• The Korean Journal of Applied Statistics
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• v.21 no.6
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• pp.997-1006
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• 2008

This paper proposes a new model by combining an infinite-server queueing model for multi-task processing software system with a perfect debugging model based on Markov process with two types of faults suggested by Lee et al. (2001). We apply this model for module and integration testing in the testing process. Also, we compute several measure, such as the expected number of tasks whose processes can be completed and the task completion probability are investigated under the proposed model.

• 한국데이터정보과학회:학술대회논문집
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• 2006.11a
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• pp.71-80
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• 2006

A nonparametric Bayesian multiple comparisons problem (MCP) for dependence parameters in I bivariate exponential populations is studied here. A simple method for pairwise comparisons of these parameters is also suggested. Here we extend the methodology studied by Gopalan and Berry (1998) using Dirichlet process priors. The family of Dirichlet process priors is applied in the form of baseline prior and likelihood combination to provide the comparisons. Computation of the posterior probabilities of all possible hypotheses are carried out through Markov Chain Monte Carlo method, namely, Gibbs sampling, due to the intractability of analytic evaluation. The whole process of MCP for the dependent parameters of bivariate exponential populations is illustrated through a numerical example.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.28 no.5C
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• pp.506-513
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• 2003

Most existing space-time coding (STC) schemes have been developed for flat fading channels. To obtain antenna diversity gain, they rely on channel state information (CSI) required at the receiver through channel estimation techniques. This paper proposes a new decision feedback decoding scheme for Alamouti-based space-time block coding (STBC) transmission over time-selective fading channels. In wireless channels, time-selective fading effects arise mainly due to Doppler shift and carrier frequency offset, Modelling the time-selective fading channels as the first-order Gauss-Markov processes, we use recursive algorithms such as Kalman filtering, LMS and RLS algorithms for channel tracking. The proposed scheme consists of the symbol decoding stage and channel tracking algorithms. Computer simulations confirm that the proposed scheme shows the better performance and robustness to time-selectivity.

• Communications for Statistical Applications and Methods
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• v.23 no.6
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• pp.445-466
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• 2016

Nonparametric Bayesian methods have seen rapid and sustained growth over the past 25 years. We present a gentle introduction to the methods, motivating the methods through the twin perspectives of consistency and false consistency. We then step through the various constructions of the Dirichlet process, outline a number of the basic properties of this process and move on to the mixture of Dirichlet processes model, including a quick discussion of the computational methods used to fit the model. We touch on the main philosophies for nonparametric Bayesian data analysis and then reanalyze a famous data set. The reanalysis illustrates the concept of admissibility through a novel perturbation of the problem and data, showing the benefit of shrinkage estimation and the much greater benefit of nonparametric Bayesian modelling. We conclude with a too-brief survey of fancier nonparametric Bayesian methods.

• Journal of the Korean Institute of Intelligent Systems
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• v.26 no.3
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• pp.202-207
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• 2016

Checkpoint placement is an effective fault tolerance technique against transient faults in which the task is re-executed from the latest checkpoint when a fault is detected. In this paper, we propose a new checkpoint placement strategy separating data saving and fault detection processes that are performed together in conventional checkpoints. Several fault detection processes are performed in one checkpoint interval in order to decrease the latency between the occurrence and detection of faults. We address the placement method of fault detection processes to maximize the probability of successful execution of a task within the given deadline. We develop the Markov chain model for a real-time task having the proposed checkpoints, and derive the optimal fault detection and checkpoint interval.

• Structural Engineering and Mechanics
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• v.37 no.4
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• pp.427-442
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• 2011

In fatigue life design of mechanical components, uncertainties arising from materials and manufacturing processes should be taken into account for ensuring reliability. A common practice is to apply a safety factor in conjunction with a physics model for evaluating the lifecycle, which most likely relies on the designer's experience. Due to conservative design, predictions are often in disagreement with field observations, which makes it difficult to schedule maintenance. In this paper, the Bayesian technique, which incorporates the field failure data into prior knowledge, is used to obtain a more dependable prediction of fatigue life. The effects of prior knowledge, noise in data, and bias in measurements on the distribution of fatigue life are discussed in detail. By assuming a distribution type of fatigue life, its parameters are identified first, followed by estimating the distribution of fatigue life, which represents the degree of belief of the fatigue life conditional to the observed data. As more data are provided, the values will be updated to reduce the credible interval. The results can be used in various needs such as a risk analysis, reliability based design optimization, maintenance scheduling, or validation of reliability analysis codes. In order to obtain the posterior distribution, the Markov Chain Monte Carlo technique is employed, which is a modern statistical computational method which effectively draws the samples of the given distribution. Field data of turbine components are exploited to illustrate our approach, which counts as a regular inspection of the number of failed blades in a turbine disk.

• Journal of the Korea Convergence Society
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• v.5 no.1
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• pp.9-15
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• 2014

Traffic accidents are caused by a variety of factors. Among the factors that cause traffic accidents are weather conditions at the time. There is a difference in the percentage of deaths according to traffic accidents, due to the weather conditions. In order to reduce the number of deaths due to traffic accidents, to predict the incidence of traffic accidents that occur in response to weather conditions is required. In this paper, it propose a model to predict the incidence of traffic accidents caused by weather conditions. Predictive modeling was applied to the theory of Markov processes. By applying the actual data for the proposed model, to predict the incidence of traffic accidents, it was compared with the number of occurrences in practice. In this paper, it is to support the development of traffic accident policy with the change of weather.

• Journal of the Society of Naval Architects of Korea
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• v.38 no.4
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• pp.30-38
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• 2001

The current is considered in the conventional manoeuvering equation. This equation is represented as the nonlinear state and measurement equations in which external forces and the direction and the velocity of current are augmented as that variables. The external forces are modeled as the third-order Gauss-Markov processes and the direction and the velocity of current are assumed to be constant. The augmented state variables are estimated with extended Kalman-Bucy filter and the fixed-interval smoother. While Hwang estimated motion state variables, hydrodynamic coefficients and the current variables simultaneously by using extended Kalman filter, external forces of surge, sway and yaw and the direction and the velocity of current are the only parameters to be estimated in the estimation-before-modeling method. The current variables are satisfactorily estimated in simulation process where the measurement noise is present.

• Journal of the Economic Geographical Society of Korea
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• v.22 no.3
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• pp.351-365
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• 2019

This study aims to predict the changes in population distribution in Korea by considering spatio-temporal characteristics of major migration reasons. For the purpose, we analyze the spatio-temporal characteristics of each major migration reason(such as job, family, housing, and education) and estimate the transition probability, respectively. By appling Markov chain model processes with the ChapmanKolmogorov equation based on the transition probability, we predict the changes in the population distribution for the next six years. As the results, we found that there were differences of population changes by regions, while there were geographic movements into metropolitan areas and cities in general. The methodologies and the results presented in this study can be utilized for the provision of customized planning policies. In the long run, it can be used as a basis for planning and enforcing regionally tailored policies that strengthen inflow factors and improve outflow factors based on the trends of population inflow and outflow by region by movement factors as well as identify the patterns of population inflow and outflow in each region and predict future population volatility.

• Industrial Engineering and Management Systems
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• v.7 no.2
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• pp.101-112
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• 2008

As charts to monitor the process fraction defectives, P, in the high-yield processes, Mishima et al. (2002) discussed a synthetic chart, the Synthetic CS chart, which integrates the CS (Confirmation Sample)$_{CCC(\text{Cumulative Count of Conforming})-r}$ chart and the CCC-r chart. The Synthetic CS chart is designed to monitor quality characteristics in real-time. Recently, Kotani et al. (2005) presented the EWMA (Exponentially Weighted Moving-Average)$_{CCC-r}$ chart, which considers combining the quality characteristics monitored in the past with one monitored in real-time. In this paper, we present an alternative chart that is more superior to the $EWMA_{CCC-r}$ chart. It is an integration of the $EWMA_{CCC-r}$ chart and the CCC-r chart. In using the proposed chart, the quality characteristic is initially judged as either the in-control state or the out-of-control state, using the lower and upper control limits of the $EWMA_{CCC-r}$ chart. If the process is not judged as the in-control state by the $EWMA_{CCC-r}$ chart, the process is successively judged, using the $EWMA_{CCC-r}$ chart. We compare the ANOS (Average Number of Observations to Signal) of the proposed chart with those of the $EWMA_{CCC-r}$ chart and the Synthetic CS chart. From the numerical experiments, with the small size of inspection items, the proposed chart is the most sensitive to detect especially the small shifts in P among other charts.