• Title/Summary/Keyword: markov models

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Statistical Calibration and Validation of Mathematical Model to Predict Motion of Paper Helicopter (종이 헬리콥터 낙하해석모델의 통계적 교정 및 검증)

  • Kim, Gil Young;Yoo, Sung Bum;Kim, Dong Young;Kim, Dong Seong;Choi, Joo Ho
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.39 no.8
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    • pp.751-758
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    • 2015
  • Mathematical models are actively used to reduce the experimental expenses required to understand physical phenomena. However, they are different from real phenomena because of assumptions or uncertain parameters. In this study, we present a calibration and validation method using a paper helicopter and statistical methods to quantify the uncertainty. The data from the experiment using three nominally identical paper helicopters consist of different groups, and are used to calibrate the drag coefficient, which is an unknown input parameter in both analytical models. We predict the predicted fall time data using probability distributions. We validate the analysis models by comparing the predicted distribution and the experimental data distribution. Moreover, we quantify the uncertainty using the Markov Chain Monte Carlo method. In addition, we compare the manufacturing error and experimental error obtained from the fall-time data using Analysis of Variance. As a result, all of the paper helicopters are treated as one identical model.

Design of an Arm Gesture Recognition System Using Feature Transformation and Hidden Markov Models (특징 변환과 은닉 마코프 모델을 이용한 팔 제스처 인식 시스템의 설계)

  • Heo, Se-Kyeong;Shin, Ye-Seul;Kim, Hye-Suk;Kim, In-Cheol
    • KIPS Transactions on Software and Data Engineering
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    • v.2 no.10
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    • pp.723-730
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    • 2013
  • This paper presents the design of an arm gesture recognition system using Kinect sensor. A variety of methods have been proposed for gesture recognition, ranging from the use of Dynamic Time Warping(DTW) to Hidden Markov Models(HMM). Our system learns a unique HMM corresponding to each arm gesture from a set of sequential skeleton data. Whenever the same gesture is performed, the trajectory of each joint captured by Kinect sensor may much differ from the previous, depending on the length and/or the orientation of the subject's arm. In order to obtain the robust performance independent of these conditions, the proposed system executes the feature transformation, in which the feature vectors of joint positions are transformed into those of angles between joints. To improve the computational efficiency for learning and using HMMs, our system also performs the k-means clustering to get one-dimensional integer sequences as inputs for discrete HMMs from high-dimensional real-number observation vectors. The dimension reduction and discretization can help our system use HMMs efficiently to recognize gestures in real-time environments. Finally, we demonstrate the recognition performance of our system through some experiments using two different datasets.

Cure rate proportional odds models with spatial frailties for interval-censored data

  • Yiqi, Bao;Cancho, Vicente Garibay;Louzada, Francisco;Suzuki, Adriano Kamimura
    • Communications for Statistical Applications and Methods
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    • v.24 no.6
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    • pp.605-625
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    • 2017
  • This paper presents proportional odds cure models to allow spatial correlations by including spatial frailty in the interval censored data setting. Parametric cure rate models with independent and dependent spatial frailties are proposed and compared. Our approach enables different underlying activation mechanisms that lead to the event of interest; in addition, the number of competing causes which may be responsible for the occurrence of the event of interest follows a Geometric distribution. Markov chain Monte Carlo method is used in a Bayesian framework for inferential purposes. For model comparison some Bayesian criteria were used. An influence diagnostic analysis was conducted to detect possible influential or extreme observations that may cause distortions on the results of the analysis. Finally, the proposed models are applied for the analysis of a real data set on smoking cessation. The results of the application show that the parametric cure model with frailties under the first activation scheme has better findings.

Probabilistic Model and Analysis of a Conventional Preinstalled Mine Field Defense

  • Lee, Young-Uhn
    • Journal of the military operations research society of Korea
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    • v.6 no.2
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    • pp.151-184
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    • 1980
  • Simple models for a defense consisting of a preinstalled mine field possibly defended by an anti-tank weapon are derived and analyzed. This paper uses a special Poisson process to model the one or two positions of mines in the mine field. The duel between the anti-tank weapon and offensive tanks crossing the field is modeled with a continuous time Markov chain. Some algebraic solutions and numerical results are obtained for specific scenarios.

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Optimally Weighted Cepstral Distance Measure for Speech Recognition (음성 인식을 위한 최적 가중 켑스트랄 거리 측정 방법)

  • 김원구
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1994.06c
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    • pp.133-137
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    • 1994
  • In this paper, a method for designing an optimal weight function for the weighted cepstral distance measure is proposed. A conventional weight function or cepstral lifter is obtained eperimentally depending on the spectral components to be emphasized. The proposed method minimizes the error between word reference patterns and the traning data. To compare the proposed optimal weight function with conventional function, speech recognition systems based on Dpynamic Time Warping and Hidden Markov Models were constructed to conduct speaker independent isolated word necogination eperiment. Results show that the proposed method gives better performance than conventional weight functions.

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ON STRICT STATIONARITY OF NONLINEAR ARMA PROCESSES WITH NONLINEAR GARCH INNOVATIONS

  • Lee, O.
    • Journal of the Korean Statistical Society
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    • v.36 no.2
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    • pp.183-200
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    • 2007
  • We consider a nonlinear autoregressive moving average model with nonlinear GARCH errors, and find sufficient conditions for the existence of a strictly stationary solution of three related time series equations. We also consider a geometric ergodicity and functional central limit theorem for a nonlinear autoregressive model with nonlinear ARCH errors. The given model includes broad classes of nonlinear models. New results are obtained, and known results are shown to emerge as special cases.

Determination of the Appropriate Promotion Size and Sensitivity Analysis of Promotion Probabilities (적정 진급인원수 결정 및 진급확률 민감도 분석)

  • Lee Ik-Ju;Min Gye-Ryo
    • Journal of the military operations research society of Korea
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    • v.15 no.2
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    • pp.20-37
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    • 1989
  • A markov chain is used to derive the models for determining the size of persons to be promoted and for conducting the sensitivity analysis of promotion probabilities. To compute the former case a future wastage rate is forecasted by using the double exponential smoothing method. The model for sensitivity analysis is used to simulate the impact of change in graded-size targets and hiring policy on the promotion probabilities.

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An introductory research of application of Markov process to literary study

  • Park, Chae-Heung
    • Journal of Korean Society for Quality Management
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    • v.28 no.4
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    • pp.99-105
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    • 2000
  • This paper attempts to apply Markove chain theory to literary works. the objective of this paper is to show the trend of authors and his works by way of Markovian Models. In this introductory research, it is useful to make simple criteria as virtue and evil, good and bad, justice and injustice, positive and negative, man and woman, etc. Markovian transition matrixes which are derived by M.L.E. and A.U.E are almost same. In case of Hamlet, we are able to know the author of Hamlet or his works are inconsistent and fickle.

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Korean Word Recognition Using Semi-continuous Hidden Markov Models (준영속분포 HMM을 이용한 한국어 단어 인식)

  • 조병서;이기영;최갑석
    • The Journal of the Acoustical Society of Korea
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    • v.11 no.6
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    • pp.46-52
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    • 1992
  • 본 논문에서는 HMM 의 이산분포를 연속분포로 근사시키는 준 연속분포 HMM 에 의한 한국어 단어인식에 관하여 연구하였다. 이 모델의 생성과정에서는 입력벡터의 출력확률을 혼합 다차원 정규분 포로 가정하여 입력벡터의 확률함수와 코드위드의 심볼출력을 선형결합하므로써, 연속분포 모델로 근사 시켰으며, 단어인식과정에서는 생성모델에 의해 이산분포 모델에서 발생되는 양자와 왜곡을 감소시키므 로써 인식률을 향상시켰다. 이 방법을 평가하기 위하여 DDD 지역명을 대상으로 이산분포 HMM과 준연 속분포 HMM 의 비교실험을 수행하였다. 그 결과 준연속분포 HMM 에 의하여 이산분포 HMM 보다 향상된 인식률을 얻을 수 있었다.

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SOME NECESSARY CONDITIONS FOR ERGODICITY OF NONLINEAR FIRST ORDER AUTOREGRESSIVE MODELS

  • Lee, Chan-Ho
    • Journal of the Korean Mathematical Society
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    • v.33 no.2
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    • pp.227-234
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    • 1996
  • Consider nonlinear autoregressive processes of order 1 defined by the random iteration $$ (1) X_{n + 1} = f(X_n) + \epsilon_{n + 1} (n \geq 0) $$ where f is real-valued Borel measurable functin on $R^1, {\epsilon_n : n \geq 1}$ is an i.i.d.sequence whose common distribution F has a non-zero absolutely continuous component with a positive density, $E$\mid$\epsilon_n$\mid$ < \infty$, and the initial $X_0$ is independent of ${\epsilon_n : n > \geq 1}$.

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