• 제목/요약/키워드: Markov-chain

검색결과 889건 처리시간 0.022초

카그라 마코브 체인 몬테칼로 모수 추정 파이프라인 분석 개발과 밀집 쌍성의 물리량 측정 (Development of a Markov Chain Monte Carlo parameter estimation pipeline for compact binary coalescences with KAGRA GW detector)

  • Kim, Chunglee;Jeon, Chaeyeon;Lee, Hyung Won;Kim, Jeongcho;Tagoshi, Hideyuki
    • 천문학회보
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    • 제45권1호
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    • pp.51.3-52
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    • 2020
  • We present the status of the development of a Markov Chain Monte Carlo (MCMC) parameter estimation (PE) pipeline for compact binary coalescences (CBCs) with the Japanese KAGRA gravitational-wave (GW) detector. The pipeline is included in the KAGRA Algorithm Library (KAGALI). Basic functionalities are benchmarked from the LIGO Algorithm Library (LALSuite) but the KAGRA MCMC PE pipeline will provide a simpler, memory-efficient pipeline to estimate physical parameters from gravitational waves emitted from compact binaries consisting of black holes or neutron stars. Applying inspiral-merge-ringdown and inspiral waveforms, we performed simulations of various black hole binaries, we performed the code sanity check and performance test. In this talk, we present the situation of GW observation with the Covid-19 pandemic. In addition to preliminary PE results with the KAGALI MCMC PE pipeline, we discuss how we can optimize a CBC PE pipeline toward the next observation run.

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A STUDY ON GARCH(p, q) PROCESS

  • Lee, Oe-Sook
    • 대한수학회논문집
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    • 제18권3호
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    • pp.541-550
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    • 2003
  • We consider the generalized autoregressive model with conditional heteroscedasticity process(GARCH). It is proved that if (equation omitted) β/sub i/ < 1, then there exists a unique invariant initial distribution for the Markov process emdedding the given GARCH process. Geometric ergodicity, functional central limit theorems, and a law of large numbers are also studied.

MAP/G/1/K QUEUE WITH MULTIPLE THRESHOLDS ON BUFFER

  • Choi, Doo-Il
    • 대한수학회논문집
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    • 제14권3호
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    • pp.611-625
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    • 1999
  • We consider ΜΑΡ/G/ 1 finite capacity queue with mul-tiple thresholds on buffer. The arrival of customers follows a Markov-ian arrival process(MAP). The service time of a customer depends on the queue length at service initiation of the customer. By using the embeded Markov chain method and the supplementary variable method, we obtain the queue length distribution ar departure epochs and at arbitrary epochs. This gives the loss probability and the mean waiting time by Little's law. We also give a simple numerical examples to apply the overload control in packetized networks.

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THE M/G/1 QUEUE WITH MARKOV MODULATED FEEDBACK

  • Han, Dong-Hwan;Park, Chul-Geun
    • 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.

ANALYSIS OF AN MMPP/G/1/K FINITE QUEUE WITH TWO-LEVEL THRESHOLD OVERLOAD CONTROL

  • Lee, Eye-Min;Jeon, Jong-Woo
    • 대한수학회논문집
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    • 제14권4호
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    • pp.805-814
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    • 1999
  • We consider an MMPP/G/1/K finite queue with two-level threshold overload control. This model has frequently arisen in the design of the integrated communication systems which support a wide range applications having various Quality of Service(QoS) requirements. Through the supplementary variable method, se derive the queue length distribution.

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ANALYSIS OF A QUEUEING SYSTEM WITH OVERLOAD CONTROL BY ARRIVAL RATES

  • CHOI DOO IL
    • Journal of applied mathematics & informatics
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    • 제18권1_2호
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    • pp.455-464
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    • 2005
  • In this paper, we analyze a queueing system with overload control by arrival rates. This paper is motivated by overload control to prevent congestion in telecommunication networks. The arrivals occur dependent upon queue length. In other words, if the queue length increases, the arrivals may be reduced. By considering the burstiness of traffics in telecommunication networks, we assume the arrival to be a Markov-modulated Poisson process. The analysis by the embedded Markov chain method gives to us the performance measures such as loss and delay. The effect of performance measures on system parameters also is given throughout the numerical examples.

중국의 주택수급요인 변화성에 관한 연구 - 도시화, 소득변동, 수급가 변화에 대한 마르코프 체인(Markov Chains)과 패널모형(Panel Model) 응용을 중심으로 -

  • 채동우;진국화;김시용
    • 중국학논총
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    • 제72호
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    • pp.123-143
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    • 2021
  • 自2000年以來, 中國通過經濟的高速增長迅速成爲世界第二大經濟體。与其他發展中國家一樣, 中國通過以政府爲主導的經濟增長方式推動了城市化進程進而助長了住房需求的增加和住房价格的上漲, 幷由此造成貧富差距不斷加大等各种社會問題。本硏究主要分析影響中國住房供給因素的中國住房生態系統。 通過自2001-2019年馬爾可夫鏈模型和效應模型的分析結果表明, 不同地區的城市化發展程度和收入的變化等与住房供需的相關因素, 存在有意義的顯著差异。特别是人口密度和收入最高的地區, 大部分在20年的持續城市化和收入差距的影響下没有發生變化, 幷且大部分在集群内移動。考慮住房城市化變化因素和收入變化因素, 20年投資供需价格變化彈性約爲0.628, 銷售需求价格變化彈性約爲0.748。换言之, 在中國住房也是具有財務屬性的商品。基于這一論点, 如果中國政府實施符合住房供需關系的住房供給政策, 卽可縮小貧富差距, 也將能够實現收入再分配和促進經濟增長兩个目標。

MARKOV CHAINS AND THEIR APPLICATION TO HYPERPLANE ARRANGEMENT

  • AHN, SEUNG-HO;HAN, BOONG-BI
    • 호남수학학술지
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    • 제23권1호
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    • pp.71-90
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    • 2001
  • In this paper, we introduce the MarKov chain and hyperplane arrangement. we prove some properties determined by a hyperplane arrangement and give an example as an application of them.

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Malware Detection with Directed Cyclic Graph and Weight Merging

  • Li, Shanxi;Zhou, Qingguo;Wei, Wei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제15권9호
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    • pp.3258-3273
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    • 2021
  • Malware is a severe threat to the computing system and there's a long history of the battle between malware detection and anti-detection. Most traditional detection methods are based on static analysis with signature matching and dynamic analysis methods that are focused on sensitive behaviors. However, the usual detections have only limited effect when meeting the development of malware, so that the manual update for feature sets is essential. Besides, most of these methods match target samples with the usual feature database, which ignored the characteristics of the sample itself. In this paper, we propose a new malware detection method that could combine the features of a single sample and the general features of malware. Firstly, a structure of Directed Cyclic Graph (DCG) is adopted to extract features from samples. Then the sensitivity of each API call is computed with Markov Chain. Afterward, the graph is merged with the chain to get the final features. Finally, the detectors based on machine learning or deep learning are devised for identification. To evaluate the effect and robustness of our approach, several experiments were adopted. The results showed that the proposed method had a good performance in most tests, and the approach also had stability with the development and growth of malware.

미래 산림식생변화 예측을 위한 개선된 CA-Markov 기법의 적용 (Application of the Modified CA-Markov Technique for Future Prediction of Forest Land Cover in a Mountainous Watershed)

  • 박민지;박근애;이용준;김성준
    • 한국농공학회논문집
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    • 제52권1호
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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.