• Journal of Broadcast Engineering
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• v.15 no.4
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• pp.555-562
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• 2010

After starting digital terrestrial broadcasting, there have been a number oftrials to provide new services like data broadcasting on a spare bandwidth of a DTV channel. Recently, the Push-VOD service, which provides A/V contents on that bandwidth, gets more attention and is being standardized as NRT(Non-Real-Time) by ATSC. However, it is highly probable that the contents transmitted in this way contain many errors due to the DTV receiving environment. Thus, in order to improve the reliability of transmission, the contents should be transmitted repeatedly several times, considering the unidirectional property of DTV terrestrial network. In this paper, we propose a method to calculate the optimal number of repetitions to transmit each contents in a way that minimizes the number of errors occured, when trying to transmit several contents to the receiver in a restricted time, using Markov-chain modeling and dynamic programming approach.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.39 no.1
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• pp.11-19
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• 2002

This paper gives an optimal step size of E$\sub$b/ /I$\sub$oT/ for outer-loop power control(OLPC) in IMT-2000 system. The performance of outer-loop Power control is affected greatly by the fixed step size according to the channel environments. Conventional methods are inaccurate because they are decided by expert's experiences and the performance is not proved theoretically. In this paper, we show that IMT-2000 system maintains optimal capacity and QoS by the step size of E$\sub$b/ /I$\sub$oT/ obtained from the discrete-time Markov chain model.

• Industrial Engineering and Management Systems
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• v.4 no.1
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• pp.75-81
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• 2005

Borror et al. discussed the EWMA(Exponentially Weighted Moving Average) chart to monitor the count of defects which follows the Poisson distribution, referred to the $EWMA_c$ chart, as an alternative Shewhart c chart. In the $EWMA_c$ chart, the Markov chain approach is used to calculate the ARL (Average Run Length). On the other hand, in order to monitor the process fraction defectives P in high-yield processes, Xie et al. presented the CCC(Cumulative Count of Conforming)-r chart of which quality characteristic is the cumulative count of conforming item inspected until observing $r({\geq}2)$ nonconforming items. Furthermore, Ohta and Kusukawa presented the $CS(Confirmation Sample)_{CCC-r}$ chart as an alternative of the CCC-r chart. As a more superior chart in high-yield processes, in this paper we present an $EWMA_{CCC-r}$ chart to detect more sensitively small or moderate shifts in P than the $CS_{CCC-r}$ chart. The proposed $EWMA_{CCC-r}$ chart can be constructed by applying the designing method of the $EWMA_C$ chart to the CCC-r chart. ANOS(Average Number of Observations to Signal) of the proposed chart is compared with that of the $CS_{CCC-r}$ chart through computer simulation. It is demonstrated from numerical examples that the performance of proposed chart is more superior to the $CS_{CCC-r}$ chart.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.15 no.8
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• pp.2900-2922
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• 2021

In this paper, the power spectral density(PSD) for Multilevel Minimum Shift Keyed signal with modulation index h = 1/2 (M-ary MSK) are derived using the mathematical method of the Markov Chain model. At first, according to an essential requirement of the phase continuity characteristics of MSK signals, a complete model of the whole process of signal generation is built. Then, the derivations for autocorrelation functions are carried out precisely. After that, we verified the correctness and accuracy of the theoretical derivation by comparing the derived results with numerical simulations using MATLAB. We also divided the spectrum into four components according to the derivation. By analyzing these figures in the graphic, each component determines the characteristics of the spectrum. It is vital for enhanced spectral characteristics. To more visually represent the energy concentration of the main flap and the roll-down speed of the side flap, the specific out-of-band power of M-ary MSK is given. OMLCD(Optimum Maximum Likelihood Coherent Detection) of M-ary MSK is adopted to compare the signal received with prepared in advance in a code element T to go for the best. And M-ary MSK BER(Bit Error Rate) is compared with the same ary PSK (Phase Shift Keying) with M=2,4,6,8. The results show the detection method could improve performance by increasing the length of L(memory inherent) in the phase continuity.

• Journal of Korea Port Economic Association
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• v.38 no.4
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• pp.13-23
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• 2022

In this study, from January 2015 to April 2020, we propose a stochastic volatility model to capture the leverage effect on daily freight yields in the dry cargo market and analyze the freight yields. Estimation involving the Bayesian Markov Chain Monte Carlo method for the leverage effect based on the negative correlation that exists between returns and volatility in stochastic volatility analysis yields similar estimates, and the statistcs indicates significant. That is, the results of the empirical analysis show that the degree of correlation between returns and volatility, and the magnitude and sign of fluctuations differ, which suggests that taking into account the leverage effect in the SV model improves the goodness of fit of the estimates. In addition to the statistical significance of the estimated model's leverage effect, the analysis by log predictive power score presents the estimated results with improved predictive power of the model considering the leveraged effect. These astatistically significant empirical results show that the stochastic volatility model considering the leverage effect is important for freight rate risk modeling in the marine industry.

• Convergence Security Journal
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• v.8 no.1
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• pp.91-100
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• 2008

The previous works in sensor networks security have focused on the aspect of confidentiality, authentication and integrity based on cryptographic primitives. There has been no prior work to assess the survivability in systematic way. Accordingly, this paper presents a survivability model of wireless sensor networks using software rejuvenation for dual adaptive cluster head. The survivability model has state transition to reflect status of real wireless sensor networks. In this paper, we only focus on a survivability model which is capable of describing cluster head compromise in the networks and able to switch over the redundant cluster head in order to increase the survivability of that cluster. Second, this paper presents how to enhance the survivability of sensor networks using software rejuvenation methodology for dual cluster head in wireless sensor network. We model and analyze each cluster as a stochastic process based on Semi Markov Process (SMP) and Discrete Time Markov Chain (DTMC). The proof of example scenarios and numerical analysis shows the feasibility of our approach.

• International Journal of Highway Engineering
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• v.19 no.5
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• pp.1-11
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• 2017

PURPOSES : This study is aimed at development of a stochastic pavement deterioration forecasting model using National Highway Pavement Condition Index (NHPCI) to support infrastructure asset management. Using this model, the deterioration process regarding life expectancy, deterioration speed change, and reliability were estimated. METHODS : Eight years of Long-Term Pavement Performance (LTPP) data fused with traffic loads (Equivalent Single Axle Loads; ESAL) and structural capacity (Structural Number of Pavement; SNP) were used for the deterioration modeling. As an ideal stochastic model for asset management, Bayesian Markov multi-state exponential hazard model was introduced. RESULTS:The interval of NHPCI was empirically distributed from 8 to 2, and the estimation functions of individual condition indices (crack, rutting, and IRI) in conjunction with the NHPCI index were suggested. The derived deterioration curve shows that life expectancies for the preventive maintenance level was 8.34 years. The general life expectancy was 12.77 years and located in the statistical interval of 11.10-15.58 years at a 95.5% reliability level. CONCLUSIONS : This study originates and contributes to suggesting a simple way to develop a pavement deterioration model using the total condition index that considers road user satisfaction. A definition for level of service system and the corresponding life expectancies are useful for building long-term maintenance plan, especially in Life Cycle Cost Analysis (LCCA) work.

• Journal of Applied Reliability
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• v.18 no.1
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• pp.20-32
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• 2018

Purpose: The purpose of this study is to set up an anomaly detection criteria for sensor data coming from a motorcycle. Methods: Five sensor values for accelerator pedal, engine rpm, transmission rpm, gear and speed are obtained every 0.02 second from a motorcycle. Exploratory data analysis is used to find any pattern in the data. Traditional process control methods such as X control chart and time series models are fitted to find any anomaly behavior in the data. Finally unsupervised learning algorithm such as k-means clustering is used to find any anomaly spot in the sensor data. Results: According to exploratory data analysis, the distribution of accelerator pedal sensor values is very much skewed to the left. The motorcycle seemed to have been driven in a city at speed less than 45 kilometers per hour. Traditional process control charts such as X control chart fail due to severe autocorrelation in each sensor data. However, ARIMA model found three abnormal points where they are beyond 2 sigma limits in the control chart. We applied a copula based Markov chain to perform statistical process control for correlated observations. Copula based Markov model found anomaly behavior in the similar places as ARIMA model. In an unsupervised learning algorithm, large sensor values get subdivided into two, three, and four disjoint regions. So extreme sensor values are the ones that need to be tracked down for any sign of anomaly behavior in the sensor values. Conclusion: Exploratory data analysis is useful to find any pattern in the sensor data. Process control chart using ARIMA and Joe's copula based Markov model also give warnings near similar places in the data. Unsupervised learning algorithm shows us that the extreme sensor values are the ones that need to be tracked down for any sign of anomaly behavior.

• Journal of the Institute of Electronics and Information Engineers
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• v.52 no.8
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• pp.97-105
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• 2015

Content-adaptive steganography methods embed secret messages in hard-to-model regions of covers such as complicated texture or noisy area. Content-adaptive steganalysis methods often need high dimensional features to capture more subtle relationships of local dependencies among adjacent pixels. However, these methods require many computational complexity and depend on the location of hidden message and the exploited distortion metrics. In this paper, we propose an improved steganalysis method for content-adaptive steganography to enhance detection rate with small number features. We first show that the features form the difference between DCT coefficients are useful for analyzing the content-adaptive steganography methods, and present feature extraction mehtod using first-order Markov probability for the the difference between DCT coefficients. The extracted features are used as input of ensemble classifier. Experimental results show that the proposed method outperforms previous schemes in terms of detection rates and accuracy in spite of a small number features in various content-adaptive stego images.

• Earthquakes and Structures
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• v.24 no.4
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• pp.303-316
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• 2023

Rapid post-earthquake damage estimation of subway stations is particularly necessary to improve short-term crisis management and safety measures of urban subway systems after a destructive earthquake. The conventional Performance-Based Earthquake Engineering (PBEE) framework with constant earthquake occurrence rate is invalid to estimate the aftershock risk because of the time-varying rate of aftershocks and the uncertainty of mainshock-damaged state before the occurrence of aftershocks. This study presents a time-varying probabilistic seismic risk assessment framework for underground structures considering mainshock and aftershock hazards. A discrete non-omogeneous Markov process is adopted to quantify the time-varying nature of aftershock hazard and the uncertainties of structural damage states following mainshock. The time-varying seismic risk of a typical rectangular frame subway station is assessed under mainshock-only (MS) hazard and mainshock-aftershock (MSAS) hazard. The results show that the probabilities of exceeding same limit states over the service life under MSAS hazard are larger than the values under MS hazard. For the same probability of exceedance, the higher response demands are found when aftershocks are considered. As the severity of damage state for the station structure increases, the difference of the probability of exceedance increases when aftershocks are considered. PSDR=1.0% is used as the collapse prevention performance criteria for the subway station is reasonable for both the MS hazard and MSAS hazard. However, if the effect of aftershock hazard is neglected, it can significantly underestimate the response demands and the uncertainties of potential damage states for the subway station over the service life.