• Title/Summary/Keyword: 최적분포 분석

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A Study on the Optimal Probability Distribution for the Time Interval Between Ships on the Traffic Route of the Busan North Port (부산 북항 통항 선박간의 시간간격 최적 확률분포에 관한 연구)

  • Kim, Jong-Kwan
    • Journal of Navigation and Port Research
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    • v.43 no.6
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    • pp.413-419
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    • 2019
  • Traffic routes typically have heavy traffic. Especially, the entrance of the route has a high risk of accidents occurring because of ships entering and exiting the port. However, almost of studies have focused on the distribution of traffic on the route. Thus, studies on the distribution between ships for passing through the route are insufficient. The purpose of this study was to analysis the traffic in the Busan north port No.1 route for one week. Based on present traffic conditions, one gate line was settled on the route with an analysis of traffic conditions. Based on the analysis data, each optimal time probability distribution between ships was divided into inbound/outbound and traffic volume. An analysis of the optimal probability distribution, was applied to 31 probability distributions divided into bounded, unbounded, non-negative, and advanced probability distribution. The KS test was applied for identifying three major optimal time probability distributions. According to the KS test results, the Wakeby distribution is the best optimal time probability distribution on the designated route. Although the optimal time probability distribution for other transportation studies such as on vehicles on highways is a non-negative probability distribution, this distribution is an advanced probability distribution. Thus, the application of major probability distribution for using other transportation studies is not applicable to this study Additionally, the distance between ships in actual traffic surveys and the distance estimated by the optimal probability distribution were compared. As a result of the comparison, those distances were fairly similar. However, this study was conducted in only one major port. Thus, it is necessary to investigate the time between ships and calculate a traffic volume on varying routes in future studies.

A Study on the Safety Navigational Width of Bridges Across Waterways Considering Optimal Traffic Distribution (최적 교통분포를 고려한 해상교량의 안전 통항 폭에 관한 연구)

  • Son, Woo-Ju;Mun, Ji-Ha;Gu, Jung-Min;Cho, Ik-Soon
    • Journal of Navigation and Port Research
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    • v.46 no.4
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    • pp.303-312
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    • 2022
  • Bridges across waterways act as interference factors, that reduce the navigable water area from the perspective of navigation safety. To analyze the safety navigational width of ships navigating bridges across waterways, the optimal traffic distribution based on AIS data was investigated, and ships were classified according to size through k-means clustering. As a result of the goodness-of-fit analysis of the clustered data, the lognormal distribution was found to be close to the optimal distribution for Incheon Bridge and Busan Harbor Bridge. Also, the normal distributions for Mokpo Bridge and Machang Bridge were analyzed. Based on the lognormal and normal distribution, the analysis results assumed that the safe passage range of the vessel was 95% of the confidence interval, As a result, regarding the Incheon Bridge, the difference between the normal distribution and the lognormal distribution was the largest, at 64m to 98m. The minimum difference was 10m, which was revealed for Machang Bridge. Accordingly, regarding Incheon Bridge, it was analyzed that it is more appropriate to present a safety width of traffic by assuming a lognormal distribution, rather than suggesting a safety navigation width by assuming a normal distribution. Regarding other bridges, it was analyzed that similar results could be obtained using any of the two distributions, because of the similarity in width between the normal and lognormal distributions. Based on the above results, it is judged that if a safe navigational range is presented, it will contribute to the safe operation of ships as well as the prevention of accidents.

환경효과를 고려한 수명검사의 최적계획

  • 박희창
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.793-802
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    • 1998
  • 시스템에 영향을 미치는 총체적인 열악한 환경의 영향을 포함시키는 환경효과를 고려한 수명검사의 모형을 개발하였다. 환경효과를 나타내는 분포를 감마분포로 가정하고, 검사에 투입되는 시스템의 수명이 지수분포를 따르는 수명검사모형의 특성을 조사하고, 최적표본할당비율을 결정하는 방법을 제안하는 동시에 자료분석과정을 통하여 최적 검사계획문제를 토의하였다.

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Frequency Analysis of Snow depth Using Bayesian mixture distribution (Bayesian 혼합분포를 활용한 최심신적설량 빈도분석)

  • Kim, Ho Jun;Urnachimeg, Sumiya;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.136-136
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    • 2020
  • 홍수와 가뭄은 우리나라에 대표적인 수재해로서 관련 연구도 활발히 진행되고 있다. 반면 겨울철에 발생하는 적설의 경우 발생빈도와 피해가 상대적으로 적었으며 관련 연구 또한 미비한 실정이다. 우리나라 일부 남부지방은 강우와 다르게 연중 눈이 내리지 않는 경우가 존재하며, 자료 중 '0'값을 가지게 된다. 이로 인해 최적분포형 선정 및 매개변수 추정에 어려움이 있으며, 특히 '0'값으로 인해 단일 확률분포를 이용한 빈도해석은 한계가 있다. 본 연구에서는 연중 눈이 내리지 않는 무적설량을 고려하기 위하여 두 가지 이상의 확률분포함수를 결합한 혼합분포함수를 개발하였다. Bayesian 기법을 이용하여 무강우의 기준이 되는 값(δ)을 매개변수로 고려하여 추정하였으며, 이에 따른 적설발생 평균확률(P을 Mixing Ratio로 고려하여 혼합분포함수를 제시하였다. 본 연구에서는 기상청 산하 관측소 중 20년 이상의 지점을 선정하여 최심신적설량을 활용하였으며, 빈도별 확률적설심을 산정하였다. 적합한 확률분포형 선정을 위해 먼저 Bayesian 기법으로 매개변수와 우도함수를 산정한 후 각 분포형의 BIC(bayesian information criterion)값을 비교하였다. 선정된 최적분포형에 대해 빈도분석을 실시하여 최심신적설량을 제시하였다. 추가적으로 무강우를 기존 기준인 '0'으로 고정하여 본 연구에서 제시한 결과 값과 비교하였다.

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The Study of Software Optimal Release Using Sensitivity Analysis (민감도 분석을 이용한 소프트웨어 최적방출시기에 관한 연구)

  • Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.8 no.4
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    • pp.121-126
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    • 2008
  • It is of great practical interest to decide when to stop testing a software system in development phase and transfer it to the user. This decision problem called an optimal release policies. In this paper discussed to specify an optimal release policies. In this paper, propose an optimal release policies of the life distribution applied Erlang distribution of special pattern of Gamma distribution. In this paper, discuss optimal software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement. From Sensitivity Analysis, make out estimating software optimal release time.

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An Optimal Solution Algorithm of the Single Product Inventory Problem with Target In-Stock Ratio Constraint (단일품목의 목표 In-Stock Ratio 조건을 충족시키기 위한 재고문제 최적해 알고리듬)

  • Han, Yong-Hee;Kim, Hyoung-Tae
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.35 no.3
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    • pp.204-209
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    • 2012
  • 본 논문은 전국적인 소매업체의 각 지점별 고객 수요가 불확실한 상황에서 고객 서비스 목표 수준을 충족하는 최적재고 수준을 결정하는 문제에 대해 연구하였다. 이를 위해 전국에 분포한 지점에서 물품을 판매하는 베스트바이, 월마트, 혹은 시어스와 같은 전국적인 소매업체 관점에서 사용할 수 있는 핵심 관리 지표(KPI)로서 ISR(In-Stock Ratio)를 정의하였으며, 전국적인 소매업체가 평균 ISR로 정의되는 고객 서비스 목표 수준을 충족하면서 각 지점 보유 재고의 총합을 최소화할 수 있는 최적화 모델을 수립하였다. 본 논문은 해당 모델에 항상 최적해가 존재함을 증명하고 해당 최적해를 Karush-Kuhn-Tucker 조건을 사용하여 고객 수요의 확률분포의 형태에 상관없이 일반화된 형태로 표현하였다. 또한 본 논문은 고객 수요가 정규분포와 같은 특정 확률분포를 따르는 경우에 대해 연구하였으며, 이 경우에 대한 최적 재고수준을 나타내는 식을 도출하였다. 마지막으로 본 논문에서는 상기 기술된 상황에 대한 수리적인 예제를 통하여 최적재고 수준과 확률분포 파라미터들간의 관계를 분석하였다.

Optimal Portfolio Selection in a Downside Risk Framework (하방위험을 이용한 위험자산의 최적배분)

  • Hyung, Nam-Won;Han, Kyu-Sook
    • The Korean Journal of Financial Management
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    • v.24 no.3
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    • pp.133-152
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    • 2007
  • In this paper, we examine a portfolio selection model in which a safety-first investor maximizes expected return subject to a downside risk constraint. We use the Value-at-Risk as the downside risk measure. We exploit the fact that returns are fat-tailed, and use a semi-parametric method suggested by Jansen, Koedijk and de Vries(2000). We find a more realistic asset allocation than the one suggested by the literature based on the traditional mean-variance framework. For the robustness check, we provide empirical analyses using empirical quantiles. The results highlight that for optimal portfolio selection involving downside risks that are far in the tails of the distribution, our mean-VaR model with a fat-tailed distribution is superior.

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A Study on Selection of Distribution Function for Reliability Prediction Using Accelerated Life Test Data (가속 수명시험 데이터를 기반으로 하는 신뢰성 예측에 적합한 분포 함수 선택에 관한 연구)

  • Kim Ji-Hun;Park Dong-Gue;Han Hyun-Kak
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.7 no.3
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    • pp.393-397
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    • 2006
  • The study about Accelerated Life Test and analysis of failed data is increased in order to predict and evaluate reliability of products, according as the development cycle of products is reduced. Therefore, the decision of optimal distribution function about failed data for accurate analysis of failed data and test condition for Accelerated Life Test is very important. This paper compares Anderson-Darling method with Likelihood Function method for the decision of optimal distribution function about failed data. Anderson-Darling considers only failed data and Likelihood Function considers both failed data and life-stress relationship in decision of distribution function. In the results of comparison about two methods, we found that the distribution function chosen by each method is different and the life time predicted by each decided distribution function is different.

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An Analysis for Optimal Moving Speed of Taxi based on Taxi Service Data (택시의 운행 데이터에 기반한 최적의 운행 속도 분석)

  • Lee, Goo Yeon;Kim, Hwa Jong
    • Journal of Digital Contents Society
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    • v.16 no.2
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    • pp.317-324
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    • 2015
  • In this paper, we analyze the optimum moving speed of taxi for maximum revenue. In the analysis, we vary taxi speed from 5km/h through 80km/h to see how revenue of a taxi varies applying the practical gas mileage of LPG taxi and taxi fare system in Korea. From the results of the analysis, we see that the probability that a taxi meets passengers goes high as taxi speed gets fast, however the fuel cost also goes up. We also obtain the optimum speed for the maximum revenue according to passenger distribution while varing moving speed.

DETERMINATION OF UNRELIABILITY BOUNDS IN DESIGN BY STRESS AND STRENGTH INTERFERENCE

  • Oh, Chung Hwan
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.12 no.20
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    • pp.25-32
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    • 1989
  • 열화수신포에 있어서 확률론적 신뢰도설계 및 단순스트레스와 강도의 고장모형은 렌덤 수치들로 구성된 각 분포의 간섭(Interference) 확률에 의해 이루어진다. 현재까지 이러한 분포모형들의 신경도는 분석적, 수치적 또는 모의실험방법론학에 의해서 단일추정치를 계산및 해석하여 왔으나 현실적으로는 스트레스 강도함수 분포의 간섭구간에 있어서 그 렌덤 변수들에 대한 완전한 실제의 분포들을 파악하기란 너무 복잡하고 때로는 불가능하다. 이를 위해서는 신뢰도의 상·하한 결정으로 신뢰도설계를 하는 방법이 고려된다. 본 연구에서는 스트레스와 강도의 렌덤 변수들에 대한 중복부분(Overlapping tails) 내에 있어서 각각의 주어진 구간확률을 제약조건으로 하여 최적신뢰도 한계를 결정 및 설계하는 새로운 기법을 제시한다. 설계신뢰도의 최적상한 및 하한 값은 제공하기 위하여 비선형모형인 Quadratic programming optimization 기법을 이용하여 신뢰도분석관점에 입각한 특수구조모형을 설정하고 이에 대한 수치예를 들어 예증하였다.

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