• 한국조명전기설비학회:학술대회논문집
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• 한국조명전기설비학회 2008년도 추계학술대회 논문집
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• pp.363-366
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• 2008

It was accomplished that failure analysis not only failure numbers but also power system components every years. and these informations help power system operation considerably. power system equipment were occurred a break down by natural phenomenon and aging but it was not able to predict this failure number. But many papers and technical repots study for each equipment failure rate and reliability evaluation methods. so this paper show a failure number prediction whole power system component using Markov theory not each component failure probability. the result present a next month system failure number prediction.

• 한국군사과학기술학회지
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• 제17권1호
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• pp.41-49
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• 2014

In this paper, we consider a method to access the number of aircraft requirement which is a strategic variable in national security. This problem becomes more important considering the F-X and KF-X project in ROKAF. Traditionally, ATO(Air Tasking Order) and fighting power index have been used to evaluate the number of aircrafts required in ROKAF. However, those methods considers static aspect of aircraft requirement. This paper deals with a model to accommodate dynamic feature of aircraft requirement using absorbing Markov chain. In conclusion, we suggest a dynamic model to evaluate the number of aircrafts required with key decision variables such as destroying rate, failure rate and repair rate.

• 한국수자원학회논문집
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• 제41권3호
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• pp.251-264
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• 2008

본 연구에서는 비동질성 Markov 모형을 이용한 시간강수량의 모의발생을 수행하였다. 즉, 대상유역을 선정하고 시간강수량을 모의하여, 모의된 시간강수량을 이용한 확률강수량 및 확률홍수량을 산정하여 관측자료와 비교함으로써 비동질성 Markov 모형의 적용성을 평가하였다. 모의발생된 강수자료와 관측강수자료의 통계적 특성은 매우 유사한 것으로 나타났으며, 특히 모의년수가 증가할수록 극치값이 증가하는 경향을 나타냈다. 또한, 모의자료를 이용해 산정한 확률홍수량은 관측강수량을 이용해 산정한 결과보다 큰 재현기간에서 관측유입량 자료를 빈도해석하여 산정한 확률홍수량과 더 근사한 결과를 보였다. 따라서, 비동질성 Markov 모형을 이용하여 보다 신뢰성 있는 수공구조물의 설계수문량 산정 등에 많이 활용될 수 있을 것으로 판단되며 수자원 개발시 불확실성 분석을 위한 입력 자료인 강수자료로도 활용이 가능할 것으로 판단된다.

• 한국컴퓨터정보학회논문지
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• 제14권5호
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• pp.19-28
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• 2009

시계열의 예측에 대한 문제는 오랫동안 많은 연구자들의 연구의 대상이었으며 예측을 위한 많은 방법이 제안되었다. 본 논문에서는 은닉 마코프 모델(Hidden Markov Model)과 우도(likelihood)를 사용한 유사도 검색을 통하여 향후 시계열 데이터의 운행 방향을 예측하는 방법을 제안한다. 이전에 기록된 시계열 데이터에서 질의 시퀸스(sequence)와 유사한 부분을 검색하고 유사 부분의 서브 시퀸스를 사용하여 시계열을 예측하는 방법이다. 먼저 주어진 질의 시퀸스에 대한 은닉 마코프 모델을 작성한다. 그리고 시계열 데이터에서 순차적으로 일정 길이의 서브 시퀸스를 추출하고 추출된 서브 시퀸스와 작성된 은닉 마코프 모델과의 우도를 계산한다. 시계열 데이터로부터 추출된 서브 시퀸스 중에서 우도가 가장 높은 시퀸스를 유사 시퀸스로 결정하고 결정된 부분 이후의 값을 추출하여 질의 시퀸스 이후의 예측 값을 추정한다. 실험 결과 예측 값과 실제 값이 상당한 유사성을 나타내었다. 제안된 방법의 유효성은 코스피(KOSPI) 종합주가지수를 대상으로 실험하여 검증한다.

• ETRI Journal
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• 제30권2호
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• pp.194-204
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• 2008

The online collection of coarse-grained traffic information, such as the total number of flows, is gaining in importance due to a wide range of applications, such as congestion control and network security. In this paper, we focus on an active queue management scheme called SRED since it estimates the number of active flows and uses the quantity to indicate the level of congestion. However, SRED has several limitations, such as instability in estimating the number of active flows and underestimation of active flows in the presence of non-responsive traffic. We present a Markov model to examine the capability of SRED in estimating the number of flows. We show how the SRED cache hit rate can be used to quantify the number of active flows. We then propose a modified SRED scheme, called hash-based two-level caching (HaTCh), which uses hashing and a two-level caching mechanism to accurately estimate the number of active flows under various workloads. Simulation results indicate that the proposed scheme provides a more accurate estimation of the number of active flows than SRED, stabilizes the estimation with respect to workload fluctuations, and prevents performance degradation by efficiently isolating non-responsive flows.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제10권7호
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• pp.3171-3191
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• 2016

Due to growing demand on wireless data traffic, a large number of different types of base stations (BSs) have been installed. However, space-time dependent wireless data traffic densities can result in a significant number of idle BSs, which implies the waste of power resources. To deal with this problem, we propose an active state control algorithm based on semi-Markov decision process (SMDP) for a heterogeneous network. A MDP in discrete time domain is formulated from continuous domain with some approximation. Suboptimal on-line learning algorithm with a random policy is proposed to solve the problem. We explicitly include coverage constraint so that active cells can provide the same signal to noise ratio (SNR) coverage with a targeted outage rate. Simulation results verify that the proposed algorithm properly controls the active state depending on traffic densities without increasing the number of handovers excessively while providing average user perceived rate (UPR) in a more power efficient way than a conventional algorithm.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제6권6호
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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 Data and Information Science Society
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• 제14권4호
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• pp.915-927
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• 2003

This paper is the generalization of the modified two-level skip-lot sampling plan(MTSkSP1) to n-level. The general formulas of the operating characteristic(OC) function, average sample number(ASN) and average outgoing quality(AOQ) for the plan are derived using Markov chain properties. The operating characteristic curves, average sample numbers and average outgoing qualities of a reference plan, modified two-level, three-level and five-level skip-lot sampling plans are compared.

• Journal of applied mathematics & informatics
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• 제5권3호
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• pp.827-837
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• 1998

We consider the M/G/1 queue with instantaneous feed-back. The probabilities of feedback are determined by the state of the underlaying Markov chain. by using the supplementary variable method we derive the generating function of the number of customers in the system. In the analysis it is required to calculate the matrix equations. To solve the matrix equations we use the notion of Ex-tended Laplace Transform.

• 한국경영과학회지
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• 제19권1호
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• pp.201-206
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• 1994

The linear search problem is concerned with finding a hiden target on the real line R. The position of the target governed by some probability distribution. It is desired to find the target in the least expected search time. This problem has been formulated as an optimization problem by a number of authors without making use of Markov Decision Process (MDP) theory. It is the aim of the paper to give a (MDP) formulation to the search problem which we feel is both natural and easy to follow.