• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.119-133
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• 1999

A Markov Chain Monte Carlo method is developed to compute the software reliability model. We consider computation problem for determining of posterior distibution in Bayseian inference. Metropolis algorithms along with Gibbs sampling are proposed to preform the Bayesian inference of the Mixed model with record value statistics. For model determiniation, 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. To relax the monotonic intensity function assumptions. A numerical example with simulated data set is given.

• Journal of Korean Society for Quality Management
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• v.35 no.1
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• pp.24-34
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• 2007

This paper investigates the average run length (ARL) of a selectively moving average (S-MA) control chart. The S-U chart is designed to detect shifts in the process mean. The basic idea of the S-MA chart is to accumulate previous samples selectively in order to increase the sensitivity. The ARL of the S-MA chart was shown to be monotone decreasing with respect to the decision length in a previous research [3]. This paper derives the steady-state ARL in a closed-form and shows that the monotone property is resulted from head-start assumption. The steady-state ARL is shown to be a sum of head-start ARL and an additional term. The statistical design procedure for the S-MA chart is revised according to this result. Sensitivity study shorts that the steady-state ARL performance is still better than the CUSUM chart or the Exponentially Weighted Moving Average (EWMA) chart.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.8 no.1
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• pp.183-195
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• 2014

Multicasting is an efficient way of group communications because one sender can transmit data to multiple receivers with only one transmission. Furthermore, multicasting is considered an appropriate transmission method for multimedia services. Multimedia applications are expected to become more prevalent over mobile ad-hoc networks in the near future. Therefore, achieving reliability in multimedia communications is an important task. In this paper, we propose a leader-based reliable multicast medium access control layer protocol for multimedia applications to enhance video quality. We present a Markov chain model and numerical formulation of our proposed system.

• Journal of the Korean Institute of Telematics and Electronics
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• v.24 no.2
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• pp.183-189
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• 1987

The performance of frame synchronization can be represented by the values of three characteristic variables-average misframe interval, average syncloss detection time, average reframe time. In this paper, we have analyzed the performance of frame synchronization of the standardized 90Mb/s optical transmission system by Markov chain method, with the suggestion of an extended algorithm for performance improvement. Maximum average reframe time of 1.18 ms can be obtained by the suggested algorithm, which is compared with that of 2.28 ms for the existing algorithm.

• Journal of Internet Technology
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• v.20 no.1
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• pp.301-313
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• 2019

In this paper, we propose a new MAC protocol for Cognitive Radio (CR)-based IoT networks, called MSMA/CA. We extend the standard CSMA/CA, adopted in IEEE 802.11 WLANs, to the CR networks with the minimal modification since it works well in the real world. We resolve the classical hidden/exposed terminal problems by a variant of RTS/CTS mechanism and further, the hidden primary terminal problem by the mutual spectrum sensing at the transmitter and the receiver. We also modify the backoff process of CSMA/CA to incorporate the blocking of secondary transmitters, with the aim of protecting ongoing primary transmissions from aggressive secondary users. We analyze the throughput and delay of our proposed scheme using the Markov chain model on the backoff procedure, and verify its accuracy by simulations. Simulation results demonstrate that our protocol is suitable for IoT networks since the performance is insensitive to the number of users or devices.

• Journal of the Korea Convergence Society
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• v.12 no.4
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• pp.229-236
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• 2021

There has been a lot of research on the real estate market, but a lack of research on the supply and demand of housing supply in each region, reflecting the changes in population growth and supply. It is calculated as the transition probability of the Markov chain model by reflecting the data on the number of houses per 1,000 people in the past 35 years and the forecast data for population change by region, in terms of supply (housing) to demand (population) for factors on the real estate market. According to the calculation results of the real estate market by region, the housing supply to the metropolitan area such as Gyeong-gi, Incheon, and Seoul is expected to be insufficient for a considerable period of time, considering the population changes by region. To stabilize the real estate market, it was confirmed that it was necessary to actively apply the differentiation of housing supply by region. It is meaningful in terms of verifying long term trends in the real estate market by region that reflect the prediction of population change, and it is expected that the methods used in this study will be practical through the analysis results using the historical data.

• Communications for Statistical Applications and Methods
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• v.30 no.2
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• pp.163-178
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• 2023

GARCH-X(1, 1) model specifies that conditional variance follows an AR(1) process and includes a past exogenous variable. This study proposes a new class from that model by allowing a more general (non-linear) variance function to follow an AR(1) process. The functions applied to the variance equation include exponential, Tukey's ladder, and Yeo-Johnson transformations. In the framework of normal and student-t distributions for return errors, the empirical analysis focuses on two stock indices data in developed countries (FTSE100 and SP500) over the daily period from January 2000 to December 2020. This study uses 10-minute realized volatility as the exogenous component. The parameters of considered models are estimated using the adaptive random walk metropolis method in the Monte Carlo Markov chain algorithm and implemented in the Matlab program. The 95% highest posterior density intervals show that the three transformations are significant for the GARCHX(1, 1) model. In general, based on the Akaike information criterion, the GARCH-X(1, 1) model that has return errors with student-t distribution and variance transformed by Tukey's ladder function provides the best data fit. In forecasting value-at-risk with the 95% confidence level, the Christoffersen's independence test suggest that non-linear models is the most suitable for modeling return data, especially model with the Tukey's ladder transformation.

• Journal of Korea Water Resources Association
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• v.41 no.1
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• pp.35-47
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• 2008

The low flow analysis is an important part in water resources engineering. Also, the results of low flow frequency analysis can be used for design of reservoir storage, water supply planning and design, waste-load allocation, and maintenance of quantity and quality of water for irrigation and wild life conservation. Especially, for identification of the uncertainty in frequency analysis, the Bayesian approach is applied and compared with conventional methodologies in at-site low flow frequency analysis. In the first manuscript, the theoretical background for the Bayesian MCMC (Bayesian Markov Chain Monte Carlo) method and Metropolis-Hasting algorithm are studied. Two types of the prior distribution, a non-data- based and a data-based prior distributions are developed and compared to perform the Bayesian MCMC method. It can be suggested that the results of a data-based prior distribution is more effective than those of a non-data-based prior distribution. The acceptance rate of the algorithm is computed to assess the effectiveness of the developed algorithm. In the second manuscript, the Bayesian MCMC method using a data-based prior distribution and MLE(Maximum Likelihood Estimation) using a quadratic approximation are performed for the at-site low flow frequency analysis.

• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.917-929
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• 2017

Korean income data obtained from Korea Labor Panel Survey shows excessive zeros, which may not be properly explained by the Tobit model. In this paper, we analyze the data using a zero-inflated Tobit model to incorporate excessive zeros. A zero-inflated Tobit model consists of two stages. In the first stage, individuals with 0 income are divided into two groups: genuine zero group and random zero group. Individuals in the genuine zero group did not participate labor market since they have no intention to do so. Individuals in the random zero group participated labor market but their incomes are very low and truncated at 0. In the second stage, the Tobit model is assumed to a subset of data combining random zeros and positive observations. Regression models are employed in both stages to obtain the effect of explanatory variables on the participation of labor market and the income amount. Markov chain Monte Carlo methods are applied for the Bayesian analysis of the data. The proposed zero-inflated Tobit model outperforms the Tobit model in model fit and prediction of zero frequency. The analysis results show strong evidence that the probability of participating in the labor market increases with age, decreases with education, and women tend to have stronger intentions on participating in the labor market than men. There also exists moderate evidence that the probability of participating in the labor market decreases with socio-economic status and reserved wage. However, the amount of monthly wage increases with age and education, and it is larger for married than unmarried and for men than women.

• Journal of Aerospace System Engineering
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• v.18 no.1
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• pp.11-20
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• 2024

In the recent era of NewSpace, unlike high-reliability satellites of the past, low-reliability satellites are being developed and mass-produced at a lower cost to launch constellations satellites. To achieve cost-effective cluster satellite development, satellite users and developers need to assess the feasibility of maintaining mission performance over the expected lifespan when cluster satellites are launched. Plans for replacements due to random failures should also be established to maintain performance. This study proposed a method for assessing system reliability and availability to maintain mission performance and establish replacement strategies for Earth observation constellation satellites. In this study, a constellation reliability and availability model considering mission performance required for a satellite constellation, situations of satellite backup, and additional ground backups was established. The reliability model was structured based on the concept of a k-out-of-n system and the availability model used a Markov chain model. Based on the proposed reliability model, the minimum number of satellites required to meet mission requirements was defined and satellites needed in orbit during the required mission period to satisfy mission reliability were calculated. This research also analyzed the number of spare satellites in orbit and on the ground required to meet the desired availability during required service period through availability analysis.