• 제목/요약/키워드: stochastic information

검색결과 723건 처리시간 0.038초

Stochastic Petri Nets Reward Model을 이용한 통신 프로토콜의 성능평가 (Performance evaluation of telecommunication protocols using stochastic petri nets reward model)

  • 로철우;장직현
    • 전자공학회논문지A
    • /
    • 제32A권4호
    • /
    • pp.1-14
    • /
    • 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.

  • PDF

연동신호제어계에서의 교통류의 지연 -Random 지연을 중심으로- (Stochastic Delay at Linked Signals)

  • 이광훈
    • 대한교통학회지
    • /
    • 제9권1호
    • /
    • pp.47-56
    • /
    • 1991
  • With respect to stochastic delays at linked signals the solid quantitative information has not been available as yet. On the basis of field data the values of "I" (variance-mean ration of flow) were related with the rate of flow. The stochastic delays with specific "I" values were obtained from the distribution of overflow queue, which were calculated by the use of Markov chains. This examination of the results led to the derivation of a simple method for calculating stochastic dclays through the introduction of "I" into Miller's model. The good agreement was shown between the model and the field. The relationships between the cycle lengths and delays were examinated in a large number of conditions with regard to degree of saturation. signal split and link length. Within the practical range of cycle length uniform delays were dominant and no critical point was found in terms of minimum, delay. In highly saturated conditions however the weight of stochastic delay is noticeable.

  • PDF

확률적 정규 문법 추론법에 의한 사람 몸동작 인식 (Human Action Recognition by Inference of Stochastic Regular Grammars)

  • 조경은;조형제
    • 한국정보과학회논문지:컴퓨팅의 실제 및 레터
    • /
    • 제7권3호
    • /
    • pp.248-259
    • /
    • 2001
  • 이 논문은 사람의 비언어적 행동을 자동적으로 분석하는 것을 목적으로 60 가지의 기본적인 사람의 윗몸 동작들을 인식하는 방법을 제안한다. 사람 몸동작을 인식하기 위한 방법으로 확률적 문법 추론법을 이용하였으며 모든 관절의 움직임 분석으로 임의의 동작을 인식하는 방법을 사용하였다. 시스템의 입력 데이타로 쓰여지는 각 관절의 실세계 3 차원 좌표들을 일정간격으로 양자화한 후, 각각 xy, zy, 평면에 투영하고, 이들을 다시 4방향 코딩하여 확률적 문법 추론법에 적합한 입력형식으로 변환한다. 또한 비언어적 행동 분석을 위한 사람의 동작 인식에는 손과 다른 부위와의 관계인 근접 정보가 동작 구분의 중요한 요소가 됨을 감안하여, 확률 문법 추론 방법을 확장하고, 일반적인 확률 문법 추론 방법과 비교하여 인식률이 향상됨을 실험결과를 통해 확인하였다.

  • PDF

네트워크 서비스의 가용도 향상를 위한 재활기법의 다중화 시스템 분석 (Analysis of Redundant System with Rejuvenation for High Availability of Networking Service)

  • 류홍림;심재찬;류호용;이유태
    • 한국정보통신학회논문지
    • /
    • 제20권9호
    • /
    • pp.1717-1722
    • /
    • 2016
  • 가용도는 사용자에게 고가용 서비스를 제공하는 네트워크 시스템의 주요 성능지표로서 임의의 시간에 사용자에게 서비스를 제공할 수 있는 확률이다. 네트워크 서비스의 가용도를 향상시키는 대표적인 방법으로 다중화 방식과 재활기법이 있다. 본 논문에서는 2N redundancy와 시간 기반의 재활기법이 가용도에 미치는 영향을 분석한다. 2N redundancy는 active 시스템과 standby 시스템으로 구성하는 다중화 방식이다. 재활주기에 의존하는 시간기반의 재활기법이다. 본 논문은 시간기반의 재활기법을 적용한 2N redundnacy모델을 stochastic reward net으로 설계한다. 설계한 모델은 stochastic Petri net package를 이용하여 분석한다. 수치해석을 통해 재활기법을 적용한 시스템의 가용도가 적절한 주기에서 재활기법을 적용하지 않은 시스템의 가용도보다 높다는 것을 알 수 있다.

THE BOUNDEDNESS OF SOLUTIONS FOR STOCHASTIC DIFFERENTIAL INCLUSIONS

  • Yun, Yong-Sik
    • 대한수학회보
    • /
    • 제40권1호
    • /
    • pp.159-165
    • /
    • 2003
  • We consider the stochastic differential inclusion of the form $dX_t\;\in\;\sigma(t,\;X_t)db_t+b(t,\;X_t)dt$, where $\sigma$, b are set-valued maps, B is a standard Brownian motion. We prove the boundedness of solutions under the assumption that $\sigma$ and b satisfy the local Lipschitz property and linear growth.

확률 페트리 네트를 이용한 객체지향 기반의 표면 실장기 시뮬레이터 개발 (Development of Simulator based on Object-Oriented Programming for Chip Mounter Using Stochastic Petri Nets)

  • 박기범;박태형
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
    • /
    • pp.57-57
    • /
    • 2000
  • The purpose of this paper is show that an chip mounter can be modeled by stochastic petri nets, and that the simulator to verify a fitness of the program to assemble. The chip mounter can be constructed by using the petri net class (CPetriNet) based on the object-oriented programming. By using this simulator, we can get the information about the description of motion of the chip mounter, and moreover, we can evaluate the productivity.

  • PDF

탄소성을 고려한 지하구조체의 확률유한요소해석 (Stochastic Finite Element Analysis of Underground Structure considering Elasto-Plastic Behavior)

  • 김상효;나경웅
    • 한국전산구조공학회:학술대회논문집
    • /
    • 한국전산구조공학회 1998년도 봄 학술발표회 논문집
    • /
    • pp.157-164
    • /
    • 1998
  • An elasto-plastic stochastic finite element method is developed to evaluate the probability of failure of the underground structure. The Mohr-Coulomb failure criteria is adopted for yield condition. The material properties such as the elastic modulus and the cohesion are assumed to be statistically independent random variables which are modeled as spatial stochastic fields. The displacements around the excavated area and the probability of the failure are examined by varying the coefficient of variance for each variables. It is found that the developed procedure can provide the proper probabilistic information about the failure of the underground structure

  • PDF

미지입력이 존재하는 선형 이산 활률 시스템의 최소 분산 고장 진단 필터의 설계 (Design of Minimum Variance Fault Diagnosis Filter for Linear Discrete-Time Stochastic Systems with Unknown Inputs)

  • 이재혁
    • 전자공학회논문지B
    • /
    • 제31B권8호
    • /
    • pp.39-46
    • /
    • 1994
  • In this paper a state reconstruction filter for linear discrete-time stochastic systems with unknown inputs and noises is presented. The suggested filter can estimate the system state vector and the unknown inputs simultaneously As an extension of the filter a fault diagnosis filter for linear discrete-time stochastic systems with unknown inputs and noises is presented for each filters the optimal gain determination methods which minimize the variance of the state reconstruction errorare presented. Finally the usability of the filtersis shown via numerical examples.

  • PDF

Herd behavior and volatility in financial markets

  • Park, Beum-Jo
    • Journal of the Korean Data and Information Science Society
    • /
    • 제22권6호
    • /
    • pp.1199-1215
    • /
    • 2011
  • Relaxing an unrealistic assumption of a representative percolation model, this paper demonstrates that herd behavior leads to a high increase in volatility but not trading volume, in contrast with information flows that give rise to increases in both volatility and trading volume. Although detecting herd behavior has posed a great challenge due to its empirical difficulty, this paper proposes a new methodology for detecting trading days with herding. Furthermore, this paper suggests a herd-behavior-stochastic-volatility model, which accounts for herding in financial markets. Strong evidence in favor of the model specification over the standard stochastic volatility model is based on empirical application with high frequency data in the Korean equity market, strongly supporting the intuition that herd behavior causes excess volatility. In addition, this research indicates that strong persistence in volatility, which is a prevalent feature in financial markets, is likely attributed to herd behavior rather than news.

Alternating the Non-Alternate: A Probabilistic Approach to Dative Alternation

  • Choi Hye-Won
    • 한국언어정보학회지:언어와정보
    • /
    • 제9권1호
    • /
    • pp.51-68
    • /
    • 2005
  • This paper proposes an informational approach to the dative alternation in English following up on the Stochastic Optimality- Theoretic (OT) model by Bresnan and Nikitina (2003). While Bresnan and Nikitina's stochastic OT model resolves the crucial problem of 'gradience' unavoidably implicated in variation phenomena by applying the notion of probability to linguistic problems, it fails to account for the details of the unusually alternating examples, which normally would not alternate. More importantly, it fails to capture the focus effect involved in the alternation. This paper has worked out all the problematic examples by modifying the Bresnan and Nikitina model. This new account captures not only the unusual behavior of the less-alternating verbs and idioms but also the special focus effect of the common alternating verbs.

  • PDF