• Title/Summary/Keyword: markov chain

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Auxiliary domain method for solving multi-objective dynamic reliability problems for nonlinear structures

  • Katafygiotis, Lambros;Moan, Torgeir;Cheungt, Sai Hung
    • Structural Engineering and Mechanics
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    • v.25 no.3
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    • pp.347-363
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    • 2007
  • A novel methodology, referred to as Auxiliary Domain Method (ADM), allowing for a very efficient solution of nonlinear reliability problems is presented. The target nonlinear failure domain is first populated by samples generated with the help of a Markov Chain. Based on these samples an auxiliary failure domain (AFD), corresponding to an auxiliary reliability problem, is introduced. The criteria for selecting the AFD are discussed. The emphasis in this paper is on the selection of the auxiliary linear failure domain in the case where the original nonlinear reliability problem involves multiple objectives rather than a single objective. Each reliability objective is assumed to correspond to a particular response quantity not exceeding a corresponding threshold. Once the AFD has been specified the method proceeds with a modified subset simulation procedure where the first step involves the direct simulation of samples in the AFD, rather than standard Monte Carlo simulation as required in standard subset simulation. While the method is applicable to general nonlinear reliability problems herein the focus is on the calculation of the probability of failure of nonlinear dynamical systems subjected to Gaussian random excitations. The method is demonstrated through such a numerical example involving two reliability objectives and a very large number of random variables. It is found that ADM is very efficient and offers drastic improvements over standard subset simulation, especially when one deals with low probability failure events.

Modeling and Performance Analysis of Communication Channels for Multimedia System (멀티미디어 시스템의 통신 채널 모델링 및 성능분석)

  • Bang Suk-Yoon;Ro Cheul-Woo
    • The Journal of the Korea Contents Association
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    • v.5 no.1
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    • pp.147-155
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    • 2005
  • In this paper, communication channels for the transmission of multimedia packets are modeled and evaluated. The multimedia packet traffic characterized by on-off and MMPP process for voice and data, respectively, dynamic channel allocation, queueing of data packets due to unavailability of channels and dropping of queued data packets over timeout, and guard channel for voice packets are modeled. The performance indices adopted in the evaluation of SRN model includes blocking and dropping probabilities. The SRN uses rewards concepts instead of the complicate numerical analysis required for the Markov chain. It is shown that our SRN modeling techniques provide an easier way to carry out performance analysis.

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Exploring the Usage of the DEMATEL Method to Analyze the Causal Relations Between the Factors Facilitating Organizational Learning and Knowledge Creation in the Ministry of Education

  • Park, Sun Hyung;Kim, Il Soo;Lim, Seong Bum
    • International Journal of Contents
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    • v.12 no.4
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    • pp.31-44
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    • 2016
  • Knowledge creation and management are regarded as critical success factors for an organization's survival in the knowledge era. As a process of knowledge acquisition and sharing, organizational learning mechanisms (OLMs) guide the learning function of organizations represented by its different learning activities. We examined a variety of learning processes that constitute OLMs. In this study, we aimed to capture the process and framework of OLMs and knowledge sharing and acquisition. Factors facilitating OLMs were investigated at three levels: individual, group, and organizational. The concept of an OLM has received some attention in the field of organizational learning, however, the relationship among the factors generating OLMs has not been empirically tested. As part of the ongoing discussion, we attempted a systemic approach for OLMs. OLMs can be represented by factors that are inherent to the organization's system; therefore, prior to empirically testing the OLM generating factor(s), evaluation of its organizational integration is required to determine effective treatment of each factor. Thus, we developed a framework to manage knowledge and proposed a method to numerically evaluate factors influencing the OLMs. Specifically, composite importance (CI) of the Decision-Making Trial and Evaluation Laboratory (DEMATEL) method was applied to explore the interaction effect of these factors based on systemic approach. The augmented matrix thus generated is expected to serve as a stochastic matrix of an absorbing Markov chain.

Adaptive MCMC-Based Particle Filter for Real-Time Multi-Face Tracking on Mobile Platforms

  • Na, In Seop;Le, Ha;Kim, Soo Hyung
    • International Journal of Contents
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    • v.10 no.3
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    • pp.17-25
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    • 2014
  • In this paper, we describe an adaptive Markov chain Monte Carlo-based particle filter that effectively addresses real-time multi-face tracking on mobile platforms. Because traditional approaches based on a particle filter require an enormous number of particles, the processing time is high. This is a serious issue, especially on low performance devices such as mobile phones. To resolve this problem, we developed a tracker that includes a more sophisticated likelihood model to reduce the number of particles and maintain the identity of the tracked faces. In our proposed tracker, the number of particles is adjusted during the sampling process using an adaptive sampling scheme. The adaptive sampling scheme is designed based on the average acceptance ratio of sampled particles of each face. Moreover, a likelihood model based on color information is combined with corner features to improve the accuracy of the sample measurement. The proposed tracker applied on various videos confirmed a significant decrease in processing time compared to traditional approaches.

Optimization for Inventory Level of Spare Parts Considering System Availability (시스템 가용도를 고려한 수리부품의 재고수준 최적화)

  • Kim, Heung-Seob;Kim, Pansoo
    • Korean Management Science Review
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    • v.31 no.2
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    • pp.1-13
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    • 2014
  • In almost all of the organizations, the cost for acquiring and maintaining the inventory takes a considerable portion of the management budget, and thus a certain constraint is set upon the budget itself. The previous studies on inventory control for each item that aimed to improve the fill rate, backorder, and the expenditure on inventory are fitting for the commercially-operated SCM, but show some discrepancies when they are applied to the spare parts for repairing disabled systems. Therefore, many studies on systematic approach concept considering spare parts of various kinds simultaneously have been conducted to achieve effective performance for the inventory control at a lower cost, and primarily, METRIC series models can be named. However, the past studies were limited when dealing with the probability distributions for representing the situation on demand and transportation of the parts, with the (S-1, S) inventory control policy, and so on. To address these shortcomings, the Continuous Time Markov Chain (CTMC) model, which considers the phase-type distributions and the (s, Q) inventory control policies to best describe the real-world situations inclusively, is presented in this study. Additionally, by considering the cost versus the system availability, the optimization of the inventory level, based on this model, is also covered.

A Method for Improving Network Energy Harvesting Rate using User's Information Feedback Algorithm (사용자 정보 피드백 알고리즘을 이용한 네트워크 에너지 하베스팅 효율 향상 기법)

  • Jung, Jun Hee;Hwang, Yu Min;Song, Yu Chan;Kim, Jin Young
    • Journal of Satellite, Information and Communications
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    • v.10 no.2
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    • pp.10-13
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    • 2015
  • This paper proposed a novel user's information feedback algorithm for improving network energy harvesting rate. The proposed algorithm is focused on determining energy harvesting users comparing increasing ratio of the amount of harvesting energy versus emitted energy and network threshold ${\alpha}$, which is critical harvesting parameter. Using this method, we can increase the rate of network energy harvesting preventing emitted energy from wasting inefficiently. The result of experiment in this paper shows that user's information feedback algorithm makes network energy harvesting rate more efficiently when it uses threshold ${\alpha}=15%$ to determine energy harvesting users.

Online Character Recognition Technique Using PCA (PCA를 이용한 온라인 문자인식 기법)

  • Yoo Jae-Man;Kim Woo-Saeng;Han Jeong-Hoon
    • Journal of Korea Multimedia Society
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    • v.9 no.4
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    • pp.414-420
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    • 2006
  • Online character recognition techniques have been applied in many new fields of PDA, Tablet PC etc. But the recognition techniques can not use such high technologies naturally yet. Hidden Markov Model (HMM) that is much used recently requires high memory space and complex computational tasks because of comparing the input data with entire standard patterns. In this paper we propose a method to recognize the online characters more efficiently. At first we create chain-codes of learning data and recognition data in preprocessing phase, and then we compress dimensions of data using Principal Component Analysis (PCA) and recognize a character compressed data in recognition phrase. Validity of proposed method .is verified. by experiment results.

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Genetic Variability and Population Structure of Pacific Abalone Haliotis discus hannai Sampled from Stocked Areas Using Microsatellite DNA Markers (종묘방류 해역에서 채집 된 참전복의 microsatellte marker에 의한 유전 다양성 및 집단 구조)

  • Jeong, Dal-Sang;Park, Chul-Ji;Jeon, Chang-Young
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.41 no.6
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    • pp.466-470
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    • 2008
  • Microsatellite DNA markers were used to investigate the genetic diversity and population structure of Pacific abalone Haliotis discus hannai collected from six locations (Uljin, Ulsan, Daechon, Taean, Wando, and Yosu) where hatchery-produced abalone have been released intensively. There was no distinguishable difference in the observed and expected heterozygosities between the six populations and a cultured population. However, there was a difference in the number of alleles per locus: 12.8 for the cultured population and 13.8 to 15.8 for the six populations. The proportion of stocked abalone ranged from 41.1 to 92.7% for wild-caught populations with a decreasing tendency of alleles per locus for an increasing proportion of stocked abalone. A departure from Hardy-Weinberg equilibrium (HWE) assessed using the Markov chain procedure (P<0.05) was observed in the six populations and cultured population at loci Hdh145 and Hdh5l2. The pairwise Fst test (P<0.05) showed a significant difference between the Uljin and Ulsan populations and four remaining populations (Wando, Daechon, Yosu, and the cultured population), among which the Wando population differed less than the other three populations (Daechon, Yosu, and the cultured population).

Throughput Analysis of ASO-TDMA in Multi-hop Maritime Communication Network (다중-홉 선박 통신 네트워크를 위한 애드혹 자율 구성 TDMA 방식의 수율 성능 분석)

  • Cho, Kumin;Yun, Changho;Kang, Chung G.
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37B no.9
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    • pp.741-749
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    • 2012
  • Ad Hoc Self-Organizing TDMA (ASO-TDMA) has been proposed as a specification to support the multi-hop data communication service for ships over VHF band. It allows for organizing a multi-hop ad-hoc network in a distributed manner by sharing the radio resources among the ships navigating along the route. In this paper, Markov chain analysis is given to provide the average throughput performance for ASO-TDMA protocol Furthermore, the analytical results are verified with computer simulation, which shows that there exists the optimal transmission rate to maximize the average throughput as the subframe size and the number of ships are varying in each hop region.

Event date model: a robust Bayesian tool for chronology building

  • Philippe, Lanos;Anne, Philippe
    • Communications for Statistical Applications and Methods
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    • v.25 no.2
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    • pp.131-157
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    • 2018
  • We propose a robust event date model to estimate the date of a target event by a combination of individual dates obtained from archaeological artifacts assumed to be contemporaneous. These dates are affected by errors of different types: laboratory and calibration curve errors, irreducible errors related to contaminations, and taphonomic disturbances, hence the possible presence of outliers. Modeling based on a hierarchical Bayesian statistical approach provides a simple way to automatically penalize outlying data without having to remove them from the dataset. Prior information on individual irreducible errors is introduced using a uniform shrinkage density with minimal assumptions about Bayesian parameters. We show that the event date model is more robust than models implemented in BCal or OxCal, although it generally yields less precise credibility intervals. The model is extended in the case of stratigraphic sequences that involve several events with temporal order constraints (relative dating), or with duration, hiatus constraints. Calculations are based on Markov chain Monte Carlo (MCMC) numerical techniques and can be performed using ChronoModel software which is freeware, open source and cross-platform. Features of the software are presented in Vibet et al. (ChronoModel v1.5 user's manual, 2016). We finally compare our prior on event dates implemented in the ChronoModel with the prior in BCal and OxCal which involves supplementary parameters defined as boundaries to phases or sequences.