• Journal of the Korean Institute of Telematics and Electronics A
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• v.32A no.12
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• pp.9-24
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• 1995

In this paper, we proposed and analysed two kinds of priority control mechanism to archive the cell loss rate requirement and the delay requirement of each class. The service classes of our concern are the high time priority class(class 1) and the high loss priority class(class 2). Two kinds of priority control mechanism is divided by the method of storing the arriving class 2 cell in buffer on case of buffer full. The first one is the method which discarding the arriving class 2 cell, the second one is the mothod which storing the arriving class 2 cell on behalf of pushing out the class 1 cell in buffer. In the proposed priority schemes, one cell of the class 1 is transmitted whenever the maximum K cells of the class 2 is transmitted on case of transmitting the class 1 cell and the class 2 cell sequentially. In this paper, we analysed the cell loss rate and the mean cell delay for each class of the proposed priority scheme by using the Markov chain. The analytical results show that the characteristic of the mean cell delay becomes better for the class 1 cell and that of the cell loss rate becomes better for the class 2 cell by selecting properly the cell transfer ratio according to the condition of input traffic.

• Journal of the Korea Society of Computer and Information
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• v.14 no.7
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• pp.1-8
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• 2009

In this paper, make a study decision problem called an optimal release policies after testing a software system in development phase and transfer it to the user. The optimal software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement is generally accepted. The Bayesian parametric inference of model using log Poisson execution time employ tool of Markov chain(Gibbs sampling and Metropolis algorithm). In a numerical example by T1 data was illustrated. make out estimating software optimal release time from the maximum likelihood estimation and Bayesian parametric estimation.

• Structural Engineering and Mechanics
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• v.87 no.1
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• pp.1-18
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• 2023

The paper presents a Bayesian Finite element (FE) model updating methodology by utilizing modal data. The dynamic condensation technique is adopted in this work to reduce the full system model to a smaller model version such that the degrees of freedom (DOFs) in the reduced model correspond to the observed DOFs, which facilitates the model updating procedure without any mode-matching. The present work considers both the MPV and the covariance matrix of the modal parameters as the modal data. Besides, the modal data identified from multiple setups is considered for the model updating procedure, keeping in view of the realistic scenario of inability of limited number of sensors to measure the response of all the interested DOFs of a large structure. A relationship is established between the modal data and structural parameters based on the eigensystem equation through the introduction of additional uncertain parameters in the form of modal frequencies and partial mode shapes. A novel sampling strategy known as the Metropolis-within-Gibbs (MWG) sampler is proposed to sample from the posterior Probability Density Function (PDF). The effectiveness of the proposed approach is demonstrated by considering both simulated and experimental examples.

• Journal of the Korean Institute of Telematics and Electronics S
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• v.35S no.2
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• pp.1-9
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• 1998

ATM was adopted as the switching and multiplexing technique for BISDN which aims at transmitting traffics with various characteristics in a unified network. To construct these ATM networks, the most important aspect is the design of the switching system with high performance and different service capabilities. In this paepr, we analyze the performance of an input and output queueing switch with preemptive priority which is considered to be most suitable for ATM networks. For the analysis of an input queue, we model each input queue as two separate virtual input queues for each priority class and we approximage them asindependent Geom/Geom/1 queues. And we model a virtual HOL queue which consists of HOL cells of all virtual input queues which have the same output address to obtain the mean service time at each virtual input queue. For the analysis of an output quque, we obtain approximately the arrival process into the output queue from the state of the virtual HOL queue. We use a Markov chain method to analyze these two models and obtain the maximum throughput of the switch and the mean queueing delay of cells. and analysis results are compared with simulation to verify that out model yields accurate results.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1152-1155
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• 2009

기후변화로 인해서 발생하는 여러 영향 중 가뭄 및 홍수와 같은 극치강수량의 변동은 사회 경제적으로 파급효과가 크기 때문에 더욱 주목을 받고 있다. 이러한 점을 효과적으로 평가하기 위해서 본 연구에서는 지역규모기후변화시나리오와 비정상성 Markov Chain 모형을 이용한 Downscaling 기법의 적용 등 일련의 과정을 통해 기후변화를 반영한 지점별 일강수계열을 생성하고 이를 대상으로 다양한 분석을 실시하였다. 수문기후변화시나리오 작성 과정을 요약하면 다음과 같다. B1과 A2 지역규모 기후변화시나리오가 사용되었으며 이를 비정상성 Downscaling 기법의 입력 자료로 활용하여 일강수량 자료를 모의 발생하였다. 이러한 과정을 우리나라 기상청 산하 60개 강우지점에 적용하였으며 극치강수량의 빈도를 추정하기 위해 부분기간 계열과 전기간 계열 자료로 재생산하여 극치분석을 실시하였다. 극치분석결과 강수량에 대한 공간적인 편차가 심하게 발생하고 있으며 강수량의 변동성 또한 매우 크게 나타나고 있는 것을 확인할 수 있었다. 이러한 특성은 선택된 시간 및 사용된 기후변화시나리오에 따라 다르게 나타나고 있으며 한 가지 주목할 점은 기후변화정도가 심한 A2 시나리오와 정도가 약한 B1 시나리오를 비교할 때 온도와 같은 뚜렷한 차이점은 발견할수 없었다.

• Korean Management Science Review
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• v.31 no.2
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• pp.1-13
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• 2014

In almost all of the organizations, the cost for acquiring and maintaining the inventory takes a considerable portion of the management budget, and thus a certain constraint is set upon the budget itself. The previous studies on inventory control for each item that aimed to improve the fill rate, backorder, and the expenditure on inventory are fitting for the commercially-operated SCM, but show some discrepancies when they are applied to the spare parts for repairing disabled systems. Therefore, many studies on systematic approach concept considering spare parts of various kinds simultaneously have been conducted to achieve effective performance for the inventory control at a lower cost, and primarily, METRIC series models can be named. However, the past studies were limited when dealing with the probability distributions for representing the situation on demand and transportation of the parts, with the (S-1, S) inventory control policy, and so on. To address these shortcomings, the Continuous Time Markov Chain (CTMC) model, which considers the phase-type distributions and the (s, Q) inventory control policies to best describe the real-world situations inclusively, is presented in this study. Additionally, by considering the cost versus the system availability, the optimization of the inventory level, based on this model, is also covered.

• The Korean Journal of Applied Statistics
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• v.15 no.1
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• pp.73-84
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• 2002

Linear regression models with inequality constraints on the coefficients are frequently used in economic models due to sign or order constraints on the coefficients. In this paper, we propose a Bayesian approach to selecting significant explanatory variables in linear regression models with inequality constraints on the coefficients. Bayesian variable selection requires computation of posterior probability of each candidate model. We propose a method which computes all the necessary posterior model probabilities simultaneously. In specific, we obtain posterior samples form the most general model via Gibbs sampling algorithm (Gelfand and Smith, 1990) and compute the posterior probabilities by using the samples. A real example is given to illustrate the method.

• International Journal of Reliability and Applications
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• v.13 no.1
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• pp.37-47
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• 2012

In this article we attempted reliability analysis of a component under the stress-strength pattern with both classical as well as Bayesian techniques. The main focus is made to develop the theory for dealing the reliability problems in various circumstances for bivariate environmental set up in context of Bayesian paradigm. A stress-strength based model describes the life of a component which has strength (Y) and is subjected to stress(X). We develop the Bayes and moment estimators of reliability of a component for each of the three possible conditions, under the assumption that the two stresses (i.e. $X_1$ and $X_2$) on a component are dependent and follow a Bivariate exponential (BVE) of Marshall-Olkin distribution, the strength of a component (Y) following exponential distribution is independent of the stresses. The simulation study is performed with Markov Chain Monte Carlo technique via Gibbs sampler to obtain the estimates of Bayes estimators of reliability, are compared with moment estimators of reliabilities on the basis of absolute biases.

• Communications for Statistical Applications and Methods
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• v.25 no.1
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• pp.43-60
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• 2018

This paper considers the use of classical and Bayesian inference methods to analyze data generated by variables whose natural behavior can be modeled using asymmetric distributions in the presence of left censoring. Our approach used a $L{\grave{e}}vy$ distribution in the presence of left censored data and covariates. This distribution could be a good alternative to model data with asymmetric behavior in many applications as lifetime data for instance, especially in engineering applications and health research, when some observations are large in comparison to other ones and standard distributions commonly used to model asymmetry data like the exponential, Weibull or log-logistic are not appropriate to be fitted by the data. Inferences for the parameters of the proposed model under a classical inference approach are obtained using a maximum likelihood estimators (MLEs) approach and usual asymptotical normality for MLEs based on the Fisher information measure. Under a Bayesian approach, the posterior summaries of interest are obtained using standard Markov chain Monte Carlo simulation methods and available software like SAS. A numerical illustration is presented considering data of thyroglobulin levels present in a group of individuals with differentiated cancer of thyroid.

• Journal of the Korea Institute of Information Security & Cryptology
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• v.21 no.6
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• pp.101-108
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• 2011

The turnover rate of information security professionals in Korea is over 10% and turnover into non-information security fields accounts for over 50% of all the turnovers [1]. It is not only important to recruit a new quality workforce, but also to make the current workforce perform satisfactorily, to improve their performance, and eventually to attain information security objectives. This study proposes a Markov chain model for the turnover process of information security professionals and forecasts the job duty composition of information security professionals. The results of this study can be applied to secure the justification of government policies for the promotion of information security professionals.