• The Transactions of the Korean Institute of Electrical Engineers
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• v.35 no.8
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• pp.333-340
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• 1986

This paper presents an approach for determining the discrete reduced-order models for largescale system by using matrix sign function. We define projection operators based on the matrix sign function and develop the algorithm for model-reduction by using them. Simulation studies show that the proposed altgorithm is very useful.

• International conference on construction engineering and project management
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• 2009.05a
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• pp.400-408
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• 2009

Simulation applications for analyzing the productivity of construction operations at operation level and project schedules at project level are crucial methods in project management. The application at two different levels should be very tightly linked to each other in practice. However, appropriate integration at the levels is not achieved in that existing systems do not support to integrate operation models into a schedule model. This paper presents a new approach named to Discrete Event Simulation-Nesting modeling approach, which supports not only productivity analysis at operation level but also schedule management at a project level. The system developed by the authors allows creating operation models at the operation level, maintaining them in operation model library, executing sensitivity analysis to find the behaviors of the operation models when different combination of resources are used as existing DES systems do. On top of the conventional functions, the new system facilitates to find the optimum solution of resource combinations which satisfy the user's interest by computing the hourly productivity and the hourly cost of the operation. By drag-and-dropping an operation model kept in the operation model library, the operation models are integrated into an activity of the schedule model. When a complete schedule model is established by nesting operation models into the schedule model, stochastic simulation based scheduling is executed. A case study is presented to demonstrate the new simulation system and verify the validity of the system.

• Korean Management Science Review
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• v.11 no.1
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• pp.107-115
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• 1994

Stochastic manufacturing systems are generally formulated as performance models of discrete event systems. In this paper, logical models(as opposed to performance models) of kanban systems are presented which are deterministic and untimed but not stochastic and timed. As a result, the first and second order properties of kanban systems are showed which can be fruitfully applied to the analysis and design of kanban systems.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.12
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• pp.1-10
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• 2020

This study investigates the problem of outlier detection based on discrete wavelet transform in the context of time series data where the identification and treatment of outliers constitute an important component. An outlier is defined as a data point that deviates so much from the rest of observations within a data sample. In this work we focus on the application of the traditional method suggested by Tukey (1977) for detecting outliers in the closed price series of the Saudi Arabia stock market (Tadawul) between Oct. 2011 and Dec. 2019. The method is applied to the details obtained from the MODWT (Maximal-Overlap Discrete Wavelet Transform) of the original series. The result show that the suggested methodology was successful in detecting all of the outliers in the series. The findings of this study suggest that we can model and forecast the volatility of returns from the reconstructed series without outliers using GARCH models. The estimated GARCH volatility model was compared to other asymmetric GARCH models using standard forecast error metrics. It is found that the performance of the standard GARCH model were as good as that of the gjrGARCH model over the out-of-sample forecasts for returns among other GARCH specifications.

• Computers and Concrete
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• v.5 no.4
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• pp.375-388
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• 2008

Crack opening governs many transfer properties that play a pivotal role in durability analyses. Instead of trying to combine continuum and discrete models in computational analyses, it would be attractive to derive from the continuum approach an estimate of crack opening, without considering the explicit description of a discontinuous displacement field in the computational model. This is the prime objective of this contribution. The derivation is based on the comparison between two continuous variables: the distribution if the effective non local strain that controls damage and an analytical distribution of the effective non local variable that derives from a strong discontinuity analysis. Close to complete failure, these distributions should be very close to each other. Their comparison provides two quantities: the displacement jump across the crack [U] and the distance between the two profiles. This distance is an error indicator defining how close the damage distribution is from that corresponding to a crack surrounded by a fracture process zone. It may subsequently serve in continuous/discrete models in order to define the threshold below which the continuum approach is close enough to the discrete one in order to switch descriptions. The estimation of the crack opening is illustrated on a one-dimensional example and the error between the profiles issued from discontinuous and FE analyses is found to be of a few percents close to complete failure.

• Advances in Computational Design
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• v.3 no.4
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• pp.405-418
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• 2018

Building Information Modelling (BIM) and Discrete Event Simulation (DES) are tools widely used in the context of the construction industry. While BIM is used to represent the physical and functional characteristics of a facility, DES models are used to represent its construction process. Integrating both is beneficial to those interested in the field of construction management since it has many potential applications. Game engines provide a human navigable 3D virtual environment in which the integrated BIM and DES models can be visualised and interacted with. This paper reports the experience obtained while developing a simulator prototype which integrates a BIM and a DES model of a single construction activity within a commercial game engine. The simulator prototype allows the user to visualise how the duration of the construction activity is affected by different input parameters interactively. It provides an environment to conduct DES studies using the user's own BIM models. This approach could increase the use of DES technologies in the context of construction management and engineering outside the research community. The presented work is the first step towards the development of a serious game for construction management education and was carried out to determine the suitable IT tools for its development.

• Communications for Statistical Applications and Methods
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• v.25 no.5
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• pp.471-488
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• 2018

In this paper, we propose extending proportional hazards frailty models to allow a discrete distribution for the frailty variable. Having zero frailty can be interpreted as being immune or cured. Thus, we develop a new survival model induced by discrete frailty with zero-inflated power series distribution, which can account for overdispersion. This proposal also allows for a realistic description of non-risk individuals, since individuals cured due to intrinsic factors (immunes) are modeled by a deterministic fraction of zero-risk while those cured due to an intervention are modeled by a random fraction. We put the proposed model in a Bayesian framework and use a Markov chain Monte Carlo algorithm for the computation of posterior distribution. A simulation study is conducted to assess the proposed model and the computation algorithm. We also discuss model selection based on pseudo-Bayes factors as well as developing case influence diagnostics for the joint posterior distribution through ${\psi}-divergence$ measures. The motivating cutaneous melanoma data is analyzed for illustration purposes.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.67 no.8
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• pp.1062-1070
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• 2018

This paper presents a simple identification method for discrete-time low-order model of unknown delay process from pulse response. The key idea is to find the parameters of the model such that the first N moments of the unknown process and the model are equal. We first show that the k-th moment of a process can be determined by the moments of the input and output. The parameters and delay are estimated separately. It is shown that for a given delay, the parameters of the low-order model can be determined by solving linear equations in a matrix form. Delay of the model is estimated such that the integral of the absolute errors (IAE) of the candidate models with possible delays minimizes. The illustrative example shows that the proposed method can directly identify low-order models without order reduction process from a single pulse response.

• Journal of the Korean Society of Manufacturing Process Engineers
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• v.18 no.3
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• pp.59-65
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• 2019

In many industries, particle packing is adopted quite frequently. In the particle packing process, the Discrete Element Method (DEM) can analyze the multi-collision of particles efficiently. Two types of contact models are frequently used for the DEM. One is the linear spring model, which has the fastest calculation time, and the other is the Hertz-Mindlin model, which is the most frequently used contact model employing the DEM. Meanwhile, very tiny particles in the micrometer order are used in modern industries. In the micro length order, surface force is important to decreased particle size. To consider the effect of surface force in this study, we performed a simulation with the Hertz-Mindlin model and added the Johnson-Kendall-Roberts (JKR) theory depicting surface force with surface energy. In addition, three contact models were compared with several parameters. As a result, it was found that the JKR model has larger residual stress than the general contact models because of the pull-off force. We also validated that surface force can influence particle behavior if the particles are small.

• 제어로봇시스템학회:학술대회논문집
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• 1996.10a
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• pp.157-160
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• 1996

Physical systems axe generally continuous-time in nature. However as the data measured from these systems is generally in the form of discrete samples, and most modern signal processing is performed in the discrete-time domain, discrete-time models are employed. This paper describes methods for estimating the coefficients of continuous-time system within a closed loop control system. The method employs a recursive estimation algorithm to identify the coefficients of a discrete-time bilinear-operator model. The coefficients of the discrete-time bilinear-operator model closely approximate those of the corresponding continuous-time Laplace transform transfer function.