• Journal of Korean Society for Quality Management
• /
• v.31 no.1
• /
• pp.109-122
• /
• 2003

This paper presents a robust process capability index(PCI) based on the expected loss derived from the empirical distribution function(EDF). We propose the EDF expected loss in order to develop a PCI that does not depends on the underlying process distribution. The EDF expected loss depends only on the sample data, so the PCI based on it is robust and it does nor require complex calculations. The inverted normal loss function(INLF) is employed in order to overcome the drawback of the quadratic loss which may Increase unboundedly outside the specification limits. A comprehensive simulation study was performed under various process distributions, in order to compare the accuracy and the precision of the proposed PCI with those of the PCI based on the expected loss derived from the normal distribution. The proposed PCI turned out to be more accurate than the normal PCI in most cases, especially when the process distribution has high kurtosis or skewness. It is expected that the proposed PCI can be utilized In real processes where the true distribution family may not be known.

• Journal of Korean Society of Coastal and Ocean Engineers
• /
• v.27 no.5
• /
• pp.295-303
• /
• 2015

The eigenfunction expansion method is appled for the wave scattering by a vertical slotted, where both the inertial and quadratic drag terms are involved. Quadratic drag term representing the energy loss is linearized by the application of socalled equivalent linearization. The drag coefficient, which was empirically determined by Yoon et al.(2006) and Huang(2007) is used. Analytical results are verified by comparison to the experimental results conducted by Kwon et al.(2014) and Zhu and Chwang(2001). Using the developed design tool, the effect of energy loss by a vertical slotted wall is estimated with various design parameters, such as porosity, submergence depth, shape of slits and wave characteristics. It is found that the maximum value of energy loss across the slotted wall is generated at porosity value less than P = 0.1. The present solutions can provide a good predictive tools to estimate the wave absorbing efficiency by a slotted-wall breakwater.

• Journal of the Korean Statistical Society
• /
• v.15 no.2
• /
• pp.97-106
• /
• 1986

Assume that $X_1, X_2, \cdots, X_N$ are iid p-dimensional normal random vectors ($p \geq 3$) with unknown covariance matrix. The problem of estimating multivariate normal mean vector in an empirical Bayes situation is considered. Empirical Bayes estimators, obtained by Bayes treatmetn of the covariance matrix, are presented. It is shown that the estimators are minimax, each of which domainates teh maximum likelihood estimator (MLE), when the loss is nonsingular quadratic loss. We also derive approximate credibility region for the mean vector that takes advantage of the fact that the MLE is not the best estimator.

• Journal of Korean Society of Industrial and Systems Engineering
• /
• v.19 no.40
• /
• pp.233-240
• /
• 1996

A fixed amount compensator is proposed for a process with a linear tool wear function. A Cost model is constructed which involve process adjustment cost and quality loss. Symmetric and asymmetric quadratic functions of the deviation of a quality measurement from the nominal target value are considered as the quality loss functions. Methods of finding optimal values of initial setting and compensation limit are presented and a numerical example is given.

• Communications for Statistical Applications and Methods
• /
• v.17 no.4
• /
• pp.575-589
• /
• 2010

Exponential L$\acute{e}$evy models have become popular in modeling price processes recently in mathematical finance. Although it is a relatively simple extension of the geometric Brownian motion, it makes the market incomplete so that the option price is not uniquely determined. As a trial to find an appropriate price for an option, we suppose a situation where a hedger wants to initially invest as little as possible, but wants to have the expected squared loss at the end not exceeding a certain constant. For this, we assume that the underlying price process follows a variance-gamma model and it converges to a geometric Brownian motion as its quadratic variation converges to a constant. In the limit, we use the mean-variance approach to find the asymptotic minimum investment with the expected squared loss bounded. Some numerical results are also provided.

• The Transactions of The Korean Institute of Electrical Engineers
• /
• v.60 no.2
• /
• pp.257-265
• /
• 2011

As the competitive market system has been introduced to the electrical power trade, the priority concern would be that the price of electrical power should be reasonable. It is because, when this rule is solid, we can avoid the distortion of competition and assure the greater efficiency in management. LMP(Locational Marginal Price) means marginal price at each bus. This components consist of energy, loss and congestion cost. At this point, the LMP result that is calculated by traditional model is changeable by the location of the slack and can not be used in bilateral Transaction. This paper proposed algorithm is proved its rationality and credibility by comparing the result of the simulation of virtual 6_bus system that is calculated by traditional method, and showed that the LMP components are changed according to the Transaction Strategy. Furthermore, It shows the effect of additional congestion cost on the transmission line that has bottle neck frequently by simulation.

• Journal of Korean Society of Industrial and Systems Engineering
• /
• v.36 no.4
• /
• pp.109-115
• /
• 2013

Process Capability Index (PCI) is useful Statistical Process Control (SPC) tool that is measure of process diagnostic and assessment tools widely use in industrial field. It has advantage of easy to calculate and easy to use in the field. $C_p$ and $C_{pk}$ are traditional PCIs. These are only considers of process variation. These are not given information about the characteristic value does not match the target value of the process. Studies of this process capability index by many scholars actively for supplement of its disadvantage. These studies to evaluate the capability of situation of various field has presented a new process capability index. $C_{pm}$ is considers both the process variation and the process deviation from target value. And $C_{pm}{^+}$ is considers economic loss for the process deviation from target value. In this paper development of new process capability index that is Taguchi's quadratic loss function by applying the expected loss. And check the correlation between existing traditional process capability index ($C_{pk}$) and new one. Finally, we propose the criteria for classification about developed process capability index.

• Journal of Korean Society for Quality Management
• /
• v.29 no.3
• /
• pp.49-65
• /
• 2001

This paper presents new compromise ALT plan which is applied to situations that true relationship between stress and parameters is not known exactly. The assumed failure distribution of this study is one of location-scale family, i. e., exponential, Weibull, and lognormal distributions which have been ones of the popular choices of failure distributions. The method of applying the stress is constant, and the censoring mechanism is Type I censoring. Compared with existing compromise plans under true simple linear model in terms of statistical efficiency, the efficiency of new compromise plan is better than the corresponding other compromise ones in most cases. For case when true model is quadratic, this plan can be used without any severe loss in statistical efficiency. The proposed new compromise ALT plan is illustrated with a numerical example and sensitivity analyses are conducted to study effects of pre-estimates of design parameters.

• Journal of applied mathematics & informatics
• /
• v.27 no.1_2
• /
• pp.301-313
• /
• 2009

This paper presents a Finite Element Method (FEM) application to thermal study of natural three layers of human dermal parts of varying properties. This paper carries out investigation of temperature distributions in these layers namely epidermis, dermis and under lying tissue layer. It is assumed that the outer skin is exposed to atmosphere and the loss of heat due to convection, radiation and evaporation of water have also been taken into account. The computations are carried out for one dimensional unsteady state case and the shape functions in dermal parts have been considered to be quadratic. A Finite Element scheme that uses the Crank-Nicolson method is used to solve the problem and the results computed have been exhibited graphically.

• Communications for Statistical Applications and Methods
• /
• v.20 no.6
• /
• pp.481-490
• /
• 2013

Classification is an important research area as data can be easily obtained even if the number of predictors becomes huge. The support vector machine(SVM) is widely used to classify a subject into a predetermined group because it gives sound theoretical background and better performance than other methods in many applications. The SVM can be viewed as a penalized method with the hinge loss function and penalty functions. Instead of $L_2$ penalty function Fan and Li (2001) proposed the smoothly clipped absolute deviation(SCAD) satisfying good statistical properties. Despite the ability of SVMs, they have drawbacks of non-robustness when there are outliers in the data. We develop a robust SVM method using a weight function with the SCAD penalty function based on the local quadratic approximation. We compare the performance of the proposed SVM with the SVM using the $L_1$ and $L_2$ penalty functions.