• 경영과학
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• 제8권1호
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• pp.3-11
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• 1991

Non-Stationary transition probabilities models which is incorporated into a Markov framework with exogenous variables to account for some of variability are discussed, and extended for alternative procedure. Also as an application of the methodology, the size change of aggregate time-series data on the planted system of agricultural crops is estimated, and evaluated for the precision of time-varying evolution statistically.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2003년도 하계종합학술대회 논문집 Ⅳ
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• pp.2220-2223
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• 2003

In this paper we used Support Vector Machines(SVMs) recently proposed as the loaming method, one of Artificial Neural Network, to divide continuous speech into phonemes, an initial, medial, and final sound, and then, performed continuous speech recognition from it. Decision boundary of phoneme is determined by algorithm with maximum frequency in a short interval. Recognition process is performed by Continuous Hidden Markov Model(CHMM), and we compared it with another phoneme divided by eye-measurement. From experiment we confirmed that the method, SVMs, we proposed is more effective in an initial sound than Gaussian Mixture Models(GMMs).

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2003년도 하계종합학술대회 논문집 Ⅳ
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• pp.1879-1882
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• 2003

본 논문은 확률적 확산 기법 및 확률모델을 이용하여 스테레오 영상간의 대응점을 추정하고, 영상의 배경으로부터 객체를 추출해 내는 연구를 다루고 있다. 스테레오 영상의 정합 및 객체 추출을 위하여 시차, 세그먼트, 라인, 및 오클루젼 필드를 Markov random field 모델로 정의하고, 확률적 에너지 최소화 방법을 이용하여 최적의 시차 필드 및 객체추출을 수행한다. 본 논문에서는 우선 이러한 다양한 필드간의 MRF 모델링 기법을 제안하고, 각 필드에 대한 에너지 함수를 정의한다. 그리고, 확률적 확산 기법을 이용하여 각 필드에 대하여 정의된 에너지 함수를 최소화함으로써, 최적의 시차필드 및 객체추출 결과를 구한다.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2007년도 심포지엄 논문집 정보 및 제어부문
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• pp.301-303
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• 2007

This paper presents user adaptation methods to overcome limitations of a user-independent model and a user-dependent model in a Korean sign language recognition system. To adapt model parameters for unobserved states in hidden Markov models, we introduce new methods based on motion similarity and prediction from adaptation history so that we can achieve faster adaption and higher recognition rates comparing with previous methods.

• 대한수학회보
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• 제43권4호
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• pp.813-820
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• 2006

We consider a MAR model with ARCH type conditional heteroscedasticity. MAR-ARCH model can be derived as a smoothed version of the double threshold AR-ARCH model by adding a random error to the threshold parameters. Easy to check sufficient conditions for strict stationarity, ${\beta}-mixing$ property and existence of moments of the model are given via Markovian representation technique.

• Communications for Statistical Applications and Methods
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• 제7권3호
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• pp.817-827
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• 2000

In this paper, we investigate the Bayesian approach to random effect binomial regression models with improper prior due to the absence of information on parameter. We also propose a method of estimating the posterior moments and prediction and discuss some general methods for studying model assessment. The methodology is illustrated with Crowder's Seeds Data. Markov Chain Monte Carlo techniques are used to overcome the computational difficulties.

• Journal of the Korean Data and Information Science Society
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• 제15권3호
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• pp.605-616
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• 2004

In this paper we consider the proportional hazard models for survival analysis in the microarray data. For a given vector of response values and gene expressions (covariates), we address the issue of how to reduce the dimension by selecting the significant genes. In our approach, rather than fixing the number of selected genes, we will assign a prior distribution to this number. To implement our methodology, we use a Markov Chain Monte Carlo (MCMC) method.

• Management Science and Financial Engineering
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• 제19권1호
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• pp.49-52
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• 2013

In this paper we provide a valuation formula for a variance swap with regime switching. A variance swap is a forward contract on variance, the square of realized volatility of the underlying asset. We assume that the volatility of underlying asset is governed by Markov regime-switching process with finite states. We find that the proposed model can provide ease of calculation and be superior to the models currently available.

• 한국철도학회:학술대회논문집
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• 한국철도학회 1998년도 창립기념 춘계학술대회 논문집
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• pp.194-202
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• 1998

This paper shows two models of the duplex system having a fault tolerant system characteristic used in airplane and railway system. The architecture of these systems is based on Mc68000, and we designed the single system, single duplex system, dual system and dual duplex system to evaluate the system characteristic. We calculate the failure rate of components using MIL-SPEC-2l7F and evaluate the reliability, avaliability, safety and MTTF(Mean Time To Failure) of the designed systems by Markov model. We choose our system depending on the developing system characteristic.

• 산업경영시스템학회지
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• 제15권25호
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• pp.75-82
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• 1992

Standard acceptance sampling plans models the production pricess as a sequence of independent identically distributed Beruoulli random variables. However, the quality of items sampled sequentially from an ongoing production process of ten exhibits statistical dependency that is not accounted for in standard acceptance sampling plans. In this paper, a dependent production process is modelled as an ARMA process and as a two-state Markov chain. A simulation study of each is performed. A comparison of the probability of acceptance is done for the simulation method and for the approximation method.