• Title/Summary/Keyword: Markov-chain

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A Discrete Time Queueing Model for Intersection Analysis (교차로 분석을 위한 불연속 대기행렬 모형 개발)

  • 하동익
    • Journal of Korean Society of Transportation
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    • v.12 no.4
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    • pp.89-97
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    • 1994
  • 신호화된 교차로의 운영비율을 측정하기 위해 현재 세계적으로 광범위하게 이용되 는 척도는 교차로 통과차량의 평균지체시간이다. 그간 교차로 분석을 위해 많은 대기행렬 모형이 발표되어 왔고 또 그중 일부가 현재 사용 중에 있는데 이들은 모두 steady-state를 가정한 해법이다. 그러나 steady-state 모형은 시간에 따른 대기행렬 길이의 변화를 고려하 지 못하므로 현실적인 분석에 한계가 있는 방법론이다. 그러므로 정당한 교차로 시간산출을 위해서는 time-dependent한 분석형의 개발이 요구된다. 본 연구에서는 discrete Markov chain을 이용하여 단순히 단위시간 동안의 도착율과 출발율로써 transition probabilities를 계산하는 새로운 대기행렬 모형을 개발하였다. 개발된 불연속 대기행렬 모형을 이용하여 교 차로 분석을 할 경우 기존의 교차로 지체모형과 비교하여 기대되는 개선효과는 다음과 같 다. 변화를 고려한 dynamic한 분석으로 현실적이고 정당한 예측을 할 수 있다. 신호자동에 의한 영향을 분석할 수 있다. 그리고 독립적교차로 뿐만 아니라 간선도로, 나아가서 network 분석을 할 수 있으며, 동시에 주어지 교통여건에 대해 신호자동화를 위한 최적값을 산출해 낸다.

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Bayesian Inference with Inequality Constraints (부등 제한 조건하에서의 베이지안 추론)

  • Oh, Man-Suk
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.909-922
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    • 2014
  • This paper reviews Bayesian inference with inequality constraints. It focuses on ⅰ) comparison of models with various inequality/equality constraints on parameters, ⅱ) multiple tests on equalities of parameters when parameters are under inequality constraints, ⅲ) multiple test on equalities of score parameters in models for contingency tables with ordinal categorical variables.

Transition-$\omega$CDM 모형을 이용한 SN Ia 자료 분석

  • Park, Jae-Hong
    • The Bulletin of The Korean Astronomical Society
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    • v.35 no.1
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    • pp.73.2-73.2
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    • 2010
  • 암흑에너지는 우주상수만으로 여러 우주론 관측 자료들을 잘 설명하고 있지만, 최근 SN Ia 자료가 축적됨에 따라 암흑에너지의 상태방정식 파라미터 $\omega$가 우주상수에서와 같이 -1인 상수인지, 시간에 따라 변하는지를 알아내기 위한 연구가 진행되고 있다. 본 연구에서는 $\omega$가 시간에 따라 갑자기 변하는(sudden jump) transition-$\omega$CDM 모형을 이용하여 SN Ia 자료를 Markov Chain Monte Carlo(MCMC) 방법을 통해 분석했다. Transition-$\omega$CDM 모형에서는 상수인 $\omega$의 값이 임의의 적색이동에서 변한다고 가정하였다. 분석에 사용된 SN Ia 데이터는 307개의 Union 자료와 90개의 CfA3 SN Ia가 추가된 Constitution 자료이며 개별적으로 분석됐다. 그 결과 transition 시기 전후 $\omega$ 값들의 확률밀도분포를 얻어내었고, 이를 통해 SN Ia의 특성을 조사하였다.

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Understanding reionization and cosmic dawn with galaxies and 21-cm

  • Park, Jaehong;Mesinger, Andrei;Greig, Bradley
    • The Bulletin of The Korean Astronomical Society
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    • v.43 no.1
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    • pp.38.3-38.3
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    • 2018
  • The properties of unseen high-redshift sources (and sinks) are encoded in the 3D structure of the cosmic 21-cm signal. Here I introduce a flexible parametrization for high-z galaxies' properties, including their star formation rates, ionizing escape fraction and their evolution with the mass of the host dark matter halos. With this parametrization, I self-consistently calculate the corresponding 21-cm signal during reionization and the cosmic dawn. Using a Monte Carlo Markov Chain sampler of 3D simulations, 21CMMC, I demonstrate how combining high-z luminosity functions with a mock 21-cm signal can break degeneracies, resulting in ~ percent level constraints on early universe astrophysics.

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Nonlinear Networked Control Systems with Random Nature using Neural Approach and Dynamic Bayesian Networks

  • Cho, Hyun-Cheol;Lee, Kwon-Soon
    • International Journal of Control, Automation, and Systems
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    • v.6 no.3
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    • pp.444-452
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    • 2008
  • We propose an intelligent predictive control approach for a nonlinear networked control system (NCS) with time-varying delay and random observation. The control is given by the sum of a nominal control and a corrective control. The nominal control is determined analytically using a linearized system model with fixed time delay. The corrective control is generated online by a neural network optimizer. A Markov chain (MC) dynamic Bayesian network (DBN) predicts the dynamics of the stochastic system online to allow predictive control design. We apply our proposed method to a satellite attitude control system and evaluate its control performance through computer simulation.

Reliability Evaluation of a Distribution System with wind Turbine Generators Based on the Switch-section Partitioning Method

  • Wu, Hongbin;Guo, Jinjin;Ding, Ming
    • Journal of Electrical Engineering and Technology
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    • v.11 no.3
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    • pp.575-584
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    • 2016
  • Considering the randomness and uncertainty of wind power, a reliability model of WTGs is established based on the combination of the Weibull distribution and the Markov chain. To analyze the failure mode quickly, we use the switch-section partitioning method. After defining the first-level load zone node, we can obtain the supply power sets of the first-level load zone nodes with each WTG. Based on the supply sets, we propose the dynamic division strategy of island operation. By adopting the fault analysis method with the attributes defined in the switch-section, we evaluate the reliability of the distribution network with WTGs using a sequential Monte Carlo simulation method. Finally, using the IEEE RBTS Bus6 test system, we demonstrate the efficacy of the proposed model and method by comparing different schemes to access the WTGs.

A Probabilistic Model for the Comparison of Various ATM Switching System (ATM교환 시스템의 성능 분석을 위한 확률 모형)

  • Kim, J.S.;Yoon, B.S.;Lie, C.H.
    • Journal of Korean Institute of Industrial Engineers
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    • v.19 no.1
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    • pp.47-59
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    • 1993
  • Recently, Broadband ISDN(B-ISDN) has received increased attention as a communication architecture which can support multimedia applications. Also, Asynchronous Transfer Mode(ATM) is considered as a promising technique to transfer and switch various kinds of media, such as telephone speech, data and motion video. Comparisons among a variety of ATM switching systems which have already been proposed will provide quite useful information for the new ATM switching system design. To facilitate the comparison, we introduce the design requirements and classification criteria for the ATM switch, and propose a performance analysis model for the Banyan network which is the basic switching fabric of most multi-stage ATM switching systems. The model is based on the standard discrete-time Markov chain analysis and can be conveniently used for extensive Banyan network analysis. The computational results are also presented.

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Economic Analysis for Detection of Out-of-Control of Process Using 2 of 2 Runs Rules (2중 2 런규칙을 사용한 공정이상 감지방법의 경제성 분석)

  • Kim, Young Bok;Hong, Jung Sik;Lie, Chang Hoon
    • Journal of Korean Institute of Industrial Engineers
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    • v.34 no.3
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    • pp.308-317
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    • 2008
  • This research investigates economic characteristics of 2 of 2 runs rules under the Shewhart $\bar{X}$ control chart scheme. A Markov chain approach is employed in order to calculate the in-control average run length (ARL) and the average length of analysis cycle. States of the process are defined according to the process conditions at sampling time and transition probabilities are derived from the state definitions. A steady state cost function is constructed based on the Lorezen and Vance(1986) model. Numerical examples show that 2 of 2 runs rules are economically superior to the Shewhart $\bar{X}$ chart in many cases.

The Land Cover Changes at the Small Watersheds Using the Multi-temporal Satelite Images (다시기 위성영상을 이용한 소유역의 토지피복변화 평가)

  • Kang, Moon-Seong;Park, Seung-Woo
    • Journal of Korean Society of Rural Planning
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    • v.6 no.2 s.12
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    • pp.50-58
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    • 2000
  • The purposes of the study were to detect and evaluate the historical land use and land cover changes on the Balan watersheds from three thematic mapper (TM) data, which were taken in 1985, 1993, and 1996. The supervised and unsupervised classification methods were adopted to classify five land cover categories: Paddy, upland, forest, residential, and water. The results indicated residential areas increased significantly during the past eleven years, Forest and paddy were converted to the urban areas. Future land cover patterns were forecasted using a Markov chain method, and the simulated land coiler change ratios presented.

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BAYESIAN MODEL AVERAGING FOR HETEROGENEOUS FRAILTY

  • Chang, Il-Sung;Lim, Jo-Han
    • Journal of the Korean Statistical Society
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    • v.36 no.1
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    • pp.129-148
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    • 2007
  • Frailty estimates from the proportional hazards frailty model often lead us to conjecture the heterogeneity in frailty such that the variance of the frailty varies over different covariate groups (e.g. male group versus female group). For such systematic heterogeneity in frailty, we consider a regression model for the variance components in the proportional hazards frailty model, denoted by the MLFM. However, in many cases, the observed data do not show any statistically significant preference between the homogeneous frailty model and the heterogeneous frailty model. In this paper, we propose a Bayesian model averaging procedure with the reversible jump Markov chain Monte Carlo which selects the appropriate model automatically. The resulting regression coefficient estimate ignores the model uncertainty from the frailty distribution in view of Bayesian model averaging (Hoeting et al., 1999). Finally, the proposed model and the estimation procedure are illustrated through the analysis of the kidney infection data in McGilchrist and Aisbett (1991) and a simulation study is implemented.