• Title/Summary/Keyword: Markov chain 1

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Application of Bootstrap and Bayesian Methods for Estimating Confidence Intervals on Biological Reference Points in Fisheries Management (부트스트랩과 베이지안 방법으로 추정한 수산자원관리에서의 생물학적 기준점의 신뢰구간)

  • Jung, Suk-Geun;Choi, Il-Su;Chang, Dae-Soo
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.41 no.2
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    • pp.107-112
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    • 2008
  • To evaluate uncertainty and risk in biological reference points, we applied a bootstrapping method and a Bayesian procedure to estimate the related confidence intervals. Here we provide an example of the maximum sustainable yield (MSY) of turban shell, Batillus cornutus, estimated by the Schaefer and Fox models. Fitting the time series of catch and effort from 1968 to 2006 showed that the Fox model performs better than the Schaefer model. The estimated MSY and its bootstrap percentile confidence interval (CI) at ${\alpha}=0.05$ were 1,680 (1,420-1,950) tons for the Fox model and 2,170 (1,860-2,500) tons for the Schaefer model. The CIs estimated by the Bayesian approach gave similar ranges: 1,710 (1,450-2,000) tons for the Fox model and 2,230 (1,760-2,930) tons for the Schaefer model. Because uncertainty in effort and catch data is believed to be greater for earlier years, we evaluated the influence of sequentially excluding old data points by varying the first year of the time series from 1968 to 1992 to run 'backward' bootstrap resampling. The results showed that the means and upper 2.5% confidence limit (CL) of MSY varied greatly depending on the first year chosen whereas the lower 2.5% CL was robust against the arbitrary selection of data, especially for the Schaefer model. We demonstrated that the bootstrap and Bayesian approach could be useful in precautionary fisheries management, and we advise that the lower 2.5% CL derived by the Fox model is robust and a better biological reference point for the turban shells of Jeju Island.

Performance analysis of priority control mechanism with cell transfer ratio and discard threshold in ATM switch (ATM 스위치에서 폐기 임계치를 가진 셀전송비율 제어형 우선순위 제어방식의 성능 분석)

  • 박원기;김영선;최형진
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.3
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    • pp.629-642
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    • 1996
  • ATM switch handles the traffic for a wide range of appliations with different QOS(Quality-of-Service) requirements. In ATM switch, the priority control mechanism is needed to improve effectively the required QOS requirements. In this paper, we propose a priority control mechanism using the cell transfer ratio type and discard threshold in order to archive the cell loss probability requirement and the delay requirement of each service class. The service classes of our concern are the service class with high time priority(class 1) and the service class with high loss priority control mechanism, cells for two kind of service classes are stored and processed within one buffer. In case cells are stored in the buffer, cells for class 2 are allocated in the stored and processed within one buffer. In case cells are stored in the buffer, cells for class 2 are allocated in the shole range of the buffer and cells for class 1 are allocated up to discard threshold of the buffer. In case cells in the buffer are transmitted, one cell for class 1 is transmitted whenever the maximum K cells for class 2 are transmitted consecutively. We analyze the time delay and the loss probability for each class of traffic using Markov chain. The results show that the characteristics of the mean cell delay about cells for class 1 becomes better and that of the cell loss probability about cells for class 2 becomes better by selecting properly discard threshold of the buffer and the cell transfer ratio according to the condition of input traffic.

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A Study on the MMPP Model Verification for the Real-time VBR Traffic of ATM Network (ATM망의 실시간 VBR 트래픽에 대한 MMPP 모델 적합성 검증 연구)

  • 정승국;이영훈
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.8B
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    • pp.699-706
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    • 2003
  • This paper is to verify that 2-state MMPP Model conform to ATM VBR traffic characteristics by measuring and analyzing real-time VBR traffic in KT's ATM network. As a result, we validated the fact that real-time VBR traffic of ATM network cannot be apply to MMPP model and must be represented by previously general On-Off Model with characteristics as follows: arrival rate of On state (λ$_1$) is deterministic, arrival rate of Off state (λ$_2$) is zero, and two transition rate (T$_1$,T$_2$) is only random variable. As research results are to handle real traffic, these results can be used to all ATM network traffic model with traffic management function such as KT's ATM network.

Bayesian inference on multivariate asymmetric jump-diffusion models (다변량 비대칭 라플라스 점프확산 모형의 베이지안 추론)

  • Lee, Youngeun;Park, Taeyoung
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.99-112
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    • 2016
  • Asymmetric jump-diffusion models are effectively used to model the dynamic behavior of asset prices with abrupt asymmetric upward and downward changes. However, the estimation of their extension to the multivariate asymmetric jump-diffusion model has been hampered by the analytically intractable likelihood function. This article confronts the problem using a data augmentation method and proposes a new Bayesian method for a multivariate asymmetric Laplace jump-diffusion model. Unlike the previous models, the proposed model is rich enough to incorporate all possible correlated jumps as well as mention individual and common jumps. The proposed model and methodology are illustrated with a simulation study and applied to daily returns for the KOSPI, S&P500, and Nikkei225 indices data from January 2005 to September 2015.

Economic Values and Implications of Innovation in the Korean Quarantine System on Plant Diseases and Pests

  • Son, Minsu;Kim, Brian H.S.;Park, ChangKeun
    • Asian Journal of Innovation and Policy
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    • v.10 no.1
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    • pp.108-131
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    • 2021
  • The increase of international trade across countries and borders results in increased risks associated with the inflow of new pests and diseases. These risks are likely to be increased more rapidly due to climate change. Some countries implement strict regulations on imports to prevent these risks and protect biosecurity, food safety, and public health. However, the problems arise when the diseases and pests are found in a country where their economic structure largely depends on agricultural exports and cause ripple effects on other industries and ecosystems. Therefore, establishing an effective quarantine system is essential to protect and recover from the damage caused by non-native diseases and pests. This study's objectives are 1) analyzing the agricultural policies relate to the quarantine system on diseases and pests in Korea, 2) evaluating the Korea plant quarantine system's value, and 3) simulating plant quarantine policy strategies. We estimated the Korean quarantine system's benefits on diseases and pests to reach these objectives. The benefits are measured with a willingness to pay from respondents surveyed by the contingent valuation method (CVM). The CVM approach directly asks people how much they would willingly pay for food security. Finally, the Korean quarantine system's values are simulated with several policy scenarios and different scales of infection at the regional level. The results of this study can deliver policy implications on the quarantine system innovation in developing countries including Asia.

Gas kinematics and star formation in NGC 6822

  • Park, Hye-Jin;Oh, Se-Heon;Wang, Jing;Zheng, Yun;Zhang, Hong-Xin;de Blok, W.J.G.
    • The Bulletin of The Korean Astronomical Society
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    • v.45 no.1
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    • pp.61.4-62
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    • 2020
  • We present H I gas kinematics and star formation activities of NGC 6822, a dwarf galaxy located in the Local Volume at a distance of ~490 kpc. We perform profile decomposition of the line-of-sight velocity profiles of the high-resolution (~42.4" × 12") spatial; ~1.6 km/s spectral) H I data cube taken with the Australia Telescope Compact Array (ATCA). For this, we use a new tool, the so-called BAYGAUD (BAYesian GAUssian Decompositor) which is based on Bayesian Markov Chain Monte Carlo (MCMC) techniques, allowing us to decompose a line-of-sight velocity profile into an optimal number of Gaussian components in a quantitative manner. We classify the decomposed H I gas components of NGC 6822 into kinematically cold, warm or hot ones with respect to their velocity dispersion: 1) cold: < 4 km/s, 2) warm: 4 ~ 8 km/s, 3) hot: > 8 km/s. We then derive the Toomre-Q parameters of NGC 6822 using the kinematically decomposed H I gas maps. We also correlate their gas surface densities with the surface star formation rates derived using both GALEX far-ultraviolet and WISE 22 micron data to examine the impact of gas turbulence caused by stellar feedback on the Kennicutt-Schmidt (K-S) law. The kinematically cold component is likely to better follow the linear extension of the Kennicutt-Schmidt (K-S) law for molecular hydrogen (H2) at the low gas surface density regime where H I is not saturated.

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A Simulation Model for the Intermittent Hydrologic Process(I) - Alternate Renewal Process (ARP) and Continuous Probability Distribution - (간헐(間歇) 수문과정(水文過程)의 모의발생(模擬發生) 모형(模型)(I) - 교대재생과정(交代再生過程)(ARP)과 연속확률분포(連續確率分布) -)

  • Lee, Jae Joon;Lee, Jung Sik
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.14 no.3
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    • pp.509-521
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    • 1994
  • This study is an effort to develop computer simulation model that produce precipitation patterns from stochastic model. A stochastic model is formulated for the process of daily precipitation with considering the sequences of wet and dry days and the precipitation amounts on wet days. This study consists of 2 papers and the process of precipitation occurrence is modelled by an alternate renewal process (ARP) in paper (I). In the ARP model for the precipitation occurrence, four discrete distributions, used to fit the wet and dry spells, were as follows; truncated binomial distribution (TBD), truncated Poisson distribution (TPD), truncated negative binomial distribution (TNBD), logarithmic series distribution (LSD). In companion paper (II) the process of occurrence is developed by Markov chain. The amounts of precipitation, given that precipitation has occurred, are described by a Gamma. Pearson Type-III, Extremal Type-III, and 3 parameter Weibull distribution. Daily precipitation series model consists of two models, A-Wand A-G model, by combining the process of precipitation occurrence and a continuous probability distribution on the precipitation of wet days. To evaluate the performance of the simulation model, output from the model was compared with historical data of 7 stations in the Nakdong and Seomjin river basin. The results of paper (1) show that it is possible to design a model for the synthetic generation of IX)int precipitation patterns.

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Performance Analysis of Multimedia CDMA Mobile Communication System Considering Diverse Qos Requirements (멀티미디어 CDMA 이동통신 시스템에서의 다양한 QoS 요구조건을 고려한 성능 분석)

  • Kim, Baek-Hyun;Shin, Seung-Hoon;Kwak Kyung-Sup
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.1B
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    • pp.1-12
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    • 2002
  • In the multimedia CDMA mobile communication service, it is required to support various applications, such as voice, video, file transfer, e-mail, and Internet access, with guaranteed QoS. In the mixed traffic environment ,which consists of voice, stream data, and packet data, we analyze the network where preemptive priority is granted to delay-intolerant voice service and a buffer is offered to delay-tolerant stream data service. And, for best-effort packet data service, the access control by transmission permission probability is applied to obtain prominent throughput. To analyze the multimedia CDMA mobile communication system, we build a 2-dimensional markov chain model about prioritized-voice and stream data services and accomplish numerical analysis in combination with packet data traffic based on residual capacity equation.

Performance Analysis using Markov chain in WiBro (WiBro에서 마코프 체인을 이용한 성능분석)

  • Park, Won-Gil;Kim, Hyoung-Jin
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.11 no.1
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    • pp.190-197
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    • 2010
  • The ACR (Access Control Router) of WiBro processes location registration of the Correspondent Node and Home Agent as the Correspondent Node moves between ACRs. Therefore, the location update cost is low compared with MIPv6. However, all packets which are sent and received are sent through the ACR, so as the number of mobile nodes that are managed by the ACR increases, the cost of packet delivery also increases. Therefore, the communication state of the ACR domain remains smooth when the ACR which manages the mobile node in the ACR domain has good performance. However, network delays occur unless the ACR performs well, so the role of the ACR is important. In this paper, we analysis performance of the ACR for efficient realization of the WiBro standard. By using the Deny Probability and the Total Profit of ACR performance and apply it to the Random Walk Mobility model as the mobility model.

A Smart DTMC-based Handover Scheme Using Vehicle's Mobility Behavior Profile (차량의 이동성 행동 프로파일을 이용한 DTMC 기반의 스마트 핸드오버 기법)

  • Han, Sang-Hyuck;Kim, Hyun-Woo;Choi, Yong-Hoon;Park, Su-Won;Rhee, Seung-Hyuong
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.36 no.6B
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    • pp.697-709
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    • 2011
  • For improvement of wireless Internet service quality at vehicle's moving speed, it is advised to reduce the service disruption time by reducing the handover frequency on vehicle's moving path. Particularly, it is advantageous to avoid the handover to cell whose dwell time is short or can be ignored in terms of service continuity and average throughput. This paper proposes the handover scheme that is suitable for vehicle in order to improve the wireless Internet service quality. In the proposed scheme, the handover process continues to be learned before being modeled to Discrete-Time Markov Chain (DTMC). This modeling reduces the handover frequency by preventing the handover to cell that could provide service sufficiently to passenger even when vehicle passed through the cell but there was no need to perform handover. In order to verify the proposed scheme, we observed the average number of handovers, the average RSSI and the average throughput on various moving paths that vehicle moved in the given urban environment. The experiment results confirmed that the proposed scheme was able to provide the improved wireless Internet service to vehicle that moved to some degree of consistency.