• Title/Summary/Keyword: Markov-chain

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A study of improved ways of the predicted probability to criminal types (범죄유형별 범죄발생 예측확률을 높일 수 있는 방법에 관한 연구)

  • Chung, Young-Suk;Kim, Jin-Mook;Park, Koo-Rack
    • Journal of the Korea Society of Computer and Information
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    • v.17 no.4
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    • pp.163-172
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    • 2012
  • Modern society, various great strength crimes are producing. After all crimes happen, it is most important that prevent crime beforehand than that cope. So, many research studied to prevent various crime. However, existing method of studies are to analyze and prevent by society and psychological factors. Therefore we wishes to achieve research to forecast crime by time using Markov chain method. We embody modelling for crime occurrence estimate by crime type time using crime occurrence number of item data that is collected about 5 great strength offender strength, murder, rape, moderation, violence. And examined propriety of crime occurrence estimate modelling by time that propose in treatise that compare crime occurrence type crime occurrence estimate price and actuality occurrence value. Our proposed crime occurrence estimate techniques studied to apply maximum value by critcal value about great strength crime such as strength, murder, rape etc. actually, and heighten crime occurrence estimate probability by using way to apply mean value about remainder crime in this paper. So, we wish to more study about wide crime case and as the crime occurrence estimate rate and actuality value by time are different in crime type hereafter applied examples investigating.

Development of a Stochastic Precipitation Generation Model for Generating Multi-site Daily Precipitation (다지점 일강수 모의를 위한 추계학적 강수모의모형의 구축)

  • Jeong, Dae-Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.5B
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    • pp.397-408
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    • 2009
  • In this study, a stochastic precipitation generation framework for simultaneous simulation of daily precipitation at multiple sites is presented. The precipitation occurrence at individual sites is generated using hybrid-order Markov chain model which allows higher-order dependence for dry sequences. The precipitation amounts are reproduced using Anscombe residuals and gamma distributions. Multisite spatial correlations in the precipitation occurrence and amount series are represented with spatially correlated random numbers. The proposed model is applied for a network of 17 locations in the middle of Korean peninsular. Evaluation statistics are reported by generating 50 realizations of the precipitation of length equal to the observed record. The analysis of results show that the model reproduces wet day number, wet and dry day spell, and mean and standard deviation of wet day amount fairly well. However, mean values of 50 realizations of generated precipitation series yield around 23% Root Mean Square Errors (RMSE) of the average value of observed maximum numbers of consecutive wet and dry days and 17% RMSE of the average value of observed annual maximum precipitations for return periods of 100 and 200 years. The provided model also reproduces spatial correlations in observed precipitation occurrence and amount series accurately.

Embedded Software Reliability Modeling with COTS Hardware Components (COTS 하드웨어 컴포넌트 기반 임베디드 소프트웨어 신뢰성 모델링)

  • Gu, Tae-Wan;Baik, Jong-Moon
    • Journal of KIISE:Software and Applications
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    • v.36 no.8
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    • pp.607-615
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    • 2009
  • There has recently been a trend that IT industry is united with traditional industries such as military, aviation, automobile, and medical industry. Therefore, embedded software which controls hardware of the system should guarantee the high reliability, availability, and maintainability. To guarantee these properties, there are many attempts to develop the embedded software based on COTS (Commercial Off The Shelf) hardware components. However, it can cause additional faults due to software/hardware interactions beside general software faults in this methodology. We called the faults, Linkage Fault. These faults have high severity that makes overall system shutdown although their occurrence frequency is extremely low. In this paper, we propose a new software reliability model which considers those linkage faults in embedded software development with COTS hardware components. We use the Bayesian Analysis and Markov Chain Monte-Cairo method to validate the model. In addition, we analyze real linkage fault data to support the results of the theoretical model.

Non-Simultaneous Sampling Deactivation during the Parameter Approximation of a Topic Model

  • Jeong, Young-Seob;Jin, Sou-Young;Choi, Ho-Jin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.7 no.1
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    • pp.81-98
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    • 2013
  • Since Probabilistic Latent Semantic Analysis (PLSA) and Latent Dirichlet Allocation (LDA) were introduced, many revised or extended topic models have appeared. Due to the intractable likelihood of these models, training any topic model requires to use some approximation algorithm such as variational approximation, Laplace approximation, or Markov chain Monte Carlo (MCMC). Although these approximation algorithms perform well, training a topic model is still computationally expensive given the large amount of data it requires. In this paper, we propose a new method, called non-simultaneous sampling deactivation, for efficient approximation of parameters in a topic model. While each random variable is normally sampled or obtained by a single predefined burn-in period in the traditional approximation algorithms, our new method is based on the observation that the random variable nodes in one topic model have all different periods of convergence. During the iterative approximation process, the proposed method allows each random variable node to be terminated or deactivated when it is converged. Therefore, compared to the traditional approximation ways in which usually every node is deactivated concurrently, the proposed method achieves the inference efficiency in terms of time and memory. We do not propose a new approximation algorithm, but a new process applicable to the existing approximation algorithms. Through experiments, we show the time and memory efficiency of the method, and discuss about the tradeoff between the efficiency of the approximation process and the parameter consistency.

The Impact of Anthropogenic Land Cover Change on Degradation of Grade in Ecology and Nature Map (생태자연도 등급 하락에 영향을 미치는 인위적 토지피복 변화 분석)

  • Choi, Chul-Hyun;Lim, Chi-Hong;Lee, Sung-Je;Seo, Hyun-Jin
    • Journal of the Korean Society of Environmental Restoration Technology
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    • v.22 no.6
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    • pp.77-87
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    • 2019
  • The first grade zones in Ecology and Nature Map are important regions for the conservation of the ecosystem, but it would be degraded by various anthropogenic factors. This study analyzes the relationship between potential land cover change and degradation of the first grade zones using land cover transition probability. As a result, it was shown that most of the first grade zones with degraded were converted from forest to urban(5.1%), cropland(27.2%), barren(11.0%) and grass(27.5%) in Gangwon and forest to urban(18.0%), cropland(15.3%), grass(28.4%), barren(12.3%) in Gyeonggi. The result of the logistic regression analysis showed that the probability of degradation of first grade zone was higher in area where was expected the higher probability of urban, cropland, barren, grass transition. The barren transition probability was the most influential and grass was the next highest. There were regional differences in the probability of urban transition and cropland transition, and the urban transition probability was more influential in Gyeonggi-do. This is because development pressure such as housing site development is high in Gyeonggi-do. Due to the limitations of the Act on Mountain Districts Management, even in the first grade zones, the grade may be degraded. Therefore, if Ecology and Nature Map are used to prevent deforestation or conversion of mountainous districts, it may contribute to the preservation of the ecosystem.

Stock investment with a redistribution model of the history-dependent Parrondo game (과거의존 파론도 게임의 재분배 모형을 이용한 주식 투자)

  • Jin, Geonjoo;Lee, Jiyeon
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.4
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    • pp.781-790
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    • 2015
  • The Parrondo paradox is the counter-intuitive phenomenon: when we combine two losing games we can win the game or when we combine two winning games we can lose the game. In this paper, we assume that an investor adopts the rule of the history-dependent Parrondo game for investment in the stock market. Using the KRX (Korea Exchange) data from 2012 to 2014, we found the Parrondo paradox in the stock trading: the redistribution of profits among accounts can turn the decrease of the expected cumulative profit into the increase of the expected cumulative profit. We also found that the opposite case, namely the reverse Parrondo effect, can happen in the stock trading.

Identifying Copy Number Variants under Selection in Geographically Structured Populations Based on F-statistics

  • Song, Hae-Hiang;Hu, Hae-Jin;Seok, In-Hae;Chung, Yeun-Jun
    • Genomics & Informatics
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    • v.10 no.2
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    • pp.81-87
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    • 2012
  • Large-scale copy number variants (CNVs) in the human provide the raw material for delineating population differences, as natural selection may have affected at least some of the CNVs thus far discovered. Although the examination of relatively large numbers of specific ethnic groups has recently started in regard to inter-ethnic group differences in CNVs, identifying and understanding particular instances of natural selection have not been performed. The traditional $F_{ST}$ measure, obtained from differences in allele frequencies between populations, has been used to identify CNVs loci subject to geographically varying selection. Here, we review advances and the application of multinomial-Dirichlet likelihood methods of inference for identifying genome regions that have been subject to natural selection with the $F_{ST}$ estimates. The contents of presentation are not new; however, this review clarifies how the application of the methods to CNV data, which remains largely unexplored, is possible. A hierarchical Bayesian method, which is implemented via Markov Chain Monte Carlo, estimates locus-specific $F_{ST}$ and can identify outlying CNVs loci with large values of FST. By applying this Bayesian method to the publicly available CNV data, we identified the CNV loci that show signals of natural selection, which may elucidate the genetic basis of human disease and diversity.

Joint analysis of binary and continuous data using skewed logit model in developmental toxicity studies (발달 독성학에서 비대칭 로짓 모형을 사용한 이진수 자료와 연속형 자료에 대한 결합분석)

  • Kim, Yeong-hwa;Hwang, Beom Seuk
    • The Korean Journal of Applied Statistics
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    • v.33 no.2
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    • pp.123-136
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    • 2020
  • It is common to encounter correlated multiple outcomes measured on the same subject in various research fields. In developmental toxicity studies, presence of malformed pups and fetal weight are measured on the pregnant dams exposed to different levels of a toxic substance. Joint analysis of such two outcomes can result in more efficient inferences than separate models for each outcome. Most methods for joint modeling assume a normal distribution as random effects. However, in developmental toxicity studies, the response distributions may change irregularly in location and shape as the level of toxic substance changes, which may not be captured by a normal random effects model. Motivated by applications in developmental toxicity studies, we propose a Bayesian joint model for binary and continuous outcomes. In our model, we incorporate a skewed logit model for the binary outcome to allow the response distributions to have flexibly in both symmetric and asymmetric shapes on the toxic levels. We apply our proposed method to data from a developmental toxicity study of diethylhexyl phthalate.

A Synthetic Exponentially Weighted Moving-average Chart for High-yield Processes

  • Kusukawa, Etsuko;Kotani, Takayuki;Ohta, Hiroshi
    • Industrial Engineering and Management Systems
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    • v.7 no.2
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    • pp.101-112
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    • 2008
  • As charts to monitor the process fraction defectives, P, in the high-yield processes, Mishima et al. (2002) discussed a synthetic chart, the Synthetic CS chart, which integrates the CS (Confirmation Sample)$_{CCC(\text{Cumulative Count of Conforming})-r}$ chart and the CCC-r chart. The Synthetic CS chart is designed to monitor quality characteristics in real-time. Recently, Kotani et al. (2005) presented the EWMA (Exponentially Weighted Moving-Average)$_{CCC-r}$ chart, which considers combining the quality characteristics monitored in the past with one monitored in real-time. In this paper, we present an alternative chart that is more superior to the $EWMA_{CCC-r}$ chart. It is an integration of the $EWMA_{CCC-r}$ chart and the CCC-r chart. In using the proposed chart, the quality characteristic is initially judged as either the in-control state or the out-of-control state, using the lower and upper control limits of the $EWMA_{CCC-r}$ chart. If the process is not judged as the in-control state by the $EWMA_{CCC-r}$ chart, the process is successively judged, using the $EWMA_{CCC-r}$ chart. We compare the ANOS (Average Number of Observations to Signal) of the proposed chart with those of the $EWMA_{CCC-r}$ chart and the Synthetic CS chart. From the numerical experiments, with the small size of inspection items, the proposed chart is the most sensitive to detect especially the small shifts in P among other charts.

Secure MAP Discovery Schemes in Hierarchical MIPv6 (계층적 Mobile IPv6에서의 안전한 MAP 검색 기법)

  • Choi, Jong-Hyoun;Mun, Young-Song
    • Journal of KIISE:Information Networking
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    • v.34 no.1
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    • pp.41-47
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    • 2007
  • The Hierarchical Mobile IPv6 (HMIPv6) has been proposed to accommodate frequent mobility of the Mobile Node and to reduce the signaling load. A Mobility Anchor Point is a router located in a network visited by the Mobile Node. The Mobile Node uses the Mobile Anchor Point as a local Home Agent. The absence of any protections between Mobile Node and Mobile Anchor Point may lead to malicious Mobile Nodes impersonating other legitimate ones or impersonating a Mobile Anchor Point. In this paper, we propose a mechanism of the secure Mobile Anther Point discovery in HMIPv6. The performance analysis and the numerical results presented in this paper show that our proposal has superior performance to other methods.