• 제목/요약/키워드: switching mean model

검색결과 32건 처리시간 0.019초

Bayesian Inference for Switching Mean Models with ARMA Errors

  • Son, Young Sook;Kim, Seong W.;Cho, Sinsup
    • Communications for Statistical Applications and Methods
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    • 제10권3호
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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.

2차원 링-밴얀 망의 신뢰성 분석 (Reliability Analysis of the 2-Dimensional Ring-Banyan Network)

  • 박재현
    • 한국정보과학회논문지:정보통신
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    • 제34권4호
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    • pp.256-261
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    • 2007
  • 편향 자기 경로 제어 방법을 사용하는 고성능 고장 감내 스위칭 망인, 2차원 링-밴얀 망은 비균일 부하를 가하였을 경우에 사이클릭 밴얀 스위칭 망보다 성능이 우수하다. 본 논문에서는 이 망의 신뢰성 분석을 제시한다. 하드웨어 복잡도를 반영한 확률적 모형을 사용하여, 고장까지의 평균시간(Mean-Time-to-Failure)을 계산하여 제시하였다. 결과적으로, 최근에 개발된 Hui의 망 보다. $16\;{\times}\;16$ 망은 27.5%, $64\;{\times}\;64$ 망은 51.0%, 이 스위칭 망의 신뢰성이 높음을 알 수 있었다.

Oil Price Forecasting : A Markov Switching Approach with Unobserved Component Model

  • Nam, Si-Kyung;Sohn, Young-Woo
    • Management Science and Financial Engineering
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    • 제14권2호
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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.

광 네트워크를 위한 Hybrid 스위칭 시스템의 성능 분석 (Performance Analysis of an Hybrid Switching System for Optical Networks)

  • 이규명;;;최준균
    • 대한전자공학회논문지TC
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    • 제40권10호
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    • pp.16-23
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    • 2003
  • 본 논문에서 광 네트워크에서 광 버스트 스위칭(Optical Burst Switching, OBS)과 광 회선 스위칭 (Optical Circuit Switching, OCS) 기술의 장점을 동시에 가지는 새로운 광 hybrid 스위칭(Optical Hybrid Switching) 시스템을 제안한다. 이 시스템은 들어오는 IP 트래픽을 hybrid 스위칭을 위해 짧은(short-lived) 흐름과 긴(long-lived) 흐름 구분한다. 성능 분석을 위하여 시스템을 Markovian 환경에서 단일 서버 큐로서 모델링 한다. 버스트 생성 프로세스는 two-state Markov Modulated Poisson Process (MMPP)를 따른다고 가정하고 서비스 율은 동시에 발생하는 OCS 세션의 수에 따라 변한다. OBS 버스트에 대한 평균 지연 및 큐 사이즈의 결과를 보인다.

Real Exchange Rate Misalignment in Pakistan: An Application of Regime Switching Model

  • FIAZ, Asma;KHURSHID, Nabila;SATTI, Ahsan;MALIK, Muhammad Shuaib;MALIK, Wasim shahid
    • The Journal of Asian Finance, Economics and Business
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    • 제8권12호
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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.

셀손실에 따른 MPEG-2 비디오의 서비스 품질 (QoS of MPEG-2 Video under Cell Loss Condition)

  • 한종석;최재형;김지중
    • 전자공학회논문지S
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    • 제36S권8호
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    • pp.30-38
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    • 1999
  • ATM 망을 이용한 MPGE-2 비디오 서비스 제공시, 망제공자의 입장에서는 사용자가 요구하는 응용계층에서의 서비스 품질을 보장하기 위한 망의 ATM 계층 서비스 품질 목표치가 필요하다. 본 논문에서는 셀손실에 따른 응용계층에서의 서비스 품질저하를 AAL 계층을 고려나 GIQ 모델을 제안하여 객관적으로 정량화하고, 이를 사용자의 주관적인 관점에서 MOS 평가하여 셀손실과 MPEG-2 비디오의 서비스 품질간 상관관계를 제시한다. 연구결과, MOS 등급 5(Excellent)의 서비스 품질을 보장하기 위한 CLR과 $GIQ_{mean}$$CLR{\le}4{\times}10^7$$GIQ_{mean}{\ge}99.4%$이고, MOS 등급 4(Good)을 보장하기 위한 CLR과 $GIQ_{mean}$$CLR{\le}2{\times}10^6$4GIQ_{mean}{\ge}99.705%$ 이었다.

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Multiple model switching adaptive control for vibration control of cantilever beam with varying load using MFC actuators and sensors

  • Gao, Zhiyuan;Huang, Jiaqi;Miao, Zhonghua;Zhu, Xiaojin
    • Smart Structures and Systems
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    • 제25권5호
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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.

인터넷 쇼핑몰에서 고객가치와 전환장벽이 재구매 의도에 미치는 영향에 관한 연구 (A Study of the Effects of the Customer Value and Switching Barriers on the Repurchase Intention in Internet Shopping Malls)

  • 정인근;박창준
    • Asia pacific journal of information systems
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    • 제14권1호
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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.

입출력 큐를 갖는 ATM 스위치에서의 우선순위에 관한 성능 분석 (Performance study of the priority scheme in an ATM switch with input and output queues)

  • 이장원;최진식
    • 전자공학회논문지S
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    • 제35S권2호
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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.

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The Effect of ChatGPT Factors & Innovativeness on Switching Intention : Using Theory of Reasoned Action (TRA)

  • Hee-Young CHO;Hoe-Chang YANG;Byoung-Jo HWANG
    • 유통과학연구
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    • 제21권8호
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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.