• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.981-996
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• 2003

Bayesian inference is considered for switching mean models with the ARMA errors. We use noninformative improper priors or uniform priors. The fractional Bayes factor of O'Hagan (1995) is used as the Bayesian tool for detecting the existence of a single change or multiple changes and the usual Bayes factor is used for identifying the orders of the ARMA error. Once the model is fully identified, the Gibbs sampler with the Metropolis-Hastings subchains is constructed to estimate parameters. Finally, we perform a simulation study to support theoretical results.

• Journal of KIISE:Information Networking
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• v.34 no.4
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• pp.256-261
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• 2007

2-Dimensional Ring-banyan network is a high-performance fault-tolerant switching network using a deflection self-routing. The throughput of the switching network is better than that of Cyclic Banyan network under non-uniform traffic. In this paper, we present an analytic reliability analysis of the fault-tolerant switching network. We present the Mean-Time-to-Failure that is calculated by using probabilistic model. This model also takes into account a hardware complexity. In case of $16\;{\times}\;16$ size, the presented switching network is 1.275 times more reliable than Hui's switching network. And it is 1.510 times more reliable than Hui's network in case of $64\;{\times}\;64$ size.

• Management Science and Financial Engineering
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• v.14 no.2
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• pp.105-118
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• 2008

There are many debates on the topic of the relationship between oil prices and economic growth. Through the repeated processes of conformations and contractions on the subject, two main issues are developed; one is how to define and drive oil shocks from oil prices, and the other is how to specify an econometric model to reflect the asymmetric relations between oil prices and output growth. The study, thus, introduces the unobserved component model to pick up the oil shocks and a first-order Markov switching model to reflect the asymmetric features. We finally employ unique oil shock variables from the stochastic trend components of oil prices and adapt four lags of the mean growth Markov Switching model. The results indicate that oil shocks exert more impact to recessionary state than expansionary state and the supply-side oil shocks are more persistent and significant than the demand-side shocks.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.40 no.10
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• pp.16-23
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• 2003

In this paper, we propose a new optical hybrid switching system that takes advantage of both Optical Burst Switching (OBS) and Optical Circuit Switching (OCS) technologies. This system classifies incoming IP traffic flows into short-lived and long-lived flows for hybrid switching. For performance analysis, we model the system as a single server queue in a Markovian environment. The burst generation process is assumed to follow a two-state Markov Modulated Poisson Process (MMPP), and the service rate fluctuates based on the number of concurrent OCS sessions. Results of the mean delay and queue size for OBS bursts are derived.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.12
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• pp.63-73
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• 2021

This study investigates the key determinants of exchange rate (RER) misalignment for the period 1991 to 2020. The BEER technique has been used to estimate the degree of the equilibrium exchange rate. To explore the actual exchange rate misalignment and to assess the behavior of variables that are different in different regimes of undervaluation and overvaluation, the nonlinear technique of Markov regime-switching (MSM) was applied. The mean and variance of each regime are highly significant and show that undervaluation episodes have a low mean (116.139) and more volatility (1.229) while overvaluation episodes have a high mean (126.732) with less volatility (0.871). The findings show that MSM accurately identifies exchange rate misalignment in both regimes as separate incidents of overvaluation and undervaluation. Results further depict that misalignment of the RER is affected by terms of trade, net foreign assets, interest differential, government investment, and consumption decision. Results recommend that if policymakers want to use the exchange rate as a policy tool, they must first consider the drivers of the equilibrium exchange rate. As a result, any deliberate actions to address exchange rate misalignment must focus on the underlying fundamentals that drive the exchange rate.

• Journal of the Korean Institute of Telematics and Electronics S
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• v.36S no.8
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• pp.30-38
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• 1999

On providing MPEG-2 video service through the ATM network, it is necessary for network provider to have the ATM QoS objectives in order to guarantee quality of service required by end users at the application layer. In this paper, the degradation of QoS caused by cell losses at application layer is assessed quantitatively by GIQ model considering AAL layer and is evaluated qualitatively by MOS from the viewpoint of the end users in order to analyze the relation between CLR and QoS of MPEG-2 video. From the simulation and empirical results, we know that CLR and $GIQ_{mean}$ for guaranteeing QoS of MOS grade 5(Excellent) are $CLR{\le}4{\times}10^7$ & $GIQ_{mean}{\ge}99.4%$ and those for guaranteeing QoS of MOS grade 4(Good) are $CLR{\le}2{\times}10^6$ & $GIQ_{mean}{\ge}99.705%$.

• Smart Structures and Systems
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• v.25 no.5
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• pp.559-567
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• 2020

Vibration at the tip of various flexible manipulators may affect their operation accuracy and work efficiency. To suppress such vibrations, the feasibility of using MFC actuators and sensors is investigated in this paper. Considering the convergence of the famous filtered-x least mean square (FXLMS) algorithm could not be guaranteed while it is employed for vibration suppression of plants with varying secondary path, this paper proposes a new multiple model switching adaptive control algorithm to implement the real time active vibration suppression tests with a new multiple switching strategy. The new switching strategy is based on a cost function with reconstructed error signal and disturbance signal instead of the error signal from the error sensor. And from a robustness perspective, a new variable step-size sign algorithm (VSSA) based FXLMS algorithm is proposed to improve the convergence rate. A cantilever beam with varying tip mass is employed as flexible manipulator model. MFC layers are attached on both sides of it as sensors and actuators. A co-simulation platform was built using ADAMS and MATLAB to test the feasibility of the proposed algorithms. And an experimental platform was constructed to verify the effectiveness of MFC actuators and sensors and the real-time vibration control performance. Simulation and experiment results show that the proposed FXLMS algorithm based multiple model adaptive control approach has good convergence performance under varying load conditions for the flexible cantilever beam, and the proposed FX-VSSA-LMS algorithm based multiple model adaptive control algorithm has the best vibration suppression performance.

• Asia pacific journal of information systems
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• v.14 no.1
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• pp.185-209
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• 2004

The purpose of this study is to propose and test a model of customer retention in Internet shopping malls when switching barriers and comprehensive customer value exist in terms of economic and experiential aspects. The literature about customer retention propose that switching barriers are important factors other than satisfaction influencing customers' intention to remain with a specific supplier. The switching barriers mean anything that makes customers' defection difficult or costly and are consisted of perceived switching costs, attractiveness of alternatives and virtual relationships. The Customer Value Scale by Mathwick(2001) is applied to this study as economic value, shopping efficiency, service excellence, aesthetic appeal and playfulness(Zeithaml, 1988; Holbrook, 1994). The analyses showed partial support for the affirmative effect of customer values and switching costs and full support for the affirmative Influence of satisfaction on repurchase intention in the Internet shopping mall environment. But the attractiveness of alternatives and virtual relationship did not have a significant Influence like the result of Jones(1998)'s study of the service industry.

• Journal of the Korean Institute of Telematics and Electronics S
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• v.35S no.2
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• pp.1-9
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• 1998

ATM was adopted as the switching and multiplexing technique for BISDN which aims at transmitting traffics with various characteristics in a unified network. To construct these ATM networks, the most important aspect is the design of the switching system with high performance and different service capabilities. In this paepr, we analyze the performance of an input and output queueing switch with preemptive priority which is considered to be most suitable for ATM networks. For the analysis of an input queue, we model each input queue as two separate virtual input queues for each priority class and we approximage them asindependent Geom/Geom/1 queues. And we model a virtual HOL queue which consists of HOL cells of all virtual input queues which have the same output address to obtain the mean service time at each virtual input queue. For the analysis of an output quque, we obtain approximately the arrival process into the output queue from the state of the virtual HOL queue. We use a Markov chain method to analyze these two models and obtain the maximum throughput of the switch and the mean queueing delay of cells. and analysis results are compared with simulation to verify that out model yields accurate results.

• Journal of Distribution Science
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• v.21 no.8
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• pp.83-96
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• 2023

Purpose: This study examined the relationship between the factors (Credibility, Usability) and user Innovativeness of the ChatGPT on TRA (Theory of Reasoned Action; Subjective Norm, Attitude) and Switching Intention. TRA and Innovation Diffusion Theory (IDT) were used. Research design, data and methodology: From April 26 to 27, 2023, an online panel survey agency was commissioned to conduct a survey of GhatGPT users in their 20s and 40s in Korea, and a total of 210 people were used for the final analysis. Verification of the research model was performed using SPSS and AMOS. Results: First, ChatGPT factors (Credibility, Usability) were found to have positive effects on TRA (Subjective Norm, Attitude). Second, ChatGPT user Innovativeness was found to have a positive effect on TRA (Subjective Norm, Attitude). Third, ChatGPT users' TRA (Subjective Norm, Attitude) were found to have positive effects on Switching Intention. Conclusions: These results mean that the superior Usability and Credibility of ChatGPT and the Innovativeness of users have a significant effect on the Switching Intention from existing Portal Service (Naver, Google, Daum, etc.) to ChatGPT. Generative AI such as ChatGPT should strive to develop various services such as improving the convenience of functions so that innovative users can use them easily and conveniently in order to provide services that meet expectations.