• Journal of the Korean Operations Research and Management Science Society
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• v.30 no.4
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• pp.99-115
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• 2005

For an analysis of the performance of a computer system, the minimum cycle time method has been widely used. The minimum cycle time method is a mathematical technique with which we can find the minimum duration time needed to fire all the transitions at least once and coming back to the Initial marking in a timed net. A timed net is a modified version of a Petri net where a transition is associated with a delay time. In the real world, an event is associated with a probability of occurrence. However, a timed net is not equipped with any facility of specifying probability of event occurrence. Therefore, the minimum cycle time method applied on a timed net can easily overlook probabilities of occurrences of events and yield a wrong result. We are proposing 'Timed Net with Probabilities of Choices' where a transition can be associated with both delay time and a probability of occurrence. We also introduce an algorithm for minimum cycle time analysis on a 'Timed Net with Probabilities of Choices'. As an example of application, we are performing an analysis of the location based service system using 'Timed Net with Probabilities of Choices'.

• Journal of the Korean Mathematical Society
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• v.60 no.3
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• pp.537-564
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• 2023

In this paper, we are mainly concerned with two-sided estimates for transition probabilities of symmetric Markov chains on ℤ^d, whose one-step transition probability is comparable to |x - y|^-dϕ_j (|x - y|)^-1 with ϕ_j being a positive regularly varying function on [1, ∞) with index α ∈ [2, ∞). For upper bounds, we directly apply the comparison idea and the Davies method, which considerably improves the existing arguments in the literature; while for lower bounds the relation with the corresponding continuous time symmetric Markov chains are fully used. In particular, our results answer one open question mentioned in the paper by Murugan and Saloff-Coste (2015).

• International Journal of Control, Automation, and Systems
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• v.5 no.3
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• pp.307-316
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• 2007

In real system application, the interacting multiple model (IMM) based algorithm operates with the following problems: it requires less computing resources as well as a good performance with respect to the various target maneuvering, it requires a robust performance with respect to the time-varying measurement noise, and further, it requires an easy design procedure in terms of its structures and parameters. To solve these problems, an adaptive fuzzy interacting multiple model (AFIMM) algorithm, which is based on the basis sub-models defined by considering the maneuvering property and the time-varying mode transition probabilities designed by using the mode probabilities as the inputs of the fuzzy decision maker whose widths are adjusted, is proposed. To verify the performance of the proposed algorithm, a radar target tracking is performed. Simulation results show that the proposed AFIMM algorithm solves all problems in the real system application of the IMM based algorithm.

• Bulletin of the Korean Chemical Society
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• v.8 no.2
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• pp.111-114
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• 1987

Temperature-dependent, solution EPR spectra of two mixed-valence copper(II)-copper(I) complexes have been simulated by using modified Bloch equations. The transition probability for the intramolecular electron transfer is determined from the simulation. The transition probabilities have been fitted to the Arrhenius equation to derive the activation energies. The transition probability also varies according to the solvent used.

• Journal of Korea Water Resources Association
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• v.42 no.9
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• pp.747-758
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• 2009

In this study, long-term variabilities of rainfall-occurrence characteristics are analyzed using rainfall data at Seoul, which is the longest data record existing in world. first, the accuracy of Chukwooki data set (CWK) are evaluated in view of rainfall-occurrence probability by analyzing the transition probabilities and occurrence characteristics based on Markov chain. And long-term inter-monthly variabilities of transition probabilities are analyzed using two dimensional LOWESS regression. From the results of analyzed transition probabilities and occurrence characteristics, it is different that rainfall-occurrence characteristics between CWK and modern rain gage data set (MRG) for original rainfall data sets (M00). For characteristics of rainfall series, occurrences probabilities of rainfall are increased and durations of each rainfall are shorter than past. And from the results of analyzing the long-term inter-monthly variabilities of transition probabilities, in case of M20, lengths of dry spells between CWK and MRG are not different significantly and lengths of wet spells are decreased persistently after A.D. 1830. Especially, decreasing trend for lengths of wet spells at recent september are appeared significantly. These results are considered with increasing trend of recent rainfall, it is concluded that recent frequencies and intensities of rainfall are increasing.

• Journal of the Korean Operations Research and Management Science Society
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• v.16 no.2
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• pp.159-163
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• 1991

For a continuous-time absorvation Markov chain, we apply and simplify the general method of finding the transition rates given the transition probabilities obtained from discrete observation of the continuous system. An example is given.

• Journal of Korea Water Resources Association
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• v.41 no.3
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• pp.265-276
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• 2008

The observed data of enough period need for design of hydrological works. But, most hydrological data aren't enough. Therefore in this paper, hourly precipitation generated by nonhomogeneous Markov chain model using variable Kernel density function. First, the Kernel estimator is used to estimate the transition probabilities. Second, wet hours are decided by transition probabilities and random numbers. Third, the amount of precipitation of each hours is calculated by the Kernel density function that estimated from observed data. At the results, observed precipitation data and generated precipitation data have similar statistic. Also, rainfall mass curve is derived by calculated transition probabilities for generation of hourly precipitation.

• Environmental and Resource Economics Review
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• v.13 no.3
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• pp.417-440
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• 2004

For the behavior of the wholesale spot price, a regime switching model with time-varying transition probabilities was estimated using the data from the PJM (Pennsylvania-New Jersey-Maryland) market. By including the temperature as an explanatory variable in the transition probability equations, the threshold effect of changing regime is clearly enhanced. And hence the predictability of the price spikes was improved. This means that the model showed a very clear threshold effect, with a low probability of switching for low loads and low temperatures and a high probability for high loads and high temperatures. And temperature showed a clearer threshold effect than load does. This implies that weather-related contracts may help to hedge against the risk in the cost of buying electricity during a summer.

• Journal of Korean Institute of Industrial Engineers
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• v.21 no.4
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• pp.609-628
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• 1995

This paper presents a reliability model and a data-analytic procedure for a repairable unit subject to failures due to multiple non-identifiable causes. We regard a failure cause as a state and assume the life distribution for each cause to be exponential. Then we represent the dependency among the causes by a Markov switching model(MSM) and estimate the transition probabilities and failure rates by maximum likelihood(ML) method. The failure data are incomplete due to masked causes of failures. We propose a specific version of EM(expectation and maximization) algorithm for finding maximum likelihood estimator(MLE) under this situation. We also develop statistical procedures for determining the number of significant states and for testing independency between state transitions. Our model requires only the successive failure times of a unit to perform the statistical analysis. It works well even when the causes of failures are fully masked, which overcomes the major deficiency of competing risk models. It does not require the assumption of stationarity or independency which is essential in mixture models. The stationary probabilities of states can be easily calculated from the transition probabilities estimated in our model, so it covers mixture models in general. The results of simulations show the consistency of estimation and accuracy gradually increasing according to the difference of failure rates and the frequency of transitions among the states.

• Journal of Korean Institute of Industrial Engineers
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• v.11 no.2
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• pp.1-9
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• 1985

In this study, two stage transfer line with limited repair capability is modeled to formulate optimal dynamic repair priority policy. The method of Markov Chains is used to analyze the analytical model of this line. An efficient algorithm is developed, utilizing the block tridiagonal structure of the transition probability matrix, to obtain the steady state probabilities and system performance measures, such as the steady state production rate of the line and the average in-process inventory in the interstage buffer.