• Journal of the Korean Institute of Telematics and Electronics A
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• v.31A no.6
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• pp.159-168
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• 1994

Stochastic computation is adopted to reduce the silicon area of the multipliers in implementing neural network in VLSI. In addition to this advantage, the stochastic computation has inherent random errors which is required for implementing Boltzmann machine. This random noise is useful for the simulated annealing which is employed to achieve the global minimum for the Boltzmann Machine. In this paper, we propose a method to implement the Boltzmann machine with stochastic computation and discuss the addition problem in stochastic computation and its simulated annealing in detail. According to this analysis Boltzmann machine using stochastic computation is suitable for the pattern recognition/completion problems. We have verified these results through the simulations for XOR, full adder and digit recognition problems, which are typical of the pattern recognition/completion problems.

• Journal of the Korean Data and Information Science Society
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• v.15 no.4
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• pp.879-889
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• 2004

This paper gives an approximation to the distribution function of the .rst passage time of stock price when volatility of stock price is modeled by a function of Ornstein-Uhlenbeck process. It also shows how to obtain the error of the approximation.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.9 no.7
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• pp.2454-2467
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• 2015

Increasing traffic and bandwidth requirements bring challenges to the next generation wireless networks (5G). As one of the main technology in 5G networks, Ultra-Dense Network (UDN) can be used to improve network coverage. In this paper, a radio over fiber based model is proposed to solve the load balancing problem in ultra-dense network. Stochastic differential game is introduced for the load balancing algorithm, and optimal load allocated to each access point (RAP) are formulated as Nash Equilibrium. It is proved that the optimal load can be achieved and the stochastic differential game based scheme is applicable and acceptable. Numerical results are given to prove the effectiveness of the optimal algorithm.

• ETRI Journal
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• v.33 no.5
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• pp.704-711
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• 2011

This paper proposes hybrid distributed stochastic addressing (HDSA), which combines the advantages of distributed addressing and stochastic addressing, to solve the problems encountered when constructing a network in a ZigBee-based wireless sensor network. HDSA can assign all the addresses for ZigBee beyond the limit of addresses assigned by the existing distributed address assignment mechanism. Thus, it can make the network scalable and can also utilize the advantages of tree routing. The simulation results reveal that HDSA has better addressing performance than distributed addressing and better routing performance than other on-demand routing methods.

• Journal of information and communication convergence engineering
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• v.19 no.3
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• pp.136-141
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• 2021

Research on wireless sensor networks has focused on the monitoring and characterization of large-scale physical environments and the tracking of various environmental or physical conditions, such as temperature, pressure, and wind speed. We propose a stochastic mobility model that can be applied to a MANET (Mobile Ad-hoc NETwork). environment, and apply this mobility model to a newly proposed clustering-based routing protocol. To verify its stability and durability, we compared the proposed stochastic mobility model with a random model in terms of energy efficiency. The FND (First Node Dead) was measured and compared to verify the performance of the newly designed protocol. In this paper, we describe the proposed mobility model, quantify the changes to the mobile environment, and detail the selection of cluster heads and clusters formed using a fuzzy inference system. After the clusters are configured, the collected data are sent to a base station. Studies on clustering-based routing protocols and stochastic mobility models for MANET applications have shown that these strategies improve the energy efficiency of a network.

• Journal of Computing Science and Engineering
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• v.7 no.1
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• pp.44-52
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• 2013

This paper addresses the problem of resource scheduling in a grid computing environment. One of the main goals of grid computing is to share system resources among geographically dispersed users, and schedule resource requests in an efficient manner. Grid computing resources are distributed, heterogeneous, dynamic, and autonomous, which makes resource scheduling a complex problem. This paper proposes a new approach to resource scheduling in grid computing environments, the hierarchical stochastic Petri net (HSPN). The HSPN optimizes grid resource sharing, by categorizing resource requests in three layers, where each layer has special functions for receiving subtasks from, and delivering data to, the layer above or below. We compare the HSPN performance with the Min-min and Max-min resource scheduling algorithms. Our results show that the HSPN performs better than Max-min, but slightly underperforms Min-min.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.42 no.4
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• pp.183-193
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• 2019

Process mining is an analytical technique aimed at obtaining useful information about a process by extracting a process model from events log. However, most existing process models are deterministic because they do not include stochastic elements such as the occurrence probabilities or execution times of activities. Therefore, available information is limited, resulting in the limitations on analyzing and understanding the process. Furthermore, it is also important to develop an efficient methodology to discover the process model. Although genetic process mining algorithm is one of the methods that can handle data with noises, it has a limitation of large computation time when it is applied to data with large capacity. To resolve these issues, in this paper, we define a stochastic process tree and propose a tabu search-genetic process mining (TS-GPM) algorithm for a stochastic process tree. Specifically, we define a two-dimensional array as a chromosome to represent a stochastic process tree, fitness function, a procedure for generating stochastic process tree and a model trace as a string of activities generated from the process tree. Furthermore, by storing and comparing model traces with low fitness values in the tabu list, we can prevent duplicated searches for process trees with low fitness value being performed. In order to verify the performance of the proposed algorithm, we performed a numerical experiment by using two kinds of event log data used in the previous research. The results showed that the suggested TS-GPM algorithm outperformed the GPM algorithm in terms of fitness and computation time.

• The KIPS Transactions:PartA
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• v.8A no.3
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• pp.217-226
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• 2001

In this paper, for continuous media access operations performed by Clustered Continuous Media Storage Server (CCMSS) system, we present the analytical model based on the open queueing network, which considers simultaneously two critical delay factors, the disk I/O and the internal network, in the CCMSS system. And we derive by using the analytical model the stochastic model for the total service delay time in the system. Next, we propose the integrated stochastic admission control model for the CCMSS system, which estimate the maximum number of admittable service requests at the allowable service failure rate by using the derived stochastic model and apply the derived number of requests in the admission control operation. For the performance evaluation of the proposed model, we evaluated the deadline miss rates by means of the previous stochastic model considering only the disk I/O and the propose stochastic model considering the disk I/O and the internal network, and compared the values with the results obtained from the simulation under the real cluster-based distributed media server environment. The evaluation showed that the proposed admission control policy reflects more precisely the delay factors in the CCMSS system.

• Bulletin of the Korean Mathematical Society
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• v.46 no.2
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• pp.209-227
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• 2009

We examine a unified approach of calculating the closed form solutions of option price under stochastic volatility models using stochastic calculus and the Fourier inversion formula. In particular, we review and derive the option pricing formulas under Heston and correlated Stein-Stein models using a systematic and comprehensive approach which were derived individually earlier. We compare the empirical performances of the two stochastic volatility models and the Black-Scholes model in pricing KOSPI 200 index options.

• Journal of the Korean Institute of Telematics and Electronics A
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• v.32A no.4
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• pp.1-14
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• 1995

A new stochastic Petri nets model, called Stochastic Petri Nets Reward Model(SPNRM) is used for modeling and evaluating the performance of telecommunication protocols. We have developed a SPNRM of the TDX-10 Internal protocol, which has a packet data exchange facility between DCEs, Especially a timer and retransmission handling model is presented for error control of the data transmission phase. The stochastic Petri nets package(SPNP), a software package for SPNRM used in this paper, has been used to generate numerical results by analytical-numerical method rather than simulation. From the steady state solution of the net, it is possible to calculate automatically the performance measure of the protocol medeled with both end-to-end and link-by-link method, which are the mean response times and the throughputs.