• Journal of the Korean Data and Information Science Society
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• 제28권1호
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• pp.1-10
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• 2017

경시적 자료를 이용한 아동 학업성취도에 영향을 주는 요인을 찾기 위한 기존의 분석들은 각 아동의 반복 측정된 자료들이 독립이라고 가정한 모형을 주로 이용하였다. 본 연구에서는 기존 연구들에서 고려한 아동 학업성취도에 영향을 주는 변수들을 선택하여 반복 측정된 경시적 자료의 종속성을 고려한 고정효과와 임의효과를 포함하는 선형혼합모형으로 분석하여 아동 학업성취도에 영향을 주는 변수들은 무엇인지, 각 아동의 특성들이 반영되는 임의절편과 임의기울기가 있는지를 파악하는 것이 연구의 목적이다. 본 연구에 사용된 자료는 한국복지패널 1, 4, 7차 부가조사 중에서 아동용 설문문항에 대한 자료이고, 국어, 영어와 수학의 학업성취도 점수의 합을 아동 학업성취도로 한다. 선형혼합모형을 이용한 분석 시에 다중공선성의 검토와 결측치의 특성을 파악하고 적절한 오차의 상관행렬을 선택한다.

• The Journal of Asian Finance, Economics and Business
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• 제8권10호
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• pp.327-339
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• 2021

This study examines the impact of bank restructuring on the financial performance of commercial banks in Vietnam. The data for this study was obtained from the audited financial statements of 30 Vietnamese commercial banks from 2007 to 2019. Multiple regression analysis was used for investigation. Financial performance, as evaluated by ROAA, ROEA, and NIM, is the dependent variable. Financial restructuring, ownership restructuring, and operational restructuring are the independent variables. Pooled least squares (Pooled OLS), fixed effects model (FEM), random effects model (REM), and system generalized moment regression model (System GMM) are the estimate methods used to increase the accuracy of the regression coefficient. The research results show that the variables of financial restructuring activities such as government intervention and the ratio of equity to total assets; variables of ownership restructuring such as capital adequacy ratio, privatization of state-owned commercial banks, mergers, and acquisitions; variables of operational restructuring such as employees, branches, the cost to total assets; GDP variables and the second restructuring period have a positive impact on financial performance. Variables such as debt-to-capital ratio, bad debt ratio, state ownership ratio, expense-income ratio, and inflation have a negative effect on financial performance.

• 대한수학회지
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• 제36권6호
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• pp.1133-1143
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• 1999

Chaterji strengthened version of a theorem for martin-gales which is a generalization of a theorem of Marcinkiewicz proving that if $X_n$ is a sequence of independent, identically distributed random variables with $E{\mid}X_n{\mid}^p\;<\;{\infty}$, 0 < P < 2 and $EX_1\;=\;1{\leq}\;p\;<\;2$ then $n^{-1/p}{\sum^n}_{i=1}X_i\;\rightarrow\;0$ a,s, and in $L^p$. In this paper, we probe a version of law of large numbers for double arrays. If ${X_{ij}}$ is a double sequence of random variables with $E{\mid}X_{11}\mid^log^+\mid X_{11}\mid^p\;<\infty$, 0 < P <2, then $lim_{m{\vee}n{\rightarrow}\infty}\frac{{\sum^m}_{i=1}{\sum^n}_{j=1}(X_{ij-a_{ij}}}{(mn)^\frac{1}{p}}\;=0$ a.s. and in $L^p$, where $a_{ij}$ = 0 if 0 < p < 1, and $a_{ij}\;=\;E[X_{ij}\midF_[ij}]$ if $1{\leq}p{\leq}2$, which is a generalization of Etemadi's marcinkiewicz-type SLLN for double arrays. this also generalize earlier results of Smythe, and Gut for double arrays of i.i.d. r.v's.

• Journal of Electrical Engineering and Technology
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• 제10권3호
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• pp.820-831
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• 2015

In a deregulated electricity market, congestion of the transmission lines is a major problem the independent system operator (ISO) would face. Rescheduling of generators is one of the most practiced techniques to alleviate the congestion. However, not all generators in the system operate deterministically and independently, especially wind power generators (WTGs). Therefore, a novel optimal rescheduling model for congestion management that accounts for the uncertain and correlated power sources and loads is proposed. A probabilistic power flow (PPF) model based on 2m+1 point estimate method (PEM) is used to simulate the performance of uncertain and correlated input random variables. In addition, the impact of direct electricity purchase contracts on the congestion management has also been studied. This paper uses artificial bee colony (ABC) algorithm to solve the complex optimization problem. The proposed algorithm is tested on modified IEEE 30-bus system and IEEE 57-bus system to demonstrate the impacts of the uncertainties and correlations of the input random variables and the direct electricity purchase contracts on the congestion management. Both pool and nodal pricing model are also discussed.

• Geomechanics and Engineering
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• 제24권2호
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• pp.167-178
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• 2021

Spatial variability is an inherent uncertainty of soil properties. Current reliability analyses generally incorporate random field theory and Monte Carlo simulation (MCS) when dealing with spatial variability, in which the computational efficiency is a significant challenge. This paper proposes a KL-FORM algorithm to improve the computational efficiency. In the proposed KL-FORM, Karhunen-Loeve (KL) expansion is used for discretizing random fields, and first-order reliability method (FORM) is employed for reliability analysis. The KL expansion and FORM can be used in conjunction, through adopting independent standard normal variables in the discretization of KL expansion as the basic variables in the FORM. To illustrate the effectiveness of this KL-FORM, it is applied to a case study of a strip footing in spatially variable unsaturated soil under rainfall, in which the bearing capacity of the footing is computed by numerical simulation. This case study shows that the KL-FORM is accurate and efficient. The parametric analyses suggest that ignoring the spatial variability of the soil may lead to an underestimation of the reliability index of the footing.

• Communications for Statistical Applications and Methods
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• 제6권2호
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• pp.585-594
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• 1999

Let {$X_{nj}$, 1$\leq$j$\leq$n,j$\geq$1} be a triangular array of random variables which are neither independent nor identically distributed. The almost sure convergences of randomly weighted partial sums of the form $$\sum_n^{j=1}$$ $W_{nj}$$X_{nj} are studied where {Wnj 1$\leq$j$\leq$n, j$\geq$1} is a triangular array of random weights. Application regarding the Efron bootstrap is also introduced.

• 한국경영과학회지
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• 제14권2호
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• pp.67-74
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• 1989

This paper considers single-product production and inventory management problem where cumulative demands up to each time period are mutually independent random variables(known) having continuous probability distributions and the associated cost-minimizing production schedule (when to produce and how much to produce) need be determined in rolling horizon environment. For the problem, both the production cost and the inventory holding and backlogging costs are included in the whole system cost. The probability distributions of these costs are expressed in terms of random demands, and utilized to exploit a solution procedure for a production schedule which minimizes the expected unit time system cost and also reduces the probability of rist that, for the first-period of each production cycle (rolling horizon), the cost of the "production" option will exceed that of the "non-production" one. Numerical examples are presented for the solution procedure illustration.cedure illustration.

• 한국국방경영분석학회지
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• 제10권1호
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• pp.23-39
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• 1984

Consider a failure model for a stochastic system. A shock is any perturbation to the system which causes a random amount of damage to the system. Any of the shocks can cause the system to fail at shock times. The amount of damage at each shock is a function of the sum of the magnitudes of damage caused from all previous shocks. The times between shocks form a sequence of independent and identically distributed random variables. The system must be replaced upon failure at some cost but it also can be replaced before failure at a lower cost. The long term expected cost per unit time criterion is used. Structural relationships of the optimal replacement policy under the appropriate regularity conditions will be developed. And these relationships will provide theoretical background for the algorithm development.

• International Journal of Reliability and Applications
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• 제11권2호
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• pp.123-138
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• 2010

This paper investigates a mathematical model of a system composed of two non-identical unit parallel system with common-cause failure, critical human error, non-critical human error, preventive maintenance and two type of repair, i.e. cheaper and costlier. This system goes for preventive maintenance at random epochs. We assume that the failure, repair and maintenance times are independent random variables. The failure rates, repair rates and preventive maintenance rate are constant for each unit. The system is analyzed by using the graphical evaluation and review technique (GERT) to obtain various related measures and we study the effect of the preventive maintenance preventive maintenance on the system performance. Certain important results have been derived as special cases. The plots for the mean time to system failure and the steady-state availability A(${\infty}$) of the system are drawn for different parametric values.

• 반도체디스플레이기술학회지
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• 제21권2호
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• pp.138-143
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• 2022

The employment prediction model proposed in this paper uses 16 independent variables, including self-introductions of M University students who applied for IPP and work-study internship, and 3 dependent variable data such as large companies, mid-sized companies, and unemployment. The employment prediction model for large companies was developed using Random Forest and Word2Vec with the result of F1_Weighted 82.4%. The employment prediction model for medium-sized companies and above was developed using Logistic Regression and Word2Vec with the result of F1_Weighted 73.24%. These two models can be actively used in predicting employment in large and medium-sized companies for M University students in the future.