• Journal of Korean Institute of Industrial Engineers
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• v.33 no.2
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• pp.191-200
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• 2007

We propose the QoS (Quality of Service) assurance model for AMR (Adaptive MultiRate) voice users considering the capacity and service quality jointly in downlink WCDMA system. For this purpose, we introduce a new system performance measure and the number-based AMR mode allocation scheme. The proposed number-based AMR mode allocation can be operated only with the information of total number of ongoing users. Therefore, it can be more simply implemented than the existing power-based allocation. The proposed system performance measure considers the stochastic variations of AMR modes of ongoing users and can be analytically obtained using CTMC (Continuous Time Markov Chain) modeling. In order to validate the proposed analytical model, a discrete event-based simulation model is also developed. The performance measure obtained from the analytical model is in agreement with the simulation results and is expected to be useful for parameter optimization.

• Smart Structures and Systems
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• v.26 no.5
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• pp.667-680
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• 2020

This study aims at reporting a systematic procedure for evaluating the static and dynamic structural performance of steel bridges based on a short-period structural health monitoring measurement. Sungsu bridge located in Korea is considered as a case study presenting the most recent tests carried out to examine the bridge condition. Short-period measurements of Structural Health Monitoring (SHM) system were used during the bridge testing phase. A novel symmetry index is introduced using statistical analyses of deflection and strain measurements. Frequency Domain Decomposition (FDD) is implemented to the strain measurements to estimate the bridge mode shapes and damping ratios. Furthermore, Markov Chain Monte Carlo (MCMC) is also implemented to examine the reliability of bridge performance while ambient design trucks are in static or moving at different speeds. Strain, displacement and acceleration were measured at selected locations on the bridge. The results show that the symmetry index can be an efficient and useful measure in assessing the steel bridge performance. The results from the used method reveal that the performance of the Sungsu bridge is safe under operational conditions.

• Proceedings of the Korea Water Resources Association Conference
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• 2011.05a
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• pp.401-401
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• 2011

본 연구는 Bayesian MCMC(Markov Chain Monte Carlo)를 이용한 비정상성 빈도해석 모형에 외부기상인자를 결합하여 계절단위의 강수량을 예측하는데 목적을 두고 있으며, 그 중에서도 홍수 위험도와 관련하여 유용하게 이용될 수 있는 여름강수량을 예측 대상으로 하였다. 비정상성 빈도해석 모형을 기반으로 외부 기상인자에 의한 변동성을 고려하기 위해서는 대상 수문량을 한정할 필요가 있으며 극대치강수량과 연관성이 높은 장마전선, 태풍 등의 기상인자는 공간적 변동성 및 복합적인 특성들로 인해 예측인자를 구성하는 기상인자로 사용하기에는 무리가 있다. 따라서 본 연구에서는 계절단위의 수문량으로 여름강수량을 대상으로 하였으며, 이에 영향을 미치는 외부 기상인자로서 SST(sea surface temperature)와 OLR(outgoing longwave radiation)을 도입하였으며, 낙동강유역 여름강수량과의 공간 상관성이 높은 지역의 이전 겨울 SST와 6월 OLR을 예측인자로 활용한 7~9월 여름강수량 예측모형을 구성하였다. 모형의 검증은 결과를 알고 있는 2010년 여름 강수량을 대상으로 수행하였으며, 모형의 적용은 현재시점에서 관측된 2010년 겨울 SST와, 과거 관측 자료를 토대로 가정된 2011년 6월 OLR을 이용하여 2011년 여름 강수량을 예측하였다. 결과적으로 모형 매개변수들의 사후분포로부터 불확실성 구간을 포함한 예측결과를 구할 수 있었다.

• Proceedings of the Korean Information Science Society Conference
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• 2008.06c
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• pp.289-294
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• 2008

어떤 자연언어 문서가 전달하려는 의미는 그 텍스트의 성격에 따라 아주 명확할 수도(예: 뉴스 문서), 아주 불분명할 수도 있다(예: 시). 이 연구는 이러한 '의미의 명확성(semantic transparency)'을 정량적으로 측정할 수 있다고 가정하고, 이 의미의 명확성을 판단하는 데에 단어들의 연쇄(word association)의 확률통계적 성질들이 어떻게 기능하는지에 대해 논한다. 이를 위해 특정 단어가 연쇄체를 형성하면서 발생하는 neighboring frequency와 degeneracy를 중심으로 Markov chain Monte Carlo scheme을 적용하여 의미망('Semantic Hypernetwork')으로 학습시킨 후 문서의 구성 단어들과 그 집합들 간의 연결 상태를 파악하였다. 우리는 의미적으로 그 표상이 분명하게 나뉘는 문서들(뉴스와 시)을 대상으로 이 모델이 어떻게 이들의 의미적 명확성을 분류하는지 분석하였다. Neighboring frequency와 degeneracy, 이 두 속성이 언어구조에서의 의미망 기억과 학습 탐색 기제에 유의한 기질로서 제안될 수 있다. 본 연구의 주요 결과로 1) 텍스트의 의미론적 투명성을 구별하는 통계적 증거와, 2) 문서의 의미구조에 대한 새로운 기질 발견, 3) 기존의 문서의 카테고리 별 분류와는 다른 방식의 분류 방식 제안을 들 수 있다.

• Journal of Korean Society for Quality Management
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• v.44 no.4
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• pp.751-770
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• 2016

Purpose: Two-stage ${\bar{X}}$ chart is a useful tool for process control when a surrogate variable may be used together with a performance variable. This paper extends the two-stage ${\bar{X}}$ chart to a three stage version by decomposing the first stage into the preliminary stage and the main stage. Methods: The expected cost function is derived using Markov-chain approach. The optimal designs are found for numerical examples using a genetic algorithm combined with a pattern search algorithm and compared to those of the two-stage ${\bar{X}}$ chart. Sensitivity analysis is performed to see the parameter effects. Results: The proposed design outperforms the optimal design of the two-stage ${\bar{X}}$ chart in terms of the expected cost per unit time unless the correlation between the performance and surrogate variables is modest and the shift in process mean is smallish. Conclusion: Three-stage ${\bar{X}}$ chart may be a useful alternative to the two-stage ${\bar{X}}$ chart especially when the correlation between the performance and surrogate variables is relatively high and the shift in process mean is on the small side.

• Communications for Statistical Applications and Methods
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• v.23 no.2
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• pp.131-146
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• 2016

In research on behavioral studies, significant attention has been paid to the stage-sequential process for longitudinal data. Latent class profile analysis (LCPA) is an useful method to study sequential patterns of the behavioral development by the two-step identification process: identifying a small number of latent classes at each measurement occasion and two or more homogeneous subgroups in which individuals exhibit a similar sequence of latent class membership over time. Maximum likelihood (ML) estimates for LCPA are easily obtained by expectation-maximization (EM) algorithm, and Bayesian inference can be implemented via Markov chain Monte Carlo (MCMC). However, unusual properties in the likelihood of LCPA can cause difficulties in ML and Bayesian inference as well as estimation in small samples. This article describes and addresses erratic problems that involve conventional ML and Bayesian estimates for LCPA with small samples. We argue that these problems can be alleviated with a small amount of prior input. This study evaluates the performance of likelihood and MCMC-based estimates with the proposed prior in drawing inference over repeated sampling. Our simulation shows that estimates from the proposed methods perform better than those from the conventional ML and Bayesian method.

• Journal of Korean Society of Transportation
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• v.28 no.1
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• pp.125-134
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• 2010

It is occurred bus arrival time errors when a bus arrives at a bus stop because of a variety of traffic condition such as traffic signal cycle, the time to get on and off a bus, a bus-only lane and so on. In this paper, bus delay time which is occurred as the result of traffic condition was estimated with Markov Chain process and bus arrival time at each bus stop was predicted with it. As the result of the study, it is confirmed to improve accuracy than the method of bus arrival time prediction with existing method (weighed moving average method) in case predicting bus arrival time using 7 by 7 and 9 by 9 matrixes.

• Journal of Korean Society for Quality Management
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• v.35 no.3
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• pp.107-117
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• 2007

The fatigue has been considered the most failure mode of metal, ceramic, and composite materials. In this paper, numerical experiments to asses the usefulness of two Dixon's methods(small and large samples) and 14 S-N methods on assumptions of lognormal fatigue limit distribution under RFL(Random Fatigue Limit) model are conducted for staircase(or up-and-down) test and compared by MSE(Mean Squared Error) and bias for estimates of mean log-fatigue limit. Also, guidelines for staircase test plans to choose initial stress level and step size are recommended from numerical experiments including sensitivity analyses. In addition, the parametric bootstrap method to construct a confidence interval for the mean of log-fatigue limit by the percentile method using a transition probability matrix of Markov chain is presented and illustrated with an example.

• The Korean Journal of Applied Statistics
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• v.15 no.1
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• pp.73-84
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• 2002

Linear regression models with inequality constraints on the coefficients are frequently used in economic models due to sign or order constraints on the coefficients. In this paper, we propose a Bayesian approach to selecting significant explanatory variables in linear regression models with inequality constraints on the coefficients. Bayesian variable selection requires computation of posterior probability of each candidate model. We propose a method which computes all the necessary posterior model probabilities simultaneously. In specific, we obtain posterior samples form the most general model via Gibbs sampling algorithm (Gelfand and Smith, 1990) and compute the posterior probabilities by using the samples. A real example is given to illustrate the method.

• Proceedings of the Korean Statistical Society Conference
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• 2005.05a
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• pp.17-23
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• 2005

In this paper we consider the well-known semiparametric proportional hazards models for survival analysis. These models are usually used with few covariates and many observations (subjects). But, for a typical setting of gene expression data from DNA microarray, we need to consider the case where the number of covariates p exceeds the number of samples n. For a given vector of response values which are times to event (death or censored times) and p gene expressions(covariates), we address the issue of how to reduce the dimension by selecting the significant genes. This approach enables us to estimate the survival curve when n ${\ll}$p. In our approach, rather than fixing the number of selected genes, we will assign a prior distribution to this number. The approach creates additional flexibility by allowing the imposition of constraints, such as bounding the dimension via a prior, which in effect works as a penalty To implement our methodology, we use a Markov Chain Monte Carlo (MCMC) method. We demonstrate the use of the methodology to diffuse large B-cell lymphoma (DLBCL) complementary DNA (cDNA) data and Breast Carcinomas data.