• Journal of KIISE:Information Networking
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• v.30 no.3
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• pp.397-406
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• 2003

As the information technology grows interests in the intrusion detection system (IDS), which detects unauthorized usage, misuse by a local user and modification of important data, has been raised. In the field of anomaly-based IDS several artificial intelligence techniques such as hidden Markov model (HMM), artificial neural network, statistical techniques and expert systems are used to model network rackets, system call audit data, etc. However, there are undetectable intrusion types for each measure and modeling method because each intrusion type makes anomalies at individual measure. To overcome this drawback of single-measure anomaly detector, this paper proposes a multiple-measure intrusion detection method. We measure normal behavior by systems calls, resource usage and file access events and build up profiles for normal behavior with hidden Markov model, statistical method and rule-base method, which are integrated with a rule-based approach. Experimental results with real data clearly demonstrate the effectiveness of the proposed method that has significantly low false-positive error rate against various types of intrusion.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.38 no.2
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• pp.205-210
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• 2014

Recently, pattern recognition methods have been widely used by researchers for fault diagnoses of mechanical systems. A pattern recognition method determines the soundness of a mechanical system by detecting variations in the system's vibration characteristics. Hidden Markov models (HMMs) and artificial neural networks (ANNs) have recently been used as pattern recognition methods in various fields. In this study, a HMM-ANN hybrid method for the fault diagnosis of a mechanical system is introduced, and a rotating wind turbine blade with a crack is selected for fault diagnosis. The existence, location, and depth of said crack are identified in this research. For improving the diagnostic accuracy of the method in spite of the presence of noise, a moment with a few specific frequencies is applied to the structure.

• Journal of Korea Multimedia Society
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• v.6 no.2
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• pp.216-223
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• 2003

In this paper, we present SCCRS(Speech and Character Combined Recognition System) for speaker /writer independent. on-line multimodal interfaces. In general, it has been known that the CHMM(Continuous Hidden Markov Mode] ) is very useful method for speech recognition and on-line character recognition, respectively. In the proposed method, the same CHMM is applied to both speech and character recognition, so as to construct a combined system. For such a purpose, 115 CHMM having 3 states and 9 transitions are constructed using MLE(Maximum Likelihood Estimation) algorithm. Different features are extracted for speech and character recognition: MFCC(Mel Frequency Cepstrum Coefficient) Is used for speech in the preprocessing, while position parameter is utilized for cursive character At recognition step, the proposed SCCRS employs OPDP (One Pass Dynamic Programming), so as to be a practical combined recognition system. Experimental results show that the recognition rates for voice phoneme, voice word, cursive character grapheme, and cursive character word are 51.65%, 88.6%, 85.3%, and 85.6%, respectively, when not using any language models. It demonstrates the efficiency of the proposed system.

• Journal of the Korean Society for Railway
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• v.20 no.3
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• pp.349-355
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• 2017

Failures of railway systems can result in train delays or accidents, and therefore high reliability is required to ensure safety of railway systems. To improve reliability, railway systems are designed with redundant systems so that the standby system will continue to function normally even if the primary system fails. Generally, overall system reliability can be evaluated by the reliabilities of the parts of the whole system and the reliability of the redundant system considering common failures in case of each system is not conform physical, functional and process independent. In this study, the reliability of the hot-standby sparing system is analyzed the independent systems and dependent systems with common failures. The reliability for the standby system can be effectively analysed using Markov models, which can model the redundant configuration and the state transition.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.41 no.4
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• pp.417-428
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• 2021

Since future maintenance cost estimation of infrastructure involves uncertainty, it is important to make use of a failure prediction model. However, it is difficult for local governments to develop accurate failure prediction models applicable to infrastructure due to a lack of budget and expertise. Therefore, this study estimated the life expectancy of asphalt road pavement of national highways using the Bayesian Markov Mixture Hazard model. In addition, in order to accurately estimate life expectancy, environmental variables such as traffic volume, ESAL (Equivalent Single Axle Loads), SNP (Structural Number of Pavement), meteorological conditions, and de-icing material usage were applied to retain reliability of the estimation results. As a result, life expectancy was estimated from at least 13.09 to 19.61 years by region. By using this approach, it is expected that it will be possible to estimate future maintenance cost considering local failure characteristics.

• Journal of Navigation and Port Research
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• v.43 no.4
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• pp.237-242
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• 2019

Behavioral errors of the seafarers are one of the major causes of collisions and are usually corrected through education and training. To correct this behavioral error, the structure in which the behavioral error occurs needs to be identified and analyzed. For this purpose, behavior observation data were obtained through ship maneuvering simulation for collision encounters. The 9-state behavior classification frame proposed by Reason was used for the behavior observation and 50 university students were involved in the experiment. Behavioral analysis used the behavioral model of collision avoidance success and failure, which was developed from the 9-state Left-to-Right Hidden Markov modeling technique. As a result of the experiment, the difference between behaviors of success and failure of collision avoidance was clearly identified, and the linkage between 9-state behaviors, required to prevent collision, was derived.

• Journal of Preventive Medicine and Public Health
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• v.55 no.5
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• pp.415-423
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• 2022

Economic evaluations in the healthcare are used to assess economic efficiency of pharmaceuticals and medical interventions such as diagnoses and medical procedures. This study introduces the main concepts of economic evaluation across its key steps: planning, outcome and cost calculation, modeling, cost-effectiveness results, uncertainty analysis, and decision-making. When planning an economic evaluation, we determine the study population, intervention, comparators, perspectives, time horizon, discount rates, and type of economic evaluation. In healthcare economic evaluations, outcomes include changes in mortality, the survival rate, life years, and quality-adjusted life years, while costs include medical, non-medical, and productivity costs. Model-based economic evaluations, including decision tree and Markov models, are mainly used to calculate the total costs and total effects. In cost-effectiveness or costutility analyses, cost-effectiveness is evaluated using the incremental cost-effectiveness ratio, which is the additional cost per one additional unit of effectiveness gained by an intervention compared with a comparator. All outcomes have uncertainties owing to limited evidence, diverse methodologies, and unexplained variation. Thus, researchers should review these uncertainties and confirm their robustness. We hope to contribute to the establishment and dissemination of economic evaluation methodologies that reflect Korean clinical and research environment and ultimately improve the rationality of healthcare policies.

• Journal of Korea Port Economic Association
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• v.38 no.4
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• pp.13-23
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• 2022

In this study, from January 2015 to April 2020, we propose a stochastic volatility model to capture the leverage effect on daily freight yields in the dry cargo market and analyze the freight yields. Estimation involving the Bayesian Markov Chain Monte Carlo method for the leverage effect based on the negative correlation that exists between returns and volatility in stochastic volatility analysis yields similar estimates, and the statistcs indicates significant. That is, the results of the empirical analysis show that the degree of correlation between returns and volatility, and the magnitude and sign of fluctuations differ, which suggests that taking into account the leverage effect in the SV model improves the goodness of fit of the estimates. In addition to the statistical significance of the estimated model's leverage effect, the analysis by log predictive power score presents the estimated results with improved predictive power of the model considering the leveraged effect. These astatistically significant empirical results show that the stochastic volatility model considering the leverage effect is important for freight rate risk modeling in the marine industry.

• Economic Analysis
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• v.17 no.2
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• pp.27-55
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• 2011

Although many theoretical studies have tried to explain the volatility in financial markets using models of herd behavior, there have been few empirical studies on dynamic herding due to the technical difficulty of detecting herd behavior with time-series data. Thus, this paper theoretically extends a continuous beliefs system belonging to an agent based economic model by introducing a term representing agents'mutual dependence into each agent's utility function and derives a SV(stochastic volatility)-type econometric model. From this model the time-varying herding parameters are efficiently estimated by a Markov chain Monte Carlo method. Using monthly data of KOSPI and DOW, this paper provides some empirical evidences for stronger herding in the Korean stock market than in the U.S. stock market, and further stronger herding after the global financial crisis than before it. More interesting finding is that time-varying herd behavior has weak autocorrelation and the global financial crisis may increase its volatility significantly.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.36 no.2
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• pp.85-94
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• 2018

The change of land covers in 2026 was prediceted based on the change of urbanization in 1996, 2006 and 2016 in Seoul and surrounding areas in this study. Landsat images were used as the basic data, and MLP (Multilayer Perceptron) and MCA (Markov Chain Analysis) were integrated for future prediction for the study area. The land cover transition potentials were calculated by setting up sub-models in MLP and the driving factors of land cover transition from 1996 to 2006 and transition probabilities were calculated using MCA to generate the land cover map of 2016. This was compared to the land cover map of 2016 from Landsat. MLP and MCA were verified and the future land covers of 2026 were predicted using the land cover map from Landsat in 2006 and 2016. As a result, it was predicted that the major land cover changes from 1996 to 2006 were from Barren Land and Grass Land to Builtup Area, and the same trend of transition will be remained for 2026. This study is meaningful in that it is applied for the first time to predict the future coating change in Seoul and surrounding areas by the MLP-MCA method.