• Title/Summary/Keyword: Markov 확률과정

Search Result 95, Processing Time 0.027 seconds

Modeling and Performance Analysis of Communication Channels for Multimedia System (멀티미디어 시스템의 통신 채널 모델링 및 성능분석)

  • Bang Suk-Yoon;Ro Cheul-Woo
    • The Journal of the Korea Contents Association
    • /
    • v.5 no.1
    • /
    • pp.147-155
    • /
    • 2005
  • In this paper, communication channels for the transmission of multimedia packets are modeled and evaluated. The multimedia packet traffic characterized by on-off and MMPP process for voice and data, respectively, dynamic channel allocation, queueing of data packets due to unavailability of channels and dropping of queued data packets over timeout, and guard channel for voice packets are modeled. The performance indices adopted in the evaluation of SRN model includes blocking and dropping probabilities. The SRN uses rewards concepts instead of the complicate numerical analysis required for the Markov chain. It is shown that our SRN modeling techniques provide an easier way to carry out performance analysis.

  • PDF

An Evaluation of the Emptiness Passage Time of the Kuemgang Estuary Reservoir by Two-Step Transition Model (2단계 추이모형에 의한 금강하구호의 공수도달시간의 평가)

  • Lee, Jae-Hyoung;Chung, Mahn
    • Water for future
    • /
    • v.26 no.3
    • /
    • pp.113-124
    • /
    • 1993
  • This study aims at the evaluation of the stationary distribution and the emptiness passage time for the effectiveness of water utility in the Keumgang estuary reservoir by two-step transition model. It was taken discrete Markovian correlated inflows for the joint probability of inflows and storage, and was used binomial distribution for inflows distribution. As the results, it was decreased from 0.952 to 0.904 the emptiness probability of the reservoir stationary distribution during 1952-1980, and from 0.900 to 0.829 during 1981-1989, and the average emptiness passage time was increased from 23 days to 37 days during 1952-1980, and from 29 days to 61 days during 1981-1989 at low state of storage. From this, it is found that the emptiness passage time is varied with the increase of the inflows auto-correlation coefficient in the Keumgang estuary reservoir. Therefore, it is understood that auto-correlation coefficient must be taken into consideration for the evaluation of water utility in a small reservoir at drought time.

  • PDF

Performance Analysis of Mobile Multi-hop Relay Uplink System in Multicell Environments (멀티셀 환경에서 Mobile Multi-hop Relay 상향링크 시스템의 성능 분석)

  • Kim, Seung-Yeon;Kim, Se-Jin;Lee, Hyong-Woo;Ryu, Seung-Wan;Cho, Choong-Ho
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.35 no.4A
    • /
    • pp.394-400
    • /
    • 2010
  • Mobile Multi-hop Relaying (MMR) system can provide increased system capacity of wireless access network by coverage extension and enhanced transmission rate within the Base Station (BS) coverage area. The previous researches for the MMR system with a non-transparent mode Relay Station (RS) do not consider channel selection procedure of Mobile Station (MS), co-channel interference and Multi-hop Relay Base Station (MR-BS) coverage and RS coverage ratio in MMR system. In this paper, we investigate the performance of MMR uplink system in multicell environments with various topologies. The performance is presented in terms of call blocking probability, channel utilization, outage probability and system throughput by varying offered load. It is found that, for certain system parameters, the MMR uplink system achieve the maximum system throughput when MR-BS coverage to RS coverage ratio is 7.

Determination of the Optimal Checkpoint and Distributed Fault Detection Interval for Real-Time Tasks on Triple Modular Redundancy Systems (삼중구조 시스템의 실시간 태스크 최적 체크포인터 및 분산 고장 탐지 구간 선정)

  • Seong Woo Kwak;Jung-Min Yang
    • The Journal of the Korea institute of electronic communication sciences
    • /
    • v.18 no.3
    • /
    • pp.527-534
    • /
    • 2023
  • Triple modular redundancy (TMR) systems can continue their mission by virtue of their structural redundancy even if one processor is attacked by faults. In this paper, we propose a new fault tolerance strategy by introducing checkpoints into the TMR system in which data saving and fault detection processes are separated while they corporate together in the conventional checkpoints. Faults in one processor are tolerated by synchronizing the state of three processors upon detecting faults. Simultaneous faults occurring to more than one processor are tolerated by re-executing the task from the latest checkpoint. We propose the checkpoint placement and fault detection strategy to maximize the probability of successful execution of a task within the given deadline. We develop the Markov chain model for the TMR system having the proposed checkpoint strategy, and derive the optimal fault detection and checkpoint interval.

A Study on Estimation of Regularizing Parameters for Energy-Based Stereo Matching (에너지 기반 스테레오 매칭에서의 정합 파라미터 추정에 관한 연구)

  • Hahn, Hee-Il;Ryu, Dae-Hyun
    • Journal of Korea Multimedia Society
    • /
    • v.14 no.2
    • /
    • pp.288-294
    • /
    • 2011
  • In this paper we define the probability models for determining the disparity map given stereo images and derive the methods for solving the problem, which is proven to be equivalent to an energy-based stereo matching. Under the assumptions the difference between the pixel on the left image and the corresponding pixel on the right image and the difference between the disparities of the neighboring pixels are exponentially distributed, a recursive approach for estimating the MRF regularizing parameter is proposed. The proposed method alternates between estimating the parameters with the intermediate disparity map and estimating the disparity map with the estimated parameters, after computing it with random initial parameters. Our algorithm is applied to the stereo matching algorithms based on the dynamic programming and belief propagation to verify its operation and measure its performance.

A Nuclide Transport Model in the Fractured Rock Medium Using a Continuous Time Markov Process (연속시간 마코프 프로세스를 이용한 균열암반매질에서의 핵종이동 모델)

  • Lee, Y.M.;Kang, C.H.;Hahn, P.S.;Park, H.H.;Lee, K.J.
    • Nuclear Engineering and Technology
    • /
    • v.25 no.4
    • /
    • pp.529-538
    • /
    • 1993
  • A stochastic way using continuous time Markov process is presented to model the one-dimensional nuclide transport in fractured rock matrix as an extended study for previous work [1]. A nuclide migration model by the continuous time Markov process for single planar fractured rock matrix, which is considered as a transient system where a process by which the nuclide is diffused into the rock matrix from the fracture may be no more time homogeneous, is compared with a conventional deterministic analytical solution. The primary desired quantities from a stochastic model are the expected 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 of the medium given intensities of transition. Since this model is discrete in medium space, parameters which affect nuclide transport could be easily incorporated for such heterogeneous media as the fractured rock matrix and the layered porous media. Even though the model developed in this study was shown to be sensitive to the number of discretized compartment showing numerical dispersion as the number of compartments are decreased, with small compensating of dispersion coefficient, the model agrees well to analytical solution.

  • PDF

QoS Guaranteed Fast Handoff Algorithm for Wireless LAN (무선 랜 환경에서의 QoS 보장형 고속 핸드오프 알고리듬)

  • 신일희;이채우
    • Journal of the Institute of Electronics Engineers of Korea TC
    • /
    • v.40 no.12
    • /
    • pp.59-70
    • /
    • 2003
  • Proposed CCRSVP (Candidate Casting RSVP) algorithm is a new fast handoff method which uses advanced multicasting method and RSVP for IEEE 802.11 Wireless LAN (WLAN) environments. The proposed algorithm shows good performance in the handoff latency and the B/W efficiency aspect and guarantees QoS because it uses L2 information (BSSID) of WLAN and starts to reserve resources and multicast packets before L2 handoff completes. We also propose a Markov chain performance analysis model in which we can analyze the handoff performance of various handoff algorithms. Using the model, we compare bandwidth efficiency of the proposed algorithm with existing handoff algorithms which use RSVP by analyzing blocking probability of session, resource usage, and the average number of ongoing session in a cell. The results show that the proposed algorithm shows better performance than the existing algorithms in the above three performance aspects.

Conformer with lexicon transducer for Korean end-to-end speech recognition (Lexicon transducer를 적용한 conformer 기반 한국어 end-to-end 음성인식)

  • Son, Hyunsoo;Park, Hosung;Kim, Gyujin;Cho, Eunsoo;Kim, Ji-Hwan
    • The Journal of the Acoustical Society of Korea
    • /
    • v.40 no.5
    • /
    • pp.530-536
    • /
    • 2021
  • Recently, due to the development of deep learning, end-to-end speech recognition, which directly maps graphemes to speech signals, shows good performance. Especially, among the end-to-end models, conformer shows the best performance. However end-to-end models only focuses on the probability of which grapheme will appear at the time. The decoding process uses a greedy search or beam search. This decoding method is easily affected by the final probability output by the model. In addition, the end-to-end models cannot use external pronunciation and language information due to structual problem. Therefore, in this paper conformer with lexicon transducer is proposed. We compare phoneme-based model with lexicon transducer and grapheme-based model with beam search. Test set is consist of words that do not appear in training data. The grapheme-based conformer with beam search shows 3.8 % of CER. The phoneme-based conformer with lexicon transducer shows 3.4 % of CER.

A Study on the Volatility of Global Stock Markets using Markov Regime Switching model (마코브국면전환모형을 이용한 글로벌 주식시장의 변동성에 대한 연구)

  • Lee, Kyung-Hee;Kim, Kyung-Soo
    • Management & Information Systems Review
    • /
    • v.34 no.3
    • /
    • pp.17-39
    • /
    • 2015
  • This study examined the structural changes and volatility in the global stock markets using a Markov Regime Switching ARCH model developed by the Hamilton and Susmel (1994). Firstly, the US, Italy and Ireland showed that variance in the high volatility regime was more than five times that in the low volatility, while Korea, Russia, India, and Greece exhibited that variance in the high volatility regime was increased more than eight times that in the low. On average, a jump from regime 1 to regime 2 implied roughly three times increased in risk, while the risk during regime 3 was up to almost thirteen times than during regime 1 over the study period. And Korea, the US, India, Italy showed ARCH(1) and ARCH(2) effects, leverage and asymmetric effects. Secondly, 278 days were estimated in the persistence of low volatility regime, indicating that the mean transition probability between volatilities exhibited the highest long-term persistence in Korea. Thirdly, the coefficients appeared to be unstable structural changes and volatility for the stock markets in Chow tests during the Asian, Global and European financial crisis. In addition, 1-Step prediction error tests showed that stock markets were unstable during the Asian crisis of 1997-1998 except for Russia, and the Global crisis of 2007-2008 except for Korea and the European crisis of 2010-2011 except for Korea, the US, Russia and India. N-Step tests exhibited that most of stock markets were unstable during the Asian and Global crisis. There was little change in the Asian crisis in CUSUM tests, while stock markets were stable until the late 2000s except for some countries. Also there were stable and unstable stock markets mixed across countries in CUSUMSQ test during the crises. Fourthly, I confirmed a close relevance of the volatility between Korea and other countries in the stock markets through the likelihood ratio tests. Accordingly, I have identified the episode or events that generated the high volatility in the stock markets for the financial crisis, and for all seven stock markets the significant switch between the volatility regimes implied a considerable change in the market risk. It appeared that the high stock market volatility was related with business recession at the beginning in 1990s. By closely examining the history of political and economical events in the global countries, I found that the results of Lamoureux and Lastrapes (1990) were consistent with those of this paper, indicating there were the structural changes and volatility during the crises and specificly every high volatility regime in SWARCH-L(3,2) student t-model was accompanied by some important policy changes or financial crises in countries or other critical events in the international economy. The sophisticated nonlinear models are needed to further analysis.

  • PDF

Gaussian Density Selection Method of CDHMM in Speaker Recognition (화자인식에서 연속밀도 은닉마코프모델의 혼합밀도 결정방법)

  • 서창우;이주헌;임재열;이기용
    • The Journal of the Acoustical Society of Korea
    • /
    • v.22 no.8
    • /
    • pp.711-716
    • /
    • 2003
  • This paper proposes the method to select the number of optimal mixtures in each state in Continuous Density HMM (Hidden Markov Models), Previously, researchers used the same number of mixture components in each state of HMM regardless spectral characteristic of speaker, To model each speaker as accurately as possible, we propose to use a different number of mixture components for each state, Selection of mixture components considered the probability value of mixture by each state that affects much parameter estimation of continuous density HMM, Also, we use PCA (principal component analysis) to reduce the correlation and obtain the system' stability when it is reduced the number of mixture components, We experiment it when the proposed method used average 10% small mixture components than the conventional HMM, When experiment result is only applied selection of mixture components, the proposed method could get the similar performance, When we used principal component analysis, the feature vector of the 16 order could get the performance decrease of average 0,35% and the 25 order performance improvement of average 0.65%.