• 품질경영학회지
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• 제41권1호
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• pp.149-162
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• 2013

Purpose: The purpose of this study was to design of a probabilistic model for optimum manpower planning in R&D department by Montecarlo simulation. Methods: We investigate the process and the requirement of manpower planning and scheduling in R&D department. The empirical distributions of necessary time and manpower for R&D projects are developed. From the empirical distributions, we can estimate a probability distribution of optimum manpower in R&D department. A simulation method of estimating the probability distribution of optimum manpower is considered. It is a useful tool for obtaining the sum, the variance and other statistics of the distributions. Results: The real industry cases are given and the properties of the model are investigated by Montecarlo Simulation. we apply the model to the research laboratory of the global company, and investigate and compensate the weak points of the model. Conclusion: The proposed model provides various and correct information such as average, variance, percentile, minimum, maximum and so on. A decision maker of a company can easily develop the future plan and the task of researchers may be allocated properly. we expect that the productivity can be improved by this study. The results of this study can be also applied to other areas including shipbuilding, construction, and consulting areas.

• 전기학회논문지
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• 제57권4호
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• pp.560-566
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• 2008

Today, as the power trades between generation companies and power customer are liberalized, the uncertainty level of operated power system is rapidly increased. Therefore, transmission operators as decision makers for transmission expansion are required to establish a deliberate investment plan for effective operations of transmission facilities considering forecasted conditions of power system. This paper proposes the methodology for the optimal solution of transmission expansion in deregulated power system. The paper obtains the expected value of transmission congestion cost for various scenarios by using occurrence probability. In addition, the paper assumes that increasing rates of loads are the probability distribution and indicates the location of expanded transmission line, the time for transmission expansion with the minimum cost for the future by performing the Montecarlo simulation. To minimize the investment risk as the variance of the congestion cost, Mean-Variance Markowitz portfolio theory is applied to the optimization model by the penalty factor of the variance. By the case study, the optimal solution for transmission expansion plan considering the feature of market participants is obtained.

• 한국IT서비스학회지
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• 제9권4호
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• pp.123-133
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• 2010

There are many occasions on which the critical decisions should be made in software projects. Those decisions are basically related to estimating and predicting project parameters such as costs, efforts, and duration. The project managers are looking for methods to make better decisions. The decisions about project parameters are recommended to be performed based on historical data of Similar projects. The measures of the tasks in past projects may have different shapes of distributions. we need to add those measures to get a predicted project measures. To add measures with different shapes of distribution, we need to use Monte Carlo Simulation. In this paper, we suggest applying Monte Carlo Simulation for supporting decision makings in software project. We implemented best-fit case and scheduling estimations with Cristal Ball, a commercial product of Monte Carlo simulation and showed how the suggested approach supports those critical decision makings.

• Journal of the Korean Statistical Society
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• 제27권4호
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• pp.421-433
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• 1998

In this paper, matching priors for P(X < Y) are investigated when both distributions are exponential distributions. Two recent approaches for finding noninformative priors are introduced. The first one is the verger and Bernardo's forward and backward reference priors that maximizes the expected Kullback-Liebler Divergence between posterior and prior density. The second one is the matching prior identified by matching the one sided posterior credible interval with the frequentist's desired confidence level. The general forms of the second- order matching prior are presented so that the one sided posterior credible intervals agree with the frequentist's desired confidence levels up to O(n$^{-1}$ ). The frequentist coverage probabilities of confidence sets based on several noninformative priors are compared for small sample sizes via the Monte-Carlo simulation.

• 한국지구물리탐사학회:학술대회논문집
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• 한국지구물리탐사학회 2009년도 특별 심포지엄
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• pp.101-118
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• 2009

In order to invest in overseas mineral projects, it is necessary to have a ability of technical and financial evaluation. Reserve estimation is the most important for mineral appraisal. Geostatistical evaluation of tonnage and grade promises more accurate reserve estimation than traditional methods such as polygon, inverse distance method and so on even if it has some uncertainty. Selection of a mining method and a mineral processing is also important because capex and opcosts of a mineral project is due to the selection. Mineral project is usually evaluated financially using NPV and IRR which are calculated through DCF(Discount Cash Flow). Uncertainty of a mineral project is analyzed statistically using sensitivity analysis and montecarlo simulation.

• 전기전자학회논문지
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• 제19권4호
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• pp.500-505
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• 2015

본 연구에서는, 가우시안 잡음에 의해 교란된 평면 오실레이터의 위상 천이의 시변 분산을, 기존 3개 위상천이 모델이 얼마나 정확하게 추정할 수 있는지를 몬테카를로 시뮬레이션을 통하여 비교한다. 비교 결과, Kaertner 모델이 ISF 모델이나 PP 모델 보다 약 1000배 높은 정확도를 가지고 위상 천이의 시변 분산을 추정한다는 것을 알 수 있다. 또한, PP 모델의 추정 정확도는 ISF 모델 보다 다소 높다는 것을 알 수 있다.

• 경영과학
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• 제25권2호
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• pp.43-55
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• 2008

Contingent valuation method(hereafter CVM) is generally believed to be one of the most popular methods used for quantifying the value of non-market goods or services particularly by asking respondents of willingness to pay. This study deals with how to use CVM in calculating the value of mobile telephone service by suggesting methodology of estimation and eliminating biases. This study represents an attempt to estimate the WTP(Willingness To Pay) of the mobile telephone service using the face-to-face interview which is the qualitative technique is used. In this study, by using the single bound dichotomous choice model(SBDC) in order to analyze the valuation of mobile telephone service, WTP was estimated. Also we analyze the factors to pay for mobile service in which it becomes the important factor of demanding services. We used logit model. In order to provide robust estimates of WTP, we have used the Method of Montecarlo Simulation. Consequently, consumers showed that WTP about the mobile communications service is generally high. And it could know that the WTP will fell down as the specialized knowledge about the mobile communications frequency was high. It will be able to become the important part to not only the business carrier but also the policy maker to estimate the economic value of mobile telephone service.

• 한국진공학회지
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• 제14권3호
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• pp.119-125
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• 2005

원자로의 중성자 빔을 사용하는 수평형 반사율 장치는 중성자 고유의 투과성 및 낮은 에너지의 비파괴성과 함께 시편을 수평으로 놓을 수 있는 장점을 가지고 수 나노미터 이내의 박막의 두께와 밀도를 측정하기 위하여 활용되는 새로운 장치이다. 원자력연구소에 열 중성자를 기반으로 개발을 추진하고 있으나, 아직 국내에 설치되어 있지 않아서 장치의 개념 및 최적화를 위한 시뮬레이션이 시급하다. 따라서 열중성자에 해당하는 $2.5{\AA}$를 기반으로 몬테카를로 시뮬레이션을 이용하는 MCSTAS를 이용하여 장치의 개념을 설계하였다. 단색기와 collimator, 그리고 초거울등의 설계 및 각 변수들은 설계의 목표인 최대 Flux를 갖는 중성자 빔 세기를 고려하여 결정하였다.

• 한국조명전기설비학회지:조명전기설비
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• 제7권6호
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• pp.27-33
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• 1993

본 논문에서는 몬테카를로 시뮬레이션을 이용하여 복잡한 다면 실내공간에서 조도분포를 예측하는 방법을 제안하였다. 광원으로부터 방사하는 빛을 배광분포에 따른 가중치를 가지고 진행하는 입자로 가정하였으며 광원에서 방출된 빛의 경로를 추적하여 반사면과의 교점을 구한다. 그리고 반사면의 반사율을 고려하여 이자가 반사 또는 흡수될 것인가를 판단하고 그 입자가 흡수될 때까지 입자의 진행을 반복한다. 무수히 많은 입자에 대해 위와 같은 과정을 반복하면 실내면의 조도분포를 얻을 수 있다. 보다 세밀한 측정을 위하여 각 실내면은 매우 작은 미소면적으로 분할하였다. 그리고, 실제공간에서도 응용될 수 있도록 실제의 공간과 유사한 다면 실내공간에 대해서 시뮬레이션을 하였으며, 조도분포에 따라 이차원의 등조도 곡선과 삼차원의 조도분포곡선을 그렸다. 실제로 모델공간을 제작하여 조도를 측정해 본 결과, 실험치와 계산치의 오차가 평균 2.3% 이내로 되었다.

• 한국수자원학회논문집
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• 제42권9호
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• pp.681-690
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• 2009

본 연구에서는 기상인자를 반영하여 확률강수량을 산정하고 불확실성을 평가하였다. 기상인자는 범지구적으로 관측되고 있는 해수면온도와 습윤지수 자료를 이용하였다. 분석 방법은 기상인자와 연최대시간강수량 사이의 지체상관계수를 산정하여 비교함으로써, 우리나라의 시간최대강수량과 상관관계가 큰 기상인자의 관측지역과 지체시간을 선정하고 지역가중다항식을 이용하여 회귀관계를 설정하였다. 다음으로 기상인자를 변동핵밀도함수를 이용하여 확률 밀도함수를 추정하여 모의발생을 수행하였다. 마지막으로 모의된 기상인자를 지역가중다항식을 통해 강수량을 추정하여 확률강수량을 산정하였다. 분석 결과에서 기상인자를 반영한 확률강수량은 강수자료를 빈도해석한 확률강수량과 큰 차이를 보이지 않는 것으로 나타났다. 또한 지구온난화와 같은 기후변화를 반영하는 기상인자를 반영한 확률강수량 산정의 기초자료로 활용할 수 있을 것으로 판단된다.