• Journal of Korean Institute of Industrial Engineers
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• v.21 no.4
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• pp.609-628
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• 1995

This paper presents a reliability model and a data-analytic procedure for a repairable unit subject to failures due to multiple non-identifiable causes. We regard a failure cause as a state and assume the life distribution for each cause to be exponential. Then we represent the dependency among the causes by a Markov switching model(MSM) and estimate the transition probabilities and failure rates by maximum likelihood(ML) method. The failure data are incomplete due to masked causes of failures. We propose a specific version of EM(expectation and maximization) algorithm for finding maximum likelihood estimator(MLE) under this situation. We also develop statistical procedures for determining the number of significant states and for testing independency between state transitions. Our model requires only the successive failure times of a unit to perform the statistical analysis. It works well even when the causes of failures are fully masked, which overcomes the major deficiency of competing risk models. It does not require the assumption of stationarity or independency which is essential in mixture models. The stationary probabilities of states can be easily calculated from the transition probabilities estimated in our model, so it covers mixture models in general. The results of simulations show the consistency of estimation and accuracy gradually increasing according to the difference of failure rates and the frequency of transitions among the states.

• The Transactions of the Korea Information Processing Society
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• v.3 no.4
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• pp.697-708
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• 1996

In this paper, we study reactive congestion control with priority in ATM network. The priority schemes for buffer access, partial buffer sharing have been investigated in order to improve the utilization of ATM network resources the network and to satisfy the most demanding traffic class. We consider in this paper a discrete-time queueing model for partial buffer sharing with two Markov modulated Poisson inputs. This model can be used to analyze the the effects of the partial buffer sharing priority scheme on system performance for realistic cases of bursty services. Explicit formulae are derived for the number of cells in the system and the loss probabilities for the traffic. Congestion may still occur because of unpredictable statistical fluctuation of traffic sources even when preventive control is performed in the network. In this Paper, we study reactive congestion control, in which each source changes its cell emitting rate a daptively to the traffic load at the switching node. Our intention is that,by incorporating such a congcstion control method in ATM network,more efficient congsestion control is established. We develope an analytical model,and carry out an approximateanalysis of reactive congestion con-trol with priority.Numerical results show that several orders of magnitude improvement in the loss probability can be achieved for the high priority class with little impact on the low priority class performance.And the results show that the reactive congestion control with priority are very effective in avoiding congestion and in achieving the statistical gain.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.11 no.1
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• pp.25-39
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• 1986

In this paper, we analyze the performance, particularly the flow control mechanism, of the CCITT X.25 protocol in a packet-switched network. In this analysis, we consider the link and packet layers separately, and investigate the performance in three measures; normalized channel throughput, mean transmission time, and transmission efficiency. Each of these measures is formulated in terms of given protocol parameters such as windos size, $T_1$ and $T_2$ values, message length, and so forth. We model the service procedure of the inpur traffic based on the flow control mechanism of the X.25 protocol, and investigate the mechanism of the sliding window flow control with the piggybacked acknowlodgment scheme using a discrete-time Markov chain model. With this model, we study the effect of variation of the protoccol parameters on the performance of the X.25 protocol. From the numerical results of this analysis one can select the optimal valuse of the protocol parameters for different channel environments. it has been found that to maintain the trasnmission capacity satisfactorily, the window size must be greater than or equal to 7 in a high-speed channel. The time-out value, $T_1$, must carefully be selected in a noisy channel. In a normal condition, it should be in the order of ls. The value of $T_2$ has some effect on the transmission efficiency, but is not critical.

• International Area Studies Review
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• v.13 no.2
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• pp.66-88
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• 2009

This paper studies optimal discretionary monetary policy in the presence of uncertainty in the housing sector. In particular, we allow two possible regimes regarding the evolution of housing price inflation and the effects of housing price inflation on the aggregate demand. Estimation results with the US data confirm the presence of two distinctive regimes, one 'normal' and the other more akin to the housing price 'bubble' state. The optimal policy is 'asymmetric' in that the optimal responses in the 'normal' regime require the central bank to lean against the wind to inflationary pressure from CPI and housing inflation, while the central bank is recommended to accommodate it in the other regime.

• The Transactions of the Korea Information Processing Society
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• v.2 no.6
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• pp.985-994
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• 1995

In this paper, we propose two hot standby architectures which not only provide high system availability but also lose little data on fault occurrence. In order to evaluate the performance of the proposed hot standby architectures, the warm standby architecture. In order to evaluate the performance of the propose d hot standby architectures, the warm standby architecture which is made from the hot standby architecture by eliminating its synchronization unit is considered. After system unavailability for each architecture is computed by using the corresponding Markov state diagram, the results are compared and evaluated. As the results, in most cases, hot standby architectures have higher availability than warm standby architecture. Also, hot standby architecture with external synchronization unit always maintains a little higher availability than hot standby architecture with internal synchronization unit. Active set time and personnel recovery rate for each architecture have little effect on system availability. However, in the case that data recovery time is too long, system availabilities of hot standby architectures and warm standby architecture degrade rapidly. In this case, the performance degradation of hot standby architectures is severe, and system availabilities of hot standby architectures eventually become lower than system availability of warm standby architecture.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.29 no.10A
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• pp.1113-1122
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• 2004

This paper is basically to achieve the high-availability and high-reliability of the control system from the implementation of the fault-tolerant system using the hot-standby sparing technique. To meet the objective, we design and implement a board with fault tolerance I/O bus to detect the fault. Warm-standby sparing technique is the fault tolerance technique usually used for switching control system in present. This technique can be easily implemented, but can not detect the fault quickly and can malfunction because of the hardware fault. The hot-standby sparing fault tolerant technique implemented in this paper is consists of dual processor modules and a I/O processor using fault tolerant I/O bus. The proposed method can find the faults as soon as possible, so it can prevent from wrong operation. Also it is possible to normal re-service due to the short recovering time. To implement the fault-tolerant dual system with fault detection be, two daughter, called FTMA and FTIA, boards designed and implemented are applied to the system. And we also simulated the proposed method to verify the high-availability and high-reliability of the control system using Markov process.

• Management & Information Systems Review
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• v.35 no.3
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• pp.1-22
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• 2016

We analyzed the international comovements and structural changes in the quarterly real GDP by the Markov-switching vector autoregressive model (MS-VAR) from 1971(1) to 2016(1). The main results of this study were as follows. First, the business cycle phenomenon that occurs in the models or individual time series in real GDP has been grasped through the MS-VAR models. Unlike previous studies, this study showed the significant comovements, asymmetry and structural changes in the MS-VAR model using a real GDP across countries. Second, even if there was a partial difference, there were remarkable structural changes in the economy contraction regime(recession), such as 1988(2) ending the global oil shock crisis and 2007(3) starting the global financial crisis by the MS-VAR model. Third, large-scale structural changes were generated in the economic expansion and/or contraction regime simultaneously among countries. We found that the second world oil shocks that occurred after the first global oil shocks of 1973 and 1974 were the main reasons that caused the large-scale comovements of the international real GDP among countries. In addition, the spillover between Korea and 5 countries has been weak during the Asian currency crisis from 1997 to 1999, but there was strong transmission between Korea and 5 countries at the end of 2007 including the period of the global financial crisis. Fourth, it showed characteristics that simultaneous correlation appeared to be high due to the country-specific shocks generated for each country with the regime switching using real GDP since 1973. Thus, we confirmed that conclusions were consistent with a number of theoretical and empirical evidence available, and the macro-economic changes were mainly caused by the global shocks for the past 30 years. This study found that the global business cycles were due to large-scale asymmetric shocks in addition to the general changes, and then showed the main international comovements and/or structural changes through country-specific shocks.