• International Journal of Reliability and Applications
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• 제6권1호
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• pp.13-29
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• 2005

This paper deals with the stochastic analysis of a three-states semi-Markov reliability model. Using both the maximum likelihood and Bayes procedures, the parameters included in this model are estimated. Next, assuming that the lifetime and repair time are generalized exponential random variables, the reliability function of this system is obtained. Then, the distribution of the first passage time of this system is discussed. Finally, some of the obtained results are compared with those available in the literature.

• 대한전기학회논문지:시스템및제어부문D
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• 제52권6호
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• pp.372-377
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• 2003

Many of modem radars use modulated pulse repetition intervals for the purpose of anti-aliasing and ECCM. The interception, analysis and identification of radar signals is a major function of a radar intercept receiver. In this paper, we discuss the identification of pulse repetition intervals modulation of radar signals which is one of the major parameters for the analysis of radar. We proposed a new algorithm based on Markov models approach. This approach is shown to be reliable and robust to the missing pulses, as well as to require only relatively few pulse data.

• 전자공학회논문지B
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• 제31B권9호
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• pp.85-100
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• 1994

This paper proposes a recognition system of constrained handwritten Hangul and alphanumeric characters using discrete hidden Markov models (HMM). HMM process encodes the distortion and similarity among patterns of a class through a doubly stochastic approach. Characterizing the statistical properties of characters using selected features, a recognition system can be implemented by absorbing possible variations in the form. Hangul shapes are classified into six types by fuzzy inference, and their recognition is performed based on quantized features by optimally ordering features according to their effectiveness in each class. The constrained alphanumerics recognition is also performed using the same features used in Hangul recognition. The forward-backward, Viterbi, and Baum-Welch reestimation algorithms are used for training and recognition of handwritten Hangul and alphanumeric characters. Simulation result shows that the proposed method recognizes handwritten Korean characters and alphanumerics effectively.

• 한국경영과학회지
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• 제16권1호
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• pp.76-88
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• 1991

Stochastic convexity (concavity) of a stochastic process is a very useful concept for various stochastic optimization problems. In this study we first establish stochastic convexity of a certain class of Markov additive processes through probabilistic construction based on the sample path approach. A Markov additive process is abtained by integrating a functional of the underlying Markov process with respect to time, and its stochastic convexity can be utilized to provide efficient methods for optimal design or optimal operation schedule wide range of stochastic systems. We also clarify the conditions for stochastic monotonicity of the Markov process. From the result it is shown that stachstic convexity can be used for the analysis of probabilitic models based on birth and death processes, which have very wide applications area. Finally we demonstrate the validity and usefulness of the theoretical results by developing efficient methods for the optimal replacement scheduling based on the stochastic convexity property.

• 국제학술발표논문집
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• The 9th International Conference on Construction Engineering and Project Management
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• pp.1043-1050
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• 2022

Markov chains and Monte Carlo Simulation were applied to account for the probabilistic nature of pavement deterioration over time using data collected in the field. The primary purpose of this study was to evaluate pavement network performance of Western Australia (WA) by applying the existing pavement management tools relevant to WA road construction networks. Two approaches were used to analyze the pavement networks: evaluating current pavement performance data to assess WA State Road networks and predicting the future states using past and current pavement data. The Markov chains process and Monte Carlo Simulation methods were used to predicting future conditions. The results indicated that Markov chains and Monte Carlo Simulation prediction models perform well compared to pavement performance data from the last four decades. The results also revealed the impact of design, traffic demand, and climate and construction standards on urban pavement performance. This study recommends an appropriate and effective pavement engineering management system for proper pavement design and analysis, preliminary planning, future pavement maintenance and rehabilitation, service life, and sustainable pavement construction functionality.

• 한국지하수토양환경학회지:지하수토양환경
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• 제20권3호
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• pp.51-64
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• 2015

In the present study, we develop two history matching techniques based on Markov chain Monte Carlo method where radial basis function and Gaussian distribution generated by unconditional geostatistical simulation are employed as the random walk transition kernels. The Bayesian inverse methods for aquifer characterization as the developed models can be effectively applied to the condition even when the targeted information such as hydraulic conductivity is absent and there are transient hydraulic head records due to imposed stress at observation wells. The model which uses unconditional simulation as random walk transition kernel has advantage in that spatial statistics can be directly associated with the predictions. The model using radial basis function network shares the same advantages as the model with unconditional simulation, yet the radial basis function network based the model does not require external geostatistical techniques. Also, by employing radial basis function as transition kernel, multi-scale nested structures can be rigorously addressed. In the validations of the developed models, the overall predictabilities of both models are sound by showing high correlation coefficient between the reference and the predicted. In terms of the model performance, the model with radial basis function network has higher error reduction rate and computational efficiency than with unconditional geostatistical simulation.

• 한국정보처리학회:학술대회논문집
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• 한국정보처리학회 2009년도 춘계학술발표대회
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• pp.35-38
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• 2009

The paper presents an effective method to detect fire in video surveillance and monitoring system. The main contribution of this work is that we successfully use the Hidden Markov Models in the process of detecting the fire with a few preprocessing steps. First, the moving pixels detected from image difference, the color values obtained from the fire flames, and their pixels clustering are applied to obtain the image regions labeled as fire candidates; secondly, utilizing massive training data, including fire videos and non-fire videos, creates the Hidden Markov Models of fire and non-fire, which are used to make the final decision that whether the frame of the real-time video has fire or not in both temporal and spatial analysis. Experimental results demonstrate that it is not only robust but also has a very low false alarm rate, furthermore, on the ground that the HMM training which takes up the most time of our whole procedure is off-line calculated, the real-time detection and alarm can be well implemented when compared with the other existing methods.

• 대한수학회보
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• 제38권3호
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• pp.495-504
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• 2001

In this paper we consider the (generalized) autoregressive model with conditional heteroscedasticity (ARCH/GARCH models). We willing give conditions under which strict stationarity, ergodicity and the functional central limit theorem hold for the corresponding models.

• 융합신호처리학회논문지
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• 제4권4호
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• pp.30-39
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• 2003

본 논문에서는 한국어 음성 데이터를 대상으로 HM-Net(Hidden Markov Network) 음성인식 시스템의 성능평가를 수행하였다. 음향모델 작성은 음성인식에서 널리 사용되고 있는 통계적인 모델링 방법인 HMM(Hidden Markov Model)을 개량한 HM-Net을 도입하였다. HM-Net은 기존의 SSS(Successive State Splitting) 알고리즘을 개량한 PDT(Phonetic Decision Tree)-SSS 알고리즘에 의해 문맥방향과 시간방향의 상태분할을 수행하여 생성되는데, 특히 문맥방향 상태분할의 경우 학습 음성데이터에 출현하지 않는 문맥정보를 효과적으로 표현하기 위해 음소결정트리를 채용하고 있으며, 시간방향 상태분할의 경우 학습 음성데이터에서 각 음소별 지속시간 정보를 효과적으로 표현하기 위한 상태분할을 수행하며, 마지막으로 파라미터의 공유를 통해 triphone 형태의 최적인 모델 네트워크를 작성하게 된다. 인식에 사용된 알고리즘은 음소 및 단어인식의 경우에는 One-Pass Viterbi 빔 탐색을 사용하며 트리 구조 형태의 사전과 phone/word-pair 문법을 채용하고 있다. 연속음성인식의 경우에는 단어 bigram과 단어 trigram 언어모델과 목구조 형태의 사전을 채용한 Multi-Pass 빔 탐색을 사용하고 있다. 전체적으로 본 논문에서는 다양한 조건에서 HM-Net 음성인식 시스템의 성능평가를 수행하였으며, 지금까지 소개된 음성인식 시스템과 비교하여 매우 우수한 인식성능을 보임을 실험을 통해 확인할 수 있었다.

• 한국전산구조공학회논문집
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• 제28권3호
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• pp.229-239
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• 2015

국내 수출입 물동량의 증가와 해운산업의 발달에 따라 항만시설물의 사용빈도 또한 증가 추세에 있으나, SOC의 해운항만부문의 투입 정부예산은 감축되어 왔다. 증가하는 사용빈도에 반하여 줄고 있는 예산으로 인해 항만시설물의 체계적이고 효율적인 유지관리 및 운영이 필요하다. 효율적인 유지관리 시스템 구축을 위해서 항만시설물이 위치한 지역, 구조물의 형태 및 취급화종, 시공 및 유지관리 수준과 같은 특성을 고려한 열화모델 개발이 필요하다. 항만시설물의 열화모델 개발은 시설물의 열화요인 분석과 열화데이터 수집 및 열화 모델 개발의 과정으로 수행하였다. 열화 모델 개발기법은 변수 특성에 따른 시간 의존적 상태변화를 반영할 수 있는 결정론적 방법인 다중 회귀분석과 변동성이 큰 자료들의 상태이력을 반영할 수 있는 확률론적 방법인 마코브 체인 이론을 이용하였다. 각 방법을 통해 잔교식 구조물과 블록식 구조물의 Project level의 상태 열화모델을 제시하였다.