• Title/Summary/Keyword: Markov chain 1

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Estimation of Markov Chain and Gamma Distribution Parameters for Generation of Daily Precipitation Data from Monthly Data (월 자료로부터 일 강수자료 생성을 위한 Markov 연쇄 및 감마분포 모수 추정)

  • Moon, Kyung Hwan;Song, Eun Young;Son, In Chang;Wi, Seung Hwan;Oh, Soonja;Hyun, Hae Nam
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.19 no.1
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    • pp.27-35
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    • 2017
  • This research was to elucidate the generation method of daily precipitation data from monthly data. We applied a combined method of Markov chain and gamma distribution function using 4 specific parameters of ${\alpha}$, ${\beta}$, p(W/W) and p(W/D) for generation of daily rainfall data using daily precipitation data for the past 30 years which were collected from the country's 23 meteorological offices. Four parameters, applied to use for the combination method, were calculated by maximum likelihood method in location of 23 sites. There are high correlations of 0.99, 0.98 and 0.98 in rainfall days, rainfall probability and mean amount of daily rainfall between measured and simulated data in case of those parameters. In case of using parameters estimated from monthly precipitation, correlation coefficients in rainfall days, rainfall probability and mean amount of daily rainfall are 0.84, 0.83 and 0.96, respectively. We concluded that a combination method with parameter estimation from monthly precipitation data can be applied, in practical purpose such as assessment of climate change in agriculture and water resources, to get daily precipitation data in Korea.

Continuous Time Markov Process Model for Nuclide Decay Chain Transport in the Fractured Rock Medium (균열 암반 매질에서의 핵종의 붕괴사슬 이동을 위한 연속시간 마코프 프로세스 모델)

  • Lee, Y.M.;Kang, C.H.;Hahn, P.S.;Park, H.H.;Lee, K.J.
    • Nuclear Engineering and Technology
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    • v.25 no.4
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    • pp.539-547
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    • 1993
  • A stochastic approach using continuous time Markov process is presented to model the one-dimensional nuclide transport in fractured rock media as a further extension for previous works[1-3]. Nuclide transport of decay chain of arbitrary length in the single planar fractured rock media in the vicinity of the radioactive waste repository is modeled using a continuous time Markov process. While most of analytical solutions for nuclide transport of decay chain deal with the limited length of decay chain, do not consider the case of having rock matrix diffusion, and have very complicated solution form, the present model offers rather a simplified solution in the form of expectance and its variance resulted from a stochastic modeling. As another deterministic way, even numerical models of decay chain transport, in most cases, show very complicated procedure to get the solution and large discrepancy for the exact solution as opposed to the stochastic model developed in this study. To demonstrate the use of the present model and to verify the model by comparing with the deterministic model, a specific illustration was made for the transport of a chain of three member in single fractured rock medium with constant groundwater flow rate in the fracture, which ignores the rock matrix diffusion and shows good capability to model the fractured media around the repository.

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On the Exact Cycle Time of Failure Prone Multiserver Queueing Model Operating in Low Loading (낮은 교통밀도 하에서 서버 고장을 고려한 복수 서버 대기행렬 모형의 체제시간에 대한 분석)

  • Kim, Woo-Sung;Lim, Dae-Eun
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.39 no.2
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    • pp.1-10
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    • 2016
  • In this paper, we present a new way to derive the mean cycle time of the G/G/m failure prone queue when the loading of the system approaches to zero. The loading is the relative ratio of the arrival rate to the service rate multiplied by the number of servers. The system with low loading means the busy fraction of the system is low. The queueing system with low loading can be found in the semiconductor manufacturing process. Cluster tools in semiconductor manufacturing need a setup whenever the types of two successive lots are different. To setup a cluster tool, all wafers of preceding lot should be removed. Then, the waiting time of the next lot is zero excluding the setup time. This kind of situation can be regarded as the system with low loading. By employing absorbing Markov chain model and renewal theory, we propose a new way to derive the exact mean cycle time. In addition, using the proposed method, we present the cycle times of other types of queueing systems. For a queueing model with phase type service time distribution, we can obtain a two dimensional Markov chain model, which leads us to calculate the exact cycle time. The results also can be applied to a queueing model with batch arrivals. Our results can be employed to test the accuracy of existing or newly developed approximation methods. Furthermore, we provide intuitive interpretations to the results regarding the expected waiting time. The intuitive interpretations can be used to understand logically the characteristics of systems with low loading.

Performance Analysis of Opportunistic Spectrum Access Protocol for Multi-Channel Cognitive Radio Networks

  • Kim, Kyung Jae;Kwak, Kyung Sup;Choi, Bong Dae
    • Journal of Communications and Networks
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    • v.15 no.1
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    • pp.77-86
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    • 2013
  • Cognitive radio (CR) has emerged as one of effective methods to enhance the utilization of existing radio spectrum. Main principle of CR is that secondary users (SUs) are allowed to use the spectrum unused by primary users (PUs) without interfering PU's transmissions. In this paper, PUs operate on a slot-by-slot basis and SUs try to exploit the slots unused by PUs. We propose OSA protocols in the single channel and we propose an opportunistic spectrum access (OSA) protocols in the multi-channel cognitive radio networks with one control channel and several licensed channels where a slot is divided into contention phase and transmission phase. A slot is divided into reporting phase, contention phase and transmission phase. The reporting phase plays a role of finding idle channels unused by PUs and the contention phase plays a role of selecting a SU who will send packets in the data transmission phase. One SU is selected by carrier sense multiple access / collision avoidance (CSMA/CA) with request to send / clear to send (RTS/CTS) mechanism on control channel and the SU is allowed to occupy all remaining part of all idle channels during the current slot. For mathematical analysis, first we deal with the single-channel case and we model the proposed OSA media access control (MAC) protocol by three-dimensional discrete time Markov chain (DTMC) whose one-step transition probability matrix has a special structure so as to apply the censored Markov chain method to obtain the steady state distribution.We obtain the throughput and the distribution of access delay. Next we deal with the multi-channel case and obtain the throughput and the distribution of access delay by using results of single-channel case. In numerical results, our mathematical analysis is verified by simulations and we give numerical results on throughput and access delay of the proposed MAC protocol. Finally, we find the maximum allowable number of SUs satisfying the requirements on throughput and access delay.

Interference Analysis of RFID Gen-2 System Considering Both PHY and MAC Layers (PHY/MAC 계층을 모두 고려한 RFID Gen-2 시스템의 간섭 분석)

  • Yoon, Hyun-Goo;Choi, Sun-Woong;Jang, Byung-Jun
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.21 no.7
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    • pp.752-760
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    • 2010
  • This paper investigates the performance of EPCglobal Generation-2(Gen-2) radio frequency identification(RFID) protocol under reader-to-reader interfering environments. We establish a modified discrete-time Markov chain(DTMC) model for the Gen-2 and accordingly obtain quantitative results of query success rate(QSR) and tag identification speed (TIS). Extensive simulations validate our theoretical analysis and demonstrate that the number of tags over 100 has little impact on the performance. TIS linearly decreases by 10 tags/sec/reader as the number of interfering readers increases. Our model for Gen-2 protocol is also useful to study the performance of other RFID protocols.

The Average Outgoing Quality of CSP's for Markov-Dependent Production Processes in Short Production Runs (마코프종속(從屬)인 생산공정의 운영기간(運營期間)에 따른 연속생산형(連續生産型) 샘플링 검사방식의 평균출검품질(平均出檢品質))

  • Park, Heung-Seon;Kim, Seong-In
    • Journal of Korean Institute of Industrial Engineers
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    • v.15 no.1
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    • pp.89-103
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    • 1989
  • In this paper the approximate average outgoing quality and properties of a class of continuous sampling plans in a short production run are investigated when the quality of successive units follows a two-state time-homogeneous Markov chain. The results of previous studies can be obtained as special cases. It is observed that the long-run average outgoing quality limit values under the statistical control differ significantly as compared to the case of short production runs in a Markov-dependent production process.

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Coexistence Analysis in Korean RFID/USN Frequency Bands Considering Both PHY and MAC Layers (국내 RFID/USN 대역에서 PHY/MAC 계층을 모두 고려한 주파수 공동사용 분석 방법)

  • Yoon, Hyungoo;Jang, Byung-Jun
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.24 no.1
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    • pp.73-81
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    • 2013
  • In this paper, we have proposed the interference analysis method which uses both an interference probability model at the PHY layer of RFID system and the DTMC model at the MAC layer of USN system. Using the proposed method, we have performed sharing analysis between passive RFID and USN systems at the Korean RFID/USN frequency bands. If 1% performance degradation of USN system is allowed, RFID and USN systems can share the frequency bands where channel number is greater or equal to 20 on condition that radius of protection area is greater than 300 m.

Optimum Size Analysis for Dam Rehabilitation Using Reliability Analysis (신뢰성 분석을 통한 기존 댐 재개발의 적정규모 결정의 관한 연구)

  • Kwon, Hyun-Han;Moon, Young-Il;Choi, Byung-Gyu;Yoon, Yong-Nam
    • Journal of Korea Water Resources Association
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    • v.38 no.2
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    • pp.97-110
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    • 2005
  • This paper presents a procedure of evaluation of reservoir capacity for additional water storage for dam rehabilitation. One of the techniques on the extension of rainfall has been developed, and the daily stream flows were simulated by the NWS-PC long-term rainfall-runoff model with the input of the extended daily rainfall which was stochastically generated by the nonhomogeneous markov chain model. We peformed a reliability analysis to Guisan dam about the optimal capacity of dam rehabilitation by using performance criteria that Hashimoto et al. (1982) presented. We estimated that the most suitable water level is approximately 155EL.M. suggested that this method can use supplemental methods to estimate optimum dam scale.

Analysis of Daily Precipitation in South Korea Using a Higher Order Markov Chain-dependent Model (고차의 마코브 연쇄-의존 모델을 이용한 남한 강수량 자료의 분석)

  • 박정수;정영근;김래선
    • The Korean Journal of Applied Statistics
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    • v.12 no.2
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    • pp.347-362
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    • 1999
  • 강수 형태 및 강수량을 동시에 고려하는 1차의 마코브 연쇄-의존 모델을 고차의 모델로 확장하였다. 남한의 53개 지역의 강수량 자료에 대해 계절별로 마코브 연쇄의 차수를 결정하였고, 고차의 마코브 연쇄-의존 모델을 적용하여 강수량의 분포특성을 살펴 보았다.

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SOME PROPERTIES OF MUTUAL INFORMATION AND TYPICAL SET

  • LEE, YOUNG SOO
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.4 no.1
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    • pp.133-142
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    • 2000
  • In this note we define typical set and differential entropy for continuous random variables. Using Markov chain, we show that the various properties of the mutual information and entropies (theorems 3.2 and 3.4 ) and show the properties of typical set in continuous random variables( lemma 4.2 and theorem 4.3.)

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