• The Korean Journal of Applied Statistics
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• v.24 no.5
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• pp.951-961
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• 2011

In this paper, we propose a Bayesian inference using the Markov Chain Monte Carlo(MCMC) method for the zero inflated negative binomial(ZINB) regression model. The proposed model allows the regression model for zero inflation probability as well as the regression model for the mean of the dependent variable. This extends the work of Jang et al. (2010) to the fully defiend ZINB regression model. In addition, we apply the proposed method to a real data example, and compare the efficiency with the zero inflated Poisson model using the DIC. Since the DIC of the ZINB is smaller than that of the ZIP, the ZINB model shows superior performance over the ZIP model in zero inflated count data with overdispersion.

• Convergence Security Journal
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• v.11 no.6
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• pp.67-72
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• 2011

A system that provides a ubiquitous service is a networked system that has to overcome their circumstances that the service survivability is weak. the survivability of a networked system is defined as an ability of the system that can offer their services without interruption, regardless of whether components comprising the system are under failures, crashes, or physical attacks. This paper presents an approach that end users can obtain a quantitative evaluation of U-service survivability to reflect intended cyber attacks causing the networked system to fall into byzantine failures in addition to the definition of the survivability. In this paper, a Jini system based on wireless local area networks is used as an example for quantitative evaluation of U-service survivability. This paper also presents an continuous time markov chain (CTMC) Model for evaluation of survivability of U-service that a Jini system provides, and an approach to evaluate the survivability of the U-service as a blocking probability that end users can not access U-services.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.35 no.10
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• pp.1299-1306
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• 2011

In this study, crack-growth model parameters subjected to variable amplitude loading are estimated in the form of a probability distribution using the method of Bayesian parameter estimation. Huang's model is employed to describe the retardation and acceleration of the crack growth during the loadings. The Markov Chain Monte Carlo (MCMC) method is used to obtain samples of the parameters following the probability distribution. As the conventional MCMC method often fails to converge to the equilibrium distribution because of the increased complexity of the model under variable amplitude loading, an improved MCMC method is introduced to overcome this shortcoming, in which a marginal (PDF) is employed as a proposal density function. The model parameters are estimated on the basis of the data from several test specimens subjected to constant amplitude loading. The prediction is then made under variable amplitude loading for the same specimen, and validated by the ground-truth data using the estimated parameters.

• Journal of Korean Society for Geospatial Information Science
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• v.20 no.2
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• pp.73-79
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• 2012

This study attempts to analyze changes in land use patterns in a compound urban and agricultural city Kimje-si, using LANDSAT TM imagery and to forecast future changes accordingly. As a new approach to supervised classification, HSB(Hue, Saturation, Brightness)-transformed images were used to select training zones, and in doing so classification accuracy increased by more than 5 percent. Land use changes were forecasted by using a cellular automaton algorithm developed by applying Markov Chain techniques, and by taking into account classification results and GIS data, such as population of the pertinent region by area, DEMs, road networks, water systems. Upon comparing the results of the forecast of the land use changes, it appears that geographical features had the greatest influence on the changes. Moreover, a forecast of post-2030 land use change patterns demonstrates that 21.67 percent of mountain lands in Kimje-si is likely to be farmland, and 13.11 percent is likely to become city areas. The major changes are likely to occur in small mountain lands located in the heart of the city. Based on the study result, it seems certain that forecasting future land use changes can help plan land use in a compound urban and agricultural city to procure food resources.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.1049-1068
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• 2014

Autoregressive models are used to analyze an univariate time series data; however, these methods can be inappropriate when a structural break appears in a time series since they assume that a trend is consistent. Threshold autoregressive models (popular regime-switching models) have been proposed to address this problem. Recently, the models have been extended to two regime-switching models with delay parameter. We discuss two regime-switching threshold autoregressive models from a Bayesian point of view. For a Bayesian analysis, we consider a parametric threshold autoregressive model and a nonparametric threshold autoregressive model using Dirichlet process prior. The posterior distributions are derived and the posterior inferences is performed via Markov chain Monte Carlo method and based on two Bayesian threshold autoregressive models. We present a simulation study to compare the performance of the models. We also apply models to gross domestic product data of U.S.A and South Korea.

• Journal of Information Technology Services
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• v.19 no.2
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• pp.109-124
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• 2020

Facing the 4^th Industrial Revolution era, researches on artificial intelligence have become active and attempts have been made to apply machine learning in various fields. In the field of finance, Robo Advisor service, which analyze the market, make investment decisions and allocate assets instead of people, are rapidly expanding. The stock price prediction using the machine learning that has been carried out to date is mainly based on the prediction of the market index such as KOSPI, and utilizes technical data that is fundamental index or price derivative index using financial statement. However, most researches have proceeded without any explicit verification of the prediction rate of the learning data. In this study, we conducted an experiment to determine the degree of market prediction ability of basic indicators, technical indicators, and system risk indicators (AR) used in stock price prediction. First, we set the core parameters for each financial indicator and define the objective function reflecting the return and volatility. Then, an experiment was performed to extract the sample from the distribution of each parameter by the Markov chain Monte Carlo (MCMC) method and to find the optimum value to maximize the objective function. Since Robo Advisor is a commodity that trades financial instruments such as stocks and funds, it can not be utilized only by forecasting the market index. The sample for this experiment is data of 17 years of 1,500 stocks that have been listed in Korea for more than 5 years after listing. As a result of the experiment, it was possible to establish a meaningful trading strategy that exceeds the market return. This study can be utilized as a basis for the development of Robo Advisor products in that it includes a large proportion of listed stocks in Korea, rather than an experiment on a single index, and verifies market predictability of various financial indicators.

• Journal of KIISE:Information Networking
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• v.31 no.2
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• pp.188-195
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• 2004

We have analyzed the performance of TCP in the CDMA mobile communications systems with the adaptive modulation and coding(AMC). The wireless channel using AMC is characterized with not high error rate but highly varying bandwidth. Due to time-varying bandwidth, timeout events of TCP occurs more frequently, which leads to the throughput degradation. The analysis model is composed of the two parts. In the first part, we divide TCP packet stream into ‘packet groups’and derive the probability distribution of the wireless transmission time of each Packet group that reflects the time varying characteristics of AMC. In the second part, we formulate embedded Markov chain by making use of the results of the first part to model TCP timer mechanism and wireless transmission. Since our system model is characterized by the forward link high speed data transmission using AMC, the results reported in this paper can be used as a guideline for the design and operation of HSDPA, 1xEV-DO, and 1xEV-DV.

• The KIPS Transactions:PartC
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• v.17C no.1
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• pp.109-118
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• 2010

Proxy mobile IPv6 (PMIPv6) protocol is a network-based mobility management protocol to support mobility for IPv6 nodes without host involvement. In PMIPv6, the Mobile Access Gateway (MAG) incurs a high signaling cost to update the location of a mobile node to the remote Local Mobility Anchor (LMA) if it moves frequently. This increases network overhead on the LMA, wastes network resources, and lengthens the delay time. Therefore, we propose a new mobility management scheme for minimizing signaling cost using the pointer forwarding. Our proposal can reduce signaling costs by registration with the neighbor MAG instead of the remote LMA using the pointer forwarding. The cost analysis using imbedded Markov chain presented in this paper shows that our proposal can achieve performance superior that of PMIPv6 scheme.

• The Korean Journal of Applied Statistics
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• v.26 no.3
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• pp.453-470
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• 2013

In this paper, we consider a Bayesian analysis of the dose-effect relationship of cadmium to evaluate a benchmark dose(BMD). For this purpose, two dose-response curves commonly used in the toxicity study are fitted based on Bayesian methods to the data collected from the scientific literature on cadmium toxicity. Specifically, Bayesian meta-analysis and hierarchical modeling build an overall dose-effect relationship that use a piecewise linear model and Hill model, where the inter-study heterogeneity and inter-individual variability of dose and effect such as gender, age and ethnicity are accounted. Estimation of the unknown parameters is made by using a Markov chain Monte Carlo algorithm based user-friendly software WinBUGS. Benchmark dose estimates are evaluated for various cut-offs and compared with different tested subpopulations with with gender, age and ethnicity based on these two Bayesian hierarchical models.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.6 no.2
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• pp.683-701
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• 2012

IEEE 802.11 standard has achieved huge success in the past decade and is still under development to provide higher physical data rate and better quality of service (QoS). An important problem for the development and optimization of IEEE 802.11 networks is the modeling of the MAC layer channel access protocol. Although there are already many theoretic analysis for the 802.11 MAC protocol in the literature, most of the models focus on the saturated traffic and assume infinite buffer at the MAC layer. In this paper we develop a unified analytical model for IEEE 802.11 MAC protocol in ad hoc networks. The impacts of channel access parameters, traffic rate and buffer size at the MAC layer are modeled with the assistance of a generalized Markov chain and an M/G/1/K queue model. The performance of throughput, packet delivery delay and dropping probability can be achieved. Extensive simulations show the analytical model is highly accurate. From the analytical model it is shown that for practical buffer configuration (e.g. buffer size larger than one), we can maximize the total throughput and reduce the packet blocking probability (due to limited buffer size) and the average queuing delay to zero by effectively controlling the offered load. The average MAC layer service delay as well as its standard deviation, is also much lower than that in saturated conditions and has an upper bound. It is also observed that the optimal load is very close to the maximum achievable throughput regardless of the number of stations or buffer size. Moreover, the model is scalable for performance analysis of 802.11e in unsaturated conditions and 802.11 ad hoc networks with heterogenous traffic flows.