• Management Science and Financial Engineering
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• v.19 no.1
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• pp.37-41
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• 2013

This study presents an application of stochastic model for limit order book (LOB) dynamics to Korean Stock Index Futures (KOSPI 200 Futures). Since KOSPI 200 futures market is widely known as one of the most liquid markets in the world, direct application of an existing model is hardly possible. Therefore, we modified an existing model to successfully model and predict the dynamics of extremely liquid KOSPI 200 futures market.

• Journal of the Korean Data and Information Science Society
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• v.21 no.2
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• pp.379-385
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• 2010

This paper considers Bayesian approach to modeling a flexible regression function under functional measurement error model. The regression function is modeled based on semiparametric regression with penalized splines. Model fitting and parameter estimation are carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. Their performances are compared with those of the estimators under functional measurement error model without semiparametric component.

• Proceedings of the Acoustical Society of Korea Conference
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• spring
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• pp.175-178
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• 2002

본 논문에서는 Hidden Markov Model(HMM)을 이용하여 corpus 기반 TTS에 사용할 DB를 자동 음소 분할 해주는 시스템을 구현하였다. HMM을 이용해서 음소 분할 할 경우 HMM을 모델링 하는 방법에 따라 많은 성능의 차이가 난다. 따라서 본 논문에서는 HMM 모델링 방법에 따른 몇 가지 실험 및 성능 평가를 하였다. 실험 결과 음성 인식과는 달리 HMM모델링 시 triphone 모델보다 monophone 모델의 성능이 더 우수하였으며, 에너지 기반의 후처리를 통해 성능 향상을 얻을 수 있었다.

• Journal of the Korea Society of Computer and Information
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• v.20 no.1
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• pp.93-101
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• 2015

In modern society, various crimes is occurred. It is necessary to predict the criminal in order to prevent crimes, various studies on the prediction of crime is in progress. Crime-related data, is announced to the statistical processing of once a year from the Public Prosecutor's Office. However, relative to the current point in time, data that has been statistical processing is a data of about two years ago. It does not fit to the data of the crime currently being generated. In This paper, crime prediction data was apply with Naver trend data. By using the Web traffic Naver trend, it is possible to obtain the data of interest level for crime currently being generated. It was constructed a modeling that can predict the crime by using traffic data of the Naver web search. There have been applied to Markov chains prediction theory. Among various crimes, murder, arson, rape, predictive modeling was applied to target. And the result of predictive modeling value was analyzed. As a result, it got the same results within 20%, based on the value of crime that actually occurred. In the future, it plan to advance research for the predictive modeling of crime that takes into the characteristics of the season.

• 제어로봇시스템학회:학술대회논문집
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• 1997.10a
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• pp.1263-1266
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• 1997

In a fault-tolerant modern manufacturing systms characterized by the configuration, in which automated redundant machines prone to unexpected failures are interconnected with other complex subsystems such as AGV's, robots, computer control systems to produce complete parts, faulures together with repairs and reconfigurations should be considered as the three basic events to be modeled for computing the performance of manufacturing systems. In this papre, transient analysis is applied to modular cell manufacturing systems form a performability viewpoint whose modeling adantage is that various performanc e measures can be evaluated compositely in the context of application. The hypothertical modular cells are modeled firstly with hybrid decomposition method and availability measures as special cases of performability are computed and comments on performabililty modeling analysis are mentioned.

• MALSORI
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• no.51
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• pp.151-165
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• 2004

For educational and research purposes, a Korean speech recognition platform is designed. It is based on an object-oriented architecture and can be easily modified so that researchers can readily evaluate the performance of a recognition algorithm of interest. This platform will save development time for many who are interested in speech recognition. The platform includes the following modules: Noise reduction, end-point detection, met-frequency cepstral coefficient (MFCC) and perceptually linear prediction (PLP)-based feature extraction, hidden Markov model (HMM)-based acoustic modeling, n-gram language modeling, n-best search, and Korean language processing. The decoder of the platform can handle both lexical search trees for large vocabulary speech recognition and finite-state networks for small-to-medium vocabulary speech recognition. It performs word-dependent n-best search algorithm with a bigram language model in the first forward search stage and then extracts a word lattice and restores each lattice path with a trigram language model in the second stage.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.3
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• pp.1462-1476
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• 2017

The current literature on discrete-time Markov chain (DTMC) based analysis of IEEE 802.15.6 MAC protocols for wireless body area networks (WBANs), do not consider the ACK timeout state, wherein the colliding nodes check the ill fate of their transmissions, while other contending nodes perform backoff check that slot as usual. In this paper, our DTMC model accurately captures the carrier sense multiple access with collision avoidance (CSMA/CA) mechanism of IEEE 802.15.6 medium access control (MAC) and allows the contending nodes performing backoff to utilize the ACK timeout slot during collisions. The compared rigorous results are obtained by considering a non-ideal channel in non-saturation conditions, and CSMA/CA parameters pertaining to UWB PHY of IEEE 802.15.6 MAC protocols.

• Proceedings of the KSPS conference
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• 2007.05a
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• pp.29-32
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• 2007

This paper describes a multimodal dialog system that uses Hidden Information State (HIS) method to manage the human-machine dialog. HIS dialog manager is a variation of classic partially observable Markov decision process (POMDP), which provides one of the stochastic dialog modeling frameworks. Because dialog modeling using conventional POMDP requires very large size of state space, it has been hard to apply POMDP to the real domain of dialog system. In HIS dialog manager, system groups the belief states to reduce the size of state space, so that HIS dialog manager can be used in real world domain of dialog system. We adapted this HIS method to Smart-home domain multimodal dialog system.

• Journal of the Korean Society for Railway
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• v.9 no.4 s.35
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• pp.419-424
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• 2006

In this paper we study on a method to predict and to demonstrate the reliability of the Korea high speed train control system in quantitative point of view. For the prediction of the reliability in train control system which is composed of electronic parts, Relax Software 7.7 automation tool is employed and MIL-HDBK-217 Handbook that is a standard for the prediction of the failure rate in electronic components is used. Mean Time Between Failure (MTBF) is predicted based on the failure rate of the subsystems, State Modeling and Markov Modeling method is used to express a reliability function of the train control system composed by hardware redundancy as a function of time. We propose a Reliability Test which is performed on the level of the subsystems and Failure Report, Analysing, Correction action system which use the test operation data to prove the predicted reliability.

• Proceedings of the Korean Society of Computer Information Conference
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• 2012.01a
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• pp.199-200
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• 2012

전 세계적으로 산불로 인한 산림 자원의 손실로 인한 피해는 막대하다. 산불로 인한 인명 및 재산 피해는 증가하는 추세이다. 또한 산불로 인한 산림 자원의 손실은 생태계에 회복되기 힘든 상처를 남긴다. 이런 산불을 분석하고 예방하기 위해 다양한 연구가 진행되고 있으나, 산불의 발생을 예측 할 수 있는 연구는 부족한 실정이다. 본 논문은 미래 예측 연구에 많이 사용되는 마코프 체인을 이용하여 산불을 예측 할 수 있는 산불 예측 모델링을 제안 하고 그 기대 효과에 대해 논의한다.