• Journal of the Korean Operations Research and Management Science Society
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• v.14 no.1
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• pp.1-15
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• 1989

Multistate survival data with censoring often arise in biomedical experiments. In particular, a four-state space is used for cancer clinical trials. In a four-state space, each patient may either respond to a given treatment and then relapse or may progress without responding. In this four-state space, a model which combines the Markov and semi-Markov models is proposed. In this combined model, the generalized maximum likelihood estimators of the Markov and semi-Markov hazard functions are derived. These estimators are illustrated for the data collected in a study of treatments for advanced breast cancer.

• Journal of the Korean Statistical Society
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• v.26 no.3
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• pp.355-363
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• 1997

In queueing theory, polling systems have been widely studied as a way of serving several stations in cyclic order. In this paper we consider Markov-modulated Poisson process which is useful for approximating a superposition of heterogeneous arrivals. We derive the mean waiting time of each station in a polling system where the arrival process is modeled by a Markov-modulated Poisson process.

• Proceedings of the Korean Information Science Society Conference
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• 2004.04a
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• pp.502-504
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• 2004

이동성이 중요시되는 네트워크에서 특정 프로토콜의 성능 평가를 위해서는 노드의 이동패턴을 정확하게 표현할 수 있는 Mobility Model이 필요하다. 노드의 연속적인 이동패턴을 필요로 하는 Mobile Ad-hoc 네트워크를 위해선 Markov process 기반의 Gauss-Markov Mobility Model이 적절하다. 그러나 맵의 엣지 부근에서 노드 이동의 부적절한 처리로 인해, 기존의 Gauss-Markov Model은 편중된 이동 패턴을 야기한다. 본 논문은 엣지 부근의 평균 이동각도를 랜덤하게 조정함으로써 기존의 모델이 가진 문제를 해결하고, 시뮬레이션을 통해서 이를 검증한다.

• Proceedings of the IEEK Conference
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• 2006.06a
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• pp.681-682
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• 2006

일반적으로 축구 비디오 데이터는 멀티모달과 멀티레이어 속성을 지닌다. 이러한 데이터를 다루기 적합한 모델은 동적 베이지안 네트워크(Dynamic Bayesian Network: DBN) 형태의 위계적 은닉 마르코프 모델(Hierarchical Hidden Markov Model: HHMM)이다. 이러한 HHMM 중 다중속성의 특징들이 서로 상호작용하는 PHHMM(Product Hierarchical Hidden Markov Model)이 있다. 본 논문에서는 PHHMM 을 축구 경기의 Play/Break 이벤트 검색 및 분석에 적용하였고 바람직한 결과를 얻었다.

• 전기의세계
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• v.29 no.6
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• pp.389-392
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• 1980

For Markov graphic source, it is well known that the conditional runlength coding for the runs of correct prediction is optimum for data compression. However, because of the simplicity in counting and the stronger concentration in distrubution, the incremental run is possibly a better parameter for coding than the run itself for some cases. It is shown that the incremental-runlength is also geometrically distributed as the runlength itself. The distribution is explicitly described with the basic parameters defined for a Markov model.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.41 no.10
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• pp.1240-1243
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• 2016

In this paper, we analyze the queueing performance of cumulative distribution function (CDF)-based opportunistic scheduling over Nakagami-m Markov fading channels. We derive the formula for the average queueing delay and the queue length distribution by constructing a two-dimensional Markov chain. Using our formula, we investigate the queueing performance for various fading parameters.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.15 no.11
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• pp.6565-6575
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• 2014

Hamilton's Markov-switching model [5] was extended to the simultaneous equations model. A framework for an instrumental variable interpretation of full information maximum likelihood (FIML) by Hausman [4] can be used to deal with the problem of simultaneous equations based on the Hamilton filter [5]. A comparison of the proposed FIML Markov-switching model with the LIML Markov-switching models [1,2,3] revealed the LIML Markov-switching models to be a special case of the proposed FIML Markov-switching model, where all but the first equation were just identified. Moreover, the proposed Markov-switching model is a general form in simultaneous equations and covers a broad class of models that could not be handled previously. Excess sensitivity of marginal propensity to consume with big shocks, such as housing bubble bursts in 2008, can be determined by applying the proposed model to Campbell and Mankiw's consumption function [6], and allowing for the possibility of structural breaks in the sensitivity of consumption growth to income growth.

• Journal of Korea Water Resources Association
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• v.41 no.3
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• pp.251-264
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• 2008

In this study, a nonhomogeneous markov model which is able to simulate hourly rainfall series is developed for estimating reliable hydrologic variables. The proposed approach is applied to simulate hourly rainfall series in Korea. The simulated rainfall is used to estimate the design rainfall and flood in the watershed, and compared to observations in terms of reproducing underlying distributions of the data to assure model's validation. The model shows that the simulated rainfall series reproduce a similar statistical attribute with observations, and expecially maximum value is gradually increased as number of simulation increase. Therefore, with the proposed approach, the non-homogeneous markov model can be used to estimate variables for the purpose of design of hydraulic structures and analyze uncertainties associated with rainfall input in the hydrologic models.

• Communications of the Korean Mathematical Society
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• v.21 no.3
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• pp.533-541
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• 2006

We consider a autoregressive moving average process of order p and q with Markov switching coefficients and find sufficient conditions for irreducibility of the process. Identifying small sets is also examined.

• Communications for Statistical Applications and Methods
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• v.20 no.4
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• pp.339-345
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• 2013

In this paper, we give a tractable sufficient condition for functional central limit theorem to hold in Markov switching ARMA (p, q) model.