• Title/Summary/Keyword: Markov Chain Approach

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Numerical Analysis of Caching Performance in Content Centric Networks Using Markov Chain (마코프체인을 이용한 콘텐츠 중심 네트워크의 캐싱 성능 분석)

  • Yang, Won Seok
    • The Journal of the Korea Contents Association
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    • v.16 no.4
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    • pp.224-230
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    • 2016
  • Recently, CCN(Content Centric Network) has been extensively interested in the literature to transfer data traffic efficiently according to the rapid growth of multimedia services on the Internet. CCN is a new networking paradigm to deliver contents efficiently based on the named content not the named or addressed host. This paper presents a mathematical approach for analyzing CCN-caching systems with two routers. Considering the stochastic characteristics of communication networks, the caching system is modeled as a two dimensional Markov chain. This paper analyzes the structural feature of the transition rate matrix in the Markov chain and presents a numerical solution for the CCN-caching performance of the two router system. In addition, various numerical examples are presented.

Bayesian Inference for Mixture Failure Model of Rayleigh and Erlang Pattern (RAYLEIGH와 ERLANG 추세를 가진 혼합 고장모형에 대한 베이지안 추론에 관한 연구)

  • 김희철;이승주
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.505-514
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    • 2000
  • A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. For each observed failure epoch, we introduced mixture failure model of Rayleigh and Erlang(2) pattern. This data augmentation approach facilitates specification of the transitional measure in the Markov Chain. Gibbs steps are proposed to perform the Bayesian inference of such models. For model determination, we explored sum of relative error criterion that selects the best model. A numerical example with simulated data set is given.

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A practice on performance testing for web-based systems Hyperlink testing for web-based system

  • Chang, Wen-Kui;Ron, Shing-Kai
    • International Journal of Quality Innovation
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    • v.1 no.1
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    • pp.64-74
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    • 2000
  • This paper investigates the issue of performance testing on web browsing environments. Among the typical non-functional characteristics, index of link validity will be deeply explored. A framework to certify link correctness in web site is proposed. All possible navigation paths are first formulated to represent a usage model with the Markov chain property, which is then used to generate test script file statistically. With collecting any existing failure information followed by tracing these testing browsed paths, certification analysis may be performed by applying Markov chain theory. The certification result will yield some significant information such as: test coverage, reliability measure, confidence interval, etc. The proposed mechanism may provide not only completed but also systemic methodologies to find any linking errors and other web technologies errors. Besides, an actual practice of the proposed approach to a web-based system will be demonstrated quantitatively through a certification tool.

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Markov Chain Approach to Forecast in the Binomial Autoregressive Models

  • Kim, Hee-Young;Park, You-Sung
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.441-450
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    • 2010
  • In this paper we consider the problem of forecasting binomial time series, modelled by the binomial autoregressive model. This paper considers proposed by McKenzie (1985) and is extended to a higher order by $Wei{\ss}$(2009). Since the binomial autoregressive model is a Markov chain, we can apply the earlier work of Bu and McCabe (2008) for integer valued autoregressive(INAR) model to the binomial autoregressive model. We will discuss how to compute the h-step-ahead forecast of the conditional probabilities of $X_{T+h}$ when T periods are used in fitting. Then we obtain the maximum likelihood estimator of binomial autoregressive model and use it to derive the maximum likelihood estimator of the h-step-ahead forecast of the conditional probabilities of $X_{T+h}$. The methodology is illustrated by applying it to a data set previously analyzed by $Wei{\ss}$(2009).

A dynamic procedure for defection detection and prevention based on SOM and a Markov chain

  • Kim, Young-ae;Song, Hee-seok;Kim, Soung-hie
    • Proceedings of the KAIS Fall Conference
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    • 2003.11a
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    • pp.141-148
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    • 2003
  • Customer retention is a common concern for many industries and a critical issue for the survival in today's greatly compressed marketplace. Current customer retention models only focus on detection of potential defectors based on the likelihood of defection by using demographic and customer profile information. In this paper, we propose a dynamic procedure for defection detection and prevention using past and current customer behavior by utilizing SOM and Markov chain. The basic idea originates from the observation that a customer has a tendency to change his behavior (i.e. trim-out his usage volumes) before his eventual withdrawal. This gradual pulling out process offers the company the opportunity to detect the defection signals. With this approach, we have two significant benefits compared with existing defection detection studies. First, our procedure can predict when the potential defectors could withdraw and this feature helps to give marketing managers ample lead-time for preparing defection prevention plans. The second benefit is that our approach can provide a procedure for not only defection detection but also defection prevention, which could suggest the desirable behavior state for the next period so as to lower the likelihood of defection. We applied our dynamic procedure for defection detection and prevention to the online gaming industry. Our suggested procedure could predict potential defectors without deterioration of prediction accuracy compared to that of the MLP neural network and DT.

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A study on the identification of hub cities and delineation of their catchment areas based on regional interactions (지역 거점도시 식별 및 상호작용에 따른 영향권역 설정에 관한 연구)

  • Kim, Dohyeong;Woo, Myungje
    • Journal of Korea Planning Association
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    • v.53 no.7
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    • pp.5-22
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    • 2018
  • While the competitiveness of small and medium sized cities has become important for balanced development at the national scale, they have experienced continuous decline in population and employment, particularly those in non-capital regions. In addition, some of small and medium sized cities have been classified into shrinking cities that have declined due to their long-term structural reasons. To address these issues, a regional approach, by which a hub city and its surrounding small and medium sized cities can collaborate has been suggested. Given this background, the purpose of this study is to identify and delineate hub cities and their impact areas by using travel data as a functional network index. This study uses a centrality index to identify the hub cities of small and medium sized cities and Markov-chain model and cluster analysis to delineate regional boundaries. The mean first passage time (MFPT) generated from the Markov-chain model can be interpreted as functional distance of each region. The study suggests a methodological approach delineating the boundaries of regions incorporating functional relationships of hub cities and their impact areas, and provides 59 hub cities and their impact areas. The results also provide policy implications for regional spatial planning that addresses appropriate planning boundaries of regions for enhancing the economic competitiveness of small and medium sized cities and ensuring services for shrinking cities.

Stochastic Simple Hydrologic Partitioning Model Associated with Markov Chain Monte Carlo and Ensemble Kalman Filter (마코프 체인 몬테카를로 및 앙상블 칼만필터와 연계된 추계학적 단순 수문분할모형)

  • Choi, Jeonghyeon;Lee, Okjeong;Won, Jeongeun;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.36 no.5
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    • pp.353-363
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    • 2020
  • Hydrologic models can be classified into two types: those for understanding physical processes and those for predicting hydrologic quantities. This study deals with how to use the model to predict today's stream flow based on the system's knowledge of yesterday's state and the model parameters. In this regard, for the model to generate accurate predictions, the uncertainty of the parameters and appropriate estimates of the state variables are required. In this study, a relatively simple hydrologic partitioning model is proposed that can explicitly implement the hydrologic partitioning process, and the posterior distribution of the parameters of the proposed model is estimated using the Markov chain Monte Carlo approach. Further, the application method of the ensemble Kalman filter is proposed for updating the normalized soil moisture, which is the state variable of the model, by linking the information on the posterior distribution of the parameters and by assimilating the observed steam flow data. The stochastically and recursively estimated stream flows using the data assimilation technique revealed better representation of the observed data than the stream flows predicted using the deterministic model. Therefore, the ensemble Kalman filter in conjunction with the Markov chain Monte Carlo approach could be a reliable and effective method for forecasting daily stream flow, and it could also be a suitable method for routinely updating and monitoring the watershed-averaged soil moisture.

The Conformity Effect in Online Product Rating: The Pattern Recognition Approach

  • Kim, Hyung Jun;Kim, Songmi;Kim, Wonjoon
    • International Journal of Contents
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    • v.13 no.4
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    • pp.80-87
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    • 2017
  • Since the advent of the Internet, and the development of smart devices, people have begun to spend more time in online platforms; this phenomenon has created a large number of online Words of Mouth (WOM) daily. Under these changes, one of the important aspects to consider is the conformity effect in online WOM; that is, whether an individual's own opinion would be influenced by the majority opinion of other people. This study, therefore, investigates whether there is the conformity effect in online product ratings for Amazon.com using the method called Markov Chain analysis. Markov Chain analysis considers the stochastic process that satisfies the Markov property, and we assume that the generation of online product ratings follows the process. Under the assumption that people are usually independent when they express their opinion in online platforms, we analyze the interdependency among rating sequences, and we find weak evidence that there exists the conformity effect in online product rating. This suggests that people who leave online product ratings consider others' opinions.

Inverse Estimation of Fatigue Life Parameters of Springs Based on the Bayesian Approach (베이지안 접근법을 이용한 스프링 피로 수명 파라미터의 역 추정)

  • Heo, Chan-Young;An, Da-Wn;Won, Jun-Ho;Choi, Joo-Ho
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.35 no.4
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    • pp.393-400
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    • 2011
  • In this study, a procedure for the inverse estimation of the fatigue life parameters of springs which utilize the field fatigue life test data is proposed to replace real test with the FEA on fatigue life prediction. The Bayesian approach is employed, in which the posterior distributions of the parameters are determined conditional on the accumulated life data that are routinely obtained from the regular tests. In order to obtain the accurate samples from the distributions, the Markov chain Monte Carlo (MCMC) technique is employed. The distributions of the parameters are used in the FEA for predicting the fatigue life in the form of a predictive interval. The results show that the actual fatigue life data are found well within the posterior predictive distributions.