• Title/Summary/Keyword: Distribution Journal

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Operational Risk Measurement of Financial Institutions via AHP (AHP 분석을 이용한 금융기관 운영리스크 측정)

  • Choi, Seung-Il
    • Korean Management Science Review
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    • v.28 no.3
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    • pp.73-82
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    • 2011
  • Basel II advanced measurement approaches for operational risk need to estimate the frequency and severity distribution of operational losses. Due to lack of internal loss data, the estimation is impossible in many cases and so external loss data might be used by scaling on asset or gross income. To get around lack of loss data, scenario analysis combined with loss distribution approach can be useful in calculating the capital charge of operational risk. However, scenario based loss distribution approach requires much time and effort. Instead we may apply the analytic hierarchy process to measure operational risk of financial institutions. The analytic hierarchy process combined with loss distribution approach is to estimate the capital charge of operational risk in other areas based on the operational VaR in an area with sufficient loss data. AHP provides a tool for timely measurement of operational risk in this rapidly changing global environment.

Selective detection of AC transport current distributions in GdBCO coated conductors using low temperature scanning Hall probe microscopy

  • Kim, Chan;Kim, Mu Young;Park, Hee Yeon;Ri, Hyeong-Ceoul
    • Progress in Superconductivity and Cryogenics
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    • v.19 no.1
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    • pp.26-29
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    • 2017
  • We studied the distribution of the current density and its magnetic-field dependence in GdBCO coated conductors with AC bias currents using low temperature scanning Hall probe microscopy. We selectively measured magnetic field profiles from AC signal obtained by Lock-in technique and calculated current distributions by inversion calculation. In order to confirm the AC measurement results, we applied DC current corresponding to RMS value of AC current and compared distribution of AC and DC transport current. We carried out the same measurements at various external DC magnetic fields, and investigated field dependence of AC current distribution. We notice that the AC current distribution unaffected by external magnetic fields and preserved their own path on the contrary to DC current.

A Study on the Effect of Load Variations in a Line to Ground Fault Location Algorithm Using Iterative Method for Distribution Power Systems (반복계산법을 사용한 배전계통 1선지락사고 고장거리 계산 알고리즘에서 부하변동의 영향 고찰)

  • 최면송;이승재;현승호;진보건;이덕수
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.52 no.7
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    • pp.355-362
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    • 2003
  • The fault analysis problem of a distribution network has many difficulties comes from the unbalance of loads or networks and the lacks of load information. The unbalance of loads or networks make the fault location difficult when it use the classical sequence transformation. Moreover the amount of load in the distribution networks fluctuates with time. This paper introduces a recent fault location algorithm using iterative method which handle the unbalance of the problem. But, the fault location errors comes from the load fluctuations still left. For the real application of the new fault location algorithm in distribution networks, this paper studied the effect of the load fluctuations in the algorithm.

Adaptive Feedback Cancellation Using by Independent Component Analysis for Digital Hearing Aid (독립성분분석을 이용한 디지털 보청기용 적응형 궤환 제거)

  • Ji, Yoon-Sang;Lee, Sang-Min;Jung, Sae-Young;Kim, In-Young;Kim, Sun-I
    • Speech Sciences
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    • v.12 no.3
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    • pp.79-89
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    • 2005
  • Acoustic feedback between microphone and receiver can be effectively cancelled adaptive feedback cancellation algorithm. Although many speech sounds have non-Gaussian distribution, most algorithms were tested with speech like sounds whose distribution were Guassian type. In this paper, we proposed an adaptive feedback cancellation algorithm based on independent component analysis (ICA) for digital hearing aid. The algorithm was tested with not only Gaussian distribution but also Laplacian distribution. We verified that the proposed algorithm has better acoustic feedback cancelling performance than conventional normalized root mean square (NLMS) algorithm, especially speech like sounds with Laplacian distribution.

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Study on Relationship between Discomfort and Body Pressure Distribution on the Seat under Height of Footrest and Angle of Seatpan (발판 높이와 의자밑판 각도에 따른 체압분포 변화와 불편함의 상관성 평가)

  • Park, Dong-Woon;Ahn, Se-Jin;Yoo, Wan-Suk
    • Transactions of the Korean Society of Automotive Engineers
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    • v.15 no.6
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    • pp.38-43
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    • 2007
  • In this paper, a study is described on finding a relationship between discomfort and body pressure distribution. In the first step, experiments were conducted to find correlation between pressure distribution and discomfort. The experiments of 12 people on 9 seats were performed. In the second step, parameters and correlation coefficients were determined between the measured body pressure distribution and median values of the subjective evaluations of 12 subjects using psychophysical power law.

Transmuted new generalized Weibull distribution for lifetime modeling

  • Khan, Muhammad Shuaib;King, Robert;Hudson, Irene Lena
    • Communications for Statistical Applications and Methods
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    • v.23 no.5
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    • pp.363-383
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    • 2016
  • The Weibull family of lifetime distributions play a fundamental role in reliability engineering and life testing problems. This paper investigates the potential usefulness of transmuted new generalized Weibull (TNGW) distribution for modeling lifetime data. This distribution is an important competitive model that contains twenty-three lifetime distributions as special cases. We can obtain the TNGW distribution using the quadratic rank transmutation map (QRTM) technique. We derive the analytical shapes of the density and hazard functions for graphical illustrations. In addition, we explore some mathematical properties of the TNGW model including expressions for the quantile function, moments, entropies, mean deviation, Bonferroni and Lorenz curves and the moments of order statistics. The method of maximum likelihood is used to estimate the model parameters. Finally the applicability of the TNGW model is presented using nicotine in cigarettes data for illustration.

On the comparison of cumulative hazard functions

  • Park, Sangun;Ha, Seung Ah
    • Communications for Statistical Applications and Methods
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    • v.26 no.6
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    • pp.623-633
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    • 2019
  • This paper proposes two distance measures between two cumulative hazard functions that can be obtained by comparing their difference and ratio, respectively. Then we estimate the measures and present goodness of t test statistics. Since the proposed test statistics are expressed in terms of the cumulative hazard functions, we can easily give more weights on earlier (or later) departures in cumulative hazards if we like to place an emphasis on earlier (or later) departures. We also show that these test statistics present comparable performances with other well-known test statistics based on the empirical distribution function for an exponential null distribution. The proposed test statistic is an omnibus test which is applicable to other lots of distributions than an exponential distribution.

A Fundamental Study of Probability Functions and Relationship of Wave Heights. -On the Wave Heights of the East Coast of Korea- (파고의 확률분포 및 상관에 관한 기초적 연구 - 동해안의 파고를 중심으로 하여 -)

  • 윤해식;이순탁
    • Water for future
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    • v.7 no.2
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    • pp.99-106
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    • 1974
  • The records of wave heights which were observed at Muk ho and Po hang of the East Coast of Korea were analized by several probility functions. The exponential 2 parameter distribution was found as the best fit probability function to the historical distribution of wave heights by the test of goodness of fit. But log-normal 2 parameter and log-extremal type A distributions were also fit to the historical distribution, especially in the Smirnov-Kolmogorov test. Therefore, it can't be always regarded that those two distributions are not fit to the wave heiht's distribution. In the test of goodness of fit, the Chi-Square test gave very sensitive results and Smirnov-Kolmogorov test, which is a distribution free and non-parametric test, gave more inclusive results. At the next stage, the inter-relationship between the mean and the one-third wave heights, the mean and the one-=tenth wave heights, the one-third and the one-tenth wave heights, the one-third and the highest wave heights were obtained and discussed.

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Backorder Policy of Multi-Supply Centers Distribution Chain for Capital-Goods Product (자본재 품목에 대한 다수 공급처 분배사슬의 부재고 정책)

  • Kim, Young-Sik;Hong, Sung-Jo;Choi, Jin-Yeong
    • IE interfaces
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    • v.13 no.3
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    • pp.438-443
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    • 2000
  • In this paper, we suggest a new backorder policy for stockout which is occurred in each regional distribution centers of distribution chain for capital-goods product. In backorder process of backorder policy, minimize expected stockout through the balancing-division module, and has occured stockout is backordering through the emergency supply from central distribution center and regional distribution center. Simulation tests show that our backorder policy is on the decrease of backorder cost and improvement of customer service. Our backorder policy has two important benefit. First, customer service level is improved by realization of minimum stockout. Second, the backorder process by allowance of the same level supply is to decrease system operating cost.

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A Fault Calculation Method for Loop Structured Distribution Feeders (루프운전 배전선로의 고장계산 방법)

  • Hwang, Jihui;Lim, Seongil
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.65 no.10
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    • pp.1633-1638
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    • 2016
  • Loop system arrangement in the primary distribution system has been increased for higher reliability of power supply to the customer. This paper presents a new fault calculation method for the loop structured unbalanced distribution feeders. Mathematical modeling method of the distribution system and superposition principal based fault calculation procedures are provided. In order to establish feasibility of the proposed method, various case studies have been performed using Matlab power system toolbox.