• Korean Management Science Review
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• v.31 no.2
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• pp.1-13
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• 2014

In almost all of the organizations, the cost for acquiring and maintaining the inventory takes a considerable portion of the management budget, and thus a certain constraint is set upon the budget itself. The previous studies on inventory control for each item that aimed to improve the fill rate, backorder, and the expenditure on inventory are fitting for the commercially-operated SCM, but show some discrepancies when they are applied to the spare parts for repairing disabled systems. Therefore, many studies on systematic approach concept considering spare parts of various kinds simultaneously have been conducted to achieve effective performance for the inventory control at a lower cost, and primarily, METRIC series models can be named. However, the past studies were limited when dealing with the probability distributions for representing the situation on demand and transportation of the parts, with the (S-1, S) inventory control policy, and so on. To address these shortcomings, the Continuous Time Markov Chain (CTMC) model, which considers the phase-type distributions and the (s, Q) inventory control policies to best describe the real-world situations inclusively, is presented in this study. Additionally, by considering the cost versus the system availability, the optimization of the inventory level, based on this model, is also covered.

• Communications for Statistical Applications and Methods
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• v.25 no.2
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• pp.131-157
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• 2018

We propose a robust event date model to estimate the date of a target event by a combination of individual dates obtained from archaeological artifacts assumed to be contemporaneous. These dates are affected by errors of different types: laboratory and calibration curve errors, irreducible errors related to contaminations, and taphonomic disturbances, hence the possible presence of outliers. Modeling based on a hierarchical Bayesian statistical approach provides a simple way to automatically penalize outlying data without having to remove them from the dataset. Prior information on individual irreducible errors is introduced using a uniform shrinkage density with minimal assumptions about Bayesian parameters. We show that the event date model is more robust than models implemented in BCal or OxCal, although it generally yields less precise credibility intervals. The model is extended in the case of stratigraphic sequences that involve several events with temporal order constraints (relative dating), or with duration, hiatus constraints. Calculations are based on Markov chain Monte Carlo (MCMC) numerical techniques and can be performed using ChronoModel software which is freeware, open source and cross-platform. Features of the software are presented in Vibet et al. (ChronoModel v1.5 user's manual, 2016). We finally compare our prior on event dates implemented in the ChronoModel with the prior in BCal and OxCal which involves supplementary parameters defined as boundaries to phases or sequences.

• Journal of Korean Society on Water Environment
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• v.24 no.6
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• pp.725-740
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• 2008

In this study a multi-site daily precipitation generator which generates the precipitation with similar spatial correlation, and at the same time, with conserving statistical properties of the observed data is developed. The proposed generator is intended to be a tool for down-scaling the data obtained from GCMs or RCMs into local scales. The occurrences of precipitation are simultaneously modeled in multi-sites by 2-parameter first-order Markov chain using random variables of spatially correlated while temporally independent, and then, the amount of precipitation is simulated by 3-parameter mixed exponential probability density function that resolves the issue of maintaining intermittence of precipitation field. This approach is applied to the Nakdong river basin and the observed data are daily precipitation data of 19 locations. The results show that spatial correlations of precipitation series are relatively well simulated and statistical properties of observed precipitation series are simulated properly.

• Journal of Korean Society for Quality Management
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• v.44 no.4
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• pp.751-770
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• 2016

Purpose: Two-stage ${\bar{X}}$ chart is a useful tool for process control when a surrogate variable may be used together with a performance variable. This paper extends the two-stage ${\bar{X}}$ chart to a three stage version by decomposing the first stage into the preliminary stage and the main stage. Methods: The expected cost function is derived using Markov-chain approach. The optimal designs are found for numerical examples using a genetic algorithm combined with a pattern search algorithm and compared to those of the two-stage ${\bar{X}}$ chart. Sensitivity analysis is performed to see the parameter effects. Results: The proposed design outperforms the optimal design of the two-stage ${\bar{X}}$ chart in terms of the expected cost per unit time unless the correlation between the performance and surrogate variables is modest and the shift in process mean is smallish. Conclusion: Three-stage ${\bar{X}}$ chart may be a useful alternative to the two-stage ${\bar{X}}$ chart especially when the correlation between the performance and surrogate variables is relatively high and the shift in process mean is on the small side.

• The Korean Journal of Applied Statistics
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• v.15 no.1
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• pp.73-84
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• 2002

Linear regression models with inequality constraints on the coefficients are frequently used in economic models due to sign or order constraints on the coefficients. In this paper, we propose a Bayesian approach to selecting significant explanatory variables in linear regression models with inequality constraints on the coefficients. Bayesian variable selection requires computation of posterior probability of each candidate model. We propose a method which computes all the necessary posterior model probabilities simultaneously. In specific, we obtain posterior samples form the most general model via Gibbs sampling algorithm (Gelfand and Smith, 1990) and compute the posterior probabilities by using the samples. A real example is given to illustrate the method.

• Journal of Sensor Science and Technology
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• v.26 no.4
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• pp.286-291
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• 2017

With regards to heading estimation using gyroscope and magnetometer signals, magnetic disturbance added in the magnetometer signals is a main degradation factor in the estimation accuracy. Although there are a number of existing mechanisms that may properly compensate for the magnetic disturbances, they are designed to react only to the magnetic disturbances, but not to the time derivative of disturbances. Note that the sensors may experience abrupt changes in the magnetic disturbances, particularly for ambulatory applications. This paper proposes a magnetic disturbance model-embedded heading estimation filter for time-varying magnetic environments. The proposed magnetic disturbance model is based on a first-order Markov chain with a conditional switching technique depending on the time derivative of disturbances. Once a high amount of derivative is detected, the corrupted magnetometer signals are discarded to protect the filter from them. In our experimental results, the averaged heading error of tests was $1.46^{\circ}$, while that of the original approach without switching was $5.75^{\circ}$.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.8 no.5
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• pp.1532-1553
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• 2014

Radio spectrum is a precious resource and characterized by fixed allocation policy. However, a large portion of the allocated radio spectrum is underutilized. Conversely, the rapid development of ubiquitous wireless technologies increases the demand for radio spectrum. Cognitive Radio (CR) methodologies have been introduced as a promising approach in detecting the white spaces, allowing the unlicensed users to use the licensed spectrum thus realizing Dynamic Spectrum Access (DSA) in an effective manner. This paper proposes a generalized framework for DSA between the licensed (primary) and unlicensed (secondary) users based on Continuous Time Markov Chain (CTMC) model. We present a spectrum access scheme in the presence of sensing errors based on CTMC which aims to attain optimum spectrum access probabilities for the secondary users. The primary user occupancy is identified by spectrum sensing algorithms and the sensing errors are captured in the form of false alarm and mis-detection. Simulation results show the effectiveness of the proposed spectrum access scheme in terms of the throughput attained by the secondary users, throughput optimization using optimum access probabilities, probability of interference with increasing number of secondary users. The efficacy of the algorithm is analyzed for both imperfect spectrum sensing and perfect spectrum sensing.

• Communications for Statistical Applications and Methods
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• v.24 no.6
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• pp.605-625
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• 2017

This paper presents proportional odds cure models to allow spatial correlations by including spatial frailty in the interval censored data setting. Parametric cure rate models with independent and dependent spatial frailties are proposed and compared. Our approach enables different underlying activation mechanisms that lead to the event of interest; in addition, the number of competing causes which may be responsible for the occurrence of the event of interest follows a Geometric distribution. Markov chain Monte Carlo method is used in a Bayesian framework for inferential purposes. For model comparison some Bayesian criteria were used. An influence diagnostic analysis was conducted to detect possible influential or extreme observations that may cause distortions on the results of the analysis. Finally, the proposed models are applied for the analysis of a real data set on smoking cessation. The results of the application show that the parametric cure model with frailties under the first activation scheme has better findings.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.627-641
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• 2016

In this paper, we consider a seemingly unrelated regression (SUR) model and propose a nonparametric Bayesian approach to SUR with a Dirichlet process mixture of normals for modeling an unknown error distribution. Posterior distributions are derived based on the proposed model, and the posterior inference is performed via Markov chain Monte Carlo methods based on the collapsed Gibbs sampler of a Dirichlet process mixture model. We present a simulation study to assess the performance of the model. We also apply the model to precipitation data over South Korea.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.29 no.4
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• pp.100-106
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• 2006

We analyze a voice/data integrated traffic model of the cellular mobile communication system with hybrid guard channels for voice and handoff calls. In a multi-service integrated wireless environment, quality of service guarantee is crucial for smooth transportation of real time information. Real time voice traffic requires a guaranteed upper bounded on both delay and packet error rate, whereas data traffic does not. Voice traffic has high transmission priority over data packets. Thus one of the important problems is the design of admission control schemes which can efficiently accommodate the differential quality of service requirements. In this paper, a hybrid guard channel scheme is considered in which arriving calls are assigned channels as long as the number of busy channels in the cell is below a predetermined first threshold. When the number of busy channels reaches the first threshold, new originating data calls are queued in the infinite data buffer. Then reaches second threshold, only handoff calls are assigned the remaining channels and new originating voice calls are blocked. We evaluate the system by a two-dimensional Markov chain approach and generating function method and obtain performance measures included blocking probability and forced termination probability.