• The Journal of Korean Institute of Communications and Information Sciences
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• v.24 no.10A
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• pp.1546-1554
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• 1999

In this paper, Dynamic Fault Tree algorithm(DFT algorithm) is presented. This algorithm provides a concise representation of dynamic fault tolerance system including fault recovery techniques with fault detection, mask and switching function. And this algorithm define FDEP, CSP, SEQ, PAG gate which captures the dynamic characteristics of system. It show that this algorithm solved the constraints to satisfy the dynamic characteristics of system which there are in Markov and also this is able to satisfy the dynamic characteristics of system which there are in Markov and also this is able to covered the disadvantage of Fault tree methods. To show the key advantage of this algorithm, a traditional method, that is, Markov and Fault Tree, applies to TMR and Dual-Duplex systems with the dynamic characteristic and a presented method applies to those. He results proved that the DFT algorithm for solving the problems of the system is more effective than the Markov and Fault tree analysis model..

• The Korean Journal of Applied Statistics
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• v.36 no.1
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• pp.85-100
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• 2023

The stochastic volatility (SV) model is one of the main methods of modeling time-varying volatility. In particular, SV model is actively used in estimation and prediction of financial market volatility and option pricing. This paper attempts to model the time-varying volatility of the bitcoin market price using SV model. Hidden Markov model (HMM) is combined with the SV model to capture characteristics of regime switching of the market. The HMM is useful for recognizing patterns of time series to divide the regime of market volatility. This study estimated the volatility of bitcoin by using data from Upbit, a cryptocurrency trading site, and analyzed it by dividing the volatility regime of the market to improve the performance of the SV model. The MCMC technique is used to estimate the parameters of the SV model, and the performance of the model is verified through evaluation criteria such as MAPE and MSE.

• Proceedings of the IEEK Conference
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• 2000.09a
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• pp.935-938
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• 2000

본 논문에서는 음성 인식을 이용하여 전화를 교환해주는 자동 교환 시스템을 구현하고, 성능을 평가하였다. 구현된 시스템에는 필수적인 음성인식 이외에도 DSP 진단 기능, 인식 대상 어휘의 추가 및 변경기능, 음성 수집 기능 등이 구현 되었다. SCHMM (Semi-Continuous Hidden Markov Model)을 이용한 전화망에서의 화자 독립 고립 단어 가변 어휘 인식을 대상으로 하였으며, 실시간 구현을 위하여 Texas Instrument 사의 TMS320C32를 사용하였다〔6〕. 인식 어휘는 부서명 및 인명이고 1300여 단어일 때, 인식 성능은 91.5%이다.

• Journal of the Korean Operations Research and Management Science Society
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• v.39 no.3
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• pp.1-5
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• 2014

We study the paper Zhernovyi and Zhernovyi [Zhernovyi, K.Y. and Y.V. Zhernovyi, "An $M^{\Theta}/G/1/m$ system with two-threshold hysteresis strategy of service intensity switching," Journal of Communications and Electronics, Vol.12, No.2(2012), pp.127-140]. In the paper, authors used the Korolyuk potential method to obtain the stationary queue length distribution. Instead, our note makes an attempt to apply the most frequently used methods : the embedded Markov chain and the supplementary variable method. We derive the queue length distribution at a customer's departure epoch and then at an arbitrary epoch.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.21 no.8
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• pp.1989-2002
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• 1996

In this paper, we describe several warm standby fault-tolerant models and their operation methods applicable to telephone switching control systems which have dual module structure and need high availability. Unavailabilities of the system implemented by four different methods for each model are computed by using the Markov state model, and then are compared for system performance evaluation. As the results ofsimulations, the warm standby model with triple processors is best in the aspect of data loss, while in most cases the warm standby model with doble processors based on no standby check method provides the highest system avaiability. Periodic changeover increases the system unavailability, but the preriodic standby check on standby module decreases the system unavailability of warm standby model with a single processor and with double processors. On the other hands, the variationas of warm standby model with a single processor and with double processors. On the other hand, the variations of data recovery time and personnel recovery rate have little effect on the system unavailtability.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.12 no.11
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• pp.5449-5464
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• 2018

Recent works have validated the possibility of reducing the energy consumption in wireless heterogeneous networks, achieved by switching on/off some base stations (BSs) dynamically. In this paper, to realize energy conservation, the discrete time Markov Decision Process (DTMDP) is developed to match up the BS switching operations with the traffic load variations. Then, an asynchronous decision-making algorithm, which is based on the Bellman equation and the on/off priorities of the BSs, is firstly put forward and proved to be optimal in this paper. Through reducing the state and action space during one decision, the proposed asynchronous algorithm can avoid the "curse of dimensionality" occurred in DTMDP frequently. Finally, numerical simulations are conducted to validate the effectiveness and advantages of the proposed asynchronous on/off strategies.

• Journal of Broadcast Engineering
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• v.20 no.5
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• pp.748-755
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• 2015

In this paper, sharing based admission control scheme is suggested for both service differentiation and improvement of wavelength utilization efficiency in burst switching networks. To provide service differentiation and high wavelength utilization efficiency, some of the wavelengths on a output link are shared with all classes and the others are used for the highest class exclusively. Markov based analysis is applied to the suggested scheme for the performance analysis and the numerical results are derived. The results are: The performance of lower traffic is more improved by the more number of shared wavelengths in case that the higher traffic or lower traffic is arrived equally or that the input rate of lower traffic is low. Another result is that the sharing effect of wavelengths is a little bit lowered when lower traffic passes the threshold.

• International Area Studies Review
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• v.12 no.3
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• pp.49-67
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• 2008

In this paper, we address the problem of optimal monetary policy rule in the presence of abrupt shifts in the structure of the economy. To do so, we first estimate a Markov switching model for the US housing price inflation, and find evidence supporting the presence of two distinct regimes for the US housing price inflation. One of the two regimes identified appears 'usual', in that housing price inflation negatively responds to higher real interest rate. The other regime is 'unusual', in that the housing price inflation is positively related with real interest rate. We then solve an optimal control problem of the FRB under the presence of the two regimes thus identified. The optimal policy is 'asymmetric' in that the optimal responses in the 'usual' regime require the FRB to lean against the wind to inflationary pressure, while the FRB is recommended to accommodate it in the unusual regime. It is also found that the optimal degree of responses is more conservative when the FRB acknowledges the uncertainty about future regime.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.46 no.4
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• pp.281-293
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• 2023

This study addresses the optimal design methodology for switching between active electronically scanned array (AESA) radar operating modes to easily select the necessary information to reduce pilots' cognitive load and physical workload in situations where diverse and complex information is continuously provided. This study presents a procedure for defining a hidden Markov chain model (HMM) for modeling operating mode changes based on time series data on the operating modes of the AESA radar used by pilots while performing mission scenarios with inherent uncertainty. Furthermore, based on a transition probability matrix (TPM) of the HMM, this study presents a mathematical programming model for proposing the optimal structural design of AESA radar operating modes considering the manipulation method of a hands on throttle-and-stick (HOTAS). Fighter pilots select and activate the menu key for an AESA radar operation mode by manipulating the HOTAS's rotary and toggle controllers. Therefore, this study presents an optimization problem to propose the optimal structural design of the menu keys so that the pilot can easily change the menu keys to suit the operational environment.

• 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.