• Journal of Electrical Engineering and Technology
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• 제2권4호
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• pp.543-548
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• 2007

We present a dynamic Bayesian network (DBN) model of a generalized class of nonstationary birth-death processes. The model includes birth and death rate parameters that are randomly selected from a known discrete set of values. We present an on-line algorithm to obtain optimal estimates of the parameters. We provide a simulation of real-time characterization of load traffic estimation using our DBN approach.

• The Journal of Asian Finance, Economics and Business
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• 제9권3호
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• pp.203-215
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• 2022

Bayesian Networks are multivariate probabilistic factor graphs that are used to assess underlying factor relationships. From January 2005 to December 2018, the study examines how Dynamic Bayesian Networks can be utilized to estimate portfolio risk and return as well as determine inter-factor relationships among reversal profit-generating components in Pakistan's emerging market (PSX). The goal of this article is to uncover the factors that cause reversal profits in the Pakistani stock market. In visual form, Bayesian networks can generate causal and inferential probabilistic relationships. Investors might update their stock return values in the network simultaneously with fresh market information, resulting in a dynamic shift in portfolio risk distribution across the networks. The findings show that investments in low net profit margin, low investment, and high volatility-based designed portfolios yield the biggest dynamical reversal profits. The main triggering aspects related to generation reversal profits in the Pakistan market, in the long run, are net profit margin, market risk premium, investment, size, and volatility factor. Investors should invest in and build portfolios with small companies that have a low price-to-earnings ratio, small earnings per share, and minimal volatility, according to the most likely explanation.

• 전기학회논문지P
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• 제58권2호
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• pp.164-171
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• 2009

This paper presents new learning algorithm of dynamic Bayesian networks (DBN) by means of constrained least square (LS) estimation algorithm and gradient descent method. First, we propose constrained LS based parameter estimation for a Markov chain (MC) model given observation data sets. Next, a gradient descent optimization is utilized for online estimation of a hidden Markov model (HMM), which is bi-linearly constructed by adding an observation variable to a MC model. We achieve numerical simulations to prove its reliability and superiority in which a series of non stationary random signal is applied for the DBN models respectively.

• 한국정보과학회논문지:컴퓨팅의 실제 및 레터
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• 제15권1호
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• pp.72-76
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• 2009

최근 유비쿼터스 컴퓨팅에 대한 관심이 높아지면서 유비쿼터스 환경에서의 서비스를 위한 인간과 컴퓨터의 상호 작용, 특히 인간의 행동을 인식하는 연구가 활발히 진행되고 있다. 기존의 영상기반 연구와는 달리 모바일 환경에 적합하도록 가속도 센서, 생리신호 센서 등 다양한 센서들을 활용하여 사용자의 행동을 인식하는 기법이 연구되고 있다. 본 논문에서는 멀티모달 센서들을 통합하고 동적 베이지안 네트워크를 계층적으로 구성하여 사용자의 행동을 인식하는 방법을 제안한다. 연산량이 비교적 적은 베이지안 네트워크로 전반적인 사용자 행동을 추론하고 획득된 각 행동의 확률순으로 동적 베이지안 네트워크를 구성한다. 동적 베이지안 네트워크는 OVR(One-Versus-Rest) 전략으로 학습되며, 확률순으로 행동이 검증되어 임계치를 넘는 경우 선택된 행동보다 낮은 확률의 행동에 대한 동적 베이지안 네트워크를 검증하지 않아 추론 연산량을 줄인다. 본 논문에서는 가속도 센서와 생리적 신호 센서를 기반으로 총 8가지의 행동을 인식하는 문제에 제안하는 방법을 적용하여 평균적으로 97.4%의 분류 정확률을 얻었다.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제7권4호
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• pp.285-294
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• 2007

In this paper, we investigate a novel online estimation algorithm for dynamic Bayesian network(DBN) parameters, given as conditional probabilities. We sequentially update the parameter adjustment rule based on observation data. We apply our algorithm to two well known representations of DBNs: to a first-order Markov Chain(MC) model and to a Hidden Markov Model(HMM). A sliding window allows efficient adaptive computation in real time. We also examine the stochastic convergence and stability of the learning algorithm.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.408-413
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• 2005

A new methodology for discrete non-Gaussian probability density estimation is investigated in this paper based on a dynamic Bayesian network (DBN) and kernel functions. The estimator consists of a DBN in which the transition distribution is represented with kernel functions. The estimator parameters are determined through a recursive learning algorithm according to the maximum likelihood (ML) scheme. A discrete-type Poisson distribution is generated in a simulation experiment to evaluate the proposed method. In addition, an unknown probability density generated by nonlinear transformation of a Poisson random variable is simulated. Computer simulations numerically demonstrate that the method successfully estimates the unknown probability distribution function (PDF).

• International Journal of Control, Automation, and Systems
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• 제6권1호
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• pp.109-118
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• 2008

We present two estimators for discrete non-Gaussian and nonstationary probability density estimation based on a dynamic Bayesian network (DBN). The first estimator is for off line computation and consists of a DBN whose transition distribution is represented in terms of kernel functions. The estimator parameters are the weights and shifts of the kernel functions. The parameters are determined through a recursive learning algorithm using maximum likelihood (ML) estimation. The second estimator is a DBN whose parameters form the transition probabilities. We use an asymptotically convergent, recursive, on-line algorithm to update the parameters using observation data. The DBN calculates the state probabilities using the estimated parameters. We provide examples that demonstrate the usefulness and simplicity of the two proposed estimators.

• Nuclear Engineering and Technology
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• 제40권5호
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• pp.375-386
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• 2008

Conventional static reliability analysis methods are inadequate for modeling dynamic interactions between components of a system. Various techniques such as dynamic fault tree, dynamic Bayesian networks, and dynamic reliability block diagrams have been proposed for modeling dynamic systems based on improvement of the conventional modeling methods. In this paper, we review these methods briefly and introduce dynamic nodes to the existing reliability graph with general gates (RGGG) as an intuitive modeling method to model dynamic systems. For a quantitative analysis, we use a discrete-time method to convert an RGGG to an equivalent Bayesian network and develop a software tool for generation of probability tables.

• 한국지능시스템학회논문지
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• 제17권5호
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• pp.660-667
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• 2007

본 논문은 확률특성을 갖는 네트워크 기반 제어시스템(NCS; Networked Control Systems)을 위하여 동적 베이시안 네트워크(DBN; Dynamic Bayesian Networks)와 신경회로망 기법을 이용한 지능제어기법을 제안한다. 신경회로망은 시변 시간지연을 갖는 비선형 시스템의 실시간 오차를 보상하기 위한 제어기의 최적화에 적용된다. 모듈화 신경회로망이 구성되며 이것은 제어기의 파라미터를 출력한다 가장 간단한 DBN 구조인 마코브 체인(MC; Markov Chain)이 구성되며 NCS의 랜덤 관측값을 모델링에 적용되며 예측 제어기의 구성에 또한 사용된다. 제안한 제어기법은 위성시스템의 자세제어에 적용하여 컴퓨터 시뮬레이션을 통해 성능을 검증하였다.

• Journal of Communications and Networks
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• 제17권1호
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• pp.75-83
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• 2015

In mobile ad-hoc networks (MANETs), nodes are mobile in nature. Collaboration between mobile nodes is more significant in MANETs, which have as their greatest challenges vulnerabilities to various security attacks and an inability to operate securely while preserving its resources and performing secure routing among nodes. Therefore, it is essential to develop an effective secure routing protocol to protect the nodes from anonymous behaviors. Currently, game theory is a tool that analyzes, formulates and solves selfishness issues. It is seldom applied to detect malicious behavior in networks. It deals, instead, with the strategic and rational behavior of each node. In our study,we used the dynamic Bayesian signaling game to analyze the strategy profile for regular and malicious nodes. This game also revealed the best actions of individual strategies for each node. Perfect Bayesian equilibrium (PBE) provides a prominent solution for signaling games to solve incomplete information by combining strategies and payoff of players that constitute equilibrium. Using PBE strategies of nodes are private information of regular and malicious nodes. Regular nodes should be cooperative during routing and update their payoff, while malicious nodes take sophisticated risks by evaluating their risk of being identified to decide when to decline. This approach minimizes the utility of malicious nodes and it motivates better cooperation between nodes by using the reputation system. Regular nodes monitor continuously to evaluate their neighbors using belief updating systems of the Bayes rule.