• Title/Summary/Keyword: Markov-chain

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Anomaly Detection in Sensor Data

  • Kim, Jong-Min;Baik, Jaiwook
    • Journal of Applied Reliability
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    • v.18 no.1
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    • pp.20-32
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    • 2018
  • Purpose: The purpose of this study is to set up an anomaly detection criteria for sensor data coming from a motorcycle. Methods: Five sensor values for accelerator pedal, engine rpm, transmission rpm, gear and speed are obtained every 0.02 second from a motorcycle. Exploratory data analysis is used to find any pattern in the data. Traditional process control methods such as X control chart and time series models are fitted to find any anomaly behavior in the data. Finally unsupervised learning algorithm such as k-means clustering is used to find any anomaly spot in the sensor data. Results: According to exploratory data analysis, the distribution of accelerator pedal sensor values is very much skewed to the left. The motorcycle seemed to have been driven in a city at speed less than 45 kilometers per hour. Traditional process control charts such as X control chart fail due to severe autocorrelation in each sensor data. However, ARIMA model found three abnormal points where they are beyond 2 sigma limits in the control chart. We applied a copula based Markov chain to perform statistical process control for correlated observations. Copula based Markov model found anomaly behavior in the similar places as ARIMA model. In an unsupervised learning algorithm, large sensor values get subdivided into two, three, and four disjoint regions. So extreme sensor values are the ones that need to be tracked down for any sign of anomaly behavior in the sensor values. Conclusion: Exploratory data analysis is useful to find any pattern in the sensor data. Process control chart using ARIMA and Joe's copula based Markov model also give warnings near similar places in the data. Unsupervised learning algorithm shows us that the extreme sensor values are the ones that need to be tracked down for any sign of anomaly behavior.

A Study on Generation Methodology of Crime Prediction Probability Map by using the Markov Chains and Object Interpretation Keys (마코프 체인과 객체 판독키를 적용한 범죄 예측 확률지도 생성 기법 연구)

  • Noe, Chan-Sook;Kim, Dong-Hyun
    • Journal of the Korea Society of Computer and Information
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    • v.17 no.11
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    • pp.107-116
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    • 2012
  • In this paper we propose a method that can generate the risk probability map in the form of raster shape by using Markov Chain methodology applied to the object interpretation keys and quantified risk indexes. These object interpretation keys, which are primarily characteristics that can be identified by the naked eye, are set based on the objects that comprise the spatial information of a certain urban area. Each key is divided into a cell, and then is weighted by its own risk index. These keys in turn are used to generate the unified risk probability map using various levels of crime prediction probability maps. The risk probability map may vary over time and means of applying different sets of object interpretation keys. Therefore, this method can be used to prevent crimes by providing the ways of setting up the best possible police patrol beat as well as the optimal arrangement of surveillance equipments.

Modeling and Prediction of Time Series Data based on Markov Model (마코프 모델에 기반한 시계열 자료의 모델링 및 예측)

  • Cho, Young-Hee;Lee, Gye-Sung
    • Journal of the Korea Society of Computer and Information
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    • v.16 no.2
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    • pp.225-233
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    • 2011
  • Stock market prices, economic indices, trends and changes of social phenomena, etc. are categorized as time series data. Research on time series data has been prevalent for a while as it could not only lead to valuable representation of data but also provide future trends as well as changes in direction. We take a conventional model based approach, known as Markov chain modeling for the prediction on stock market prices. To improve prediction accuracy, we apply Markov modeling over carefully selected intervals of training data to fit the trend under consideration to the model. Another method we take is to apply clustering to data and build models of the resultant clusters. We confirmed that clustered models are better off in predicting, however, with the loss of prediction rate.

Steganalysis of Content-Adaptive Steganography using Markov Features for DCT Coefficients (DCT 계수의 마코프 특징을 이용한 내용 적응적 스테가노그래피의 스테그분석)

  • Park, Tae Hee;Han, Jong Goo;Eom, Il Kyu
    • Journal of the Institute of Electronics and Information Engineers
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    • v.52 no.8
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    • pp.97-105
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    • 2015
  • Content-adaptive steganography methods embed secret messages in hard-to-model regions of covers such as complicated texture or noisy area. Content-adaptive steganalysis methods often need high dimensional features to capture more subtle relationships of local dependencies among adjacent pixels. However, these methods require many computational complexity and depend on the location of hidden message and the exploited distortion metrics. In this paper, we propose an improved steganalysis method for content-adaptive steganography to enhance detection rate with small number features. We first show that the features form the difference between DCT coefficients are useful for analyzing the content-adaptive steganography methods, and present feature extraction mehtod using first-order Markov probability for the the difference between DCT coefficients. The extracted features are used as input of ensemble classifier. Experimental results show that the proposed method outperforms previous schemes in terms of detection rates and accuracy in spite of a small number features in various content-adaptive stego images.

A Study of the Probability of Prediction to Crime according to Time Status Change (시간 상태 변화를 적용한 범죄 발생 예측에 관한 연구)

  • Park, Koo-Rack
    • Journal of the Korea Society of Computer and Information
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    • v.18 no.5
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    • pp.147-156
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    • 2013
  • Each field of modern society, industrialization and the development of science and technology are rapidly changing. However, as a side effect of rapid social change has caused various problems. Crime of the side effects of rapid social change is a big problem. In this paper, a model for predicting crime and Markov chains applied to the crime, predictive modeling is proposed. Markov chain modeling of the existing one with the overall status of the case determined the probability of predicting the future, but this paper predict the events to increase the probability of occurrence probability of the prediction and the recent state of the entire state was divided by the probability of the prediction. And the whole state and the probability of the prediction and the recent state by applying the average of the prediction probability and the probability of the prediction model were implemented. Data was applied to the incidence of crime. As a result, the entire state applies only when the probability of the prediction than the entire state and the last state is calculated by dividing the probability value. And that means when applied to predict the probability, close to the crime was concluded that prediction.

Performance Analysis of a Congestion cControl Mechanism Based on Active-WRED Under Multi-classes Traffic (멀티클래스 서비스 환경에서 Active-WRED 기반의 혼잡 제어 메커니즘 및 성능 분석)

  • Kim, Hyun-Jong;Kim, Jong-Chan;Choi, Seong-Gon
    • Journal of the Institute of Electronics Engineers of Korea CI
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    • v.45 no.5
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    • pp.125-133
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    • 2008
  • In this paper, we propose active queue management mechanism (Active-WRED) to guarantee quality of the high priority service class in multi-class traffic service environment. In congestion situation, this mechanism increases drop probability of low priority traffic and reduces the drop probability of the high priority traffic, therefore it can improve the quality of the high priority service. In order to analyze the performance of our mechanism we introduce the stochastic analysis of a discrete-time queueing systems for the performance evaluation of the Active Queue Management (AQM) based congestion control mechanism called Weighted Random Early Detection (WRED) using a two-state Markov-Modulated Bernoulli arrival process (MMBP-2) as the traffic source. A two-dimensional discrete-time Harkov chain is introduced to model the Active-WRED mechanism for two traffic classes (Guaranteed Service and Best Effort Service) where each dimension corresponds to a traffic class with its own parameters.

Hierarchical Power Management Architecture and Optimal Local Control Policy for Energy Efficient Networks

  • Wei, Yifei;Wang, Xiaojun;Fialho, Leonardo;Bruschi, Roberto;Ormond, Olga;Collier, Martin
    • Journal of Communications and Networks
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    • v.18 no.4
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    • pp.540-550
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    • 2016
  • Since energy efficiency has become a significant concern for network infrastructure, next-generation network devices are expected to have embedded advanced power management capabilities. However, how to effectively exploit the green capabilities is still a big challenge, especially given the high heterogeneity of devices and their internal architectures. In this paper, we introduce a hierarchical power management architecture (HPMA) which represents physical components whose power can be monitored and controlled at various levels of a device as entities. We use energy aware state (EAS) as the power management setting mode of each device entity. The power policy controller is capable of getting information on how many EASes of the entity are manageable inside a device, and setting a certain EAS configuration for the entity. We propose the optimal local control policy which aims to minimize the router power consumption while meeting the performance constraints. A first-order Markov chain is used to model the statistical features of the network traffic load. The dynamic EAS configuration problem is formulated as a Markov decision process and solved using a dynamic programming algorithm. In addition, we demonstrate a reference implementation of the HPMA and EAS concept in a NetFPGA frequency scaled router which has the ability of toggling among five operating frequency options and/or turning off unused Ethernet ports.

Markov-based time-varying risk assessment of the subway station considering mainshock and aftershock hazards

  • Wei Che;Pengfei Chang;Mingyi Sun
    • Earthquakes and Structures
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    • v.24 no.4
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    • pp.303-316
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    • 2023
  • Rapid post-earthquake damage estimation of subway stations is particularly necessary to improve short-term crisis management and safety measures of urban subway systems after a destructive earthquake. The conventional Performance-Based Earthquake Engineering (PBEE) framework with constant earthquake occurrence rate is invalid to estimate the aftershock risk because of the time-varying rate of aftershocks and the uncertainty of mainshock-damaged state before the occurrence of aftershocks. This study presents a time-varying probabilistic seismic risk assessment framework for underground structures considering mainshock and aftershock hazards. A discrete non-omogeneous Markov process is adopted to quantify the time-varying nature of aftershock hazard and the uncertainties of structural damage states following mainshock. The time-varying seismic risk of a typical rectangular frame subway station is assessed under mainshock-only (MS) hazard and mainshock-aftershock (MSAS) hazard. The results show that the probabilities of exceeding same limit states over the service life under MSAS hazard are larger than the values under MS hazard. For the same probability of exceedance, the higher response demands are found when aftershocks are considered. As the severity of damage state for the station structure increases, the difference of the probability of exceedance increases when aftershocks are considered. PSDR=1.0% is used as the collapse prevention performance criteria for the subway station is reasonable for both the MS hazard and MSAS hazard. However, if the effect of aftershock hazard is neglected, it can significantly underestimate the response demands and the uncertainties of potential damage states for the subway station over the service life.

Conditional Density based Statistical Prediction

  • J Rama Devi;K. Koteswara Rao;M Venkateswara Rao
    • International Journal of Computer Science & Network Security
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    • v.23 no.6
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    • pp.127-139
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    • 2023
  • Numerous genuine issues, for example, financial exchange expectation, climate determining and so forth has inalienable arbitrariness related with them. Receiving a probabilistic system for forecast can oblige this dubious connection among past and future. Commonly the interest is in the contingent likelihood thickness of the arbitrary variable included. One methodology for expectation is with time arrangement and auto relapse models. In this work, liner expectation technique and approach for computation of forecast coefficient are given and likelihood of blunder for various assessors is determined. The current methods all need in some regard assessing a boundary of some accepted arrangement. In this way, an elective methodology is proposed. The elective methodology is to gauge the restrictive thickness of the irregular variable included. The methodology proposed in this theory includes assessing the (discretized) restrictive thickness utilizing a Markovian definition when two arbitrary factors are genuinely needy, knowing the estimation of one of them allows us to improve gauge of the estimation of the other one. The restrictive thickness is assessed as the proportion of the two dimensional joint thickness to the one-dimensional thickness of irregular variable at whatever point the later is positive. Markov models are utilized in the issues of settling on an arrangement of choices and issue that have an innate transience that comprises of an interaction that unfurls on schedule on schedule. In the nonstop time Markov chain models the time stretches between two successive changes may likewise be a ceaseless irregular variable. The Markovian methodology is especially basic and quick for practically all classes of classes of issues requiring the assessment of contingent densities.

Assessment of Future Climate and Land Use Change on Hydrology and Stream Water Quality of Anseongcheon Watershed Using SWAT Model (II) (SWAT 모형을 이용한 미래 기후변화 및 토지이용 변화에 따른 안성천 유역 수문 - 수질 변화 분석 (II))

  • Lee, Yong Jun;An, So Ra;Kang, Boosik;Kim, Seong Joon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.6B
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    • pp.665-673
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    • 2008
  • This study is to assess the future potential climate and land use change impact on streamflow and stream water quality of the study watershed using the established model parameters (I). The CCCma (Canadian Centre for Climate Modelling and Analysis) CGCM2 (Canadian Global Coupled Model) based on IPCC SRES (Special Report Emission Scenarios) A2 and B2 scenarios were adopted for future climate condition, and the data were downscaled by Stochastic Spatio-Temporal Random Cascade Model technique. The future land use condition was predicted by using modified CA-Markov (Cellular Automata-Markov chain) technique with the past time series of Landsat satellite images. The model was applied for the future extreme precipitation cases of around 2030, 2060 and 2090. The predicted results showed that the runoff ratio increased 8% based on the 2005 precipitation (1160.1 mm) and runoff ratio (65%). Accordingly the Sediment, T-N and T-P also increased 120%, 16% and 10% respectively for the case of 50% precipitation increase. This research has the meaning in providing the methodological procedures for the evaluation of future potential climate and land use changes on watershed hydrology and stream water quality. This model result are expected to plan in advance for healthy and sustainable watershed management and countermeasures of climate change.