• Title/Summary/Keyword: 비용의 확률분포

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공항 접근 교통수단선택 효용함수의 매개변수 추정 및 민감도 분석에 관한 연구

  • 김지홍;전경수
    • Proceedings of the KOR-KST Conference
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    • 1998.10b
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    • pp.261-261
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    • 1998
  • 교통계획의 목적은 교통체계를 분석하여 교통과 활동간의 상호작용을 효율화시켜 도시 및 지역사회의 목표를 달성하는데 있으며, 합리적인 교통계획을 수립하여 한정된 투자재원을 효율적으로 배분하기 위해서는 교통수요에 대한 합리적 접근이 필요하다. 교통수요예측의 접근방법은 미시적인 개별적 접근방법과 거시적인 집단적 접근방법으로 구분되며, 다시 모형화 기법이 결정적인가 확률적인가에 따라 개별결정적, 개별활률적, 그리고 집단결정적, 집단확률적 모형의 4가지로 구분될 수 있다. 이 중에서 일반적으로 관심의 대상이 되는 2가지 형태는 집단결정적, 개발확률적 모형이다. 집단결정적모형은 전통적 교통수요예측모형에 해당되며, 개별확률적모형은 1970년대 Mc Fadden을 시작으로 Ben-Akiva, Manheim을 중심으로 한 소비자 행동선택 이론에 근거한 개별행태모형이 이에 해당된다. 개별행태모형은 개개인의 통행행태를 다른 모든 조건이 동일할 때 개개인은 비용의 최소화를 추구하고, 비용과 관련한 통행행태는 거시적 수준에서의 주어진 제약 조건과 관계가 있으며, 의사결정은 확률분포에 의해서 결정되는 효용원칙(Efficiency Principle)에 입각하여 해석한다. 도시내와 도시간, 취업자와 비취업자, 출퇴근 시, 목적별 등의 여러 가지 통행에 있어서 다양한 변수들을 사용하여 교통수단 선택모형의 파라메카 값을 추정하고 통행패턴을 분석해 왔다. 본 논문에서는 개별행태모형인 로짓모형 중에서 집단다항로짓모형을 이용하여 여러 통행 중 공항시설의 접근에 필요한 교통수단 효용함수의 파라메타 값 추정 시, 일반적으로 사용되는 통행시간, 통행비용이라는 변수를 공통으로 두고, 대중교통의 경우에만 해당하는 환승이라는 특정대안변수(Specific alternative variable)를 첨가하여 그것이 수단선택에 미치는 영향을 분석한다. 또한, 대중교통의 속성을 가지고 있는 지하철과 버스를 하나의 대안으로 묶어서 효용함수를 구한 다음 다시 승용차, 택시, 대중교통을 독립된 대안으로 두고 모형을 정립하는 NESTED LOGIT모형으로 파라메타를 추정하여 대중교통의 효용에 관해 분석·비교하였다. 본 논문에 이용된 자료는 공항을 이용하는 이용객들을 대상으로 직접 설문·면접조사한 자료이며 대상 교통수단은 승용차, 택시, 지하철, 버스로 설정하였다.

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Optimal Release Problems based on a Stochastic Differential Equation Model Under the Distributed Software Development Environments (분산 소프트웨어 개발환경에 대한 확률 미분 방정식 모델을 이용한 최적 배포 문제)

  • Lee Jae-Ki;Nam Sang-Sik
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.7A
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    • pp.649-658
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    • 2006
  • Recently, Software Development was applied to new-approach methods as a various form : client-server system and web-programing, object-orient concept, distributed development with a network environments. On the other hand, it be concerned about the distributed development technology and increasing of object-oriented methodology. These technology is spread out the software quality and improve of software production, reduction of the software develop working. Futures, we considered about the distributed software development technique with a many workstation. In this paper, we discussed optimal release problem based on a stochastic differential equation model for the distributed Software development environments. In the past, the software reliability applied to quality a rough guess with a software development process and approach by the estimation of reliability for a test progress. But, in this paper, we decided to optimal release times two method: first, SRGM with an error counting model in fault detection phase by NHPP. Second, fault detection is change of continuous random variable by SDE(stochastic differential equation). Here, we decide to optimal release time as a minimum cost form the detected failure data and debugging fault data during the system test phase and operational phase. Especially, we discussed to limitation of reliability considering of total software cost probability distribution.

Failure modeling to predict warranty cost for individual markets (자동차 부품의 시장별 품질보증 비용 예측을 위한 고장모형 수립)

  • Lee, Ho-Taek
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.10 no.6
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    • pp.1346-1352
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    • 2009
  • Warranty cost of automobile parts varies depending on the parts failure rate in a warranty region of individual markets. Parts failure rate is significantly affected by usage-rate given that other stressors of individual markets are similar. Accordingly, warranty cost can be predicted by failure modeling which reflects usage-rate and using a stochastic process. In this paper, one-dimensional approach is used by applying accelerated failure time model on the assumption that the usage-rate is linear. Such model can explain changes in parts failure rate depending on the changes in usage-rate since it can be expressed as a function of usage-rate. Therefore, acquisition of usage-rate in a new market will automatically lead to estimate of failure rate even without warranty data and warranty cost of parts can be predicted through a renewal process in replacement cases. A case study using warranty data of two real markets is presented in the application part of this paper.

A Case Study on Function Point Method applying on Monte Carlo Simulation in Automotive Software Development

  • Do, Sung Ryong
    • Journal of the Korea Society of Computer and Information
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    • v.25 no.6
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    • pp.119-129
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    • 2020
  • Software development activities are influenced by stochastic theory rather than deterministic one due to having process variability. Stochastic methods factor in the uncertainties associated with project activities and provides insight into the expected project outputs as probability distributions rather than as deterministic approximations. Thus, successful software projects systematically manage and balance five objectives based on historical probability: scope, size, cost, effort, schedule, and quality. Although software size estimation having much uncertainty in initial development has traditionally performed using deterministic methods: LOC(Lines Of Code), COCOMO(COnsructive COst MOdel), FP(Function Point), SLIM(Software LIfecycle Management). This research aims to present a function point method based on stochastic distribution and a case study based on Monte Carlo Simulation applying on an automotive electrical and electronics system software development. It is expected that the result of this paper is used as guidance for establishing of function point method in organizations and tools for helping project managers make decisions correctly.

The Effective Demand Selection Method for Satisfying Service Levels in Supply Chains (서비스 수준을 고려한 공급 사슬 내의 효과적인 수요 선택 방안에 관한 연구)

  • 박기태;권익현;김성식
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2004.10a
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    • pp.611-614
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    • 2004
  • 현실에서의 공급사슬에 대한 분배 계획은 수요예측(forecasting)을 통해 얻어진 확률적인 분포(stochastic distribution)를 바탕으로 수립된다. 그러나 이러한 수요예측 값은 특정한 한 값을 갖는 것이 아니라 일반적으로 특정한 범위로써 존재하며 이 범위 내의 한 값을 의사 결정자가 선택하고 이를 바탕으로 분배 계획을 수립하게 된다. 하지만 수요의 불확실한 특성 때문에 효과적인 값을 결정하는 것은 쉬운 일이 아니다. 따라서 본 연구에서는 확률적인 형태의 다양한 수요 분포 형태를 정의하고, 이러한 여러 가지 분포 하에서 수요 선택에 영향을 주는 요소들을 판명한다. 이를 바탕으로 적절한 실험계획과 모의실험을 통해서 효과적인 수요선택 방안을 도출한다. 이와 같은 접근 방법을 통해 다양한 실험 조건 하에서 공급 사슬 내의 총 비용을 최소화 시키면서 동시에 목표로 하는 서비스 수준(target service level)을 만족하는 수요 선택 방안을 제시한다.

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Calculation of optimal design flood using cost-benefit analysis with uncertainty (불확실성이 고려된 비용-편익분석 기법을 도입한 최적설계홍수량 산정)

  • Kim, Sang Ug;Choi, Kwang Bae
    • Journal of Korea Water Resources Association
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    • v.55 no.6
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    • pp.405-419
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    • 2022
  • Flood frequency analysis commonly used to design the hydraulic structures to minimize flood damage includes uncertainty. Therefore, the most appropriate design flood within a uncertainty should be selected in the final stage of a hydraulic structure, but related studies were rarely carried out. The total expected cost function introduced into the flood frequency analysis is a new approach for determining the optimal design flood. This procedure has been used as UNCODE (UNcertainty COmpliant DEsign), but the application has not yet been introduced in South Korea. This study introduced the mathematical procedure of UNCODE and calculated the optimal design flood using the annual maximum inflow of hydroelectric dams located in the Bukhan River system and results were compared with that of the existing flood frequency. The parameter uncertainty was considered in the total expected cost function using the Gumbel and the GEV distribution, and the Metropolis-Hastings algorithm was used to sample the parameters. In this study, cost function and damage function were assumed to be a first-order linear function. It was found that the medians of the optimal design flood for 4 Hydroelectric dams, 2 probability distributions, and 2 return periods were calculated to be somewhat larger than the design flood by the existing flood frequency analysis. In the future, it is needed to develop the practical approximated procedure to UNCODE.

Measuring the Revenue Efficiency of Korean and Japanese Railways Using a Stochastic Frontier Approach (A Comparison with Their Cost Efficiency (확률적 변경 접근법을 이용한 한국과 일본 철도산업의 수입 효율성 분석 (비용 효율성과의 비교를 중심으로))

  • Park, Jin-Gyeong;Kim, Seong-Su
    • Journal of Korean Society of Transportation
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    • v.27 no.4
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    • pp.63-76
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    • 2009
  • On the basis of a Stochastic Frontier Approach (SFA), this paper analyses revenue efficiencies for the same sample of Korean and Japanese railways in the papers which analyze cost efficiencies using a generalized translog functional form. The paper also compares the results of revenue efficiencies with cost efficiencies and evaluates the effects of managerial autonomy and privatization on the firm-specific efficiencies. The results show that the average estimate of revenue inefficiency is 7.02% when the term of inefficiency is assumed to be distributed as a half-normal and 6.98% as a exponential for the total sample. Also, standardized inefficiencies in revenues (7.5%) are greater than those in costs (2.1%). JR East and JR West are found to be most efficient on the revenue side and on the cost side respectively while JNR and JR Kyushu are worst efficient on the both sides. Finally, the correlations between efficiencies in revenues and costs also between efficiencies and privatization are positively correlated. The results suggest that the most independent companies, with increased managerial autonomy via privatization, are the most efficient in both revenues and costs.

Multiple-Model Probabilistic Design of Repetitive Controllers (연속반복학습제어의 복수모형 확률설계기법)

  • Lee, Soo-Cheol
    • Journal of Korea Society of Industrial Information Systems
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    • v.13 no.2
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    • pp.1-7
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    • 2008
  • This paper presents a method to design a repetitive controller that is robust to variations in the system parameters. The uncertain parameters are specified probabilistically by their probability distribution functions. Instead of working with the distribution functions directly, the repetitive controller is designed from a set of models that are generated from the specified probability functions. With this multiple-model design approach, any number of uncertain parameters that follow any type of distribution functions can be treated. furthermore, the controller is derived by minimizing a frequency-domain based cost function that produces monotonic convergence of the tracking error as a function of repetition number. Numerical illustrations show how the proposed multiple-model design method produces a repetitive controller that is significantly more robust than an optimal repetitive controller designed from a single nominal model of the system.

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A New Calculation Method of Equalizer algorithms based on the Probability Correlation (확률분포 상관도에 기반한 Equalizer 알고리듬의 새로운 연산 방식)

  • Kim, Namyong
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.15 no.5
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    • pp.3132-3138
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    • 2014
  • In many communication systems, intersymbol interference, DC and impulsive noise are hard-to-solve problems. For the purpose of cancelling such interferences, the concept of lagged cross-correlation of probability has been used for blind equalization. However, this algorithm has a large burden of computation. In this paper, a recursive method of the algorithm based on the lagged probability correlation is proposed. The summation operation in the calculation of gradient of the cost is transformed into a recursive gradient calculation. The recursive method shows to reduce the high computational complexity of the algorithm from O(NM) to O(M) for M symbols and N block data having advantages in implementation while keeping the robustness against those interferences. From the results of the simulation, the proposed method yields the same learning performance with reduced computation complexity.

Failure Data Analysis of J79 Engine Transfer Gearbox for Aircraft Maintenance Planning (항공기 정비계획을 위한 J79 엔진 Transfer Gearbox의 고장데이터 분석)

  • Choi, Jae-Man;Yang, Seung-Hyo;Hwang, Young-Ha;Son, Ik-Sang;On, Yong-Sub;Kim, Young-Jin
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.34 no.6
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    • pp.781-787
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    • 2010
  • Forecasting possible failure characteristics is very important in maintenance planning because it helps in predicting any future failures and determining the optimum replacement interval. This paper examines the time.to-failure distribution of the transfer gearbox of a J79 engine by using a probability plotting technique which is one of the most convenient techniques for reliability analysis. Various probability distributions are evaluated for determining the suitable probability distribution of the failure data of the transfer gearbox, and the resulting correlation coefficient indicates that failure data have a lognormal distribution. The expected number of unscheduled maintenance actions and the optimum replacement interval for various values of cost ratios are determined.