• 조명전기설비학회논문지
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• 제21권1호
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• pp.111-117
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• 2007

This paper presents a new approach to evaluate reliability indices of electric distribution systems using genetic Algorithm (GA). The use of reliability evaluation is an important aspect of distribution system planning and operation to adjust the reliability level of each area. In this paper, the reliability model is based on the optimal load transforming problem to minimize load generated load point outage in each sub-section. This approach is one of the most difficult procedures and become combination problems. A new approach using GA was developed for this problem. GA is a general purpose optimization technique based on principles inspired from the biological evolution using metaphors of mechanisms such as natural selection, genetic recombination and survival of the fittest. Test results for the model system with 24 nodes 29 branches are reported in the paper.

• 대한수학회지
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• 제31권4호
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• pp.709-715
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• 1994

The aim of of the study is a powerful test for the discrimination and therefore an optimal desin for that purpose. This problem is studied by Chernoff ([5]) and used in Chernoff ([6]) for accelerated life tests using the exponential distribution for life times. The approach used here is similar to that suggested by Lauter ([10]) and used in Chaloner ([3]) and Chaloner and Larntz ([4]) where it is motivated using Bayesian arguments. The approach taken in this paper the loss function $L(\cdot)$ evaluating a test procedure and a design d.

• 조명전기설비학회논문지
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• 제17권5호
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• pp.80-87
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• 2003

본 논문은 경험적인 탐색방법인 Reactive Tabu Search를 배전계통의 최적 재구성에 적용하였다. 일반적으로 Tabu search는 기울기가 감소하는 방향으로 탐색을 하기 때문에 적은 계산 시간으로 좋은 해를 얻을 수 있지만 초기의 계통 구성에 따라 수렴의 특성이 좌우되어 전역적인 최소해를 찾기가 어려운 단점이 있다 반면 RTS(Reactive Tabu search)는 reaction과 escape 메커니즘을 제공함으로써 파라미터 선정을 자동적으로 적응시키는 것이 가능하여 계통의 초기 구성에 관계 없이 전역적인 해를 적은 계산량으로도 찾을 수 있다. 렬 연구에서는 RTS의 reaction과 escape메커니즘 구현을 위하여 해싱 함수를 이용하였고 또한 제시된 방식을 32모선에 적용, 기존의 참고문헌과 비교함으로써 그 유용성을 입증하였다.

• 품질경영학회지
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• 제48권4호
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• pp.535-552
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• 2020

Purpose: The main theme of this study is to derive a specific quality loss function with multiple characteristics according to the same analytical structure as the single characteristic quality loss function of Taguchi. In other words, it presents an analytical framework for measuring quality costs that can be controlled in practice. Methods: This study followed the analytical methodology through geometric, linear algebraic, and statistical approaches Results: The function suggested by this study is as follows; $$L(x_1,x_2,{\cdots},x_t)={\sum\limits_{i=1}^{t}}k_i\{x_i+{\sum\limits_{j=1}^{t}}\({\rho}_{ij}{\frac{d_i}{d_j}}\)x_j\}x_i$$ Conclusion: This paper derived the quality loss function with multiple quality characteristics to expand the usefulness of the Taguchi quality loss function. The function derived in this paper would be more meaningful to estimate quality costs under the practical situation and general structure with multiple quality characteristics than the function by linear algebraic approach in response surface analysis.

• Communications for Statistical Applications and Methods
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• 제15권5호
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• pp.697-708
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• 2008

본 논문은 금융기관에서 활용하고 있는 운영리스크 측정모형에 대한 적합성검증 방법 중 안정성 검증에 관한 것이다. 신용리스크와는 달리 운영리스크는 손실자료의 특징, 과거 자료의 부족 그리고 적합성검증을 위한 이론적 도구의 부족 등으로 인해 현재 적절한 적합성검증 방안에 제시되지 못하고 있다. 본 논문에서는 운영리스크 VaR(Value at Risk) 추정값의 안정성을 평가하는 적합성검증 방법을 제시하고 이를 활용한 실증분석을 통해 제안된 방법에 대한 실제적 활용 가능성을 확인해 보고자 한다. 구체적으로 본 논문에서는 붓스트랩 방법을 활용하여 운영리스크 VaR의 신뢰구간을 생성함으로써 운영리스크 VaR 추정값의 안정성을 검증하는 기법을 제안하였으며, 이를 토대로 적합에 따른 운영리스크 VaR 추정값의 안정성을 측정하는 방안도 제시하였다.

• Communications for Statistical Applications and Methods
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• 제28권2호
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• pp.99-118
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• 2021

In this paper, we introduce an extended form of the inverse power Lomax model via Marshall-Olkin approach. We call it the Marshall-Olkin inverse power Lomax (MOIPL) distribution. The four- parameter MOIPL distribution is very flexible which contains some former and new models. Vital properties of the MOIPL distribution are affirmed. Maximum likelihood estimators and approximate confidence intervals are considered under Type I censored samples. Maximum likelihood estimates are evaluated according to simulation study. Bayesian estimators as well as Bayesian credible intervals under symmetric loss function are obtained via Markov chain Monte Carlo (MCMC) approach. Finally, the flexibility of the new model is analyzed by means of two real data sets. It is found that the MOIPL model provides closer fits than some other models based on the selected criteria.

• Earthquakes and Structures
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• 제14권5호
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• pp.437-447
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• 2018

Computational cost is one of the major obstacles for detailed risk analysis of structures. This paper puts forward a methodology for efficient probabilistic seismic loss assessment of structures using the Endurance Time (ET) analysis and the first-order reliability method (FORM). The ET analysis efficiently yields the structural responses for a continuous range of intensities through a single response-history analysis. Taking advantage of this property of ET, FORM is employed to estimate the annual rate of exceedance for the loss components. The proposed approach is an amalgamation of two analysis approaches, ET and FORM, that significantly lower the computational costs. This makes it possible to evaluate the seismic risk of complex systems. The probability distribution of losses due to the structural and non-structural damage as well as injuries and fatalities of a prototype structure are estimated using the proposed methodology. This methodology is an alternative to the prevalent risk analysis framework of the total probability theorem. Hence, the risk estimates of the proposed approach are compared with those from the total probability theorem as a benchmark. The results indicate a satisfactory agreement between the two methods while a significantly lower computational demand for the proposed approach.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 1995년도 춘계공동학술대회논문집; 전남대학교; 28-29 Apr. 1995
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• pp.435-444
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• 1995

We propose a new approach to the calculation of the exact cells loss probability in a shared buffer ATM multiplexer, which is loaded with homogeneous discrete-time ON-OFF sources. Renewal cycles are identified in regard to the state of input sources and the buffer state on each renewal circle is modelled as a K(shared buffer size)-state Markov chain. We also analyze the behavior of queue build-up at the shared buffer whose distribution together with the steady-state probabilities of the Markov chain leads to the exact cell loss probability. Our approach to obtaining the exact cell loss probability seems to be more efficient than most of other existing ones since our underlying Markov chain has less number of states.

• 한국경영과학회지
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• 제20권3호
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• pp.105-122
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• 1995

Based on linear models, the inference about the true measurement x$_{f}$ and the optimal designs x (nx1) for the calibration experiments are considered via Baysian statistical decision analysis. The posterior distribution of x$_{f}$ given the observation y$_{f}$ (qxl) and the calibration experiment is obtained with normal priors for x$_{f}$ and for themodel parameters (.alpha., .betha.). This posterior distribution is not in the form of any known distributions, which leads to the use of a numerical integration or an approximation for the calculation of the overall expected loss. The general structure of the expected loss function is characterized in the form of a conjecture. A near-optimal design is obtained through the approximation nof the conditional covariance matrix of the joint distribution of (x$_{f}$ , y$_{f}$ $^{T}$ )$^{T}$ . Numerical results for the univariate case are given to demonstrate the conjecture and to evaluate the approximation.n.

• Journal of the Korean Data and Information Science Society
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• 제25권6호
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• pp.1549-1555
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• 2014

Consider a p-variate normal distribution ($p-q{\geq}3$, q = rank($P_V$) with a projection matrix $P_V$). Using a simple property of noncentral chi square distribution, the generalized Bayes estimators dominating the James-Stein estimator shrinking towards projection vectors under quadratic loss are given based on the methods of Brown, Brewster and Zidek for estimating a normal variance. This result can be extended the cases where covariance matrix is completely unknown or ${\sum}={\sigma}^2I$ for an unknown scalar ${\sigma}^2$.