• Korean Management Science Review
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• v.27 no.1
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• pp.33-43
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• 2010

This paper presents a method for the estimation and analysis of the economic value of weather forecasts for CRM decision-making problems in the leisure industry. Value is calculated in terms of the customer's satisfaction returned from the user's decision under the specific payoff structure, which is itself represented by a customer's satisfaction ratio model. The decision is assessed by a modified cost-loss model to consider the customer's satisfaction instead of the loss or cost. Site-specific probability and deterministic forecasts, each of which is provided in Korea and China, are applied to generate and analyze the optimal decisions. The application results demonstrate that probability forecasts have greater value than deterministic forecasts, provided that the users can locate the optimal decision threshold. This paper also presents the optimal decision strategy for specific customers with a variety of satisfaction patterns.

• Journal of the Korean Operations Research and Management Science Society
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• v.24 no.2
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• pp.31-39
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• 1999

A new approximation method for finding the steady-state probabilities of the number of customers present in queueing systems with Poisson arrivals and two servers with different deterministic service times with infinite waiting room capacity is developed. The major assumption made for the approximation is that the residual service times of the servers have mutually independent uniform distributions with densities equal to the reciprocals of the respective service times. The method reflects the heterogeneity of the servers only through the ratio of their service times, irrespective of the actual magnitudes and difference. The transition probability matrix is established and the steady-state probabilities are found for a variety of traffic intensities and ratios of the two service times; also the mean number of customers present in the system and in the queue, and server utilizations are found and tabulated. The method was validated by simulation and turned out to be very sharp.

• Nuclear Engineering and Technology
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• v.31 no.2
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• pp.226-235
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• 1999

Applying digital network technology for advanced nuclear plant requires deterministic communication for tight safety requirements, timely and reliable data delivery for operation-critical and mission-critical characteristics of nuclear plant. Communication protocols, such as IEEE 802/4 Token Bus, IEEE 802/5 Token Ring, FDDI, and ARCnet, which have deterministic communication capability are partially applied to several nuclear power plants. Although digital communication technologies have many advantages, it is necessary to consider the noise immunity from electromagnetic interference (EMI), electrical interference, impulse noise, and heat noise before selecting specific digital network technology for nuclear plant. In this paper, we consider the token frame loss and data frame loss rate due to the link error event, frame size, and link data rate in different protocols, and evaluate the possibility of failure to meet the hard real-time requirement in nuclear plant.

• Nuclear Engineering and Technology
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• v.31 no.3
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• pp.257-266
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• 1999

A simplified statistical methodology is developed in order to both reduce over-conservatism of deterministic methodologies employed for PWR fuel rod internal pressure (RIP) calculation and simplify the complicated calculation procedure of the widely used statistical methodology which employs the response surface method and Monte Carlo simulation. The simplified statistical methodology employs the system moment method with a deterministic approach in determining the maximum variance of RIP The maximum RIP variance is determined with the square sum of each maximum value of a mean RIP value times a RIP sensitivity factor for all input variables considered. This approach makes this simplified statistical methodology much more efficient in the routine reload core design analysis since it eliminates the numerous calculations required for the power history-dependent RIP variance determination. This simplified statistical methodology is shown to be more conservative in generating RIP distribution than the widely used statistical methodology. Comparison of the significances of each input variable to RIP indicates that fission gas release model is the most significant input variable.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.19 no.1
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• pp.23-45
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• 2015

We consider counterparty risk in CDS rates. To do so, we use a multivariate jump diffusion process for obligors' default intensity, where jumps (i.e. magnitude of contribution of primary events to default intensities) occur simultaneously and their sizes are dependent. For these simultaneous jumps and their sizes, a homogeneous Poisson process. We apply copula-dependent default intensities of multivariate Cox process to derive the joint Laplace transform that provides us with joint survival/default probability and other relevant joint probabilities. For that purpose, the piecewise deterministic Markov process (PDMP) theory developed in [7] and the martingale methodology in [6] are used. We compute survival/default probability using three copulas, which are Farlie-Gumbel-Morgenstern (FGM), Gaussian and Student-t copulas, with exponential marginal distributions. We then apply the results to calculate CDS rates assuming deterministic rate of interest and recovery rate. We also conduct sensitivity analysis for the CDS rates by changing the relevant parameters and provide their figures.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.33 no.11
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• pp.1314-1319
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• 2009

The design methods of mechanical systems are largely classified into deterministic methods and stochastic methods. In deterministic methods, design parameters are assumed to have fixed values. On the other hand, in stochastic methods, design parameters are assumed to be statistically distributed. When a stochastic method is employed, statistical characteristics of the populations of design variables are assumed to be known. However, very often, it is almost impossible or very expensive to obtain the statistical characteristics of the populations. Therefore a sample survey method is usually employed for stochastic methods. This paper describes the procedure of estimating the statistical characteristics of populations by employing sample data sets. An example of AFM micro cantilever beam is employed to show the effectiveness of the procedure.

• Geotechnical Engineering
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• v.4 no.2
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• pp.15-24
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• 1988

To identify the stability of cantilever retaining wall in safe state by the deterministic method, these potential modes of such geotechnical failures as bearing capacity, horizontal sliding and overturning are analysed using Advanced First Order Second Moment (AFOSM) method. All design variables are assumed of the normal distribution and to be statistically independent. Considering the correlations between the single modes, structural system reliability index is 2. 05. Even if the safety factors are larger than the required value in the codes' by the conventional deterministic method, the system reliability of this structure may not be Judged to be safe state since the system reliability index is much lower than general value of 3.

• Proceedings of the KSME Conference
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• 2003.11a
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• pp.1846-1851
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• 2003

Approximate optimization has become popular in engineering field such as MDO and Crash analysis which is time consuming. To accomplish efficient approximate optimization, accuracy of approximate model is very important. As surrogate model, Kriging have been widely used approximating highly nonlinear system . Because Kriging employs interpolation method, it is adequate for deterministic computer simulation. Because there are no random errors and measurement errors in deterministic computer simulation, instead of classical DOE ,space filling experiment design which fills uniformly design space should be applied. In this work, various space filling designs such as maximin distance design, maximum entropy design are reviewed. And new design improving maximum entropy design is suggested and compared.

• 한국연소학회:학술대회논문집
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• 2006.04a
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• pp.167-171
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• 2006

The previous models for thermal behavior in the melting furnace were deterministic, composed of such a form that if the initial input conditions are determined, the results would have been come out by using the basic heat equilibrium equations. But making the experiment by trusting the analysis results, the melted slag is fortuitously set often, because temperature variation of the melted slag in the reaction process is not point function but path function. So in this study, a transient model was developed and verified by comparing with the experimental results.

• 한국신재생에너지학회:학술대회논문집
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• 2008.10a
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• pp.357-360
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• 2008

There are many control strategies for HEV in today. Expanding motor-driving and operating at good-efficient point in engine is the key of the HEV control to increase fuel economy. There are two types of HEV supervisory control. One is rule-based control and the other is optimization control. MAX-SOC control, thermostat control, baseline status control and state-machine control are in deterministic RBC. It is simple, but powerful and easy to apply in real-time circumstance. In this study, we analysis these four control strategies in RBC (Rule-based control) and identify the each advantage and disadvantage.