• Title/Summary/Keyword: The amount of deviation

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Multiperiod Mean Absolute Deviation Uncertain Portfolio Selection

  • Zhang, Peng
    • Industrial Engineering and Management Systems
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    • v.15 no.1
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    • pp.63-76
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    • 2016
  • Multiperiod portfolio selection problem attracts more and more attentions because it is in accordance with the practical investment decision-making problem. However, the existing literature on this field is almost undertaken by regarding security returns as random variables in the framework of probability theory. Different from these works, we assume that security returns are uncertain variables which may be given by the experts, and take absolute deviation as a risk measure in the framework of uncertainty theory. In this paper, a new multiperiod mean absolute deviation uncertain portfolio selection models is presented by taking transaction costs, borrowing constraints and threshold constraints into account, which an optimal investment policy can be generated to help investors not only achieve an optimal return, but also have a good risk control. Threshold constraints limit the amount of capital to be invested in each stock and prevent very small investments in any stock. Based on uncertain theories, the model is converted to a dynamic optimization problem. Because of the transaction costs, the model is a dynamic optimization problem with path dependence. To solve the new model in general cases, the forward dynamic programming method is presented. In addition, a numerical example is also presented to illustrate the modeling idea and the effectiveness of the designed algorithm.

A Fixed Amount Compensation Plan for a Tool Wear Process (마모공정에 대한 정량 보정계획)

  • 최인수;이민구
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.19 no.40
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    • pp.233-240
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    • 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.

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Analysis of the Mixing Conditions by Domestic Ready-Mixed Concrete Rage Sphere (국내 레미콘의 권역별 배합특성에 관한 분석 - 경기 및 경상권역을 중심으로 -)

  • Seo, Hwi-Wan;Kim, Young-Il;Kang, Ghang-Un;Han, Cheon-Goo
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2011.05a
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    • pp.131-132
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    • 2011
  • This study analyzes the yearly-best delivered size range of truck mixer based on the specified mix, Water to Binder Ratio, aggregate proportion and unit amount with statistical method targeting on Kyeongi and Kyeongsang province and compares with the similar materials of Japan to propose as a basic standard for the quality control of mixer truck. As a result, in case of the Water to Binder Ratio of these areas, it is higher than Japan's due to the excessive safety rate reflecting the changes of differential value impact and unit amount, and the unit amount's standard deviation is very large by reflecting the changes of the amount used and chemical admixture susceptibility. In case of aggregate proportion, the frequency rate is about 50%, which is very similar value with Japan's one.

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Study on Economical M&V Methoodology for the Lighting Control System (조명제어시스템 경제적인 실적확인 기법 연구)

  • Choi, Kyung-Shik;Han, Seung-Ho
    • Proceedings of the Korean Institute of IIIuminating and Electrical Installation Engineers Conference
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    • 2009.10a
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    • pp.163-167
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    • 2009
  • Although the domestic electric power consumption of lighting have shared 20${\sim}$30 % of the national electric power consumption, the spread of lighting control system which can reduce the electric power consumption have been insignificant. The government have set the demonstration project and given the incentive to promote the spread of lighting control system since 2008. The M&V (Measurement and Verification) methodology for lighting control system have not been set yet in our country, but the direct measurement was suggested in US. The direct measurement methodology can increase the accuracy of measurement, but it cost much money to burden a customer. This study have suggested a new M&V methodology which cost low and is simple relatively. I had measured the amount of electric consumption through both the direct measurement and the new M&V program computation, and have analyzed the deviation. The amount of electric consumption measured by the new M&V program computation have agreed with one by the direct measurement within the error range of the instrumentation in case of lab scale test, and the 4${\sim}$8 % deviation have existed in case of field evaluation.

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Cone-beam computed tomography analysis of transverse dental compensation in patients with skeletal Class III malocclusion and facial asymmetry

  • Lee, Ji-Yea;Han, Sung-Hoon;Ryu, Hyeong-Seok;Lee, Hee-Min;Kim, Sang-Cheol
    • The korean journal of orthodontics
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    • v.48 no.6
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    • pp.357-366
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    • 2018
  • Objective: The purpose of this study was to analyze the transverse dental compensation in reference to the maxillary and mandibular basal bones using cone-beam computed tomography (CBCT) and evaluate the correlations between transverse dental compensation and skeletal asymmetry variables in patients with skeletal Class III malocclusion and facial asymmetry. Methods: Thirty patients with skeletal Class I (control group; 15 men, 15 women) and 30 patients with skeletal Class III with menton deviation (asymmetry group; 16 men, 14 women) were included. Skeletal and dental measurements were acquired from reconstructed CBCT images using OnDemand3D 1.0 software. All measurements were compared between groups and between the deviated and nondeviated sides of the asymmetry group. Correlation coefficients for the association between skeletal and dental measurements were calculated. Results: Differences in the ramus inclination (p < 0.001), maxillary canine and first molar inclinations (p < 0.001), and distances from the canine and first molar cusp tips to the midmaxillary or midmandibular planes (p < 0.01) between the right and left sides were significantly greater in the asymmetry group than in the control group. In the asymmetry group, the ramus inclination difference (p < 0.05) and mandibular canting (p < 0.05) were correlated with the amount of menton deviation. In addition, dental measurements were positively correlated with the amount of menton deviation (p < 0.05). Conclusions: Transverse dental compensation was correlated with the maxillary and mandibular asymmetry patterns. These results would be helpful in understanding the pattern of transverse dental compensation and planning surgical procedure for patients with skeletal Class III malocclusion and facial asymmetry.

Analysis of Sasang Constitutional Deviation of Health Condition according to the Tendency of Perspiration (발한양상에 따른 건강상태의 체질별 편차에 대한 분석)

  • Kim, Hyo-Jung;Lee, Hae-Jung;Jin, Hee-Jeong;Kim, Myoung-Geun
    • Journal of Sasang Constitutional Medicine
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    • v.21 no.3
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    • pp.89-106
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    • 2009
  • 1. Objectives: The aim of this study was to survey the tendency of perspiration and health condition of Sasang Constitution and to analysis the relationship between health condition and perspiration. 2. Methods: We recruited 1565 subjects in multi-oriental hospitals and researched their perspiration and health condition. Subjects were diagnosed by the Sasang Constitutional specialists in oriental hospitals, and had remarkable improvement in their chief complains after Sasang Constitutional Medication. All subjects answered the questionnaire about the tendency of perspiration including the amount and region of sweating, and the health condition such as meal, appetite, tiredness, health degree, and warm-cold preference. Based on these clinical data, we analyzed the Sasang Constitutional deviation of health condition according to the tendency of perspiration. We found the differences of answering using Chi-square test between-group comparison. We analyzed using SPSS 14.0 for Korean. 3. Results: The amount of sweating was related with degree of health condition such as tiredness, health degree, meal, appetite, and warm-cold preference. However there was no significant differences between Sasang Constitutional groups. 4. Conclusions: According the region of sweating, there was some deviation of health conditions between Sasang Constitution. Especially sweating of head and neck meant good symptom for SE type but not for SY type. And the sweating on the chest and axilla meant bad symptoms for all Sasang Constitutional types.

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MEMS-based Direct Methanol Fuel Cells and Their Stacks for the Reduction of Cell-to-Cell Deviation and Interconnection Voltage Drop (단위 셀간 성능편차 및 접속접안 강하 초소화를 위한 극소형 직접메탄올 연료전지 스택의 설계 및 제작)

  • Seo, Young-Ho;Cho, Young-Ho
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.31 no.10
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    • pp.981-985
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    • 2007
  • We present a MEMS-based portable Direct Methanol Fuel Cell (micro-DFMC), featured by a platinum sputtered microcolumn electrode and a built-in fuel chamber containing a limited amount of methanol fuel. Also presented is a micro-DMFC stack structure having a common electrolyte sandwiched by the microcolumn electrodes. The single cells with ME16 and PE16 electrodes show the maximum power densities of $31.04{\pm}0.29{\mu}W/cm^2$ and $9.75{\pm}0.29{\mu}W/cm^2$, respectively; thus indicating the microcolumn electrode (ME16) generates the power density (3.2 times) higher than the planar electrode (PE16). The single cell tests of ME16 and ME4 electrodes (Fig.8) show the maximum power of $31.04{\pm}0.29{\mu}W/cm^2$, and $25.23{\pm}2.7{\mu}W/cm^2$, respectively; thus demonstrating the increased window frame reduces the normalized standard power deviation (standard deviation over the average power). The normalized deviation of 0.11 in ME4 cell has been reduced to 0.01 in ME16 cell due to the increased window frames. The maximum power density of 4-cell stack is 15.7 times higher than that of the single cell. 4-cell stack produces the power capacity of 20.3mWh/g during 980min operation at the voltage of 450mV with the load resistance of $800{\Omega}$.

MEG Measurement Using a 40-channel SQUID System (40 채널 SQUID 시스템을 이용한 뇌자도 측정)

  • Kwon, H.;Lee, Y.H.;Kim, J.M.;Kim, K.W.;Park, Y.K.
    • Progress in Superconductivity
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    • v.4 no.1
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    • pp.19-26
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    • 2002
  • We have earlier developed a 40-channel SQUID system. An important figure of merit of a MEG system is the localization error, within which the underlying current source can be localized. With this system, we investigated the localization error in terms of the standard deviation of the coordinates of the ECDs and the systematic error due to inadequate modeling. To do this, we made localization of single current dipoles from tangential components of auditory evoked fields. Equivalent current dipoles (ECD) at N1m peak were estimated based on a locally fitted spherical conductor model. In addition, we made skull phantom and simulation measurements to investigate the contribution of various errors to the localization error. It was found that the background noise was the main source of the errors that could explain the observed standard deviation. Further, the amount of systematic error, when modeling the head with a spherical conductor, was much less than the standard deviation due to the background noise. We also demonstrated the performance of the system by measuring the evoked fields to grammatical violation in sentence comprehension.

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The Effect of Microstructure Nonuniformity on the Electrical Characteristics of ZnO Varistors with $Al_2$O$_3$ doping

  • Han, Se-Won;Cho, Han-Goo
    • KIEE International Transactions on Electrophysics and Applications
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    • v.3C no.4
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    • pp.140-145
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    • 2003
  • The influence of microstructure nonuniformity on the electrical characteristics of ZnO varistors was analyzed with the added amount of $Al_2$O$_3$ dopants. $Al_2$O$_3$ doping can effectively inhibit grain growth. When $Al_2$O$_3$ content is in the range between 0-0.1 %, the average grain size and the standard deviation decrease quickly and the grain growth is strongly inhibited. Therefore, it is possible to increase the microstructure uniformity by accurate addition of $Al_2$O$_3$ to the ZnO varistor. The breakdown voltage increases with the decrease of standard deviation. The greater the uniformity of the Zno varistor means the higher the global breakdown voltage. The $Al_2$O$_3$ dopants having about 0-0.023 wt% content can effectively improve the voltage ratio, and the voltage ratio reaches a minimum value of 2.32 at an $Al_2$O$_3$ content of 0.005 wt%.

A Structural Analysis and Optimization of a 60 N.m Class Flexible Disk Coupling (60 N.m급 플렉서블 디스크 커플링 구조해석 및 최적화)

  • Lee, H.K.;Kim, B.R.;Kim, S.M.;Kim, J.B.
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.22 no.5
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    • pp.774-781
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    • 2013
  • A structural analysis was carried out for a 60 N.m class flexible disk coupling. Flexible disk couplings are used to transmit power between two shafts. When a flexible coupling is used, some amount of misalignments such as angle of deviation and end play can be allowed in assembling the shafts. However, the maximum allowable misalignment should be decided to guarantee the fatigue life. In this study, the effect of the angle of deviation and end play on the maximum stress was investigated. From the analysis results, it was shown that the angle of deviation has a greater effect on the maximum stress than the end play. Furthermore, the dimensions of the disk plate were optimized to realize a better design. From the optimization, the maximum stress could be reduced by up to 5.2%.