• KSII Transactions on Internet and Information Systems (TIIS)
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• v.6 no.6
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• pp.1522-1545
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• 2012

Call admission control (CAC) plays an important role in mobile cellular network to guarantee the quality of service (QoS). In this paper, a dynamic hybrid CAC scheme with integrated cutoff priority and handoff queue for mobile cellular network is proposed and some performance metrics are derived. The unique characteristic of the proposed CAC scheme is that it can support any number of service types and that the cutoff thresholds for handoff calls are dynamically adjusted according to the number of service types and service priority index. Moreover, timeouts of handoff calls in queues are also considered in our scheme. By modeling the proposed CAC scheme with a one-dimensional Markov chain (1DMC), some performance metrics are derived, which include new call blocking probability ($P_{nb}$), forced termination probability (PF), average queue length, average waiting time in queue, offered traffic utilization, wireless channel utilization and system performance which is defined as the ratio of channel utilization to Grade of Service (GoS) cost function. In order to validate the correctness of the derived analytical performance metrics, simulation is performed. It is shown that simulation results match closely with the derived analytic results in terms of $P_{nb}$ and PF. And then, to show the advantage of 1DMC modeling for the performance analysis of our proposed CAC scheme, the computing complexity of multi-dimensional Markov chain (MDMC) modeling in performance analysis is analyzed in detail. It is indicated that state-space cardinality, which reflects the computing complexity of MDMC, increases exponentially with the number of service types and total channels in a cell. However, the state-space cardinality of our 1DMC model for performance analysis is unrelated to the number of service types and is determined by total number of channels and queue capacity of the highest priority service in a cell. At last, the performance comparison between our CAC scheme and Mahmoud ASH's scheme is carried out. The results show that our CAC scheme performs well to some extend.

• Journal of the Korean Operations Research and Management Science Society
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• v.40 no.2
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• pp.1-17
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• 2015

In this paper, we propose a portfolio selection model utilizing a Markov chain for investing in the foreign exchange market based on market forecasts and exchange rate movement predictions. The proposed model is utilized to compute optimum investment portfolio weights for investing in margin-based markets such as the FX margin market. We further present an objective investment algorithm for applying the proposed model in real-life investments. Empirical performance of the proposed model and investment algorithm is evaluated by conducting an experiment in the FX market consisting of the 7 most traded currency pairs, for a period of 9 years, from the beginning of 2005 to the end of 2013. We compare performance with 1) the Dollar Index, 2) a 1/N Portfolio that invests the equal amount in the N target assets, and 3) the Barclay BTOP FX Index. Performance is compared in terms of cumulated returns and Sharpe ratios. The results suggest that the proposed model outperforms all benchmarks during the period of our experiment, for both performance measures. Even when compared in terms of pre- and post-financial crisis, the proposed model outperformed all other benchmarks, showing that the model based on objective data and mathematical optimization achieves superior performance empirically.

• Journal of Satellite, Information and Communications
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• v.6 no.1
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• pp.12-18
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• 2011

Signal fading due to rain is one of the most significant factors degrading link quality in satellite communication systems. Adaptive transmission is considered to be the most efficient means to countermeasure the rain attenuation. In order to develop and design a good adaptive transmission system, we need a dynamic rain attenuation model which can synthesize time series of rain attenuation. In this paper, we present a modeling technique for dynamic rain attenuation using a Markov process. We derive statistical fading properties of the rain attenuation data measured in second time interval and define four states in the Markov process. We synthesize the rain attenuation data using the 4-state Markov process, and compare statistical properties of the simulated data to those of the measured data.

• Journal of The Korean Society of Agricultural Engineers
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• v.52 no.1
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• pp.61-68
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• 2010

토지피복은 대부분의 수문 수질 모형의 중요한 매개변수로서, 수자원 변화 예측에 중요한 입력자료로 활용되고 있다. 본 연구에서는 개선된 CA (Cellular Automata)-Markov 기법을 이용하여 충주댐유역의 미래 산림식생변화에 대한 예측을 시도하였다. 예측과정으로 과거의 Landsat TM 영상 (1985, 1990, 1995, 2000)을 이용하여 기법의 정확도 검증 및 산림분포의 변화경향을 파악하고, Landsat 산림은 2000년과 2005년의 NOAA AVHRR NDVI값을 기준으로 침엽수림, 혼효림, 활엽수림의 3종으로 구분한 후, 이를 이용하여 2030년, 2060년, 2090년의 식생변화를 추정하는 방법을 제안하였다. 이 방법의 적용결과, 2000년과 비교하여 2090년의 활엽수림과 혼효림은 각각 14.3 %, 11.6 % 증가하였으며, 침엽수림은 24.9 % 감소하는 것으로 나타났다. 과거의 경향성에 의해 예측을 시도한 본 연구결과는 미래 토지피복 변화에 따른 수문 수질 영향 분석시 지표 조건의 불확실성을 줄이는데 활용될 수 있다고 판단된다.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.1
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• pp.61-77
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• 2017

The most challenging issues in the multi-channel MAC of the IEEE 1609.4 standard is how to handle the dynamic vehicular traffic condition with a high mobility, dynamic topology, and a trajectory change. Therefore, dynamic channel coordination schemes between CCH and SCH are required to provide the proper bandwidth for CCH/SCH intervals and to improve the quality of service (QoS). In this paper, we use a Markov model to optimize the interval based on the dynamic vehicular traffic condition with high mobility nodes in the multi-channel MAC of the IEEE 1609.4 standard. We evaluate the performance of the three-dimensional Markov chain based on the Poisson distribution for the node distribution and velocity. We also evaluate the additive white Gaussian noise (AWGN) effect for the multi-channel MAC coordination scheme of the IEEE 1609.4 standard. The result of simulation proves that the performance of the dynamic channel coordination scheme is affected by the high node mobility and the AWGN. In this research, we evaluate the model analytically for the average delay on CCHs and SCHs and also the saturated throughput on SCHs.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.5
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• pp.2499-2522
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• 2017

Multi-hop networks are a low-setup-cost solution for enlarging an area of network coverage through multi-hop routing. Carrier sense multiple access with collision avoidance (CSMA/CA) is frequently used in multi-hop networks. Multi-hop networks face multiple problems, such as a rise in contention for the medium, and packet loss under heavy-load, saturated conditions, which consumes more bandwidth due to re-transmissions. The number of re-transmissions carried out in a multi-hop network plays a major role in the achievable quality of service (QoS). This paper presents a statistical, analytical model for the end-to-end delay of contention-based medium access control (MAC) strategies. These strategies schedule a packet before performing the back-off contention for both differentiated heterogeneous data and homogeneous data under saturation conditions. The analytical model is an application of Markov chain theory and queuing theory. The M/M/1 model is used to derive access queue waiting times, and an absorbing Markov chain is used to determine the expected number of re-transmissions in a multi-hop scenario. This is then used to calculate the expected end-to-end delay. The prediction by the proposed model is compared to the simulation results, and shows close correlation for the different test cases with different arrival rates.

• Journal of Institute of Control, Robotics and Systems
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• v.8 no.4
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• pp.288-291
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• 2002

We characterize multipath fading channel dynamics at the packet level and analyze the corresponding data queueing performance in various environments. We identify the similarity between wire-line queueing analysis and wireless network per-formance analysis. The second order channel statistics, i.e. channel power spectrum, is fecund to play an important role in the modeling of multipath fading channels. However, it is identified that the first order statistics, i.e. channel CDF also has significant impact on queueing performance. We use a special Markov chain, so-called CMPP, throughout this paper.

• Journal of the Korean Operations Research and Management Science Society
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• v.30 no.4
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• pp.1-14
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• 2005

We propose a VSSI-CRL(Variable Sampling Size and Samplina Interval-Conforming Run length) synthetic control chart in order to improve the statistical characteristics of both the VSSI chart and the CRL synthetic chart. The VSSI-CRL chart utilizes VSSI sampling scheme, but it produces a signal only when the CRI is less than a given limit. An algorithm for calculating the ARL(Average Run length) and ATS(Average Time to Signal) of the VSSI-CRL chart is developed by employing Markov chain method. We present some lemmas for describing the statistical characteristics of the VSSI-CRL chart under in-control state. A procedure for designing the VSSI-CRL chart is proposed based on the lemmas. Extensive comparative studios show that the VSSI-CRL chart is superior to the CRL synthetic chart or the VSSI chart in general, and is comparable to the EWMA chart in ATS performance.

• Journal of the Korean Operations Research and Management Science Society
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• v.32 no.1
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• pp.147-160
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• 2007

In this paper, the optimal decision making strategy for resource management is viewed in terms of a combined strategy of planting and producing time. A model which can be used to determine the optimal management strategy is developed, and focuses on how to design the operation of a Markov chain so as to optimize its performance. This study estimated a dynamic stochastic model to compare alternative production style and used the net present value of returns to evaluate the scenarios. The managers in this study may be able to increase economic returns by delaying produce in order to market larder, more valuable commodities.

• Communications for Statistical Applications and Methods
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• v.19 no.5
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• pp.705-720
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• 2012

In this paper, we introduce a hierarchical Bayesian model to simultaneously estimate the thresholds of each 6 cities. It was noted in the literature there was a dramatic increases in the number of deaths if the mean temperature passes a certain value (that we call a threshold). We estimate the difference of mortality before and after the threshold. For the hierarchical Bayesian analysis, some proper prior distribution of parameters and hyper-parameters are assumed. By combining the Gibbs and Metropolis-Hastings algorithm, we constructed a Markov chain Monte Carlo algorithm and the posterior inference was based on the posterior sample. The analysis shows that the estimates of the threshold are located at $25^{\circ}C{\sim}29^{\circ}C$ and the mortality around the threshold changes from -1% to 2~13%.