• Title/Summary/Keyword: Continuous-time Markov model

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CONTINUOUS-TIME MARKOV MODEL FOR GERIATRIC PATIENTS BEHAVIOR. OPTIMIZATION OF T도 BED OCCUPANCY AND COMPUTER SIMULATION

  • Gorunescu, Marina;Gorunescu, Florin;Prodan, Augustin
    • Journal of applied mathematics & informatics
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    • v.9 no.1
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    • pp.185-195
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    • 2002
  • Previous research has shown that the flow of patients around departments of geriatric medicine and ex-patients in the community may be-modelled by the application of a mixed-exponential distribution. In this proper we considered a ave-compartment model using a continuous-time Markov process to describe the flow of patients. Using a M/ph/c queuing model, we present a way of optimizing the number of beds in order to maintain an acceptable delay probability a sufficiently low level. Finally, we constructed a Java computer simulation, using data from St George's Hospital, London.

Implementation of the Automatic Speech Editing System Using Keyword Spotting Technique (핵심어 인식을 이용한 음성 자동 편집 시스템 구현)

  • Chung, Ik-Joo
    • Speech Sciences
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    • v.3
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    • pp.119-131
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    • 1998
  • We have developed a keyword spotting system for automatic speech editing. This system recognizes the only keyword 'MBC news' and then sends the time information to the host system. We adopted a vocabulary dependent model based on continuous hidden Markov model, and the Viterbi search was used for recognizing the keyword. In recognizing the keyword, the system uses a parallel network where HMM models are connected independently and back-tracking information for reducing false alarms and missing. We especially focused on implementing a stable and practical real-time system.

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Parametric Sensitivity Analysis of Markov Process Based RAM Model (Markov Process 기반 RAM 모델에 대한 파라미터 민감도 분석)

  • Kim, Yeong Seok;Hur, Jang Wook
    • Journal of the Korean Society of Systems Engineering
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    • v.14 no.1
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    • pp.44-51
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    • 2018
  • The purpose of RAM analysis in weapon systems is to reduce life cycle costs, along with improving combat readiness by meeting RAM target value. We analyzed the sensitivity of the RAM analysis parameters to the use of the operating system by using the Markov Process based model (MPS, Markov Process Simulation) developed for RAM analysis. A Markov process-based RAM analysis model was developed to analyze the sensitivity of parameters (MTBF, MTTR and ALDT) to the utility of the 81mm mortar. The time required for the application to reach the steady state is about 15,000H, which is about 2 years, and the sensitivity of the parameter is highest for ALDT. In order to improve combat readiness, there is a need for continuous improvement in ALDT.

Stochastic Model for Telecommunication Service Availability (통신 서비스 가용도의 추계적 모델)

  • Ham, Young-Marn;Lee, Kang-Won
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37 no.1B
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    • pp.50-58
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    • 2012
  • The objective of this study is to develop the theoretical model of the telecommunication system service availability from the user perspective. We assume non-homogeneous Poisson process for the call arrival process and continuous time Markov chain for the system state. The proposed model effectively describes the user model of the user-perceived service reliability by including the time-varying call arrival rate. We also include the operational failure state where the user cannot receive any service even though the system is functioning.

On the Development of a Continuous Speech Recognition System Using Continuous Hidden Markov Model for Korean Language (연속분포 HMM을 이용한 한국어 연속 음성 인식 시스템 개발)

  • Kim, Do-Yeong;Park, Yong-Kyu;Kwon, Oh-Wook;Un, Chong-Kwan;Park, Seong-Hyun
    • The Journal of the Acoustical Society of Korea
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    • v.13 no.1
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    • pp.24-31
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    • 1994
  • In this paper, we report on the development of a speaker independent continuous speech recognition system using continuous hidden Markov models. The continuous hidden Markov model consists of mean and covariance matrices and directly models speech signal parameters, therefore does not have quantization error. Filter bank coefficients with their 1st and 2nd-order derivatives are used as feature vectors to represent the dynamic features of speech signal. We use the segmental K-means algorithm as a training algorithm and triphone as a recognition unit to alleviate performance degradation due to coarticulation problems critical in continuous speech recognition. Also, we use the one-pass search algorithm that Is advantageous in speeding-up the recognition time. Experimental results show that the system attains the recognition accuracy of $83\%$ without grammar and $94\%$ with finite state networks in speaker-indepdent speech recognition.

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On The Mathematical Structure of Markov Process and Markovian Sequential Decision Process (Markov 과정(過程)의 수리적(數理的) 구조(構造)와 그 축차결정과정(逐次決定過程))

  • Kim, Yu-Song
    • Journal of Korean Society for Quality Management
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    • v.11 no.2
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    • pp.2-9
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    • 1983
  • As will be seen, this paper is tries that the research on the mathematical structure of Markov process and Markovian sequential decision process (the policy improvement iteration method,) moreover, that it analyze the logic and the characteristic of behavior of mathematical model of Markov process. Therefore firstly, it classify, on research of mathematical structure of Markov process, the forward equation and backward equation of Chapman-kolmogorov equation and of kolmogorov differential equation, and then have survey on logic of equation systems or on the question of uniqueness and existence of solution of the equation. Secondly, it classify, at the Markovian sequential decision process, the case of discrete time parameter and the continuous time parameter, and then it explore the logic system of characteristic of the behavior, the value determination operation and the policy improvement routine.

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A Markov-based prediction model of tunnel geology, construction time, and construction costs

  • Mahmoodzadeh, Arsalan;Mohammadi, Mokhtar;Ali, Hunar Farid Hama;Salim, Sirwan Ghafoor;Abdulhamid, Sazan Nariman;Ibrahim, Hawkar Hashim;Rashidi, Shima
    • Geomechanics and Engineering
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    • v.28 no.4
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    • pp.421-435
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    • 2022
  • The necessity of estimating the time and cost required for tunnel construction has led to extensive research in this regard. Since geological conditions are significant factors in terms of time and cost of road tunnels, considering these conditions is crucial. Uncertainties about the geological conditions of a tunnel alignment cause difficulties in planning ahead of the required construction time and costs. In this paper, the continuous-space, discrete-state Markov process has been used to predict geological conditions. The Monte-Carlo (MC) simulation (MCS) method is employed to estimate the construction time and costs of a road tunnel project using the input data obtained from six tunneling expert questionnaires. In the first case, the input data obtained from each expert are individually considered and in the second case, they are simultaneously considered. Finally, a comparison of these two modes based on the technique presented in this article suggests considering views of several experts simultaneously to reduce uncertainties and ensure the results obtained for geological conditions and the construction time and costs.

A Stochastic Model for the Nuclide Migration in Geologic Media Using a Continuous Time Markov Process (연속시간 마코프 프로세스를 이용한 지하매질에서의 통계적 핵종이동 모델)

  • Lee, Y.M.;Kang, C.H.;Hahn, P.S.;Park, H.H.;Lee, K.J.
    • Nuclear Engineering and Technology
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    • v.25 no.1
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    • pp.154-165
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    • 1993
  • A stochastic method using continuous time Markov process is presented to model the one-dimensional convective nuclide transport in geologic media, which have usually heterogeneous feature in physical/geochemical parameters such as velocity, dispersion coefficient, and retardation factor resulting poor description by conventional deterministic advection-dispersion model. The primary desired quantities from a stochastic model are the mean values and variance of the state variables as a function of time. The time-dependent probability distributions of nuclides are presented for each discretized compartment given the volumetric groundwater flux and the intensity of transition. Since this model is discrete in medium space, physical/geochemical parameters which affect nuclide transport can be easily incorporated for the heterogeneous media as well as remarkably layered media having spatially varied parameters. Even though the Markov process model developed in this study was shown to be sensitive to the number of discretized compartments showing numerical dispersion as the number of compartments are increased, this could be easily calibrated by comparing with the analytical deterministic model.

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A Statistical Model for Severe Acute Respiratory Syndrome

  • Hong, Yeon-Woong
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.615-622
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    • 2003
  • The severe acute respiratory syndrome(SARS) is a novel infectious disease with global impact. The rapid worldwide spread of SARS has led to 30 countries reporting cases of July 13, 2003. In this paper, we develop a statistical model for SARS-caused-death data under some assumptions. The model developed is a continuous time Markov process with a constant intensity for each stage.

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Studies on the Stochastic Generation of Synthetic Streamflow Sequences(I) -On the Simulation Models of Streamflow- (하천유량의 추계학적 모의발생에 관한 연구(I) -하천유량의 Simulation 모델에 대하여-)

  • 이순탁
    • Water for future
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    • v.7 no.1
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    • pp.71-77
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    • 1974
  • This paper reviews several different single site generation models for further development of a model for generating the Synthetic sequences of streamflow in the continuous streams like main streams in Korea. Initially the historical time series is looked using a time series technique, that is correlograms, to determine whether a lag one Markov model will satisfactorily represent the historical data. The single site models which were examined include an empirical model using the historical probability distribution of the random component, the linear autoregressive model(Markov model, or Thomas-Fiering model) using both logarithms of the data and Matala's log-normal transformation equations, and finally gamma distribution model.

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