격의 탐지와 판단에 유연성을 증대시킬 수 있다. 본 연구는 실시간 네트워크의 상황 파악이나 네트워크에서의 신종 공격 탐지 및 분류에 응용가능할 것으로 기대된다.

Agent's Activities based Intention Recognition Computing (에이전트 행동에 기반한 의도 인식 컴퓨팅)

  • Kim, Jin-Ok
    • Journal of Internet Computing and Services
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    • v.13 no.2
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    • pp.87-98
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    • 2012
  • Understanding agent's intent is an essential component of the human-computer interaction of ubiquitous computing. Because correct inference of subject's intention in ubiquitous computing system helps particularly to understand situations that involve collaboration among multiple agents or detection of situations that can pose a particular activity. This paper, inspired by people have a mechanism for interpreting one another's actions and for inferring the intentions and goals that underlie action, proposes an approach that allows a computing system to quickly recognize the intent of agents based on experience data acquired through prior capabilities of activities recognition. To proceed intention recognition, proposed method uses formulations of Hidden Markov Models (HMM) to model a system's prior experience and agents' action change, then makes for system infer intents in advance before the agent's actions are finalized while taking the perspective of the agent whose intent should be recognized. Quantitative validation of experimental results, while presenting an accurate rate, an early detection rate and a correct duration rate with detecting the intent of several people performing various activities, shows that proposed research contributes to implement effective intent recognition system.

Gaussian Selection in HMM Speech Recognizer with PTM Model for Efficient Decoding (PTM 모델을 사용한 HMM 음성인식기에서 효율적인 디코딩을 위한 가우시안 선택기법)

  • 손종목;정성윤;배건성
    • The Journal of the Acoustical Society of Korea
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    • v.23 no.1
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    • pp.75-81
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    • 2004
  • Gaussian selection (GS) is a popular approach in the continuous density hidden Markov model for fast decoding. It enables fast likelihood computation by reducing the number of Gaussian components calculated. In this paper, we propose a new GS method for the phonetic tied-mixture (PTM) hidden Markov models. The PTM model can represent each state of the same topological location with a shared set of Gaussian mixture components and contort dependent weights. Thus the proposed method imposes constraint on the weights as well as the number of Gaussian components to reduce the computational load. Experimental results show that the proposed method reduces the percentage of Gaussian computation to 16.41%, compared with 20-30% for the conventional GS methods, with little degradation in recognition.

Efficient Approximation of State Space for Reinforcement Learning Using Complex Network Models (복잡계망 모델을 사용한 강화 학습 상태 공간의 효율적인 근사)

  • Yi, Seung-Joon;Eom, Jae-Hong;Zhang, Byoung-Tak
    • Journal of KIISE:Software and Applications
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    • v.36 no.6
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    • pp.479-490
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    • 2009
  • A number of temporal abstraction approaches have been suggested so far to handle the high computational complexity of Markov decision problems (MDPs). Although the structure of temporal abstraction can significantly affect the efficiency of solving the MDP, to our knowledge none of current temporal abstraction approaches explicitly consider the relationship between topology and efficiency. In this paper, we first show that a topological measurement from complex network literature, mean geodesic distance, can reflect the efficiency of solving MDP. Based on this, we build an incremental method to systematically build temporal abstractions using a network model that guarantees a small mean geodesic distance. We test our algorithm on a realistic 3D game environment, and experimental results show that our model has subpolynomial growth of mean geodesic distance according to problem size, which enables efficient solving of resulting MDP.

Bayesian Analysis of a Zero-inflated Poisson Regression Model: An Application to Korean Oral Hygienic Data (영과잉 포아송 회귀모형에 대한 베이지안 추론: 구강위생 자료에의 적용)

  • Lim, Ah-Kyoung;Oh, Man-Suk
    • The Korean Journal of Applied Statistics
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    • v.19 no.3
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    • pp.505-519
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    • 2006
  • We consider zero-inflated count data, which is discrete count data but has too many zeroes compared to the Poisson distribution. Zero-inflated data can be found in various areas. Despite its increasing importance in practice, appropriate statistical inference on zero-inflated data is limited. Classical inference based on a large number theory does not fit unless the sample size is very large. And regular Poisson model shows lack of St due to many zeroes. To handle the difficulties, a mixture of distributions are considered for the zero-inflated data. Specifically, a mixture of a point mass at zero and a Poisson distribution is employed for the data. In addition, when there exist meaningful covariates selected to the response variable, loglinear link is used between the mean of the response and the covariates in the Poisson distribution part. We propose a Bayesian inference for the zero-inflated Poisson regression model by using a Markov Chain Monte Carlo method. We applied the proposed method to a Korean oral hygienic data and compared the inference results with other models. We found that the proposed method is superior in that it gives small parameter estimation error and more accurate predictions.

Study on predictive modeling of incidence of traffic accidents caused by weather conditions (날씨 변화에 따라 교통사고 예방을 위한 예측모델에 관한 연구)

  • Chung, Young-Suk;Park, Rack-Koo;Kim, Jin-Mook
    • Journal of the Korea Convergence Society
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    • v.5 no.1
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    • pp.9-15
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    • 2014
  • Traffic accidents are caused by a variety of factors. Among the factors that cause traffic accidents are weather conditions at the time. There is a difference in the percentage of deaths according to traffic accidents, due to the weather conditions. In order to reduce the number of deaths due to traffic accidents, to predict the incidence of traffic accidents that occur in response to weather conditions is required. In this paper, it propose a model to predict the incidence of traffic accidents caused by weather conditions. Predictive modeling was applied to the theory of Markov processes. By applying the actual data for the proposed model, to predict the incidence of traffic accidents, it was compared with the number of occurrences in practice. In this paper, it is to support the development of traffic accident policy with the change of weather.

A Recognition Algorithm of Suspicious Human Behaviors using Hidden Markov Models in an Intelligent Surveillance System (지능형 영상 감시 시스템에서의 은닉 마르코프 모델을 이용한 특이 행동 인식 알고리즘)

  • Jung, Chang-Wook;Kang, Dong-Joong
    • Journal of Korea Multimedia Society
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    • v.11 no.11
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    • pp.1491-1500
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    • 2008
  • This paper proposes an intelligent surveillance system to recognize suspicious patterns of the human behavior by using the Hidden Markov Model. First, the method finds foot area of the human by motion detection algorithm from image sequence of the surveillance camera. Then, these foot locus form observation series of features to learn the HMM. The feature that is position of the human foot is changed to each code that corresponds to a specific label among 16 local partitions of image region. Therefore, specific moving patterns formed by the foot locus are the series of the label numbers. The Baum-Welch algorithm of the HMM learns each suspicious and specific pattern to classify the human behaviors. To recognize the inputted human behavior pattern in a test image, the probabilistic comparison between the learned pattern of the HMM and foot series to be tested decides the categorization of the test pattern. The experimental results show that the method can be applied to detect a suspicious person prowling in corridor.

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A Framework for 3D Hand Gesture Design and Modeling (삼차원 핸드 제스쳐 디자인 및 모델링 프레임워크)

  • Kwon, Doo-Young
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.14 no.10
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    • pp.5169-5175
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    • 2013
  • We present a framework for 3D hand gesture design and modeling. We adapted two different pattern matching techniques, Dynamic Time Warping (DTW) and Hidden Markov Models (HMMs), to support the registration and evaluation of 3D hand gestures as well as their recognition. One key ingredient of our framework is a concept for the convenient gesture design and registration using HMMs. DTW is used to recognize hand gestures with a limited training data, and evaluate how the performed gesture is similar to its template gesture. We facilitate the use of visual sensors and body sensors for capturing both locative and inertial gesture information. In our experimental evaluation, we designed 18 example hand gestures and analyzed the performance of recognition methods and gesture features under various conditions. We discuss the variability between users in gesture performance.