• Title/Summary/Keyword: Markov-chain

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A Call Admission Control Technique of Wireless Networks using Stochastic Petri Nets (추계적 페트리 네트를 이용한 무선망에서의 호 수락 제어 기법)

  • 노철우
    • The Journal of the Korea Contents Association
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    • v.3 no.4
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    • pp.55-62
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    • 2003
  • In this paper, a call admission contro(cac) technique is proposed to reduce the dropping probabilities of handoff calls in wireless networks while guaranteeing QoS to the users. The proposed technique is based on the estimated effective load for the target eel if a call is accepted. When the estimated effective load is higher than a predetermined threshold, a nu call is blocked and a handoff call is queued irrespective of the availability channels. The SRN, an extended Stochastic Petri Net, modes are constructed to compare the performance of the techniques. The SRN uses rewards concepts instead of the complicate numerical analysis required for the Markov chain modes. As a result, the SRN modeling techniques provide an easier way to carry out performance analysis for call admission control and channel allocation.

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Paradox in collective history-dependent Parrondo games (집단 과거 의존 파론도 게임의 역설)

  • Lee, Ji-Yeon
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.4
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    • pp.631-641
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    • 2011
  • We consider a history-dependent Parrondo game in which the winning probability of the present trial depends on the results of the last two trials in the past. When a fraction of an infinite number of players are allowed to choose between two fair Parrondo games at each turn, we compare the blind strategy such as a random sequence of choices with the short-range optimization strategy. In this paper, we show that the random sequence of choices yields a steady increase of average profit. However, if we choose the game that gives the higher expected profit at each turn, surprisingly we are not supposed to get a long-run positive profit for some parameter values.

Bayesian analysis of directional conditionally autoregressive models (방향성 공간적 조건부 자기회귀 모형의 베이즈 분석 방법)

  • Kyung, Minjung
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1133-1146
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    • 2016
  • Counts or averages over arbitrary regions are often analyzed using conditionally autoregressive (CAR) models. The spatial neighborhoods within CAR model are generally formed using only the inter-distance or boundaries between the sub-regions. Kyung and Ghosh (2009) proposed a new class of models to accommodate spatial variations that may depend on directions, using different weights given to neighbors in different directions. The proposed model, directional conditionally autoregressive (DCAR) model, generalized the usual CAR model by accounting for spatial anisotropy. Bayesian inference method is discussed based on efficient Markov chain Monte Carlo (MCMC) sampling of the posterior distributions of the parameters. The method is illustrated using a data set of median property prices across Greater Glasgow, Scotland, in 2008.

A CAC Scheme for Voice/Data DS-CDMA Systems with Prioritized Services

  • Insoo Koo;Kim, Eunchan;Kim, Kiseon
    • Proceedings of the IEEK Conference
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    • 2000.07a
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    • pp.92-96
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    • 2000
  • In this paper, we propose a call admission control(CAC) scheme fer the mixed voice/data DS-CDMA systems and analyze the Er-lang capacity under the proposed CAC scheme. Voice and data traffics require different system resources based oil their Quality of Service(QoS) requirements. In the proposed CAC scheme, some system resources are reserved exclusively for handoff calls to have high priority Over new calls. Additionally the queueing of both new and handoff data traffics that are not sensitive to delay is allowed. Ar a performance measure for the suggested CAC scheme. Erlang capacity is utilized. For the performance analysis, a four-dimensional Markov chain model is developed. Erlang capacity of a practical IS-95B type system depicts, and optimum values of system parameters such as the number of reservation channels and queue lengths are found with respect to Erlang capacity. Finally, it is observed that Erlang capacity is improved more than two times by properly selecting the system parameters with the proposed CAC scheme.

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Modeling and Performance Analysis of Distance-Based Registration Considering Implicit Registration (묵시적 위치등록을 고려한 거리기준 위치등록의 모형화 및 성능 분석)

  • Lee, Tae-Han;Suh, Jae-Joon;Moon, Yu-Ri;Baek, Jang-Hyun
    • IE interfaces
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    • v.23 no.4
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    • pp.357-364
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    • 2010
  • In this study, we consider performance analysis of distance-based registration (DBR). DBR causes a mobile station (MS) to register its location when the distance between the current base station (BS) and the BS in which it last registered exceeds a distance threshold D. In general, DBR has some advantages over the other registration schemes but has a tendency to causes an MS to register more frequently than zone-based registration (ZBR) that is adopted in most of mobile communication systems. The DBR with implicit registration (DBIR) was proposed to improve the performance of DBR. In this study, we point out some problems of the previous analytical model based on continuous time Markov chain and analyze exact performance of the DBIR. We show that the DBIR always outperforms the DBR by using our exact analytical model.

Analysis of a Queueing Model with Combined Control of Arrival and Token Rates (패킷 도착률과 토큰 생성률의 통합 관리를 적용한 대기모형의 분석)

  • Choi, Doo-Il;Kim, Tae-Sung
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.35 no.6B
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    • pp.895-900
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    • 2010
  • As the diverse telecommunication services have been developed, network designers need to prevent congestion which may be caused by properties of timecorrelation and burstiness, and unpredictable statistical fluctuation of traffic streams. This paper considers the leaky bucket scheme with combined control of arrival and token rates, in which the arrival rate and the token generation interval are controlled according to the queue length. By using the embedded Markov chain and the supplementary variable methods, we obtain the queue length distribution as well as the loss probability and the mean waiting time.

Bayesian reliability estimation of bivariate Marshal-Olkin exponential stress-strength model

  • Chandra, N.;Pandey, M.
    • International Journal of Reliability and Applications
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    • v.13 no.1
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    • pp.37-47
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    • 2012
  • In this article we attempted reliability analysis of a component under the stress-strength pattern with both classical as well as Bayesian techniques. The main focus is made to develop the theory for dealing the reliability problems in various circumstances for bivariate environmental set up in context of Bayesian paradigm. A stress-strength based model describes the life of a component which has strength (Y) and is subjected to stress(X). We develop the Bayes and moment estimators of reliability of a component for each of the three possible conditions, under the assumption that the two stresses (i.e. $X_1$ and $X_2$) on a component are dependent and follow a Bivariate exponential (BVE) of Marshall-Olkin distribution, the strength of a component (Y) following exponential distribution is independent of the stresses. The simulation study is performed with Markov Chain Monte Carlo technique via Gibbs sampler to obtain the estimates of Bayes estimators of reliability, are compared with moment estimators of reliabilities on the basis of absolute biases.

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Application of Particle Swarm Optimization to the Reliability Centered Maintenance Method for Transmission Systems

  • Heo, Jae-Haeng;Lyu, Jae-Kun;Kim, Mun-Kyeom;Park, Jong-Keun
    • Journal of Electrical Engineering and Technology
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    • v.7 no.6
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    • pp.814-823
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    • 2012
  • Electric power transmission utilities make an effort to maximize profit by reducing their electricity supply and operation costs while maintaining their reliability. The development of maintenance strategies for aged components is one of the more effective ways to achieve this goal. The reliability centered approach is a key method in providing optimal maintenance strategies. It considers the tradeoffs between the upfront maintenance costs and the potential costs incurred by reliability losses. This paper discusses the application of the Particle Swarm Optimization (PSO) technique used to find the optimal maintenance strategy for a transmission component in order to achieve the minimum total expected cost composed of Generation Cost (GC), Maintenance Cost (MC), Repair Cost (RC) and Outage Cost (OC). Three components of a transmission system are considered: overhead lines, underground cables and insulators are considered. In regards to aged and aging component, a component state model that uses a modified Markov chain is proposed. A simulation has been performed on an IEEE 9-bus system. The results from this simulation are quite encouraging, and then the proposed approach will be useful in practical maintenance scheduling.

Performance Analysis of Soft Handoff Region Ratio in CDMA System Considering System Capacity and Traffic Load (CDMA망에서 시스템 용량과 트래픽 부하의 변화를 반영한 핸드오프 영역 비율에 대한 성능분석)

  • Jung, Sung-Hwan;Hong, Jung-Wan;Lee, Sang-Cheon;Lie, Chang-Hoon
    • IE interfaces
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    • v.20 no.2
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    • pp.216-226
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    • 2007
  • In code-division multiple-access (CDMA) systems with soft handoff, mobile station (MS) within soft handoff region can use multiple radio channels and receive their signals from multiple base stations (BSs) simultaneously. In this paper, the effects of soft handoff region ratio (SHRR) on reverse link of a CDMA cellular system are analytically investigated. In order to analyze the network performance and quality of service (QoS) perceived by users more realistically, both the soft capacity increasing factor and the traffic load variation affected by SHRR are jointly considered and a two-dimensional continuous time Markov chain (CTMC) model is built. In the numerical example, it is observed that the optimal guard channel exists according the variations of the traffic load and propagation conditions when the proper value of SHRR is determined.

A nonparametric Bayesian seemingly unrelated regression model (비모수 베이지안 겉보기 무관 회귀모형)

  • Jo, Seongil;Seok, Inhae;Choi, Taeryon
    • The Korean Journal of Applied Statistics
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    • v.29 no.4
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    • pp.627-641
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    • 2016
  • In this paper, we consider a seemingly unrelated regression (SUR) model and propose a nonparametric Bayesian approach to SUR with a Dirichlet process mixture of normals for modeling an unknown error distribution. Posterior distributions are derived based on the proposed model, and the posterior inference is performed via Markov chain Monte Carlo methods based on the collapsed Gibbs sampler of a Dirichlet process mixture model. We present a simulation study to assess the performance of the model. We also apply the model to precipitation data over South Korea.