• Journal of the Korean Operations Research and Management Science Society
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• v.14 no.1
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• pp.1-15
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• 1989

Multistate survival data with censoring often arise in biomedical experiments. In particular, a four-state space is used for cancer clinical trials. In a four-state space, each patient may either respond to a given treatment and then relapse or may progress without responding. In this four-state space, a model which combines the Markov and semi-Markov models is proposed. In this combined model, the generalized maximum likelihood estimators of the Markov and semi-Markov hazard functions are derived. These estimators are illustrated for the data collected in a study of treatments for advanced breast cancer.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.11 no.4
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• pp.113-118
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• 2011

Sequence homology analysis in the substances in the phenomenon of life is to create database by sorting and indexing and to demonstrate the usefulness of informatics. In this paper, Markov models are used in GenScan program to convert the pattern of complex eukaryotic protein sequences. It becomes impossible to navigate the minimum distance, complexity increases exponentially as the exact calculation. It is used scorecard in amino acid substitutions between similar amino acid substitutions to have a differential effect score, and is applied the Markov models sophisticated concealment of the transition probability model. As providing superior method to translate sequences homologous sequences in analysis using blast p, Markov models. is secreted protein structure of sequence translations.

• Asian Journal of Atmospheric Environment
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• v.10 no.2
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• pp.67-79
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• 2016

The forecasting of air pollution is an important and popular topic in environmental engineering. Due to health impacts caused by unacceptable particulate matter (PM) levels, it has become one of the greatest concerns in metropolitan cities like Karaj City in Iran. In this study, the concentration of $PM_{2.5}$ was predicted by applying a multilayer percepteron (MLP) neural network, a radial basis function (RBF) neural network and a Markov chain model. Two months of hourly data including temperature, NO, $NO_2$, $NO_x$, CO, $SO_2$ and $PM_{10}$ were used as inputs to the artificial neural networks. From 1,488 data, 1,300 of data was used to train the models and the rest of the data were applied to test the models. The results of using artificial neural networks indicated that the models performed well in predicting $PM_{2.5}$ concentrations. The application of a Markov chain described the probable occurrences of unhealthy hours. The MLP neural network with two hidden layers including 19 neurons in the first layer and 16 neurons in the second layer provided the best results. The coefficient of determination ($R^2$), Index of Agreement (IA) and Efficiency (E) between the observed and the predicted data using an MLP neural network were 0.92, 0.93 and 0.981, respectively. In the MLP neural network, the MBE was 0.0546 which indicates the adequacy of the model. In the RBF neural network, increasing the number of neurons to 1,488 caused the RMSE to decline from 7.88 to 0.00 and caused $R^2$ to reach 0.93. In the Markov chain model the absolute error was 0.014 which indicated an acceptable accuracy and precision. We concluded the probability of occurrence state duration and transition of $PM_{2.5}$ pollution is predictable using a Markov chain method.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.14 no.3
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• pp.523-534
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• 1994

The purpose of this study is to develop computer simulation model that produce precipitation patterns from stochastic model. In the paper(I) of this study, the alternate renewal process(ARP) is used for the daily precipitation series. In this paper(Il), stochastic simulation models for the daily precipitation series are developed by combining Markov chain for the precipitation occurrence process and continuous probability distribution for the precipitation amounts on the wet days. The precipitation occurrence is determined by first order Markov chain with two states(dry and wet). The amounts of precipitation, given that precipitation has occurred, are described by a Gamma, Pearson Type-III, Extremal Type-III, and 3 parameter Weibull distribution. Since the daily precipitation series shows seasonal variation, models are identified for each month of the year separately. To illustrate the application of the simulation models, daily precipitation data were taken from records at the seven locations of the Nakdong and Seomjin river basin. Simulated data were similar to actual data in terms of distribution for wet and dry spells, seasonal variability, and precipitation amounts.

• Asian Pacific Journal of Cancer Prevention
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• v.15 no.1
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• pp.441-447
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• 2014

Background: Multi-state models are appropriate for cancer studies such as gastrectomy which have high mortality statistics. These models can be used to better describe the natural disease process. But reaching that goal requires making assumptions like Markov and homogeneity with time. The present study aims to investigate these hypotheses. Materials and Methods: Data from 330 patients with gastric cancer undergoing surgery at Iran Cancer Institute from 1995 to 1999 were analyzed. To assess Markov assumption and time homogeneity in modeling transition rates among states of multi-state model, Cox-Snell residuals, Akaikie information criteria and Schoenfeld residuals were used, respectively. Results: The assessment of Markov assumption based on Cox-Snell residuals and Akaikie information criterion showed that Markov assumption was not held just for transition rate of relapse (state 1 ${\rightarrow}$ state 2) and for other transition rates - death hazard without relapse (state 1 ${\rightarrow}$ state 3) and death hazard with relapse (state 2 ${\rightarrow}$ state 3) - this assumption could also be made. Moreover, the assessment of time homogeneity assumption based on Schoenfeld residuals revealed that this assumption - regarding the general test and each of the variables in the model- was held just for relapse (state 1 ${\rightarrow}$ state 2) and death hazard with a relapse (state 2 ${\rightarrow}$ state 3). Conclusions: Most researchers take account of assumptions such as Markov and time homogeneity in modeling transition rates. These assumptions can make the multi-state model simpler but if these assumptions are not made, they will lead to incorrect inferences and improper fitting.

• Management Science and Financial Engineering
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• v.12 no.2
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• pp.19-35
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• 2006

We use the hierarchical Bayesian approach to describe the transition probabilities of a binary nonhomogeneous Markov chain. The Markov chain is used for describing the transition behavior of emotionally disturbed children in a treatment program. The effects of covariates on transition probabilities are assessed using a logit link function. To describe the time evolution of transition probabilities, we consider two modeling strategies. The first strategy is based on the concept of exchangeabiligy, whereas the second one is based on a first order Markov property. The deviance information criterion (DIC) measure is used to compare models with two different time dependent structures. The inferences are made using the Markov chain Monte Carlo technique. The developed methodology is applied to some real data.

• KIPS Transactions on Computer and Communication Systems
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• v.6 no.4
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• pp.189-196
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• 2017

BIS(Bus Information System) provides the different information related to buses including predictions of arriving times at stations. BIS have been deployed almost all cities in our country and played active roles to improve the convenience of public transportation systems. Moving average filters, Kalman filter and regression models have been representative in forecasting the arriving times of buses in current BIS. The accuracy in prediction of arriving times depends largely on the forecasting algorithms and traffic conditions considered when forecasting in BIS. In present BIS, the simple prediction algorithms are used only considering the passage times and distances between stations. The forecasting of arrivals, however, have been influenced by the traffic conditions such as traffic signals, traffic accidents and pedestrians ets., and missing data. To improve the accuracy of bus arriving estimates, there are big troubles in building models including the above problems. Hidden Markov Models have been effective algorithms considering various restrictions above. So, we have built the HMM forecasting models for bus arriving times in the current BIS. When building models, the data collected from Sunchean City at 2015 have been utilized. There are about 2298 stations and 217 routes in Suncheon city. The models are developed differently week days and weekend. And then the models are conformed with the data from different districts and times. We find that our HMM models can provide more accurate forecasting than other existing methods like moving average filters, Kalmam filters, or regression models. In this paper, we propose Hidden Markov Model to obtain more precise and accurate model better than Moving Average Filter, Kalman Filter and regression model. With the help of Hidden Markov Model, two different sections were used to find the pattern and verified using Bootstrap process.

• Journal of the Korea Society for Simulation
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• v.17 no.4
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• pp.61-69
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• 2008

In order to evaluate the performance of priority queues for future event list in discrete-event simulations, models representing patterns of enqueue and dequeue processes are required. The time complexities of diverse priority queue implementations can be compared using the performance models. This study aims at developing such performance models especially under the environment that a developed simulation model is used repeatedly for a long period. The developed performance model is based on multi-stage Markov process models; probabilistic patterns of enqueue and dequeue are considered by incorporating non-homogeneous transition probability. All necessary parameters in this performance model would be estimated by analyzing a results obtained by executing the simulation model. A case study with a war game simulation model shows how the parameters defined in muti-stage Markov process models are estimated.

• The Transactions of the Korea Information Processing Society
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• v.5 no.11
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• pp.2954-2972
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• 1998

It is expected that the transport of compressed video will become a significant part of total network traffic because of the widespread introduction of multimedial services such as VOD(video on demand). Accordingly, VBR(variable bit-rate) encoded video will be widely used, due to its advantages in statistical multiplexing gain and consistent vido quality. Since the transport of video traffic requires larger bandwidth than that of voice and data, the characterization of video source and traffic modeling is very important for the design of proper resource allocation scheme in ATM networks. Suitable statistical source models are also required to analyze performance metrics such as packet loss, delay and jitter. In this paper, we analyzed and described on the characterization and traffic modeling of MPEG video sources. The models are broadly classified into two categories; i.e., statistical models and deterministic models. In statistical models, the models are categorized into five groups: AR(autoregressive), Markov, composite Marko and AR, TES, and selfsimilar models. In deterministic models, the models are categorized into $({\sigma},\;{\rho}$, parameterized model, D-BIND, and Empirical Envelopes models. Each model was analyzed for its characteristics along with corresponding advantages and shortcomings, and we made comparisons on the complexity of each model.

• Journal of Korea Multimedia Society
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• v.12 no.4
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• pp.521-529
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• 2009

In this paper, we present a vision-based human primitive motion recognition method. It models the reference motion patterns, recognizes a user's motion, and measures the similarity between the reference action and the user's one. In order to recognize a motion, we provide a pattern modeling method based on the Hidden Markov Models. In addition, we provide a similarity measurement method between the reference motion and the user's one using the editing distance algorithm. Experimental results show that the recognition rate of ours is above 93%. Our method can be used in the motion recognizable games, the motion recognizable postures, and the rehabilitation training systems.