• Title/Summary/Keyword: 확률적 접근법

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A Comparative Study on Probabilistic Structural Design Optimization (확률론적 구조설계 최적화기법에 대한 비교연구)

  • 양영순;이재옥
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.14 no.2
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    • pp.213-224
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    • 2001
  • 확률론적 구조설계 최적화는 구조물의 역학적 특성이나 하중의 불확실성이나 임의성과 같은 변동성을 정량적이고 합리적으로 고려할 수 있다는 점에서 기존의 전통적인 확정론적 최적화와 비교된다. 확률론적 최적화의 방법론으로는 개선된 일계이차모멘트법을 이용하는 신뢰도지수에 기반한 접근법(MPFP search)이 널리 알려져 있으며, 최근 목표성능치에 기반한 접근법(MPTP search)이 새롭게 제안되었다. 본 논문에서는 이들 두 가지 접근법에 대한 정식화를 수행하고, 특히 탐색과정에서 소모적인 반복계산을 발견하고 제거하는 알고리즘을 제시하였다. 예제에서 두 접근법에 의한 확률론적 최적화를 수행하고 구조설계 최적화의 관점에서 두 접근법의 장단점을 비교·검토하였다.

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A Study on Empty Container Repositioning and Leasing (확률적 접근법에 의한 공컨테이너 재배치 및 임대에 관한 연구)

  • 하원익;남기찬
    • Journal of Korean Port Research
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    • v.13 no.1
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    • pp.27-40
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    • 1999
  • This study aims to apply and examine the stochastic approach for empty container repositioning and leasing problem. For this a case study has been carried out on actual data such as various cost components and traffic flow. The results reveal that the proposed methodology produces more realistic results than the conventional deterministic approaches. It is also found that the results are significantly affected by the accuracy of demand and supply forecast.

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Super Resolution Reconstruction Using Stochastic Approach (확률적 접근법을 이용한 초해상도 영상복원)

  • Park, Jae-Min;Kown, Hyuk-Jong;Kim, Byung-Guk
    • 한국공간정보시스템학회:학술대회논문집
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    • 2005.05a
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    • pp.263-266
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    • 2005
  • 고해상도 영상은 원격탐사, 의료영상 등 다양한 분야에서 사용되며, 향후에 많은 수요가 예상된다. 초해상도 영상복원은 동일한 지역을 촬영한 여러 장의 저해상도 영상을 이용하여 고해상도 영상으로 복원하는 소프트웨어적인 영상 해상도 향상 방법이며, 공간 영역과 주파수 영역의 초해상도 영상복원으로 구분된다. 본 연구에서는 공간 영역에서 확률적 접근법을 이용하여 CCD 영상의 초해상도 영상복원을 수행하였다.

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Monte-Carlo Approach to Develop Probabilistic Reliability Assessment Program (확률 기반의 신뢰도평가 기법 개발: Monte-Carlo 접근법)

  • Kim, Tai-Hyun;Chung, Koo-Hyung;Oh, Tae-Kyoo
    • Proceedings of the KIEE Conference
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    • 2008.11a
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    • pp.330-332
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    • 2008
  • 본 논문에서는 전력계통의 신뢰도를 평가하는 새로운 패러다임인 확률론에 근거한 신뢰도 평가에 대하여 살펴보았다. 확률론 신뢰도 평가 기법의 적용을 통하여 기존 결정론 접근법에서 다루지 못하였던 전력계통에서 발생하는 여러 가지 불확실성을 고려한 신뢰도 평가가 가능 하였으며 확률 신뢰도 평가 기법 중 시뮬레이션 기반 Monte-Carlo 기법을 적용하여 발전 및 부하의 블확실성까지 고려한 통합적인 신뢰도 평가 틀을 개발하였다. 더하여 개발된 신뢰도 평가 틀을 시험 계통에 적용하여 검증을 수행하였다.

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Probabilistic Approach on Dietary Exposure Assessment of Neonicotinoid Pesticide Residues in Fruit Vegetables (과채류 섭취를 통한 Neonicotinoid계 농약의 노출평가에 대한 확률적 접근)

  • Paik, Min-Kyoung;Park, Byung-Jun;Son, Kyung-Ae;Kim, Jin-Bae;Hong, Su-Myeong;Kim, Won-Il;Im, Geon-Jae;Hong, Moo-Ki
    • The Korean Journal of Pesticide Science
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    • v.14 no.2
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    • pp.110-115
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    • 2010
  • The aim of this study is to investigate the exposure assessment of Korean consumers to five neonicotinoid pesticides in fruit vegetables cultivated in Korea, using a probabilistic approach. We used five neonicotionid pesticides residues(acetamiprid, clothianidin, imidacloprid, thiacloprid, thiamethoxam) data in fruit vegetables reported by Rural Development Administration for the 2009 monitoring programme. Total exposure of five neonicotinoid pesticides for Korean consumer ranged from 0.087 to 0.236 ${\mu}g$/kg/day at the $95^{th}$ percentile. The $95^{th}$ percentile values of total exposure of five neonicotinoid pesticides by probabilistic approach were lower than those by deterministic approach, although mean values of total exposure by probabilistic approach were similar with those of total exposure by deterministic approach. Total exposure to acetamiprid residue may be mainly due to the exposure to acetamiprid through the consumption of strawberry. Also, acetamiprid residues in strawberry were considered as much more contributory factor to total exposure of acetamiprid than consumption data of strawberry. This contributory properties of acetamiprid were similar with those of all other neonicotinoid pesticides, excluding thiacloprid.

The Analysis of Efficiency and Productivity in the Korean and Japanese Railways: A Stochastic Cost Frontier Approach (확률적 비용변경 접근법을 이용한 한국과 일본 철도산업의 효율성과 생산성 분석)

  • Park, Jin-Gyeong;Kim, Seong-Su
    • Journal of Korean Society of Transportation
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    • v.25 no.6
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    • pp.141-157
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    • 2007
  • This paper evaluates the effects of privatization and deregulation on the firm-specific efficiency and total factor productivity (TFP) growth in the Korean and Japanese railways. Using a stochastic frontier approach and a generalized translog functional form, the paper specifies the equation system consisting of a multiproduct variable cost function and input share equations which is estimated with Zellner's iterative seemingly unrelated regression and the corrected least squares method. The Korean and Japanese railway firms are assumed to produce three outputs (Shinkansen passenger-kilometers, incumbent railway passenger-kilometers, ton-kilometers of freight) using three input factors (labor, fuel, maintenance and rolling stock). A monetary value of the ways and fixed installations held by the railroad firm is also included as a quasi-fixed input. The empirical results indicate that the average estimate of cost inefficiency is 2.57% for the total sample and on the average, JNR and JR Kyushu are found to be worst efficient while the most efficient railway firm in the sample is JR West. Also the cost efficiency levels of seven JRs have been improved after the reform and privatization of JNR. The findings also indicate that TFP growth of the privately-owned JRs are higher than those of the government-owned KNR and JNR. Three-island JRs and JR Freight have slightly higher TFP growth than Honshu JRs as well. Thus, the results suggest that managerial autonomy and increased competition via deregulation have improved efficiency and TFP growth.

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.

An Analysis on the Efficiency and Productivity of Korean Rail Transit Authorities Using a Stochastic Cost Frontier Approach (A Comparison with the Estimation Results by DEA) (확률적 비용변경접근법을 이용한 도시철도 운영기관의 효율성과 생산성 분석 (자료포락분석기법을 이용한 추정결과와의 비교를 중심으로))

  • Kim, Min-Jung;Kim, Sung-Soo
    • Journal of Korean Society of Transportation
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    • v.23 no.5 s.83
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    • pp.15-25
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    • 2005
  • Using a stochastic cost frontier approach(SCFA), this paper annually estimates the efficiency and productivity with same data in the papers which analyze the efficiency and productivity using data envelopment analysis(DEA) to compare the results and suggest the political findings of raising the efficiency and productivity for three publicly-owned rail transit properties. the Seoul Subway Corporation (SSC), the Seoul Metropolitan Electrified Railways Sector of Korea National Railroad (SMESRS) and the Busan Urban Transit Authority (BUTA). The results show that the results of SCFA are higher than DEA for efficiency and lower for productivity in that DEA regards the stochastic error and measurement error as the inefficiency contrary to SFCA. But the political findings from these results appears to be similar as follows. First, the productivity of the three properties should be first improved by using existing technologies efficiently and then by introducing new ones. Second, the three properties should improve the technical efficiency through reducing input quantities to raise their efficiency. Finally, all the three components of the productivity such as productive efficiency change, technical change, and scale change should be considered to evaluate their productivity more correctly.

Predicting Default of Construction Companies Using Bayesian Probabilistic Approach (베이지안 확률적 접근법을 이용한 건설업체 부도 예측에 관한 연구)

  • Hong, Sungmoon;Hwang, Jaeyeon;Kwon, Taewhan;Kim, Juhyung;Kim, Jaejun
    • Korean Journal of Construction Engineering and Management
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    • v.17 no.5
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    • pp.13-21
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    • 2016
  • Insolvency of construction companies that play the role of main contractors can lead to clients' losses due to non-fulfillment of construction contracts, and it can have negative effects on the financial soundness of construction companies and suppliers. The construction industry has the cash flow financial characteristic of receiving a project and getting payment based on the progress of the construction. As such, insolvency during project progress can lead to financial losses, which is why the prediction of construction companies is so important. The prediction of insolvency of Korean construction companies are often made through the KMV model from the KMV (Kealhofer McQuown and Vasicek) Company developed in the U.S. during the early 90s, but this model is insufficient in predicting construction companies because it was developed based on credit risk assessment of general companies and banks. In addition, the predictive performance of KMV value's insolvency probability is continuously being questioned due to lack of number of analyzed companies and data. Therefore, in order to resolve such issues, the Bayesian Probabilistic Approach is to be combined with the existing insolvency predictive probability model. This is because if the Prior Probability of Bayesian statistics can be appropriately predicted, reliable Posterior Probability can be predicted through ensured conditionality on the evidence despite the lack of data. Thus, this study is to measure the Expected Default Frequency (EDF) by utilizing the Bayesian Probabilistic Approach with the existing insolvency predictive probability model and predict the accuracy by comparing the result with the EDF of the existing model.

The Cost Structure of the Lines of Urban Railway (도시철도 노선의 비용구조 분석)

  • Kim, Soo Hyun;Jung, Hun Young
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.5
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    • pp.1559-1569
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    • 2014
  • The purpose of this study is to estimate the degree of cost inefficiency for the urban railway lines of a metropolitan city operated by public institutions in Korea and identify the causes of this inefficiency. To this end, we assume that the urban railway lines produce the output of train-km by putting three production factors of labor, electric power and maintenance and set the variable cost function model with the translog function to make a stochastic cost frontier analysis. Based on estimated result, we conclude that the cost savings for 6 years of all lines are about 6,672 hundred million won and top five lines with high inefficiency are Busan Line1, Daegu Line1, Daejeon Line1, Gwangju Line1, and Daegu Line2. The causes of inefficiency are attributable to labor and maintenance factors. The results of this study can be useful in case of finding the priorities of measures and specific plans for reducing labor and maintenance costs in the urban railway operation.