• Journal of Communications and Networks
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• v.17 no.3
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• pp.265-266
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• 2015

In a recent paper [1], the authors investigated the maximum stable throughput region of a network composed of a rechargeable primary user and a secondary user plugged to a reliable power supply. The authors studied the cases of an infinite and a finite energy queue at the primary transmitter. However, the results of the finite case are incorrect. We show that under the proposed energy queue model (a decoupled M/D/1 queueing system with Bernoulli arrivals and the consumption of one energy packet per time slot), the energy queue capacity does not affect the stability region of the network.

• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.487-493
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• 2015

Time series data sometimes show violation of normal assumptions. For cases where the assumption of normality is untenable, more exible models can be adopted to accommodate heavy tails. The exponential power distribution (EPD) is considered as possible candidate for errors of time series model that may show violation of normal assumption. Besides, the use of exible models for errors like EPD might be able to conduct the robust analysis. In this paper, we especially consider EPD as the exible distribution for errors of autoregressive models. Also, we represent this distribution as scale mixture of uniform and this form enables efficient Bayesian estimation via Markov chain Monte Carlo (MCMC) methods.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2011.04a
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• pp.349-352
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• 2011

본 논문에서는 변동하중 하에서의 균열 성장 예측을 위하여 손상 모델과 주어진 데이터에 기반하여 균열 성장 모델의 변수를 확률분포로 추정한다. 이를 위해 베이지안 접근법을 활용하여 불확실 변수 결합 확률 분포식을 구축하고, Markov Chain Monte Carlo(MCMC)을 통해서 균열 성장 모델의 변수 샘플을 추출하였다. 여기서 추출된 샘플들을 균열 성장 모델에 적용, 균열 성장의 결과를 확률적인 분포로 예측하였다. 위와 같은 추정은 재료의 물성과 같은 변동성이 있는 변수를 모델에 적용하여, 결과값을 확률적인 분포로 예측하였다. 이것은 기존의 안전계수 개념보다 더욱 적절한 안전 기준을 제시 할 수 있다.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.29 no.1
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• pp.41-46
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• 2006

본 논문에서는 재시도와 완전입력 규칙을 갖는 BMAP/PH/N/0 대기시스템에 대한 주요 성능평가척도와 시스템의 정상상태 조건을 제시한다. 고려되는 시스템은 모든 서버가 서비스를 하고 있을 경우 도착이 이루어지는 배치도착은 모두 손실되며, 반대의 경우 도착하는 배치는 서비스를 받기 위해 시스템에 들어가게 된다. 만약 쉬고 있는 서버의 수가 불충분하여 배치의 일부가 즉각 서비스를 받을 수 없다면, 일단 오빗으로 이동하고 표준 재시도 대기 시스템의 규칙에 따라 후에 서비스를 받게 된다. 본 논문에서는 배치 마코프도착과정, 단계 서비스분포 및 유한버퍼를 갖는 다중서버 재시도 대기 시스템에 대한 수리모형을 제시한다. 제시된 시스템의 정상상태 분포 존재를 위한 충분조건을 유도하고, 이 분포를 계산하기 위한 알고리즘이 제시된다. 끝으로 완전입력규칙을 갖는 시스템에 대한 손실확률을 계산하기 위한 식이 유도하고, 수치 예제들을 제시한다.

• Proceedings of the Korean Society of Computer Information Conference
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• 2012.01a
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• pp.199-200
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• 2012

전 세계적으로 산불로 인한 산림 자원의 손실로 인한 피해는 막대하다. 산불로 인한 인명 및 재산 피해는 증가하는 추세이다. 또한 산불로 인한 산림 자원의 손실은 생태계에 회복되기 힘든 상처를 남긴다. 이런 산불을 분석하고 예방하기 위해 다양한 연구가 진행되고 있으나, 산불의 발생을 예측 할 수 있는 연구는 부족한 실정이다. 본 논문은 미래 예측 연구에 많이 사용되는 마코프 체인을 이용하여 산불을 예측 할 수 있는 산불 예측 모델링을 제안 하고 그 기대 효과에 대해 논의한다.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2002.05a
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• pp.767-771
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• 2002

This paper proposes a multivariate $T^2$ variable interval control chart with sampling at fixed times, where samples are taken at specified equally spared fixed time points, and additional samples are allowed between these fixed times when indicated by the preceding $T^2$ statistics. At fixed sampling tunes, the $T^2$ statistics are composed of all quality characteristics, and a part of qualify characteristics are selected to obtain $T^2$ statistics at additional sampling times. A Markov chain approach is used to evaluate the performance of the proposed chart.

• Journal of the Korean Operations Research and Management Science Society
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• v.39 no.2
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• pp.49-66
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• 2014

This paper studies optimal consumption and investment behaviors of an individual when risky asset returns and her income are affected by the business cycle. The investor considers the incomplete information risk of unobservable macroeconomic conditions and updates her belief of expected risky asset returns through Bayesian learning. We find that the optimal investment strategy, certainty equivalent wealth, and portfolio hedging demand significantly depend on the belief about the macroeconomic conditions.

• Journal of the Korea Society for Simulation
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• v.9 no.2
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• pp.75-87
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• 2000

In this paper, nonstationary multiple sampling plans are discussed which are difficult to solve by analytical method when there exists dependency between the sample data. The initial solution is found by the sequential sampling plan using the sequential probability ration test. The number of acceptance and rejection in each step of the multiple sampling plan are found by grouping the sequential sampling plan's solution initially. The optimal multiple sampling plans are found by simulation. Four search methods are developed U and the optimum sampling plans satisfying the Type I and Type ll error probabilities. The performance of the sampling plans is measured and their algorithms are also shown. To consider the nonstationary property of the dependent sampling plan, simulation method is used for finding the lot rejection and acceptance probability function. As a numerical example Markov chain model is inspected. Effects of the dependency factor and search methods are compared to analyze the sampling results by changing their parameters.

• ETRI Journal
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• v.34 no.2
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• pp.276-279
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• 2012

In this letter, a modified 802.11-based opportunistic spectrum access is proposed for single-channel cognitive radio networks where primary users operate on a slot-by-slot basis. In our opportunistic spectrum access, control frames are used to reduce the slot-boundary impact and achieve channel reservation to improve throughput of secondary users. An absorbing Markov chain model is used to analyze the throughput of secondary users. Simulation results show that the analysis accurately predicts the saturation throughput.

• Proceedings of the IEEK Conference
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• 2006.06a
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• pp.53-54
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• 2006

In this paper, we analytically evaluate packet delay and energy consumption of S-MAC protocol with a modified Markov chain model. Although some models, based on IEEE 802.11 MAC protocol, to analyze the S-MAC protocol in wireless sensor network (WSN) have been proposed, they fail to consider the differences in architecture between the S-MAC and the 802.11 MAC. Therefore, by reflecting the significant features in the S-MAC function, we model the operation of S-MAC protocol, and derive its packet delay and energy consumption in single-hop WSN. Numerical results show the delay and the dissipated energy at various duty cycle values according to offered load, where a practical mote is used.