• 제목/요약/키워드: stochastic Markov process model

검색결과 67건 처리시간 0.024초

추계적 모형을 이용한 모니터링 과정의 성능 분석 (Performance analysis of monitoring process using the stochastic model)

  • 김제숭;홍정식;이창훈
    • 한국경영과학회:학술대회논문집
    • /
    • 대한산업공학회/한국경영과학회 1990년도 춘계공동학술대회논문집; 한국과학기술원; 28 Apr. 1990
    • /
    • pp.326-334
    • /
    • 1990
  • A monitoring process of a communication network with two links is analyzed. The Markov process is introduced to compute busy and idle portions of monitoring processor and monitored rate of each link. Inter-idle times and inter-monitoring ties of monitoring processor between two links are respectively computed. A recursive formula is introduced to make the computational procedure rigorous.

  • PDF

회전 블레이드의 크랙 발생 예측을 위한 은닉 마르코프모델을 이용한 해석 (Crack Detection of Rotating Blade using Hidden Markov Model)

  • 이승규;유홍희
    • 한국소음진동공학회:학술대회논문집
    • /
    • 한국소음진동공학회 2009년도 추계학술대회 논문집
    • /
    • pp.99-105
    • /
    • 2009
  • Crack detection method of a rotating blade was suggested in this paper. A rotating blade was modeled with a cantilever beam connected to a hub undergoing rotating motion. The existence and the location of crack were able to be recognized from the vertical response of end tip of a rotating cantilever beam by employing Discrete Hidden Markov Model (DHMM) and Empirical Mode Decomposition (EMD). DHMM is a famous stochastic method in the field of speech recognition. However, in recent researches, it has been proved that DHMM can also be used in machine health monitoring. EMD is the method suggested by Huang et al. that decompose a random signal into several mono component signals. EMD was used in this paper as the process of extraction of feature vectors which is the important process to developing DHMM. It was found that developed DHMMs for crack detection of a rotating blade have shown good crack detection ability.

  • PDF

동시공학 환경에서 자원제약이 있는 프로세스 모델의 성능분석에 관한 연구 (A Study on the Performance Analysis of Process Model with Resource Constraints in Concurrent Engineering Environment)

  • 강동진;이상용;유왕진;정용식
    • 산업경영시스템학회지
    • /
    • 제22권51호
    • /
    • pp.231-240
    • /
    • 1999
  • A major concern in Concurrent Engineering is the control and management of workload in a period of process. As a general rule, leveling the peak of workload in certain period is difficult because concurrent processing is comprised of various processes, including overlapping, paralleling looping and so on. Therefore, the workload management with resource constraints is so beneficial that effective methods to analyze design process are momentous. This study presents the Timed Petri Nets approach of precedence logic networks, and provides an alternative for users to analyze constraint processes to resolve conflicts of resources. Another approach to Continuous Time Markov Chain using Stochastic Petri Nets is also proposed. These approaches are expected to facilitate resolving resource constrained scheduling problems more systematically in Concurrent Engineering environment.

  • PDF

확률적모델을 이용한 피로균열성장의 손상과정에 관한 연구 (A study on the damage process of fatigue crack growth using the stochastic model)

  • 이원석;조규승;이현우
    • 한국정밀공학회지
    • /
    • 제13권10호
    • /
    • pp.130-138
    • /
    • 1996
  • In general, the scattler is observed in fatigue test data due to the nonhomogeneity of a material. Consequently. It is necessary to use the statistical method to describe the fatigue crack growth process precisely. Bogdanoff and Kozin suggested and developed the B-model which is the probabilistic models of cumulative damage using the Markov process in order to describe the damage process. But the B-model uses only constant probability ratior(r), so it is not consistent with the actual damage process. In this study, the r-decreasing model using a monotonic decreasing function is introduced to improve the B-model. To verify the model, thest data of fatigue crack growth of A12024-T351 and A17075-T651 are used. Compared with the empirical distribution of test data, the distribution from the r-decreasing model is satisfactory and damage process is well described from the probabilistic and physical viewpoint.

  • PDF

비정상성 Markov Chain Model을 이용한 통계학적 Downscaling 기법 개발 (Development of Statistical Downscaling Model Using Nonstationary Markov Chain)

  • 권현한;김병식
    • 한국수자원학회논문집
    • /
    • 제42권3호
    • /
    • pp.213-225
    • /
    • 2009
  • 기존의 정상성 Markov Chain 모형은 자료 자체의 Markov 특성만을 고려하여 모의하는 기법으로서 수자원 설계에서 여러 가지 목적으로 이용되어 지고 있다. 그러나 일강수량의 천이확률 및 매개변수 등이 과거와 일정하다는 정상성을 기본 가정으로 하기 때문에 평균의 변동성 등과 같은 외부충격을 모형에 적용할 수 없다. 이러한 관점에서 본 연구의 가장 큰 목적은 기존일강수량 모형을 외부인자를 받아들일 수 있는 모형으로 개발하는 것이다. 즉, Markov Chain 모형의 매개변수인 천이확률과 확률분포형의 매개변수 등을 연결함수(link function)를 통해 외부인자와 연동하도록 하였으며 정준상관분석을 통해 매개변수를 추정하였다. 개발된 모형을 서울지방 1961-2006년까지의 일강수량 자료를 대상으로 검증하는 절차를 가졌다. 추정된 결과를 보면 계절강수량의 특성뿐만 아니라 일강수량의 특성 또한 적절하게 모의되는 것을 확인할 수 있다. 따라서 본 연구에서 개발된 모형은 GCM 예측결과를 입력자료로 활용한다면 일강수계열의 장단기 모의를 위한 downscaling 기법으로 사용될 수 있다. 또한, 기후변화 시나리오가 입력자료로 이용된다면 기후변화에 따른 수자원 영향 평가를 위한 downscaling 기법으로 활용이 가능할 것으로 판단된다.

이상적인 중립 대기경계층에서 라그랑지안 단일입자 모델의 평가 (Evaluation of One-particle Stochastic Lagrangian Models in Horizontally - homogeneous Neutrally - stratified Atmospheric Surface Layer)

  • 김석철
    • 한국대기환경학회지
    • /
    • 제19권4호
    • /
    • pp.397-414
    • /
    • 2003
  • The performance of one-particle stochastic Lagrangian models for passive tracer dispersion are evaluated against measurements in horizontally-homogeneous neutrally-stratified atmospheric surface layer. State-of-the-technology models as well as classical Langevin models, all in class of well mixed models are numerically implemented for inter-model comparison study. Model results (far-downstream asymptotic behavior and vertical profiles of the time averaged concentrations, concentration fluxes, and concentration fluctuations) are compared with the reported measurements. The results are: 1) the far-downstream asymptotic trends of all models except Reynolds model agree well with Garger and Zhukov's measurements. 2) profiles of the average concentrations and vertical concentration fluxes by all models except Reynolds model show good agreement with Raupach and Legg's experimental data. Reynolds model produces horizontal concentration flux profiles most close to measurements, yet all other models fail severely. 3) With temporally correlated emissions, one-particle models seems to simulate fairly the concentration fluctuations induced by plume meandering, when the statistical random noises are removed from the calculated concentration fluctuations. Analytical expression for the statistical random noise of one-particle model is presented. This study finds no indication that recent models of most delicate theoretical background are superior to the simple Langevin model in accuracy and numerical performance at well.

추계적 모형을 이용한 모니터링 과정의 성능 분석 (Performance Analysis of Monitoring Process using the Stochastic Model)

  • 김제숭
    • 산업경영시스템학회지
    • /
    • 제17권32호
    • /
    • pp.145-154
    • /
    • 1994
  • In this paper, monitoring processor in a circuit switched network is considered. Monitoring processor monitors communication links, and offers a grade of service in each link to controller. Such an information is useful for an effective maintenance of system. Two links with nonsymmetric system Parameters are considered. each link is assumed independent M/M/1/1 type. The Markov process is introduced to compute busy and idle portions of monitoring processor and monitored rate of each link. Inter-idle times and inter-monitoring times of monitoring processor between two links are respectively computed. A recursive formula is introduced to make computational procedure rigorous.

  • PDF

두 단계 일렬 생산 시스템에서 뱃치 생산과 재고 배급 전략의 통합 구현 (Joint Batch Production and Inventory Rationing Control in a Two-Station Serial Production System)

  • 김은갑
    • 대한산업공학회지
    • /
    • 제38권2호
    • /
    • pp.89-97
    • /
    • 2012
  • This paper considers a manufacturer with a two-station make-to-stock and make-to-order serial production system. The MTS facility produces a single type of component and provides components for the MTO facility that produces customized products. In addition to the internal demand from the MTO facility, the MTS facility faces demands from the spot market with the option of to accept or reject each incoming demand. This paper addresses a joint component inventory rationing and batch production control which maximizes the manufacturer's profit. Using the Markov decision process model, we investigate the structural properties of the optimal inventory rationing and batch production policy, and present two types of heuristics. We implement a numerical experiment to compare the performance of the optimal and heuristic policies and a simulation study to examine the impact of the stochastic process variability on the inventory rationing and batch production control.

Stochastic 프로세스 모델을 이용한 웹 페이지 추천 기법 (Web Page Recommendation using a Stochastic Process Model)

  • 노수호;박병준
    • 전자공학회논문지CI
    • /
    • 제42권6호
    • /
    • pp.37-46
    • /
    • 2005
  • 다양하고 많은 양의 정보가 존재하는 웹 환경에서 웹 사이트를 방문하는 사용자의 접근패턴도 매우 다양하며, 웹 환경의 변화에 따라서 이러한 접근패턴은 계속 변화한다. 이러한 이유로, 웹 사이트 개발자가 사전에 사용자의 욕구에 완벽하게 부합하는 완벽한 사이트를 개발하기란 사실상 불가능하다. 이에 대한 해결방안으로, 웹 사이트에 대한 사용자 접근 패턴을 학습해서 웹 사이트의 구조나 외형을 자동적으로 개선시켜 나가는 적응형 웹 사이트 (Adaptive Web site)가 제시되었다. 본, 논문에서는 DTMC(Discrete-Time Markov Chain)에 의거한 확률적 모델을 이용하여 적응형 웹 사이트 구축에 필요한 사용자 접근패턴을 학습하고 이를 적용하기 위한 효과적인 방법론을 제시한다.

Hidden Markov Model을 이용한 필기체 한글 및 영.숫자 오프라인 인식 (Off-line recognition of handwritten korean and alphanumeric characters using hidden markov models)

  • 김우성;박래홍
    • 전자공학회논문지B
    • /
    • 제31B권9호
    • /
    • pp.85-100
    • /
    • 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.

  • PDF