• Title/Summary/Keyword: markov chain

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A Sparse Data Preprocessing Using Support Vector Regression (Support Vector Regression을 이용한 희소 데이터의 전처리)

  • Jun, Sung-Hae;Park, Jung-Eun;Oh, Kyung-Whan
    • Journal of the Korean Institute of Intelligent Systems
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    • v.14 no.6
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    • pp.789-792
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    • 2004
  • In various fields as web mining, bioinformatics, statistical data analysis, and so forth, very diversely missing values are found. These values make training data to be sparse. Largely, the missing values are replaced by predicted values using mean and mode. We can used the advanced missing value imputation methods as conditional mean, tree method, and Markov Chain Monte Carlo algorithm. But general imputation models have the property that their predictive accuracy is decreased according to increase the ratio of missing in training data. Moreover the number of available imputations is limited by increasing missing ratio. To settle this problem, we proposed statistical learning theory to preprocess for missing values. Our statistical learning theory is the support vector regression by Vapnik. The proposed method can be applied to sparsely training data. We verified the performance of our model using the data sets from UCI machine learning repository.

Survival Prognostic Factors of Male Breast Cancer in Southern Iran: a LASSO-Cox Regression Approach

  • Shahraki, Hadi Raeisi;Salehi, Alireza;Zare, Najaf
    • Asian Pacific Journal of Cancer Prevention
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    • v.16 no.15
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    • pp.6773-6777
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    • 2015
  • We used to LASSO-Cox method for determining prognostic factors of male breast cancer survival and showed the superiority of this method compared to Cox proportional hazard model in low sample size setting. In order to identify and estimate exactly the relative hazard of the most important factors effective for the survival duration of male breast cancer, the LASSO-Cox method has been used. Our data includes the information of male breast cancer patients in Fars province, south of Iran, from 1989 to 2008. Cox proportional hazard and LASSO-Cox models were fitted for 20 classified variables. To reduce the impact of missing data, the multiple imputation method was used 20 times through the Markov chain Mont Carlo method and the results were combined with Rubin's rules. In 50 patients, the age at diagnosis was 59.6 (SD=12.8) years with a minimum of 34 and maximum of 84 years and the mean of survival time was 62 months. Three, 5 and 10 year survival were 92%, 77% and 26%, respectively. Using the LASSO-Cox method led to eliminating 8 low effect variables and also decreased the standard error by 2.5 to 7 times. The relative efficiency of LASSO-Cox method compared with the Cox proportional hazard method was calculated as 22.39. The19 years follow of male breast cancer patients show that the age, having a history of alcohol use, nipple discharge, laterality, histological grade and duration of symptoms were the most important variables that have played an effective role in the patient's survival. In such situations, estimating the coefficients by LASSO-Cox method will be more efficient than the Cox's proportional hazard method.

A New Bootstrap Simulation Method for Intermittent Demand Forecasting (간헐적 수요예측을 위한 부트스트랩 시뮬레이션 방법론 개발)

  • Park, Jinsoo;Kim, Yun Bae;Lee, Ha Neul;Jung, Gisun
    • Journal of the Korea Society for Simulation
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    • v.23 no.3
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    • pp.19-25
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    • 2014
  • Demand forecasting is the basis of management activities including marketing strategy. Especially, the demand of a part is remarkably important in supply chain management (SCM). In the fields of various industries, the part demand usually has the intermittent characteristic. The intermittent characteristic implies a phenomenon that there frequently occurs zero demands. In the intermittent demands, non-zero demands have large variance and their appearances also have stochastic nature. Accordingly, in the intermittent demand forecasting, it is inappropriate to apply the traditional time series models and/or cause-effect methods such as linear regression; they cannot describe the behaviors of intermittent demand. Markov bootstrap method was developed to forecast the intermittent demand. It assumes that first-order autocorrelation and independence of lead time demands. To release the assumption of independent lead time demands, this paper proposes a modified bootstrap method. The method produces the pseudo data having the characteristics of historical data approximately. A numerical example for real data will be provided as a case study.

A Receiver-Driven Loss Recovery Mechanism for Video Dissemination over Information-Centric VANET

  • Han, Longzhe;Bao, Xuecai;Wang, Wenfeng;Feng, Xiangsheng;Liu, Zuhan;Tan, Wenqun
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.7
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    • pp.3465-3479
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    • 2017
  • Information-Centric Vehicular Ad Hoc Network (IC-VANET) is a promising network architecture for the future intelligent transport system. Video streaming applications over IC-VANET not only enrich infotainment services, but also provide the drivers and pedestrians real-time visual information to make proper decisions. However, due to the characteristics of wireless link and frequent change of the network topology, the packet loss seriously affects the quality of video streaming applications. In this paper, we propose a REceiver-Driven loss reCOvery Mechanism (REDCOM) to enhance video dissemination over IC-VANET. A Markov chain based estimation model is introduced to capture the real-time network condition. Based on the estimation result, the proposed REDCOM recovers the lost packets by requesting additional forward error correction packets. The REDCOM follows the receiver-driven model of IC-VANET and does not require the infrastructure support to efficiently overcome packet losses. Experimental results demonstrate that the proposed REDCOM improves video quality under various network conditions.

Bayesian Approaches to Zero Inflated Poisson Model (영 과잉 포아송 모형에 대한 베이지안 방법 연구)

  • Lee, Ji-Ho;Choi, Tae-Ryon;Wo, Yoon-Sung
    • The Korean Journal of Applied Statistics
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    • v.24 no.4
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    • pp.677-693
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    • 2011
  • In this paper, we consider Bayesian approaches to zero inflated Poisson model, one of the popular models to analyze zero inflated count data. To generate posterior samples, we deal with a Markov Chain Monte Carlo method using a Gibbs sampler and an exact sampling method using an Inverse Bayes Formula(IBF). Posterior sampling algorithms using two methods are compared, and a convergence checking for a Gibbs sampler is discussed, in particular using posterior samples from IBF sampling. Based on these sampling methods, a real data analysis is performed for Trajan data (Marin et al., 1993) and our results are compared with existing Trajan data analysis. We also discuss model selection issues for Trajan data between the Poisson model and zero inflated Poisson model using various criteria. In addition, we complement the previous work by Rodrigues (2003) via further data analysis using a hierarchical Bayesian model.

Bayesian Method for Modeling Male Breast Cancer Survival Data

  • Khan, Hafiz Mohammad Rafiqullah;Saxena, Anshul;Rana, Sagar;Ahmed, Nasar Uddin
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.2
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    • pp.663-669
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    • 2014
  • Background: With recent progress in health science administration, a huge amount of data has been collected from thousands of subjects. Statistical and computational techniques are very necessary to understand such data and to make valid scientific conclusions. The purpose of this paper was to develop a statistical probability model and to predict future survival times for male breast cancer patients who were diagnosed in the USA during 1973-2009. Materials and Methods: A random sample of 500 male patients was selected from the Surveillance Epidemiology and End Results (SEER) database. The survival times for the male patients were used to derive the statistical probability model. To measure the goodness of fit tests, the model building criterions: Akaike Information Criteria (AIC), Bayesian Information Criteria (BIC), and Deviance Information Criteria (DIC) were employed. A novel Bayesian method was used to derive the posterior density function for the parameters and the predictive inference for future survival times from the exponentiated Weibull model, assuming that the observed breast cancer survival data follow such type of model. The Markov chain Monte Carlo method was used to determine the inference for the parameters. Results: The summary results of certain demographic and socio-economic variables are reported. It was found that the exponentiated Weibull model fits the male survival data. Statistical inferences of the posterior parameters are presented. Mean predictive survival times, 95% predictive intervals, predictive skewness and kurtosis were obtained. Conclusions: The findings will hopefully be useful in treatment planning, healthcare resource allocation, and may motivate future research on breast cancer related survival issues.

Performance Analysis using Markov chain in WiBro (WiBro에서 마코프 체인을 이용한 성능분석)

  • Park, Won-Gil;Kim, Hyoung-Jin
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.11 no.1
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    • pp.190-197
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    • 2010
  • The ACR (Access Control Router) of WiBro processes location registration of the Correspondent Node and Home Agent as the Correspondent Node moves between ACRs. Therefore, the location update cost is low compared with MIPv6. However, all packets which are sent and received are sent through the ACR, so as the number of mobile nodes that are managed by the ACR increases, the cost of packet delivery also increases. Therefore, the communication state of the ACR domain remains smooth when the ACR which manages the mobile node in the ACR domain has good performance. However, network delays occur unless the ACR performs well, so the role of the ACR is important. In this paper, we analysis performance of the ACR for efficient realization of the WiBro standard. By using the Deny Probability and the Total Profit of ACR performance and apply it to the Random Walk Mobility model as the mobility model.

Performance Analysis of Adaptive RS Coverage Extension Scheme for the MMR systems (MMR 시스템을 위한 적응적인 RS 커버리지 확장 기법의 성능 분석)

  • Kim, Seung-Yeon;Kim, Se-Jin;Lee, Hyong-Woo;Ryu, Seung-Wan;Cho, Choong-Ho
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.35 no.4B
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    • pp.584-591
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    • 2010
  • In this paper, we propose an adaptive Relay Station (RS) coverage extension scheme for the Mobile Multi-hop Relay (MMR) systems. The MMR system with a non-transparent mode RS can be used to extend BS coverage using the remaining capacity of the Base Station(BS). Thus, the call blocking may occur in RSs when calls arrive very often in Multi-hop Relay Base Station (MR-BS). In the proposed scheme, RSs can be connected to the neighbor MMR system as the 2ndtier RSs if the neighbor MMR system services low traffic load when calls are frequently arrived in MR-BS or RSs. By doing so, the MMR system can accept a new call without call blocking. Through numerical results, we demonstrate that the proposed scheme outperforms the conventional MMR system in terms of the throughput and call blocking probability of MMR systems.

Bayesian inference on multivariate asymmetric jump-diffusion models (다변량 비대칭 라플라스 점프확산 모형의 베이지안 추론)

  • Lee, Youngeun;Park, Taeyoung
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.99-112
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    • 2016
  • Asymmetric jump-diffusion models are effectively used to model the dynamic behavior of asset prices with abrupt asymmetric upward and downward changes. However, the estimation of their extension to the multivariate asymmetric jump-diffusion model has been hampered by the analytically intractable likelihood function. This article confronts the problem using a data augmentation method and proposes a new Bayesian method for a multivariate asymmetric Laplace jump-diffusion model. Unlike the previous models, the proposed model is rich enough to incorporate all possible correlated jumps as well as mention individual and common jumps. The proposed model and methodology are illustrated with a simulation study and applied to daily returns for the KOSPI, S&P500, and Nikkei225 indices data from January 2005 to September 2015.

Energy-efficient Buffer-aided Optimal Relay Selection Scheme with Power Adaptation and Inter-relay Interference Cancellation

  • Xu, Xiaorong;Li, Liang;Yao, Yingbiao;Jiang, Xianyang;Hu, Sanqing
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.11
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    • pp.5343-5364
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    • 2016
  • Considering the tradeoff between energy consumption and outage behavior in buffer-aided relay selection, a novel energy-efficient buffer-aided optimal relay selection scheme with power adaptation and Inter-Relay Interference (IRI) cancellation is proposed. In the proposed scheme, energy consumption minimization is the objective with the consideration of relay buffer state, outage probability and relay power control, in order to eliminate IRI. The proposed scheme selects a pair of optimal relays from multiple candidate relays, denoted as optimal receive relay and optimal transmit relay respectively. Source-relay and relay-destination communications can be performed within a time-slot, which performs as Full-Duplex (FD) relaying. Markov chain model is applied to analyze the evolution of relay buffer states. System steady state outage probability and achievable diversity order are derived respectively. In addition, packet transmission delay and power reduction performance are investigated with a specific analysis. Numerical results show that the proposed scheme outperforms other relay selection schemes in terms of outage behavior with power adaptation and IRI cancellation in the same relay number and buffer size scenario. Compared with Buffer State relay selection method, the proposed scheme reduces transmission delay significantly with the same amount of relays. Average transmit power reduction can be implemented to relays with the increasing of relay number and buffer size, which realizes the tradeoff between energy-efficiency, outage behavior and delay performance in green cooperative communications.