• The Korean Journal of Applied Statistics
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• v.29 no.2
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• pp.321-330
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• 2016

Run expectancy (RE) is the mean number of runs scored from a specific base runner/outs situation of an inning to the end of the inning. Win expectancy (WE) is the probability that a particular team will win the game at a specific game state such as half-inning, score difference, outs, and/or runners on base. In this paper, we derive RE and WE for the Korea Baseball Organization (KBO) League based on six-year data from 2007 to 2012 using a Markov chain model.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.11 no.4
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• pp.104-111
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• 2012

It is advantageous to avoid the handover to cell whose dwell time is short or can be ignored in terms of service continuity and average throughput. This paper proposes the handover scheme that is suitable for vehicle in order to improve the wireless Internet service quality. In the proposed scheme, the handover process continues to be learned before being modeled to Discrete-Time Markov Chain (DTMC). This modeling reduces the handover frequency by preventing the handover to cell that could provide service sufficiently to passenger even when vehicle passed through the cell but there was no need to perform handover. In order to verify the proposed scheme, we observed the average number of handovers, the average RSSI and the average throughput on various moving paths that vehicle moved in the given urban environment.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.15 no.8
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• pp.2900-2922
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• 2021

In this paper, the power spectral density(PSD) for Multilevel Minimum Shift Keyed signal with modulation index h = 1/2 (M-ary MSK) are derived using the mathematical method of the Markov Chain model. At first, according to an essential requirement of the phase continuity characteristics of MSK signals, a complete model of the whole process of signal generation is built. Then, the derivations for autocorrelation functions are carried out precisely. After that, we verified the correctness and accuracy of the theoretical derivation by comparing the derived results with numerical simulations using MATLAB. We also divided the spectrum into four components according to the derivation. By analyzing these figures in the graphic, each component determines the characteristics of the spectrum. It is vital for enhanced spectral characteristics. To more visually represent the energy concentration of the main flap and the roll-down speed of the side flap, the specific out-of-band power of M-ary MSK is given. OMLCD(Optimum Maximum Likelihood Coherent Detection) of M-ary MSK is adopted to compare the signal received with prepared in advance in a code element T to go for the best. And M-ary MSK BER(Bit Error Rate) is compared with the same ary PSK (Phase Shift Keying) with M=2,4,6,8. The results show the detection method could improve performance by increasing the length of L(memory inherent) in the phase continuity.

• Journal of The Korean Society of Agricultural Engineers
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• v.63 no.2
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• pp.75-84
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• 2021

As the weather changes become frequent, weather disasters are increasing, causing more damage to plastic greenhouses. Among the damage caused by various disasters, damage by snow to the greenhouse takes a relatively long time, so if an alarm system is properly prepared, the damage can be reduced. Existing greenhouse design standards and snow warning systems are based on snow depth. However, even in the same depth, the load on the greenhouse varies depending on meteorological characteristics and snow density. Therefore, this study aims to secure the structural safety of greenhouses by developing sensors that can directly measure snow loads, and analysing the warning criteria for load using a stochastic model. Markov chain was applied to estimate the failure probability of various types of greenhouses in various regions, which let users actively cope with heavy snowfall by selecting an appropriate time to respond. Although it was hard to predict the precise snow depth or amounts, it could successfully assess the risk of structures by directly detecting the snow load using the developed sensor.

• Journal of The Korean Society of Agricultural Engineers
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• v.64 no.6
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• pp.35-41
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• 2022

Heavy snow damage can be prevented in advance with an appropriate security system. To develop the security system, we developed a model that predicts snow depth after a few hours when the snow depth is observed, and utilized it to calculate a failure probability with various types of greenhouses and observed snow depth data. We compared the Markov chain model and Bayesian long short-term memory models with varying input data. Markov chain model showed the worst performance, and the models that used only past snow depth data outperformed the models that used other weather data with snow depth (temperature, humidity, wind speed). Also, the models that utilized 1-hour past data outperformed the models that utilized 3-hour data and 6-hour data. Finally, the Bayesian LSTM model that uses 1-hour snow depth data was selected to predict snow depth. We compared the selected model and the shifting method, which uses present data as future data without prediction, and the model outperformed the shifting method when predicting data after 11-24 hours.

• Journal of Korea Port Economic Association
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• v.38 no.4
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• pp.13-23
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• 2022

In this study, from January 2015 to April 2020, we propose a stochastic volatility model to capture the leverage effect on daily freight yields in the dry cargo market and analyze the freight yields. Estimation involving the Bayesian Markov Chain Monte Carlo method for the leverage effect based on the negative correlation that exists between returns and volatility in stochastic volatility analysis yields similar estimates, and the statistcs indicates significant. That is, the results of the empirical analysis show that the degree of correlation between returns and volatility, and the magnitude and sign of fluctuations differ, which suggests that taking into account the leverage effect in the SV model improves the goodness of fit of the estimates. In addition to the statistical significance of the estimated model's leverage effect, the analysis by log predictive power score presents the estimated results with improved predictive power of the model considering the leveraged effect. These astatistically significant empirical results show that the stochastic volatility model considering the leverage effect is important for freight rate risk modeling in the marine industry.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.30 no.4B
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• pp.389-397
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• 2010

This study introduced a Bayesian based frequency analysis in which the statistical trend analysis for hydrologic extreme series is incorporated. The proposed model employed Gumbel extreme distribution to characterize extreme events and a fully coupled bayesian frequency model was finally utilized to estimate design rainfalls in Seoul. Posterior distributions of the model parameters in both Gumbel distribution and trend analysis were updated through Markov Chain Monte Carlo Simulation mainly utilizing Gibbs sampler. This study proposed a way to make use of nonstationary frequency model for dynamic risk analysis, and showed an increase of hydrologic risk with time varying probability density functions. The proposed study showed advantage in assessing statistical significance of parameters associated with trend analysis through statistical inference utilizing derived posterior distributions.

• Economic Analysis
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• v.17 no.2
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• pp.27-55
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• 2011

Although many theoretical studies have tried to explain the volatility in financial markets using models of herd behavior, there have been few empirical studies on dynamic herding due to the technical difficulty of detecting herd behavior with time-series data. Thus, this paper theoretically extends a continuous beliefs system belonging to an agent based economic model by introducing a term representing agents'mutual dependence into each agent's utility function and derives a SV(stochastic volatility)-type econometric model. From this model the time-varying herding parameters are efficiently estimated by a Markov chain Monte Carlo method. Using monthly data of KOSPI and DOW, this paper provides some empirical evidences for stronger herding in the Korean stock market than in the U.S. stock market, and further stronger herding after the global financial crisis than before it. More interesting finding is that time-varying herd behavior has weak autocorrelation and the global financial crisis may increase its volatility significantly.

• Science of Emotion and Sensibility
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• v.24 no.1
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• pp.59-72
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• 2021

Concepts and categories offer the basis for inference pertaining to unobserved features. Prior research on category-based induction that used blank properties has suggested that similarity between categories and features explains feature inference (Rips, 1975; Osherson et al., 1990). However, it was shown by later research that prior knowledge had a large influence on category-based inference and cases were reported where similarity effects completely disappeared. Thus, this study tested category-based feature inference when features are connected in a causal chain and proposed a feature inference model that predicts participants' inference ratings. Each participant learned a category with four features connected in a causal chain and then performed feature inference tasks for an unobserved feature in various exemplars of the category. The results revealed nonindependence, that is, the features not only linked directly to the target feature but also to those screened-off by other feature nodes and affected feature inference (a violation of the causal Markov condition). Feature inference model of causal model theory (Sloman, 2005) explained nonindependence by predicting the effects of directly linked features and indirectly related features. Indirect features equally affected participants' inference regardless of causal distance, and the model predicted smaller effects regarding causally distant features.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.10 no.8
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• pp.3602-3620
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• 2016

Dynamic topology is one of the main influence factors on network performability. However, it was always ignored by the traditional network performability assessment methods when analyzing large-scale mobile ad hoc networks (MANETs) because of the state explosion problem. In this paper, we address this problem from the perspective of complex network. A two-layer hierarchical modeling approach is proposed for MANETs performability assessment, which can take both the dynamic topology and multi-state nodes into consideration. The lower level is described by Markov reward chains (MRC) to capture the multiple states of the nodes. The upper level is modeled as a small-world network to capture the characteristic path length based on different mobility and propagation models. The hierarchical model can promote the MRC of nodes into a state matrix of the whole network, which can avoid the state explosion in large-scale networks assessment from the perspective of complex network. Through the contrast experiments with OPNET simulation based on specific cases, the method proposed in this paper shows satisfactory performance on accuracy and efficiency.