• Title/Summary/Keyword: Mix-Method

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Extended Quasi-likelihood Estimation in Overdispersed Models

  • Kim, Choong-Rak;Lee, Kee-Won;Chung, Youn-Shik;Park, Kook-Lyeol
    • Journal of the Korean Statistical Society
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    • v.21 no.2
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    • pp.187-200
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    • 1992
  • Samples are often found to be too heterogeneous to be explained by a one-parameter family of models in the sense that the implicit mean-variance relationship in such a family is violated by the data. This phenomenon is often called over-dispersion. The most frequently used method in dealing with over-dispersion is to mix a one-parameter family creating a two parameter marginal mixture family for the data. In this paper, we investigate performance of estimators such as maximum likelihood estimator, method of moment estimator, and maximum quasi-likelihood estimator in negative binomial and beta-binomial distribution. Simulations are done for various mean parameter and dispersion parameter in both distributions, and we conclude that the moment estimators are very superior in the sense of bias and asymptotic relative efficiency.

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A Lagrangian Relaxation Approach to Capacity Planning for a Manufacturing System with Flexible and Dedicated Machines

  • Lim, Seung-Kil;Kim, Yeong-Dae
    • Journal of the Korean Operations Research and Management Science Society
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    • v.23 no.2
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    • pp.47-65
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    • 1998
  • We consider a multiperiod capacity planning problem for determining a mix of flexible and dedicated capacities under budget restriction. These capacities are controlled by purchasing flexible machines and/or new dedicated machines and disposing old dedicated machines. Acquisition and replacement schedules are determined and operations are assigned to the flexible or dedicated machines for the objective of minimizing the sum of discounted costs of acquisition and operation of flexible machines, new dedicated machines, and old dedicated machines. In this research, the Problem is formulated as a mixed integer linear Program and solved by a Lagrangian relaxation approach. A subgradient optimization method is employed to obtain lower bounds and a multiplier adjustment method is devised to improve the bounds. We develop a linear programming based Lagrangian heuristic algorithm to find a good feasible solution of the original problem. Results of tests on randomly generated test problems show that the algorithm gives relatively good solutions in a reasonable amount of computation time.

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The Admissible Multiperiod Mean Variance Portfolio Selection Problem with Cardinality Constraints

  • Zhang, Peng;Li, Bing
    • Industrial Engineering and Management Systems
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    • v.16 no.1
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    • pp.118-128
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    • 2017
  • Uncertain factors in finical markets make the prediction of future returns and risk of asset much difficult. In this paper, a model,assuming the admissible errors on expected returns and risks of assets, assisted in the multiperiod mean variance portfolio selection problem is built. The model considers transaction costs, upper bound on borrowing risk-free asset constraints, cardinality constraints and threshold constraints. Cardinality constraints limit the number of assets to be held in an efficient portfolio. At the same time, threshold constraints limit the amount of capital to be invested in each stock and prevent very small investments in any stock. Because of these limitations, the proposed model is a mix integer dynamic optimization problem with path dependence. The forward dynamic programming method is designed to obtain the optimal portfolio strategy. Finally, to evaluate the model, our result of a meaning example is compared to the terminal wealth under different constraints.

Numerical Study on Liquid Fuel Combustion of a Dump Type Ramjet Combustor (Dump형 램제트 연소기의 액체연료 연소유동 수치해석)

  • Kim, Sung-Don;Jeung, In-Seuck
    • 한국연소학회:학술대회논문집
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    • 2005.10a
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    • pp.269-272
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    • 2005
  • Due to the high density and heating value, liquid fuel is attractive for ramjet propulsion system. Liquid fuel requires time to evaporation and mix with incoming air before ignition; insufficient evaporation and mixing result in low combustion efficiency and instability. So the numerical studies are conducted to investigate the spray and combustion characteristics of a liquid-fueled dump type Integrated Rocket Ramjet combustor. The governing equations are solved by means of a finite-volume using time derivative preconditioning method for chemical reacting flow. The liquid phase is treated by solving Lagrangian equations of motion and transport for the life histories of a statistically significant sample of individual droplets.

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A Study on DDoS(Distributed Denial of Service) Attack Detection Model Based on Statistical (통계 기반 분산서비스거부(DDoS)공격 탐지 모델에 관한 연구)

  • Kook, Yoon-Ju;Kim, Yong-Ho;Kim, Jeom-Goo;Kim, Kiu-Nam
    • Convergence Security Journal
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    • v.9 no.2
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    • pp.41-48
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    • 2009
  • Distributed denial of service attack detection for more development and research is underway. The method of using statistical techniques, the normal packets and abnormal packets to identify efficient. In this paper several statistical techniques, using a mix of various offers a way to detect the attack. To verify the effectiveness of the proposed technique, it set packet filtering on router and the proposed DDoS attacks detection method on a Linux router. In result, the proposed technique was detect various attacks and provide normal service mostly.

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An Experimental Study on the Freezing and Thawing of Concrete Mixed with Steel Slag (제강 슬래그를 이용한 콘크리트의 동결융해에 대한 실험적 연구)

  • 정원섭;조성현;권기주;박성우;김진만
    • Proceedings of the Korea Concrete Institute Conference
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    • 2003.11a
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    • pp.48-53
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    • 2003
  • The steel slag, a by-product which is produced on the process of manufacturing steel by refining pig iron is mainly used as road materials after aging it. It is necessary to age steel slag for long time in air because the reaction with water and free-CaO in steel slag could make the volume expanded. Due to this reason it prevents steel slag from being used as aggregate of concrete. But steel slag used in this study is controled by a air-jet method which rapidly cools substance melted at a high temperature. Rapid cooling prevents from generating of free-CaO in steel slag. In this study, it was investigated that steel slag manufactured by air-jet method affects on concrete in the freezing and thawing. As results of this study, concrete mixed with steel slag was worse in the freezing and thawing than concrete mixed with sand in spite of using air entraining agent. To obtain durability of concrete in the freezing and thawing, it is desirable to mix 50% of steel slag in concrete per unit weight of volume.

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A Study about Choice of Industrial Mixer's Impeller Type for Concentration Measurement Method and PIV (농도계측기법과 PIV에 의한 산업용 교반기 Impeller 형상 선정에 관한 연구)

  • Kim, Dong-Kyun;Bae, Suk-Tae;Kim, Jeong-Hwan;Kim, Oh-Keun;Lee, Young-Ho
    • Journal of Advanced Marine Engineering and Technology
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    • v.30 no.3
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    • pp.413-419
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    • 2006
  • The Industrial Mixers are used in various industrial fields where they are necessary to intimately mix two reactants in a short period of time. However, despite their widespread use, complex unsteady flow characteristics of industrial mixers are not systematically investigated. The present study aims for clarify unsteady flow characteristics induced by various impellers in a tank. Impellers are pitched blade turbine(PBT) types. Screw type and Rushton turbine type. In this study choice of the Industrial Mixer's Impeller type for distribution of concentration and PIV measurement method. The rotating speed of impellers are fixed by 100RPM.

Ashpalt 2 Component Adhesive Leakage Repair Sealant Evaluation (아스팔트 2액형 점착재의 누수보수 평가에 관한 연구)

  • Cho, Il-Kyu;Kim, Keun-Hur;Oh, Sang-Keun
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2017.05a
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    • pp.140-141
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    • 2017
  • This study is based on the evaluation of a single component injection type adhesive repair material and a new 2 component type used in leakage of underground concrete structures. The studies showed that based on different mix ratio of the 2 component type adhesive sealant comprised of an asphalt main and latex mixture agent the viscosity of the material compound differed significantly. Based on a permeability testing, injection and economic efficiency, and performance, the appropriate ratio was determined to be 6:1 and was proceeded to the KS F 4935 evaluation method. The 2 component type adhesive sealant uses a static mixer and a cartridge type container for the injection procedure and was able to satisfy the evaluation criteria outlined in the KS F 4935 standard.

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A Study on strategy for Retail Marketing Communication and Visual Mcrchandising (유통환경 마케팅 커뮤니케이션과 비쥬얼 머천다이징을 위한 전략수립에 관한 연구)

  • 유영배
    • Archives of design research
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    • v.21
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    • pp.67-74
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    • 1997
  • Marketing communication is becoming a critical element in today's competive retail environment. Consumers are better educated and discriminating in their choices. Especially, now in the totally opened Korean market situation, establishing proper retail marketing strategy faces many challenge and require special attention. In this study, various promotion media application strategies are mentioned in order to help retailers who need to develop their own promotion plan. Among the media mix, xisual merchandising is becoming effective communication system for retail promotion. Because of its complex development process, retailers and professionals both need to understand the theoretical background of VMD and application method. As a guide in developing systems for each use, it might have some limitations due to the method of research and data related to researcher's choice. In spite of above mentioned limitations, this study will serve as a practical guide for the retailers who wishes to achieve marketing goals in order to survive in this competitive retail situation.

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Numerical Study of a Dump Type Ramjet Combustor (Dump형 램제트 연소기의 연소특성에 대한 수치적 연구)

  • Kim, Sung-Don;Jeung, In-Seuck;Choi, Jeong-Yol
    • 한국연소학회:학술대회논문집
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    • 2006.04a
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    • pp.218-222
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    • 2006
  • Due to the high density and heating value, liquid fuel is attractive for ramjet propulsion system. Liquid fuel requires time to evaporation and mix with incoming air before ignition; insufficient evaporation and mixing result in low combustion efficiency and instability. So the numerical studies are conducted to investigate the spray and combustion characteristics of a liquid-fueled dump type Ramjet combustor. The governing equations are solved by means of a finite-volume using time derivative preconditioning method for chemical reacting flow. The liquid phase is treated by solving Lagrangian equations of motion and transport for the life histories of a statistically significant sample of individual droplets.

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