• Journal of applied mathematics & informatics
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• v.33 no.1_2
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• pp.211-217
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• 2015

A dynamic spectrum access scheme with channel partitioning for secondary handover calls in cognitive radio networks is proposed to reduce forced termination probability due to spectrum handover failure. A continuous-time Markov chain method for evaluating its performance such as blocking probability, forced termination probability, and throughput is presented. Numerical and simulation results are provided to demonstrate the effectiveness of the proposed scheme with channel partitioning.

• Journal of applied mathematics & informatics
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• v.33 no.1_2
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• pp.185-191
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• 2015

This paper considers a discrete-time buffer system with session-based arrivals, an infinite storage capacity and one unreliable output line. There are multiple different types of sessions and the output line is governed by a finite state Markov chain. Based on a generating functions approach, we obtain an exact expression for the mean buffer content.

• Journal of the Korean Operations Research and Management Science Society
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• v.4 no.1
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• pp.41-51
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• 1979

The Classical multi-server heterogeneous queuing system can be more generalized by using the concept of the switching rules. The descriptions of these systems, the relations among the state probebilities at the various points of interest, and comparisons with the single-server system will be presented. Instead of using the imbedded markov chain we set up the simultaneous equations for the state probabilites by the supplementary variable method.

• Journal of the Korean Statistical Society
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• v.31 no.1
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• pp.45-61
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• 2002

We consider the problem of estimating binomial proportions in the presence of nonignorable nonresponse using the Bayesian selection approach. Inference is sampling based and Markov chain Monte Carlo (MCMC) methods are used to perform the computations. We apply our method to study doctor visits data from the Korean National Family Income and Expenditure Survey (NFIES). The ignorable and nonignorable models are compared to Stasny's method (1991) by measuring the variability from the Metropolis-Hastings (MH) sampler. The results show that both models work very well.

• Journal of the Korean Statistical Society
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• v.31 no.1
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• pp.93-107
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• 2002

Random effects generalised linear models are useful for analysing clustered count data in which responses are usually correlated. We propose a Bayesian approach to parameter estimation and variable selection in random effects generalised linear models for count data. A simple Gibbs sampling algorithm for parameter estimation is presented and a simple and efficient variable selection is done by using the Gibbs outputs. An illustrative example is provided.

• Journal of the Korean Operations Research and Management Science Society
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• v.20 no.2
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• pp.1-10
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• 1995

In this study, a threshold policy is considered for the M/M/2 queueing system with server vacations. The probability generating function for the number of customers present in the system is derived using an embedded Markov chain approach. Then, assuming a linear cost structure, an efficient procedure to find an optimal threshold policy is presented. The Laplace-Stieltjes transofrm for th waiting time of an arbitrary customer under a "FIFO" discipline is also derived.o derived.

• Journal of KIISE:Software and Applications
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• v.28 no.1
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• pp.46-51
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• 2001

2D로 확장한 HMM은 다수 제안되었지만 엄밀한 의미에 있어서 2D HMM이라고 하기에 부족한 점이 많다. 본 논문에서는 기존의 랜덤 필드 모형이 아닌 새로운 2D HMM을 제안한다. 상하 및 좌우 방향의 causal chain 관계를 가정하고 완전한 격자 형성 조건을 두어 2D HMM의 평가, 매개 변수를 추정하는 알고리즘을 제시하였다. 각각의 알고리즘은 동적 프로그래밍과 최우 추정법에 근거한 것이다. 변수 추정 알고리즘은 반복적으로 이루어지며 국소 최적치에 수렴함을 보였다.

• Journal of KIISE:Information Networking
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• v.31 no.2
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• pp.188-195
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• 2004

We have analyzed the performance of TCP in the CDMA mobile communications systems with the adaptive modulation and coding(AMC). The wireless channel using AMC is characterized with not high error rate but highly varying bandwidth. Due to time-varying bandwidth, timeout events of TCP occurs more frequently, which leads to the throughput degradation. The analysis model is composed of the two parts. In the first part, we divide TCP packet stream into ‘packet groups’and derive the probability distribution of the wireless transmission time of each Packet group that reflects the time varying characteristics of AMC. In the second part, we formulate embedded Markov chain by making use of the results of the first part to model TCP timer mechanism and wireless transmission. Since our system model is characterized by the forward link high speed data transmission using AMC, the results reported in this paper can be used as a guideline for the design and operation of HSDPA, 1xEV-DO, and 1xEV-DV.

• Proceedings of the Korea Water Resources Association Conference
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• 2015.05a
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• pp.225-225
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• 2015

Drought events usually evolve slowly in time and their impacts generally span a long period of time. This indicates that the sequence of drought is not completely random. The Hidden Markov Model (HMM) is a probabilistic model used to represent dependences between invisible hidden states which finally result in observations. Drought characteristics are dependent on the underlying generating mechanism, which can be well modelled by the HMM. This study employed a HMM with Gaussian emissions to fit the Standardized Precipitation Index (SPI) series and make multi-step prediction to check the drought characteristics in the future. To estimate the parameters of the HMM, we employed a Bayesian model computed via Markov Chain Monte Carlo (MCMC). Since the true number of hidden states is unknown, we fit the model with varying number of hidden states and used reversible jump to allow for transdimensional moves between models with different numbers of states. We applied the HMM to several stations SPI data in South Korea. The monthly SPI data from January 1973 to December 2012 was divided into two parts, the first 30-year SPI data (January 1973 to December 2002) was used for model calibration and the last 10-year SPI data (January 2003 to December 2012) for model validation. All the SPI data was preprocessed through the wavelet denoising and applied as the visible output in the HMM. Different lead time (T= 1, 3, 6, 12 months) forecasting performances were compared with conventional forecasting techniques (e.g., ANN and ARMA). Based on statistical evaluation performance, the HMM exhibited significant preferable results compared to conventional models with much larger forecasting skill score (about 0.3-0.6) and lower Root Mean Square Error (RMSE) values (about 0.5-0.9).

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.7 no.1
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• pp.1-21
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• 2013

The release of IEEE 802.15.4e specification significantly develops IEEE 802.15.4. The most inspiring improvement is the enhancement for medium access control (MAC) sublayer. To study the performance of IEEE 802.15.4e MAC, in this paper we first present an overview of IEEE 802.15.4e and introduce three MAC mechanisms in IEEE 802.15.4e. And the major concern here is the Time Slotted Channel Hopping (TSCH) mode that provides deterministic access and increases network capacity. Then a detailed analytical Markov chain model for TSCH carrier sense multiple access with collision avoidance (CSMA-CA) is presented. Expressions which cover most of the crucial issues in performance analysis such as the packet loss rate, energy consumption, normalized throughput, and average access delay are presented. Finally the performance evaluation for the TSCH mode is given and we make a comprehensive comparison with unslotted CSMA-CA in non-beacon enabled mode of IEEE 802.15.4. It can validate IEEE 802.15.4e network can provide low energy consumption, deterministic access and increase network capacity.