• Journal of Korean Society for Quality Management
• /
• v.33 no.1
• /
• pp.1-10
• /
• 2005

This paper develops a new VSI $\={X}-CRL$ synthetic control chart that considers convenience of use in the field, and perception of change of process applying VSI techniques to synthetic control chart, simultaneously. We found the optimal sampling interval and various control limit factor of the suggested chart using markov chain. Comparison and analysis is carried out between synthetic VSI $\={X}-CRL$ chart and other chart in the statistical aspect; $\={X}$ control chart, VSI $\={X}$ chart, another synthetic chart. In case that the process follows normal distribution, the proposed VSI $\={X}-CRL$ synthetic control chart in detecting process mean shift showed the best performance in aspect of statistical performance, regardless of control limit L of CRL/S control chart.

• Journal of applied mathematics & informatics
• /
• v.9 no.1
• /
• pp.289-301
• /
• 2002

This paper considers the Bayesian analysis of the regression model wish autoregressive errors. The Bayesian approach for finding the order p of autoregressive error is proposed and the proposed method can be simplified by generalized Savage-Dicky density ratio(Verdinelli and Wasser-man, [18]). And the Markov chain Monte Carlo method(Gibbs sample, [7]) is used in order to overcome the difficulty of Bayesian computations. Final1y, several examples are used to illustrate our proposed methodology.

• Journal of Korean Institute of Industrial Engineers
• /
• v.24 no.3
• /
• pp.333-343
• /
• 1998

This paper proposes variable stream and sample size(VSSS) group control charts in which both the number of streams selected for sampling and sample size from each of the selected streams are allowed to vary based on the values of the preceding sample statistics. The proposed charts select a small portion of streams and take samples of size n = 1 if both the largest and smallest of sample means fall between the lower and upper threshold limits, and select a large portion of streams and take samples of size n > 1 otherwise. A Markov chain approach is used to derive the formulas for evaluating the performances of the proposed charts. Numerical comparisons are made between the VSSS and fixed stream and sample size(FSSS) group control charts.

• IE interfaces
• /
• v.24 no.1
• /
• pp.15-23
• /
• 2011

This study considers paging schemes that can page some cells or only one cell within the location area to reduce paging cost by using PAs (Paging Agents) and compares their performances by using a new analytic method. There are three ways of paging schemes using PAs; BSPA (Base Staton Paging Agent), 2SPA (2-Step Paging Agent), LAPA (Location Area Paging Agent). This study proposes exact performance of BSPA and 2SPA using a new analytic method based on Markov chain modeling to find the most efficient paging scheme. Numerical results for various circumstances are presented by using proposed analytic method to select a proper paging scheme in mobile communication networks.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.11 no.1
• /
• pp.25-39
• /
• 1986

In this paper, we analyze the performance, particularly the flow control mechanism, of the CCITT X.25 protocol in a packet-switched network. In this analysis, we consider the link and packet layers separately, and investigate the performance in three measures; normalized channel throughput, mean transmission time, and transmission efficiency. Each of these measures is formulated in terms of given protocol parameters such as windos size, $T_1$ and $T_2$ values, message length, and so forth. We model the service procedure of the inpur traffic based on the flow control mechanism of the X.25 protocol, and investigate the mechanism of the sliding window flow control with the piggybacked acknowlodgment scheme using a discrete-time Markov chain model. With this model, we study the effect of variation of the protoccol parameters on the performance of the X.25 protocol. From the numerical results of this analysis one can select the optimal valuse of the protocol parameters for different channel environments. it has been found that to maintain the trasnmission capacity satisfactorily, the window size must be greater than or equal to 7 in a high-speed channel. The time-out value, $T_1$, must carefully be selected in a noisy channel. In a normal condition, it should be in the order of ls. The value of $T_2$ has some effect on the transmission efficiency, but is not critical.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.21 no.1
• /
• pp.17-32
• /
• 1996

In this paper, a model for two-layered video traffic is proposed. The performance analysis of the proposed model and the effects of two-layer coding scehemes in ATM networks are also studied. ATM-based networks give the possibility to support image codingat variable bit rate(VBR). Two layer coding is one of the very promising methods among many proposed methods to compensate the cell loss, the major drawback in ATM networks. From the experimental data of the 2-layer coded video traffics, it is observed that traffic patterns of base layer and enhanced layer are highly correlate to each other, when constant image quality is kept. With this observation, coded two layered video traffic can be modeled as 2-dimensional Markov chain. The model well fit the real experimental data. The model was used for the analysis of the performance of statistical multiplexer with priorites in ATM networks.

• Journal of applied mathematics & informatics
• /
• v.8 no.1
• /
• pp.243-252
• /
• 2001

The points of failure of a decomposition process are defined to be the union of the points of failure from two component point processes for software reliability systems. Because sampling from the likelihood function of the decomposition model is difficulty, Gibbs Sampler can be applied in a straightforward manner. A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. For model determination, we explored the prequential conditional predictive ordinate criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. A numerical example with a simulated data set is given.

• Industrial Engineering and Management Systems
• /
• v.15 no.2
• /
• pp.123-130
• /
• 2016

We introduce a queueing system with general arrival stream and exponential service time under the N-policy, where customers may renege during idle period and arrival rates may vary according to the server's status. Probability distributions of the lengths of idle period and busy period are derived using absorbing Markov chain approach and a method to obtain the optimal control policy that minimizes long-run expected operating cost per unit time is provided. Numerical analysis is done to illustrate and characterize the method.

• Journal of Korean Society for Quality Management
• /
• v.32 no.4
• /
• pp.169-183
• /
• 2004

The synthetic control chart (SCC) proposed by Wu and Spedding (2000) is to detect shifts in the process mean. The performance was re-evaluated by Davis and Woodall (2002), and the steady-state average run length (ARL) performance was shown to be inferior to cumulative sum (CUSUM) or exponentially weighted moving average (EWMA) chart This paper proposes a simple adaptive scheme to improve the performance of the synthetic control chart. That is, once a non-conforming (NC) sample occurs, we investigate the next L-consecutive samples with larger sample sizes and shorter sampling intervals. We employ a Markov chain model to derive the ARL and the average time to s19na1 (ATS). We also propose a statistical design procedure for determining decision variables. Comprehensive comparative study shows that the proposed control chart is uniformly superior to the original SCC or double sampling (DS) Χ chart and comparable to the EWMA chart in ATS performance.

• Journal of the Korean Operations Research and Management Science Society
• /
• v.34 no.1
• /
• pp.29-37
• /
• 2009

This paper proposes a curtailed-sequential probability ratio test (SPRT) control chart. For using the conventional SPRT control chart, the number of items inspected in a sampling point should have no restriction since items in a sampling point are inspected one by one until an SPRT Is terminated. The number of observations taken in a sampling point, however, has an upper bound since sampling and testing of an item is time-consuming or expensive. When the sample size reaches the upper bound without evidence of an in-control or out-of-control state of a process, the proposed chart makes a decision using the sample mean of all observations taken in a sampling point. The properties of the Proposed chart are obtained by a Markov chain approach and the performance of the chart is compared with fixed sample size (FSS) and variable sample size (VSS) control charts. A comparative study shows that the proposed chart performs better than VSS control charts as well as conventional FSS control charts.