• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1998년도 제13차 학술회의논문집
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• pp.289-294
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• 1998

The distributed-parameter structures expressed with the partial differential equations are considered as the infinite-dimensional dynamic system. For implementation of a controller in multivariate systems, it is necessary to derive the state-space reduced order model. By the eigensystem realization algorithm, we can yield tile subspace system with the Markov parameters derived from the measured frequency response function by the inverse discrete Fourier transformation. We also review the necessary conditions for the convergence of the approximation system and the error bounds in terms of the singular values of Markov-parameter matrices. To determine the natural frequencies and modal damping ratios, the modal coordinate transformation is applied to the realization system. The vibration test for a smart structure is performed to provide the records of frequency response functions used in the subspace system realization.

• Journal of the Korean Data and Information Science Society
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• 제13권2호
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• pp.227-234
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• 2002

In this paper, we consider hierarchical Bayes generalized linear models for the analysis of longitudinal count data. Specifically we introduce the hierarchical Bayes random effects models. We discuss implementation of the Bayes procedures via Markov chain Monte Carlo (MCMC) integration techniques. The hierarchical Baye method is illustrated with a real dataset and is compared with other statistical methods.

• 경영과학
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• 제15권1호
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• pp.63-76
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• 1998

Reliability evaluation methodologies of the multipath MIN system are reviewed and critically compared. Some guidelines are proposed to select efficient evaluation method for the system designers to use. Considering the switch failure and repair characteristics of the MIN system, three types of Markov models are proposed for the MIN system availability models. These models can be used for the MIN performance analysis. The performance of the MIN system are supposed to vary according to the failure state of the system.

• Journal of the Korean Statistical Society
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• 제31권1호
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• pp.93-107
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• 2002

Random effects generalised linear models are useful for analysing clustered count data in which responses are usually correlated. We propose a Bayesian approach to parameter estimation and variable selection in random effects generalised linear models for count data. A simple Gibbs sampling algorithm for parameter estimation is presented and a simple and efficient variable selection is done by using the Gibbs outputs. An illustrative example is provided.

• 대한원격탐사학회지
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• 제15권2호
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• pp.147-158
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• 1999

지표면에 대한 다양한 정보를 제공해 주는 원격탐사기법은 수 십년 동안 우리의 환경을 관찰하고 이해하는데 중요한 역할을 해왔다. 이러한 원격탐사 자료를 이용하는데 다양한 디지털 영상처리기법이 도입되어 자료에서 관찰되는 여러 가지 특성을 모형화하고 처리하는데 매우 유용하게 활용되어져 왔다. 화소들 간의 공간적 관계를 고려하는 Markov Random Field (MRF) 모형은 텍스처 모델링이나 영상분할 및 분류와 같은 여러 분야에서 많이 이용되는 모형으로 이것에 기초한 다양한 알고리즘이 발표되었다. 보통 원격탐사 자료는 그 크기가 매우 크고 시간적 간격을 두고 변화를 관측해 가는 경우에는 분석해야할 자료의 양이 매우 방대하다. 이러한 자료를 처리하는데 걸리는 시간은 처리해야할 자료의 양과는 비선형적 관계에 있다. 본 논문에서는 MRF를 이용하여 원격탐사 자료를 처리할 때 걸리는 시간을 단축하기 위한 방법론이 연구되었다. 이를 위해 논리적 구조로 영상을 피라미드형태로 감소하는 크기로 분석하는 multiresolution 구조가 고려되었는데 이는 연상의 거시적 특징과 미세한 특징을 효율적으로 분석할 수 있는 방법을 제공해 준다. 영상의 크기가 커질수록 파라미터 추정 또한 복잡하고 많은 시간을 요하게 된다. 본 논문에서는 이를 위해 Bayesian 방법을 이용하여 원격탐사 영상과 같은 크기가 큰 영상의 MRF 모형의 파라미터를 효율적으로 추정할 수 있는 방법에 제안되어 있다.

• 응용통계연구
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• 제28권3호
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• pp.429-442
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• 2015

변동성(volatility)은 투자위험을 의미하며 자산의 가격결정이나 포트폴리오 관리 및 투자전략에서 아주 중요한 역할을 한다. 이러한 변동성을 모형화하기 위한 조건부 이분산 모형으로서 전통적인 GARCH(generalized autoregressive conditional heteroskedastic) 모형 및 확장된 형태들이 널리 사용되어지고 있으나, 금융위기와 재정위기와 같은 구조적 변화를 변동성 예측에 반영할 수 없다는 단점을 가지고 있다. 본 논문에서는 이를 극복하기 위한 모형으로서 국면전환 GARCH(Markov regime switching GARCH) 모형을 소개하고, 한국의 일별 KOSPI 수익률에 적용하여 변동성 분석 및 예측을 실시하고, 기존의 GARCH 모형들과 비교하여 그 성능을 평가한다. 그 결과 표본 내(in-sample)의 변동성 적합도 측면에서 국면전환 GARCH 모형이 가장 우수한 성능을 보였으며, 표본 외(out-of-sample) 예측력 측면에서는 국면전환 GARCH 모형이 단기적 예측에서 좋지 않은 성능을 보였으나 장기적 예측에서 우수함을 보였다.

• International Journal of Computer Science & Network Security
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• 제23권6호
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• pp.127-139
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• 2023

Numerous genuine issues, for example, financial exchange expectation, climate determining and so forth has inalienable arbitrariness related with them. Receiving a probabilistic system for forecast can oblige this dubious connection among past and future. Commonly the interest is in the contingent likelihood thickness of the arbitrary variable included. One methodology for expectation is with time arrangement and auto relapse models. In this work, liner expectation technique and approach for computation of forecast coefficient are given and likelihood of blunder for various assessors is determined. The current methods all need in some regard assessing a boundary of some accepted arrangement. In this way, an elective methodology is proposed. The elective methodology is to gauge the restrictive thickness of the irregular variable included. The methodology proposed in this theory includes assessing the (discretized) restrictive thickness utilizing a Markovian definition when two arbitrary factors are genuinely needy, knowing the estimation of one of them allows us to improve gauge of the estimation of the other one. The restrictive thickness is assessed as the proportion of the two dimensional joint thickness to the one-dimensional thickness of irregular variable at whatever point the later is positive. Markov models are utilized in the issues of settling on an arrangement of choices and issue that have an innate transience that comprises of an interaction that unfurls on schedule on schedule. In the nonstop time Markov chain models the time stretches between two successive changes may likewise be a ceaseless irregular variable. The Markovian methodology is especially basic and quick for practically all classes of classes of issues requiring the assessment of contingent densities.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제10권3호
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• pp.1034-1051
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• 2016

Mobility models are invaluable for determining the performance of routing protocols in opportunistic networks. The movement of nodes has a significant influence on the topological structure and data transmission in networks. In this paper, we propose a new mobility model called the campus-based community mobility model (CBCNM) that closely reflects the daily life pattern of students on a real campus. Consequent on a discovery that the pause time of nodes in their community follows a power law distribution, instead of a classical exponential distribution, we abstract the semi-Markov model from the movement of the campus nodes and analyze its rationality. Then, using the semi-Markov algorithm to switch the movement of the nodes between communities, we infer the steady-state probability of node distribution at random time points. We verified the proposed CBCNM via numerical simulations and compared all the parameters with real data in several aspects, including the nodes' contact and inter-contact times. The results obtained indicate that the CBCNM is highly adaptive to an actual campus scenario. Further, the model is shown to have better data transmission network performance than conventional models under various routing strategies.

• 응용통계연구
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• 제11권2호
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• pp.377-387
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• 1998

컴퓨터의 발전에 따른 마코브체인 몬테카를로방법을 소프트웨어 신뢰확률모형에 이용하였다. 베이지안 추론에서 조건부분포를 가지고 사후분포를 결정하는데 있어서의 계산문제와 이론적인 정당성을 고려, 마코프연쇄와 메트로폴리스방법의 관계를 고찰하였으며, 특히 Mus-Okumoto와 Erlang(2)의 중첩모형에 대하여 깁스샘플링 알고리즘과 메트로폴리스 알고리즘을 활용하며 베이지안 계산과 예측 우도기준에 의 한 모형선택을 제안하고 Cox-Lewis에 의해 계시된 Thing method를 이용한 모의실험자료를 이용하여 수치적인 계산을 시행하고 그 결과가 제시되었다.

• 한국습지학회지
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• 제5권2호
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• pp.1-13
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• 2003

In Korea, most of the rainfalls have been concentrated in the flood season and the flood study has received more attention than low flow analysis. One of the reasons that the analysis of low flows has less attention is the lacks of the required data like daily rainfall and so we have used the stochastic processes such as pulse noise, exponential distribution, and state model of Markov chain for the rainfall simulation in short term such as daily. Especially this study will pay attention to the state model of Markov chain. The previous study had performed the simulation study by the state model without considerations of the flood and non-flood periods and without consideration of the frequency of rainfall for the period of a state. Therefore this study considers afore mentioned two cases and compares the results with the known state model. As the results, the RMSEs of the suggested and known models represent the similar results. However, the PRE(relative percentage error) shows the suggested model is better results.