• Journal of Korean Society of Disaster and Security
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• v.6 no.2
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• pp.23-30
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• 2013

A dynamic analysis of random vibration processes is concerned with the first excursion probability based on first passage time during some specified lifetime or duration of the excitation. This study is concerned with the estimation of first-passage probability for hazard fluctuate wind velocity in the major cities reflecting the recent meteorological with largest data samples (yearly 2003-2012). The basic wind speeds were standardized homogeneously to the surface roughness category C, and to 10m above the ground surface. In this paper, the hazard fluctuate wind velocities are treated as a time-independent (stationary) random process and Gaussian random processes. The first excursion probability were calculated from Poisson model based on the independent event of level crossing & two-state Markov model based on the envelopes of level crossing.

• Journal of Korean Institute of Industrial Engineers
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• v.41 no.3
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• pp.259-266
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• 2015

Among many energy resources, natural gas has recently received a remarkable amount of attention, particularly from the electrical generation industry. This is in part due to increasing shale gas production, providing an environment-friendly fossil fuel, and high risk of nuclear power. Because South Korea, the world's second largest LNG importing nation after Japan, has no international natural gas pipelines and relies on imports in the form of LNG, the natural gas has been traditionally procured by long term LNG contracts at relatively high price. Thus, there is a need of developing an Asian LNG trading hub, where LNG can be traded at more competitive spot prices. In a natural gas spot market, the amount of natural gas to be bought should be carefully determined considering a limited storage capacity and future pricing dynamics. In this work, the problem to find the optimal amount of natural gas in a spot market is formulated as a Markov decision process (MDP) in risk neutral environment and the optimal base stock policy which depends on a stage and price is established. Taking into account price and demand uncertainties, the basestock target levels are simply approximated from dynamic programming. The simulation results show that the basestock policy can be one of effective ways for procurement of LNG in a spot market.

• Proceedings of the Korean Information Science Society Conference
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• 2007.06c
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• pp.319-323
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• 2007

실세계의 여러 문제들은 마르코프 결정 문제(Markov decision problem, MDP)로 표현될 수 있고, 이 MDP는 모델이 알려진 경우에는 평가치 반복(value iteration) 이나 모델이 알려지지 않은 경우에도 강화 학습(reinforcement learning) 알고리즘 등을 사용하여 풀 수 있다. 하지만 이들 알고리즘들은 시간 복잡도가 높아 크기가 큰 실세계 문제에 적용하기 쉽지 않아, MDP를 계층적으로 분할하거나, 여러 단계를 묶어서 수행하는 등의 시간적 추상화(temporal abstraction) 방법이 제안되어 왔다. 이러한 시간적 추상화 방법들의 문제점으로는 시간적 추상화의 디자인에 따라 MDP의 풀이 성능이 크게 달라질 수 있으며, 많은 경우 사용자가 이 디자인을 직접 제공해야 한다는 것들이 있다. 최근 사용자의 간섭이 필요 없이 자동적으로 시간적 추상화를 만드는 방법들이 제안된 바 있으나, 이들 방법들 역시 결과물에 대한 이론적인 성능 보장(performance guarantee)은 제공하지 못하고 있다. 본 연구에서는 이러한 문제점을 해결하기 위해 MDP의 구조와 그 풀이 성능을 연관짓는 복잡도 척도에 대해 살펴본다. 이를 위해 MDP로부터 얻은 상태 경로 그래프(state trajectory graph)의 위상적 성질들을 여러 네트워크 척도(network measurements) 들을 이용하여 측정하고, 이와 MDP의 풀이 성능과의 관계를 다양한 상황에 대해 실험적, 이론적으로 분석해 보았다.

• Journal of the Korean Institute of Intelligent Systems
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• v.17 no.1
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• pp.46-51
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• 2007

This paper is to present gesture analysis for human-robot interaction. Understanding human emotions through gesture is one of the necessary skills fo the computers to interact intelligently with their human counterparts. Gesture analysis is consisted of several processes such as detecting of hand, extracting feature, and recognizing emotions. For efficient operation we used recognizing a gesture with HMM(Hidden Markov Model). We constructed a large gesture database, with which we verified our method. As a result, our method is successfully included and operated in a mobile system.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.15 no.12
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• pp.1044-1052
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• 1990

We have investigated the digital bit synchronization problem in baseband communication receiver systems using the Gauss-Markov estimation technique which is equivalent to the weighted least square method. The realized bit synchronizer, including the data detector, processes the input signal two dimensionally into the transition phase and data level under the white Gaussian noise environment. We have confrmed the realiation of the bit synchronizer via computer simulation. In addition, we have compared and evaluated the estimation error performance of the proposed method with that of the conventional DTTL method and of the minimum likelihood method.

• The Korean Journal of Applied Statistics
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• v.11 no.2
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• pp.377-387
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• 1998

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 latent variables that indicates with component of the Superposition model. This data augmentation approach facilitates specification of the transitional measure in the Markov Chain. Metropolis algorithms along with Gibbs steps are proposed to preform the Bayesian inference of such models. for model determination, we explored the Pre-quential conditional predictive Ordinate(PCPO) criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. To relax the monotonic intensity function assumptions, we consider in this paper Superposition of Musa-Okumoto and Erlang(2) models. A numerical example with simulated dataset is given.

• The KIPS Transactions:PartD
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• v.17D no.6
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• pp.463-470
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• 2010

We presented a very fast and robust method of text line segmentation based on the DCT blocks of color image without decompression and binary transformation processes. Using DC and another three primary AC coefficients from block DCT we created a gray-scale image having reduced size by 8x8. In order to detect and locate white strips between text lines we analyzed horizontal and vertical projection profiles of the image and we applied a direct markov model to recover the missing white strips by estimating hidden periodicity. We presented performance results. The results showed that our method was 40 - 100 times faster than traditional method.

• Journal of the Korean Institute of Intelligent Systems
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• v.16 no.5
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• pp.587-593
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• 2006

This paper is to present gesture analysis for human-robot interaction. Understanding human emotions through gesture is one of the necessary skills for the computers to interact intelligently with their human counterparts. Gesture analysis is consisted of several processes such as detecting of hand, extracting feature, and recognizing emotions. For efficient operation we used recognizing a gesture with HMM(Hidden Markov Model). We constructed a large gesture database, with which we verified our method. As a result, our method is successfully included and operated in a mobile system.

• Nuclear Engineering and Technology
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• v.51 no.2
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• pp.444-452
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• 2019

To assess the availability of a nuclear power plant's dynamic systems, it is necessary to consider the impact of dynamic interactions, such as components, software, and operating processes. However, there is currently no simple, easy-to-use tool for assessing the availability of these dynamic systems. The existing method, such as Markov chains, derives an accurate solution but has difficulty in modeling the system. When using conventional fault trees, the reliability of a system with dynamic characteristics cannot be evaluated accurately because the fault trees consider reliability of a specific operating configuration of the system. The dynamic reliability graph with general gates (DRGGG) allows an intuitive modeling similar to the actual system configuration, which can reduce the human errors that can occur during modeling of the target system. However, because the current DRGGG is able to evaluate the dynamic system in terms of only reliability without repair, a new evaluation method that can calculate the availability of the dynamic system with repair is proposed through this study. The proposed method extends the DRGGG by adding the repair condition to the dynamic gates. As a result of comparing the proposed method with Markov chains regarding a simple verification model, it is confirmed that the quantified value converges to the solution.

• The KIPS Transactions:PartC
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• v.9C no.3
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• pp.399-406
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• 2002

We consider design of multiservice network link, in which connections of constant- and adaptive-rate services arrive and leave dynamically. We propose performance analysis and design methods of these dynamic multiservice networks. A multiservice network link is modeled by a Markov chain, and data rates for adaptive-rate connections are derived using QBD (Quasi-Birth-Death) processes and matrix-geometric equations. We estimate average number of adaptive-rate connections, average data rate and average connection delay. The performance of constant-rate connections is determined from the blocking probability of the connections. Based on the performance of constant-and adaptive- rate connections, we propose a design methods of a network link to satisfy performance requirements of constant- and adaptive-rate connections (data rates, delay, blocking probability). Our methods can be used for the analysis and design of network switch supporting dynamic data and voice (video) traffic simultaneously.