• Title/Summary/Keyword: Two-State Markov Model

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Seismic Reliability Analysis of Offshore Wind Turbine with Twisted Tripod Support using Subset Simulation Method (부분집합 시뮬레이션 방법을 이용한 꼬인 삼각대 지지구조를 갖는 해상풍력발전기의 지진 신뢰성 해석)

  • Park, Kwang-Yeun;Park, Wonsuk
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.32 no.2
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    • pp.125-132
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    • 2019
  • This paper presents a seismic reliability analysis method for an offshore wind turbine with a twisted tripod support structure under earthquake loading. A three dimensional dynamic finite element model is proposed to consider the nonlinearity of the ground-pile interactions and the geometrical characteristics of the twisted tripod support structure where out-of-plane displacement occurs even under in-plane lateral loadings. For the evaluation of seismic reliability, the failure probability was calculated for the maximum horizontal displacement of the pile head, which is calculated from time history analysis using artificial earthquakes for the design return periods. The application of the subset simulation method using the Markov Chain Monte Carlo(MCMC) sampling is proposed for efficient reliability analysis considering the limit state equation evaluation by the nonlinear time history analysis. The proposed method can be applied to the reliability evaluation and design criteria development of the offshore wind turbine with twisted tripod support structure in which two dimensional models and static analysis can not produce accurate results.

Word Verification using Similar Word Information and State-Weights of HMM using Genetic Algorithmin (유사단어 정보와 유전자 알고리듬을 이용한 HMM의 상태하중값을 사용한 단어의 검증)

  • Kim, Gwang-Tae;Baek, Chang-Heum;Hong, Jae-Geun
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.38 no.1
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    • pp.97-103
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    • 2001
  • Hidden Markov Model (HMM) is the most widely used method in speech recognition. In general, HMM parameters are trained to have maximum likelihood (ML) for training data. Although the ML method has good performance, it dose not take account into discrimination to other words. To complement this problem, a word verification method by re-recognition of the recognized word and its similar word using the discriminative function of the two words. To find the similar word, the probability of other words to the HMM is calculated and the word showing the highest probability is selected as the similar word of the mode. To achieve discrimination to each word the weight to each state is appended to the HMM parameter. The weight is calculated by genetic algorithm. The verificator complemented discrimination of each word and reduced the error occurred by similar word. As a result of verification the total error is reduced by about 22%

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Downscaling Technique of Monthly GCM Using Daily Precipitation Generator (일 강수발생모형을 이용한 월 단위 GCM의 축소기법에 관한 연구)

  • Kyoung, Min Soo;Lee, Jung Ki;Kim, Hung Soo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.5B
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    • pp.441-452
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    • 2009
  • This paper describes the evaluation technique for climate change effect on daily precipitation frequency using daily precipitation generator that can use outputs of the climate model offered by IPCC DDC. Seoul station of KMA was selected as a study site. This study developed daily precipitation generation model based on two-state markov chain model which have transition probability, scale parameter, and shape parameter of Gamma-2 distribution. Each parameters were estimated from regression analysis between mentioned parameters and monthly total precipitation. Then the regression equations were applied for computing 4 parameters equal to monthly total precipitation downscaled by K-NN to generate daily precipitation considering climate change. A2 scenario of the BCM2 model was projected based on 20c3m(20th Century climate) scenario and difference of daily rainfall frequency was added to the observed rainfall frequency. Gumbel distribution function was used as a probability density function and parameters were estimated using probability weighted moments method for frequency analysis. As a result, there is a small decrease in 2020s and rainfall frequencies of 2050s, 2080s are little bit increased.

Genetic Contribution of Indigenous Yakutian Cattle to Two Hybrid Populations, Revealed by Microsatellite Variation

  • Li, M.H.;Nogovitsina, E.;Ivanova, Z.;Erhardt, G.;Vilkki, J.;Popov, R.;Ammosov, I.;Kiselyova, T.;Kantanen, J.
    • Asian-Australasian Journal of Animal Sciences
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    • v.18 no.5
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    • pp.613-619
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    • 2005
  • Indigenous Yakutian cattle' adaptation to the hardest subarctic conditions makes them a valuable genetic resource for cattle breeding in the Siberian area. Since early last century, crossbreeding between native Yakutian cattle and imported Simmental and Kholmogory breeds has been widely adopted. In this study, variations at 22 polymorphic microsatellite loci in 5 populations of Yakutian, Kholmogory, Simmental, Yakutian-Kholmogory and Yakutian-Simmental cattle were analysed to estimate the genetic contribution of Yakutian cattle to the two hybrid populations. Three statistical approaches were used: the weighted least-squares (WLS) method which considers all allele frequencies; a recently developed implementation of a Markov chain Monte Carlo (MCMC) method called likelihood-based estimation of admixture (LEA); and a model-based Bayesian admixture analysis method (STRUCTURE). At population-level admixture analyses, the estimate based on the LEA was consistent with that obtained by the WLS method. Both methods showed that the genetic contribution of the indigenous Yakutian cattle in Yakutian-Kholmogory was small (9.6% by the LEA and 14.2% by the WLS method). In the Yakutian-Simmental population, the genetic contribution of the indigenous Yakutian cattle was considerably higher (62.8% by the LEA and 56.9% by the WLS method). Individual-level admixture analyses using STRUCTURE proved to be more informative than the multidimensional scaling analysis (MDSA) based on individual-based genetic distances. Of the 9 Yakutian-Simmental animals studied, 8 showed admixed origin, whereas of the 14 studied Yakutian-Kholmogory animals only 2 showed Yakutian ancestry (>5%). The mean posterior distributions of individual admixture coefficient (q) varied greatly among the samples in both hybrid populations. This study revealed a minor existing contribution of the Yakutian cattle in the Yakutian-Kholmogory hybrid population, but in the Yakutian-Simmental hybrid population, a major genetic contribution of the Yakutian cattle was seen. The results reflect the different crossbreeding patterns used in the development of the two hybrid populations. Additionally, molecular evidence for differences among individual admixture proportions was seen in both hybrid populations, resulting from the stochastic process in crossing over generations.

Analysis on Recent Changes in the Covered Interest Rate Parity Condition (글로벌 금융위기 전후 무위험 이자율 평형조건의 동태성 변화 분석)

  • Kim, Jung Sung;Kang, Kyu Ho
    • KDI Journal of Economic Policy
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    • v.36 no.2
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    • pp.103-136
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    • 2014
  • The covered interest rate parity condition (CIRP) has been widely used in open macroeconomic analysis, risk management, exchange rate forecasts, and so forth. Due to the recent global financial crises, there have been remarkable changes in the financial markets of the emerging markets. These changes possibly influenced the dynamics of the covered interest rate parity condition. In this paper, we investigate whether the CIRP dynamics has changed, and what is the nature of the regime changes. To do this, we propose and estimate multiple-state Markov regime switching models using a Bayesian MCMC method. Our estimation results indicate that the default risk or the deviation from the CIRP has been decreased after the crisis. It seems to be associated with the more active interaction between the short-term bond market and the short-term foreign exchange market than before. The tightened relation of these two financial markets is caused by the arbitrage transaction of foreign investors.

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HMM-based Upper-body Gesture Recognition for Virtual Playing Ground Interface (가상 놀이 공간 인터페이스를 위한 HMM 기반 상반신 제스처 인식)

  • Park, Jae-Wan;Oh, Chi-Min;Lee, Chil-Woo
    • The Journal of the Korea Contents Association
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    • v.10 no.8
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    • pp.11-17
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    • 2010
  • In this paper, we propose HMM-based upper-body gesture. First, to recognize gesture of space, division about pose that is composing gesture once should be put priority. In order to divide poses which using interface, we used two IR cameras established on front side and side. So we can divide and acquire in front side pose and side pose about one pose in each IR camera. We divided the acquired IR pose image using SVM's non-linear RBF kernel function. If we use RBF kernel, we can divide misclassification between non-linear classification poses. Like this, sequences of divided poses is recognized by gesture using HMM's state transition matrix. The recognized gesture can apply to existent application to do mapping to OS Value.

Performance Analysis of Error Control Techniques Using Forward Error Correction in B-ISDN (B-ISDN에서 Forward Error Correction을 이용한 오류제어 기법의 성능분석)

  • 임효택
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.24 no.9A
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    • pp.1372-1382
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    • 1999
  • The major source of errors in high-speed networks such as Broadband ISDN(B-lSDN) is buffer overflow during congested conditions. These congestion errors are the dominant sources of errors in 1high-speed networks and result in cell losses. Conventional communication protocols use error detection and retransmission to deal with lost packets and transmission errors. However, these conventional ARQ(Automatic Repeat Request) methods are not suitable for the high-speed networks since the transmission delay due to retransmissions becomes significantly large. As an alternative, we have presented a method to recover consecutive cell losses using forward error correction(FEC) in ATM(Asynchronous Transfer Mode)networks to reduce the problem. The performance estimation based on the cell discard process model has showed our method can reduce the cell loss rate substantially. Also, the performance estimations in ATM networks by interleaving and IP multicast service are discussed.

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Speech Recognition in Noisy environment using Transition Constrained HMM (천이 제한 HMM을 이용한 잡음 환경에서의 음성 인식)

  • Kim, Weon-Goo;Shin, Won-Ho;Youn, Dae-Hee
    • The Journal of the Acoustical Society of Korea
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    • v.15 no.2
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    • pp.85-89
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    • 1996
  • In this paper, transition constrained Hidden Markov Model(HMM) in which the transition between states occur only within prescribed time slot is proposed and the performance is evaluated in the noisy environment. The transition constrained HMM can explicitly limit the state durations and accurately de scribe the temporal structure of speech signal simply and efficiently. The transition constrained HMM is not only superior to the conventional HMM but also require much less computation time. In order to evaluate the performance of the transition constrained HMM, speaker independent isolated word recognition experiments were conducted using semi-continuous HMM with the noisy speech for 20, 10, 0 dB SNR. Experiment results show that the proposed method is robust to the environmental noise. The 81.08% and 75.36% word recognition rates for conventional HMM was increased by 7.31% and 10.35%, respectively, by using transition constrained HMM when two kinds of noises are added with 10dB SNR.

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Bayesian ordinal probit semiparametric regression models: KNHANES 2016 data analysis of the relationship between smoking behavior and coffee intake (베이지안 순서형 프로빗 준모수 회귀 모형 : 국민건강영양조사 2016 자료를 통한 흡연양태와 커피섭취 간의 관계 분석)

  • Lee, Dasom;Lee, Eunji;Jo, Seogil;Choi, Taeryeon
    • The Korean Journal of Applied Statistics
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    • v.33 no.1
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    • pp.25-46
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    • 2020
  • This paper presents ordinal probit semiparametric regression models using Bayesian Spectral Analysis Regression (BSAR) method. Ordinal probit regression is a way of modeling ordinal responses - usually more than two categories - by connecting the probability of falling into each category explained by a combination of available covariates using a probit (an inverse function of normal cumulative distribution function) link. The Bayesian probit model facilitates posterior sampling by bringing a latent variable following normal distribution, therefore, the responses are categorized by the cut-off points according to values of latent variables. In this paper, we extend the latent variable approach to a semiparametric model for the Bayesian ordinal probit regression with nonparametric functions using a spectral representation of Gaussian processes based BSAR method. The latent variable is decomposed into a parametric component and a nonparametric component with or without a shape constraint for modeling ordinal responses and predicting outcomes more flexibly. We illustrate the proposed methods with simulation studies in comparison with existing methods and real data analysis applied to a Korean National Health and Nutrition Examination Survey (KNHANES) 2016 for investigating nonparametric relationship between smoking behavior and coffee intake.