• Journal of Communications and Networks
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• 제16권2호
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• pp.193-201
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• 2014

In cognitive radio networks, the packet transmissions of the secondary users (SUs) can be interrupted randomly by the primary users (PUs). That is to say, the PU packets have preemptive priority over the SU packets. In order to enhance the quality of service (QoS) for the SUs, we propose a spectrum access strategy with an ${\alpha}$-Retry policy. A buffer is deployed for the SU packets. An interrupted SU packet will return to the buffer with probability ${\alpha}$ for later retrial, or leave the system with probability (1-${\alpha}$). For mathematical analysis, we build a preemptive priority queue and model the spectrum access strategy with an ${\alpha}$-Retry policy as a two-dimensional discrete-time Markov chain (DTMC).We give the transition probability matrix of the Markov chain and obtain the steady-state distribution. Accordingly, we derive the formulas for the blocked rate, the forced dropping rate, the throughput and the average delay of the SU packets. With numerical results, we show the influence of the retrial probability for the strategy proposed in this paper on different performance measures. Finally, based on the trade-off between different performance measures, we construct a cost function and optimize the retrial probabilities with respect to different system parameters by employing an iterative algorithm.

• 사물인터넷융복합논문지
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• 제6권4호
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• pp.39-48
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• 2020

본 연구는 한국 노인장기요양 서비스 이용 상태의 결정요인과 상태 의존성을 파악하고자 하였다. 이를 위해 한국복지패널 자료를 이용하여 시간이 지남에 따른 서비스 이용 상태간 전환 패턴을 랜덤효과 다항로짓 모형을 이용하여 분석하였다. 그 결과 노인장기요양 서비스 이용 상태에 있어 강한 상태 의존성을 확인하였다. 특히 초기 상태에서 노인장기요양보험 이용자는 상태가 지속되는 경향이 강한 것으로 나타났다. 개인의 인구통계학적 특성 중 연령이 높을 수록 노인장기요양보험 이용 상태일 확률이 높아지는 반면 혼인상태에 있는 경우 유의하게 낮았다. 거주지역 경우 도농 복합군 거주자는 준거지역에 비해 노인장기요양보험 이용 상태일 확률이 유의하게 높아지는 것으로 나타났다. 본 연구의 결과 노인장기요양 서비스 이용자가 강한 상태 의존성을 가진다는 사실은 향후 수요예측에 있어 기존 이용자의 이용 기간 증가도 충분히 고려하는 것이 중요함을 시사한다.

• 한국환경과학회지
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• 제6권2호
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• pp.95-106
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• 1997

The characteristics on the transtion probabilities and periodicity for the daily precipitation occurrence in Korean peninsula are investigated by applying the Markov chain properties to daily precipitation occurrence. In order to examine the responses of Markov Chain properties to the applied period and their magnitudes, three cases (Case A: 1956~ 1985 at 14 stations, Case B: 1965~ 1994 at 14 stations, and Case C: 1985~ 1994 at 63 stations) are considered In this study. The transition probabilities from wet day to wet day for all cases are about 0.50 and in summer, especially July, are higher. In addition, considering them in each station we can find that they are the highest at Ullung-do and lowest at Inchon for all cases. The annual equilibrium probabilities of a wet day appear 0.31 In Case A, 0.30 Case B, and 0. 29 Case C, respectively. This may explain that as the data-period used becomes shorter, the higher the equilibrium probability is. The seasonal distributions of equilibrium probabilities are appeared the lowest(0.23~0.28) in winter and the highest(more than 0.39) in spring and monthly in .truly and in October, repectively. The annual mean wet duration for all cases is 2.04 days in Case A, 1.99 Case B, and 1.89 Case C, repectively. The weather cycle obtained from the annual mean wet and dry duration is 6.54~6.59 days, which are closely associated with the movement of synoptic systems. And the statistical tests show that the transitions of daily precipitation occurrence for all cases may have two-state first Markov chain property, being the stationarity in time and heterogeneity in space.

• 한국광학회지
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• 제16권4호
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• pp.297-303
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• 2005

우리는 $^{87}Rb$ 원자의 $5S_{1/2}-5P_{3/2}-4D_{3/2,\;5/2}$ 전이선을 이용하여 레이저의 세기, 편광조합, 그리고 정렬상태에 따른 이중공명광펌핑(double resonance optical pumping; DROP) 스펙트럼을 조사하였다. $5P_{3/2}-4D_{5/2}$ 전이선에서 레이저의 세기에 따른 초미세 구조간의 DROP 신호의 변화가 크게 나타났고, 그 원인은 순환전이선의 낮은 광펌핑 효율 때문이었다. 두 레이저의 편광조합을 달리 했을 때 이중공명의 전이율이 변하고, 이러한 효과가DROP스펙트럼의 변화로 나타났다. 또한 두 레이저가 같은 방향으로 진행하는 경우와 반대 방향으로 진행하는 경우를 비교했을 때, 스펙트럼의 선폭은 각각 12.2 MHz 와 6.9 MHz로 측정되었다.

• 한국수자원학회논문집
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• 제42권9호
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• pp.747-758
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• 2009

본 논문에서는 연속자료로서 세계 최장의 기록을 보유하고 있는 서울지점의 강우량 자료를 이용하여 강우 발생특성의 장기 변동성을 분석하였다. 우선 마코프 연쇄에 근거한 전이확률 및 발생특성을 분석하여 측우기 자료의 정확성을 강우의 발생확률적 측면에서 평가하였다. 그리고 2차원 LOWESS 회귀방법을 이용하여 전이확률의 월간 장기변화특성을 분석하였다. 전이확률 및 발생특성 분석결과 원자료 계열의 CWK와 MRG는 발생특성이 다르게 나타났다. 강우사상의 특성은 과거에 비해 강우사상의 발생빈도가 높아지고 있으며 각 강우사상의 지속기간은 짧아지고 있는 것으로 나타났다. 그리고 전이확률의 월간 장기 변화특성을 분석한 결과, M20을 기준으로 CWK와 MRG의 무강우지속기간은 크게 차이를 보이지 않고 있으며, 강우지속기간은 1830년대 이후 지속적으로 감소하는 경향을 보이고 있는 것으로 나타났다. 특히 최근 9월 강우지속기간의 감소 경향이 두드러지게 나타났다. 이러한 결과를 최근 강우량의 증가양상과 더불어 고려하면 강우사상의 빈도와 심도(강우강도)가 증가하는 추세라고 해석할 수 있다.

• 한국국방경영분석학회지
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• 제11권1호
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• pp.111-129
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• 1985

Markov chains with large transition probability matrices occur in many applications such as manpowr models. Under certain conditions the state space of a stationary discrete parameter finite Markov chain may be partitioned into subsets, each of which may be treated as a single state of a smaller chain that retains the Markov property. Such a chain is said to be 'lumpable' and the resulting lumped chain is a special case of more general functions of Markov chains. There are several reasons why one might wish to lump. First, there may be analytical benefits, including relative simplicity of the reduced model and development of a new model which inherits known or assumed strong properties of the original model (the Markov property). Second, there may be statistical benefits, such as increased robustness of the smaller chain as well as improved estimates of transition probabilities. Finally, the identification of lumps may provide new insights about the process under investigation.

• Bulletin of the Korean Chemical Society
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• 제19권10호
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• pp.1047-1054
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• 1998

We present the results of molecular dynamics simulations for three different systems of bilayers of long-chain alkyl thiol [S(CH2)15CH3] molecules on an solid-solid interface using the extended collapsed atom model for the chain-molecule. It is found that there exist two possible transitions: a continuous transition characterized by a change in molecular interaction between sites of different chain molecules with increasing area per molecule and a sudden transition from an ordered lattice-like state to a liquid-like state due to the lack of interactions between sites of chain molecules on different surfaces with increasing distance between two solid surfaces. The third system displays a smooth change in probability distribution characterized by the increment of gauche structure in the near-tail part of the chain with increasing area per molecule. The analyses of energetic results and chain conformation results demonstrate the characteristic change of chain structure of each system.

• Communications for Statistical Applications and Methods
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• 제25권1호
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• pp.29-42
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• 2018

We combine the integer-valued GARCH(1, 1) model with a generalized regime-switching model to propose a dynamic count time series model. Our model adopts Markov-chains with time-varying dependent transition probabilities to model dynamic count time series called the generalized regime-switching integer-valued GARCH(1, 1) (GRS-INGARCH(1, 1)) models. We derive a recursive formula of the conditional probability of the regime in the Markov-chain given the past information, in terms of transition probabilities of the Markov-chain and the Poisson parameters of the INGARCH(1, 1) process. In addition, we also study the forecasting of the Poisson parameter as well as the cumulative impulse response function of the model, which is a measure for the persistence of volatility. A Monte-Carlo simulation is conducted to see the performances of volatility forecasting and behaviors of cumulative impulse response coefficients as well as conditional maximum likelihood estimation; consequently, a real data application is given.

• Korean Journal of Hydrosciences
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• 제6권
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• pp.39-49
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• 1995

The surface hydrology of large land areas is susceptible to several preferred stable states with transitions between stable states induced by stochastic fluctuation. This comes about due to the close couping of land surface and atmospheric interaction. An interesting and important issue is the duration of residence in each mode. Mean transition times between the stable modes are analyzed for different model parameters or climatic types. In an example situation of this differential equation exhibits a bimodal probability distribution of soil moisture states. Uncertainty analysis regarding the model parameters is performed using a Monte-Carlo simulation method. The method developed in this research may reveal some important characteristics of soil moisture or precipitation over a large area, in particular, those relating to abrupt change in soil moisture or preciptation having extremely variable duration.

• 한국국방경영분석학회지
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• 제17권2호
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• pp.44-53
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• 1991

This paper is aimed to develop a Lanchester type combat model for the direct-fire engagement. This model incorporates number of combatants, inter-firing time, detection time by movement, detection probability by the signature of fire, where the inter-firing time and the detection time are assumed to follow a negative exponential distribution. The approach to modeling is as follows : in the process of an engagement, a combatant takes one of the states('observing' state or 'firing' state), a combatant is initially in the observing state, if the combatant detects a target, he changes his state from 'observing' to 'firing' and will cause attrition to the opposing forces. Thus this transition mechanism is embodied into the differential equation form with each transition rate. A limited examination of the validity has been conducted by comparison with the Monte-Carlo simulation model 'BAGSIM', and with a traditional Deterministic Lanchester model.