• Title/Summary/Keyword: Optimal rate

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An Optimal Strategy for Finding Espionage Ship (해상침투선 조기발견 방안)

  • Kim Chung-Yeong
    • Journal of the military operations research society of Korea
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    • v.15 no.2
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    • pp.79-93
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    • 1989
  • This research paper is aimed at developing an optimal strategy for finding espionage ship sent from North Korea. The optimal strategy developed here handles detection rate and probability that the espionage ship is in a certain specific sea area. A detection model is developed and an application problem is illustrated.

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Two optimal threshold criteria for ROC analysis

  • Cho, Min Ho;Hong, Chong Sun
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.1
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    • pp.255-260
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    • 2015
  • Among many optimal threshold criteria from ROC curve, the closest-to-(0,1) and amended closest-to-(0,1) criteria are considered. An ROC curve that passes close to the (0,1) point indicates that two models are well classified. In this case, the ROC curve is located far from the (1,0) point. Hence we propose two criteria: the farthest-to-(1,0) and amended farthest-to-(1,0) criteria. These criteria are found to have a relationship with the KolmogorovSmirnov statistic as well as some optimal threshold criteria. Moreover, we derive that a definition for the proposed criteria with more than two dimensions and with relations to multi-dimensional optimal threshold criteria.

Optimal thresholds criteria for ROC surfaces

  • Hong, C.S.;Jung, E.S.
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1489-1496
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    • 2013
  • Consider the ROC surface which is a generalization of the ROC curve for three-class diagnostic problems. In this work, we propose ve criteria for the three-class ROC surface by extending the Youden index, the sum of sensitivity and specificity, the maximum vertical distance, the amended closest-to-(0,1) and the true rate. It may be concluded that these five criteria can be expressed as a function of two Kolmogorov-Smirnov statistics. A paired optimal thresholds could be obtained simultaneously from the ROC surface. It is found that the paired optimal thresholds selected from the ROC surface are equivalent to the two optimal thresholds found from the two ROC curves.

Optimal Replacement Policy for a Repairable System with Combination Warranty (혼합보증이 있는 수리 가능한 시스템에 대한 최적의 교체정책)

  • 정기문
    • The Korean Journal of Applied Statistics
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    • v.15 no.1
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    • pp.107-117
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    • 2002
  • In this paper we present the optimal replacement policies following the expiration of combination warranty. We consider two types of combination warranty policies: renewing warranty and non-renewing warranty. The criterion used to determine the optimal replacement period is the expected cost rate per unit time from the user'perspective. The optimal maintenance period following the expiration of combination warranty is obtained. Some numerical examples are presented for illustrative purpose.

OPTIMAL PORTFOLIO CHOICE IN A BINOMIAL-TREE AND ITS CONVERGENCE

  • Jeong, Seungwon;Ahn, Sang Jin;Koo, Hyeng Keun;Ahn, Seryoong
    • East Asian mathematical journal
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    • v.38 no.3
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    • pp.277-292
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    • 2022
  • This study investigates the convergence of the optimal consumption and investment policies in a binomial-tree model to those in the continuous-time model of Merton (1969). We provide the convergence in explicit form and show that the convergence rate is of order ∆t, which is the length of time between consecutive time points. We also show by numerical solutions with realistic parameter values that the optimal policies in the binomial-tree model do not differ significantly from those in the continuous-time model for long-term portfolio management with a horizon over 30 years if rebalancing is done every 6 months.

A Study on Optimal Configuration Method of Hybrid ESS using Lead-acid and Lithium-ion Batteries for Supply of Variation Loads (변동부하 공급을 위한 하이브리드 ESS의 연축전지와 리튬이온전지의 최적구성방안에 관한 연구)

  • Rho, Dea-seok;Choi, Seong-sik;Lee, Hu-dong;Chang, Byunh-hoon;Kim, Su-yeol
    • KEPCO Journal on Electric Power and Energy
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    • v.2 no.1
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    • pp.49-54
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    • 2016
  • The large scaled lead-acid battery is widely used for efficient operation of the photovoltaic system in many islands. However, lithium-ion battery is now being introduced to mitigate the fluctuation of wind power and to replace lead-acid battery. Therefore, hybrid ESS (Energy Storage system) that combines lithium-ion battery with lead-acid battery is being required because lithium-ion battery is costly in present stage. Under this circumstance, this paper presents the optimal algorithm to create composition rate of hybrid ESS by considering fixed and variable costs in order to maximize advantage of each battery. With minimization of total cost including fixed and variable costs, the optimal composition rate can be calculated based on the various scenarios such as load variation, life cycle and cost trend. From simulation results, it is confirmed that the proposed algorithms are an effective tool to produce a optimal composition rate.

An Optimal Multi-hop Transmission Scheme for Wireless Powered Communication Networks (무선전력 통신 네트워크에서 최적의 멀티홉 전송 방식)

  • Choi, Hyun-Ho
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.26 no.11
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    • pp.1679-1685
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    • 2022
  • In this paper, we propose an optimal multi-hop transmission scheme to maximize the end-to-end data rate from the source to the destination node in a wireless powered communication network. The frame structure for multi-hop transmission is presented to transmit multi-hop data while harvesting energy. Then, the transmission time of each node that maximizes the end-to-end transmission rate is determined through mathematical analysis in consideration of different harvested energy and link quality among nodes. We derive an optimization problem through system modeling of the considered wireless powered multi-hop transmission, and prove that there is a global optimal solution by verifying the convexity of this optimization problem. This analysis facilitates to find the optimal solution of the considered optimization problem. The proposed optimal multi-hop transmission scheme maximizes the end-to-end rate by allocating the transmission time for each node that equalizes the transmission rates of all links.

A Study on the Optimal Exercise Intensity for the Fat Oxidation of Fat Women (비만여성의 지방연소를 위한 최적운동강도에 관한 연구)

  • Choi, Young-Deog;Oh, Kyung-Hwan;Lim, Jong-Soo
    • Journal of Korean Physical Therapy Science
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    • v.8 no.2
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    • pp.1039-1045
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    • 2001
  • The aim of this study is to show the results which we analyse the interrelation among the physiological variable elements. We survey thirty fat women who don't do exercise regularly and are thirties. in order to offer basic data for setting the optimal exercise intensity through the efficient fat oxidation. We use RAMP II protocol of the Ever Green Hospital. The results are followings: 1. When the optimal exercise intensity for fat oxidation is done, there's a meaningful relation among the fat oxidation, $O_2$ max, and respiratory change. 2. When the optimal exercise intensity for fat oxidation is done, there's no meaningful relation statistically in $O_2$ max, heart rate, respiratory change, and caloric rate. 3. When the optimal exercise intensity for fat oxidation is done, there's a meaningful difference among three groups in %$VO_2$ max. However, there's a meaningful difference between group C and group A. B, and there's no meaningful difference between group B and group A.

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Economic-based approach for predicting optimal water pipe renewal period based on risk and failure rate

  • Kim, Kibum;Seo, Jeewon;Hyung, Jinseok;Kim, Taehyeon;Kim, Jaehag;Koo, Jayong
    • Environmental Engineering Research
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    • v.24 no.1
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    • pp.63-73
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    • 2019
  • This study suggests a method for calculating the benefits of water pipe renewal based on an estimate of the water supply suspension risk. The proposed method based on five benefit items is more direct and specific than other benefit estimation methods. In addition, a methodology evaluating the economics of pipe renewal based on pipe failure rate is proposed for estimating the optimal renewal point from an economic perspective. By estimating the optimal renewal period based on a yearly benefit cost ratio per pipe in a case study area, it was possible to draft an optimal renewal plan for the subject region from an economic perspective. Compared with other methodologies, a reasonable optimal renewal period was derived from an economic point of view. The result of this study may be used to develop future water pipe renewal plans. Moreover, the proposed methodologies and results derived from this study can be applied to asset management plans.

An Experimental Study of Optimal Performance of Rear Wheel Steering Vehicle for Maneuverability (기동성을 위한 후륜 조향 차량의 최적 성능에 대한 연구)

  • Ann, Kookjin;Joa, Eunhyek;Park, Kwanwoo;Yoon, Youngsik;Yi, Kyongsu
    • Journal of Auto-vehicle Safety Association
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    • v.11 no.2
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    • pp.23-28
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    • 2019
  • This paper presents an optimal performance of rear wheel steering vehicle for maneuverability. The maneuverability of vehicle is evaluated in terms of yaw rate, body slip angle and driver input. The maneuverability of vehicle can be improved by rear wheel steering system. To obtain optimal performance of rear wheel steering vehicle, the optimal control history is designed. The high dimensional trajectory optimization problem is solved by formulating a quadratic program considering rear wheel steer input. To evaluate handling performance 7 degree-of-freedom vehicle model with actuation sub-models is designed. A step steer test is conducted to evaluate rear wheel steering vehicle. A response time, a TB factor, overshoot, and yaw rate gain are investigated through objective criteria, assessment webs. The handling performance of vehicle is evaluated via computer simulations. It has been shown from simulation studies that optimal controlled rear wheel steering vehicle provides improved performance compared to others.