• 응용통계연구
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• 제26권4호
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• pp.649-659
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• 2013

본 논문에서는 마르코프 연쇄로 모형을 이용하여 한국프로야구의 경기결과를 예측하고 분석하였다. 타자의 타격결과와 주자상태를 나타내는 확률과정을 구체적으로 정의하여 경기진행 상황을 동적으로 반영한 프로야구 경기를 마르코프 연쇄를 구성하여 실제 데이터를 바탕으로 주자 상태를 고려한 진루행렬과 각 선수별 타격 확률을 구하여 경기당 득점 분포와 타석에 서는 타자 수의 분포를 구하였다.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제6권2호
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• pp.664-682
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• 2012

To improve the accuracy and enhance the applicability of existing models, this paper proposes a generalized Markov chain model for IEEE 802.11 Distributed Coordination Function (DCF) under the widely adopted assumption of ideal transmission channel. The IEEE 802.11 DCF is modeled by a two dimensional Markov chain, which takes into account unsaturated traffic, backoff freezing, retry limits, the difference between maximum retransmission count and maximum backoff exponent, and limited buffer size based on the M/G/1/K queuing model. We show that existing models can be treated as special cases of the proposed generalized model. Furthermore, simulation results validate the accuracy of the proposed model.

• Journal of applied mathematics & informatics
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• 제37권5_6호
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• pp.469-480
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• 2019

A generalized tiling is defined as a generalization of the properties of tiling a region of ${\mathbb{Z}}^2$ with dominoes, and comprises tiling with rhombus and any other tilings that admits height functions which can be ordered into a distributive lattice. By using properties of the distributive lattice, we prove that the Markov chain consisting of moving from one height function to the next by a flip is fast mixing and the mixing time ${\tau}({\epsilon})$ is given by ${\tau}({\epsilon}){\leq}(kmn)^3(mn\;{\ln}\;k+{\ln}\;{\epsilon}^{-1})$, where mn is the area of the grid ${\Gamma}$ that is a k-regular polycell. This result generalizes the result of the authors (T-tetromino tiling Markov chain is fast mixing, Theor. Comp. Sci. (2018)) and improves on the mixing time obtained by using coupling arguments by N. Destainville and by M. Luby, D. Randall, A. Sinclair.

• 한국정보처리학회:학술대회논문집
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• 한국정보처리학회 2021년도 추계학술발표대회
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• pp.521-523
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• 2021

관광 분야에서 온라인 리뷰의 중요성이 커지고 있다. 온라인 리뷰의 텍스트 데이터는 파악이 어렵다. 이에 본 연구에서는 특정 관광지에 대한 온라인 리뷰 텍스트 데이터가 나타내는 전반적인 의견을 직관적으로 도출하는 방법에 대해 알아보고자, 토픽 모델링과 Markov Chain을 시행했다. '해운대'에 대한 온라인 리뷰를 수집한 후, LDA와 BTM을 활용하여 주제를 도출하고, Markov Chain을 시각화하여 키워드 간의 관계와 전체적인 평가 내용을 확인했다. 사용된 기법은 각자 특징적인 결과를 제시했기 때문에 다양한 기법을 상보적으로 이용하기를 제안하였다.

• Asian Journal of Atmospheric Environment
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• 제10권2호
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• pp.67-79
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• 2016

The forecasting of air pollution is an important and popular topic in environmental engineering. Due to health impacts caused by unacceptable particulate matter (PM) levels, it has become one of the greatest concerns in metropolitan cities like Karaj City in Iran. In this study, the concentration of $PM_{2.5}$ was predicted by applying a multilayer percepteron (MLP) neural network, a radial basis function (RBF) neural network and a Markov chain model. Two months of hourly data including temperature, NO, $NO_2$, $NO_x$, CO, $SO_2$ and $PM_{10}$ were used as inputs to the artificial neural networks. From 1,488 data, 1,300 of data was used to train the models and the rest of the data were applied to test the models. The results of using artificial neural networks indicated that the models performed well in predicting $PM_{2.5}$ concentrations. The application of a Markov chain described the probable occurrences of unhealthy hours. The MLP neural network with two hidden layers including 19 neurons in the first layer and 16 neurons in the second layer provided the best results. The coefficient of determination ($R^2$), Index of Agreement (IA) and Efficiency (E) between the observed and the predicted data using an MLP neural network were 0.92, 0.93 and 0.981, respectively. In the MLP neural network, the MBE was 0.0546 which indicates the adequacy of the model. In the RBF neural network, increasing the number of neurons to 1,488 caused the RMSE to decline from 7.88 to 0.00 and caused $R^2$ to reach 0.93. In the Markov chain model the absolute error was 0.014 which indicated an acceptable accuracy and precision. We concluded the probability of occurrence state duration and transition of $PM_{2.5}$ pollution is predictable using a Markov chain method.

• 지구물리와물리탐사
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• 제25권4호
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• pp.252-265
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• 2022

지하 매질의 물성 정보는 지층 구조의 정확한 영상화를 위해 필요하며, 예측된 매질 물성 자체도 지하 매질 특성에 대한 중요한 정보를 제공해줄 수 있기 때문에 다양한 종류의 지층 물성 도출 알고리듬들이 개발되고 적용되어왔다. 그 중 마르코프 연쇄 몬테 카를로를 이용한 확률론적인 접근 방법은 기존의 결정론적인 접근 방법과는 달리 지역 최소값 문제를 완화시킬 수 있으며 역산 결과의 불확실성을 정량화할 수 있다는 부분에서 장점을 가진다. 따라서 마르코프 연쇄 몬테 카를로를 이용한 지층 물성 역산 알고리듬이 다양한 지구 물리 자료의 역산에 적용되어 왔으나 그 사례는 결정론적 접근 방법에 비해 매우 적다. 본 논문에서는 여러 형태의 마르코프 연쇄 몬테 카를로 역산 알고리듬 중 가역 도약을 적용한 가역 도약 마르코프 연쇄 몬테 카를로 역산을 탄성파 자료 역산에 적용한 다양한 사례들을 소개하고 각각의 특성을 설명한다. 또한 가역 도역 마르코프 연쇄 몬테 카를로 역산의 장단점에 대해 분석하고 향후 해당 알고리듬의 연구 방향 및 국내의 활용성에 대해 논의한다.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2004년도 ICEIC The International Conference on Electronics Informations and Communications
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• pp.259-262
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• 2004

In most of the character recognition systems, the method of template matching or statistical method using hidden Markov model is used to extract and recognize feature shapes. In this paper, we used modified chain-code which has 8-directions but 4-codes, and made the chain-code of hand-written character, after that, converted it into transition chain-code by applying to HMM(Hidden Markov Model). The transition chain code by HMM is analyzed as signal flow graph by Mason's theory which is generally used to calculate forward gain at automatic control system. If the specific forward gain and feedback gain is properly set, the forward gain of transition chain-code using Mason's theory can be distinguished depending on each object for recognition. This data of the gain is reorganized as tree structure, hence making it possible to distinguish different hand-written characters. With this method, $91\%$ recognition rate was acquired.

• 제어로봇시스템학회논문지
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• 제20권11호
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• pp.1131-1135
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• 2014

This paper proposes the enhanced faulty node detection scheme with hybrid algorithm using Markov-chain model on BCH (Bose-Chaudhuri-Hocquenghem) code in naval distributed control networked systems. The probabilistic model-driven approach, on Markov-chain model, in this paper uses the faulty weighting interval factors, which are based on the BCH code. In this scheme, the master node examines each slave-nodes continuously using three defined states : Good, Warning, Bad-state. These states change using the probabilistic calculation method. This method can improve the performance of detecting the faulty state node more efficiently. Simulation results show that the proposed method can improve the accuracy in faulty node detection scheme for real-time naval distributed control networked systems.

• Communications for Statistical Applications and Methods
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• 제25권1호
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• pp.29-42
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• 2018

We combine the integer-valued GARCH(1, 1) model with a generalized regime-switching model to propose a dynamic count time series model. Our model adopts Markov-chains with time-varying dependent transition probabilities to model dynamic count time series called the generalized regime-switching integer-valued GARCH(1, 1) (GRS-INGARCH(1, 1)) models. We derive a recursive formula of the conditional probability of the regime in the Markov-chain given the past information, in terms of transition probabilities of the Markov-chain and the Poisson parameters of the INGARCH(1, 1) process. In addition, we also study the forecasting of the Poisson parameter as well as the cumulative impulse response function of the model, which is a measure for the persistence of volatility. A Monte-Carlo simulation is conducted to see the performances of volatility forecasting and behaviors of cumulative impulse response coefficients as well as conditional maximum likelihood estimation; consequently, a real data application is given.

• 한국정보통신학회논문지
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• 제26권2호
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• pp.317-320
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• 2022

This paper studies real-time error in the context of monitoring a symmetric binary information source over a delay system. To obtain the average real-time error, the delay system is modeled and analyzed as a discrete time Markov chain with a finite state space. Numerical analysis is performed on various system parameters such as state transition probabilities of information source, transmission times, and transmission frequencies. Given state transition probabilities and transmission times, we investigate the relationship between the transmission frequency and the average real-time error. The results can be used to investigate the relationship between real-time errors and age of information.