• 제목/요약/키워드: compound stochastic process

검색결과 7건 처리시간 0.019초

조달기간수요에 대한 실험적 분석 (On the Lead Time Demand in Stochastic Inventory Systems)

  • 박창규
    • 대한산업공학회지
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    • 제31권1호
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    • pp.27-35
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    • 2005
  • Due to the importance of lead time demand in the design of inventory management systems, researchers and practitioners have paid continuous attention and a few analytic models using the compound distribution approach have been reported. However, since the nature of compound distributions is hardly amenable, the analytic models have been done by non‐recognition of the compound nature of some components to reduce the analytic task. This study concerns some of the important aspects in the analytic models. Through the theoretic examination of the analytic model approach and the comparison with the rigid compound stochastic process approach, this study clarifies the assumptions implicitly made by the analytic models and provides some precautions in using the analytic models. Illustrative examples are also presented.

확률적 재고시스템에서 조달기간수요에 대한 고찰

  • 박창규;추상목
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회/대한산업공학회 2003년도 춘계공동학술대회
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    • pp.1042-1047
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    • 2003
  • Due to the Importance of lead time demand in the design of Inventory management systems. researchers and practitioners have paid continuous attention and a few analytic models using the compound distribution approach have been reported. However, since the nature or compound distributions is hardly amenable. the analytic models have been done by non-recognition of the compound nature or some components to reduce the analytic task. This study concerns some of the important aspects in the analytic models. Through the theoretic examination of the analytic model approach and the comparison with the rigid compound stochastic process approach. this study clarifies the assumptions implicitly made by the analytic models and provides some precautions in using the analytic models.

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순 방사형 물류체계에서 수송장비의 보유대수 결정과 분배정책 : 복합포아송과정을 따를 경우 (On Fleet Sizing and Distribution Policy of Transportation Equipments in Pure Hub-and-Spoke Networks : The Case of Compound Poisson Process)

  • 서순근;이병호
    • 한국경영과학회지
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    • 제24권3호
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    • pp.109-123
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    • 1999
  • Fleet sizing and empty equipment redistribution are two of the most critical problems in managing a fleet of equipment over a transportation network. Where the demand pattern followed the compound Poisson process(CPP) which can be generated one or more at a time under homogeneous Poisson process(HPP), this paper presented a mathematical model to determine control parameters of a decentralized distribution policy and fleet size in case of the pure hub-and-spoke system, a popular form of a logistics system. and validated this model by simulation. That is, where the number of demanded equipments followed geometric and binomial distributions, respectively, cost models on the pure hub-and-spoke logistics system with deterministic trans-portation times, which could be solved analytically, were established and analyzed. We also compared the deterministic case with stochastic one that the transportation time follows some probability distributions.

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추계학적 확률과정을 이용한 경사제 피복재의 시간에 따른 피해 경로 추정 (Estimation of Time-dependent Damage Paths of Armors of Rubble-mound Breakwaters using Stochastic Processes)

  • 이철응
    • 한국해안·해양공학회논문집
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    • 제27권4호
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    • pp.246-257
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    • 2015
  • 피해 자료의 부족에 따른 불확실성 뿐만 아니라 시간의 진행에 따른 불확실성을 고려하기 위하여 추계학적 확률과정을 이용하여 시간에 따른 구조물의 피해 경로를 정량적으로 추적하였다. 누적피해도와 내구년수의 분포함수를 시간의 함수로 산정하여 추계학적 확률과정을 적용할 때 주의해야 하는 중요한 특성들을 제시하였다. 특히, 본 연구에서는 추계학적 확률과정을 경사제 피복재에 적용하여 시간에 따른 누적 피해도를 추적할 수 있는 방법을 제안하였다. 확률과정의 매개변수들을 추정하기 위하여 개발된 표본경로기법을 이용하여 경사제 피복재의 시간에 따른 누적 피해도가 포화거동을 따른다는 사실이 확인되었다. 또한 누적 피해도 산정시 중요한 역할을 하는 멱함수의 지수를 정량적으로 산정하여 경사제 피복재의 누적 피해도를 시간에 따라 추적하는 것이 가능했다. 마지막으로 한계수준을 다양하게 변화시키면서 파괴확률의 거동특성을 해석하였다.

MRF-based Fuzzy Classification Using EM Algorithm

  • Lee, Sang-Hoon
    • 대한원격탐사학회지
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    • 제21권5호
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    • pp.417-423
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    • 2005
  • A fuzzy approach using an EM algorithm for image classification is presented. In this study, a double compound stochastic image process is assumed to combine a discrete-valued field for region-class processes and a continuous random field for observed intensity processes. The Markov random field is employed to characterize the geophysical connectedness of a digital image structure. The fuzzy classification is an EM iterative approach based on mixture probability distribution. Under the assumption of the double compound process, given an initial class map, this approach iteratively computes the fuzzy membership vectors in the E-step and the estimates of class-related parameters in the M-step. In the experiments with remotely sensed data, the MRF-based method yielded a spatially smooth class-map with more distinctive configuration of the classes than the non-MRF approach.

제품인도기간이 주문량에 의존하여 변화하는 (s, S) 재고모형 ((s, S ) Inventory Models with Ordering Quantity Dependent Stochastic Lead Times)

  • 김홍배;양성민
    • 산업경영시스템학회지
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    • 제11권17호
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    • pp.9-14
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    • 1988
  • A (s, S) inventory policy is studied for a continuous inventory model in which lead times are dependent on the ordering quantity. The model assumes that at most one order is outstanding and demands occur in a compound poison process. The steady-state probability distributions of the inventory levels are derived so as to determine the long-run expected average cost. And the computational procedure is presented.

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Boundary-adaptive Despeckling : Simulation Study

  • Lee, Sang-Hoon
    • 대한원격탐사학회지
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    • 제25권3호
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    • pp.295-309
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    • 2009
  • In this study, an iterative maximum a posteriori (MAP) approach using a Bayesian model of Markovrandom field (MRF) was proposed for despeckling images that contains speckle. Image process is assumed to combine the random fields associated with the observed intensity process and the image texture process respectively. The objective measure for determining the optimal restoration of this "double compound stochastic" image process is based on Bayes' theorem, and the MAP estimation employs the Point-Jacobian iteration to obtain the optimal solution. In the proposed algorithm, MRF is used to quantify the spatial interaction probabilistically, that is, to provide a type of prior information on the image texture and the neighbor window of any size is defined for contextual information on a local region. However, the window of a certain size would result in using wrong information for the estimation from adjacent regions with different characteristics at the pixels close to or on boundary. To overcome this problem, the new method is designed to use less information from more distant neighbors as the pixel is closer to boundary. It can reduce the possibility to involve the pixel values of adjacent region with different characteristics. The proximity to boundary is estimated using a non-uniformity measurement based on standard deviation of local region. The new scheme has been extensively evaluated using simulation data, and the experimental results show a considerable improvement in despeckling the images that contain speckle.