• The Korean Journal of Applied Statistics
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• v.8 no.2
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• pp.55-64
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• 1995

Three-level Skip-lot sampling plan split by two stages (Split2-SkSP0 is proposed by modifying multi-level skip-lot sampling plan proposed by Choi(1993), which has normal and terrace inspections on the first and the second stages, respectively. The plan is designed to work more higher level inspections when the quality of the submitted products are good, otherwise, return to the normal or the terrace inspection as fast as possible. Also, the formula of the operating characteristic function for the split skip-lot sampling plan is derived using the Markov chain approach. Also, operating characteristic properties of the proposed plans are studied and graphically compared with those of the multi-level skip-lot sampling plans.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1152-1155
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• 2009

기후변화로 인해서 발생하는 여러 영향 중 가뭄 및 홍수와 같은 극치강수량의 변동은 사회 경제적으로 파급효과가 크기 때문에 더욱 주목을 받고 있다. 이러한 점을 효과적으로 평가하기 위해서 본 연구에서는 지역규모기후변화시나리오와 비정상성 Markov Chain 모형을 이용한 Downscaling 기법의 적용 등 일련의 과정을 통해 기후변화를 반영한 지점별 일강수계열을 생성하고 이를 대상으로 다양한 분석을 실시하였다. 수문기후변화시나리오 작성 과정을 요약하면 다음과 같다. B1과 A2 지역규모 기후변화시나리오가 사용되었으며 이를 비정상성 Downscaling 기법의 입력 자료로 활용하여 일강수량 자료를 모의 발생하였다. 이러한 과정을 우리나라 기상청 산하 60개 강우지점에 적용하였으며 극치강수량의 빈도를 추정하기 위해 부분기간 계열과 전기간 계열 자료로 재생산하여 극치분석을 실시하였다. 극치분석결과 강수량에 대한 공간적인 편차가 심하게 발생하고 있으며 강수량의 변동성 또한 매우 크게 나타나고 있는 것을 확인할 수 있었다. 이러한 특성은 선택된 시간 및 사용된 기후변화시나리오에 따라 다르게 나타나고 있으며 한 가지 주목할 점은 기후변화정도가 심한 A2 시나리오와 정도가 약한 B1 시나리오를 비교할 때 온도와 같은 뚜렷한 차이점은 발견할수 없었다.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.929-933
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• 2009

전 세계적으로 기후변화와 이상기후에 대한 관심이 높아지고 있다. IPCC(2001)는 "기후변화"라는 요소가 기온 증가, 강우강도 및 빈도 변화와 이들로 인한 증발산의 변화, 유출량의 시 공간적 변동을 초래하여 수자원의 효율적 관리 및 안정적인 공급에 어려움을 증대시킬 것으로 전망하였다. 이에 따라 세계 각국은 미래 기후에 대한 보다 정확한 정보를 얻기 위하여 IPCC 권장 시나리오인 SRES(Special Report in Emission Scenario)기반의 GCM(General Circulation Model)과 RCM(Regional Circulation Model)을 이용하고 있으며 특히, 최근에는 고해상도 자료를 생산함으로써 국부지역에 대한 지형학적 특성을 효과적으로 모의할 수 있는 RCM 모형을 이용한 연구가 국외를 중심으로 진행되고 있다(권현한 등, 2008). 본 연구에서는 미래 한강 유역의 수자원 변동성을 평가하기 위하여 CA-Markov Chain 기법으로부터 토지이용변화를, 기온과 강수자료을 독립변수로 이용한 다중 회귀식으로부터 미래 NDVI를 추정하고 기상청에서 제공하는 RegCM3-지역지후모형으로부터 축소기법을 이용하여 추정된 KMA RCM 50set 기후변화시나리오를 SLURP 모형에 입력하였다. 2001년부터 2090년까지 총 90년에 대한 한강 유역의 미래 유출모의를 실시한 후 각 댐별 과거와 미래 유출량을 월별로 비교하고 이들의 유황분석을 실시하였다.

• Journal of Korean Institute of Industrial Engineers
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• v.31 no.1
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• pp.87-98
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• 2005

This research investigates economic-statistical characteristics of variable sampling size and interval (VSSI)$\bar{X}$charts under two assignable causes. A Markov chain approach is employed in order to calculate average run length (ARL) and average time to signal (ATS). Six transient states are derived by carefully defining the state. A steady state cost rate function is constructed based on Lorenzen and Vance(1986) model. The cost rate function is optimized with respect to six design parameters for designing the VSSI $\bar{X}$ charts. Computational experiments show that the VSSI $\bar{X}$ chart is superior to the Shewhart $\bar{X}$ chart in the economic-statistical sense, even under two assignable causes. A comparative study shows that the cost rate may increase up to almost 30% by overlooking the second cause. Critical input parameters are also derived from a sensitivity study and a few guideline graphs are provided for determining the design parameters.

• Journal of Information Processing Systems
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• v.2 no.2
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• pp.107-113
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• 2006

It is essential to guarantee a handoff dropping probability below a predetermined threshold for wireless mobile networks. Previous studies have proposed admission control policies for integrated voice/data traffic in wireless mobile networks. However, since QoS has been considered only in terms of CDP (Call Dropping Probability), the result has been a serious CBP (Call Blocking Probability) unfairness problem between voice and data traffic. In this paper, we suggest a new admission control policy that treats integrated voice and data traffic fairly while maintaining the CDP constraint. For underprivileged data traffic, which requires more bandwidth units than voice traffic, the packet is placed in a queue when there are no available resources in the base station, instead of being immediately rejected. Furthermore, we have adapted the biased coin method concept to adjust unfairness in terms of CBP. We analyzed the system model of a cell using both a two-dimensional continuous-time Markov chain and the Gauss-Seidel method. Numerical results demonstrate that our CAC (Call Admission Control) scheme successfully achieves CBP fairness for voice and data traffic.

• Journal of Information Processing Systems
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• v.2 no.2
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• pp.88-94
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• 2006

In wireless cellular networks, previous researches on admission control policies and resource allocation algorithm considered the QoS (Quality of Service) in terms of CDP (Call Dropping Probability) and CBP (Call Blocking Probability). However, since the QoS was considered only within a predetermined cell capacity, the results indicated a serious overload problem of systems not guaranteeing both CDP and CBP constraints, especially in the hotspot cell. That is why a close interrelationship between CDP, CBP and cell capacity exists. Thus, it is indispensable to consider optimal cell capacity guaranteeing multiple QoS (CDP and CBP) at the time of initial cell planning for networks deployment. In this paper, we will suggest a distributed determination scheme of optimal cell capacity guaranteeing both CDP and CBP from a long-term perspective for initial cell planning. The cell-provisioning scheme is performed by using both the two-dimensional continuous-time Markov chain and an iterative method called the Gauss-Seidel method. Finally, numerical and simulation results will demonstrate that our scheme successfully determines an optimal cell capacity guaranteeing both CDP and CBP constraints for initial cell planning.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 1995.10a
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• pp.1186-1190
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• 1995

This paper is focused on the formulation of explicit closed-form functions describing the performance measures of the general flexible manufacturing system (FMS)according to the strategy of material handling system(MHS). the performance measures such as the production rate, the production lead-time and the utilization rate of the general FMS are expressed, respectively, as the explicit closed-form functions of the part processing time, the service rate of the material handling system (MHS) and the number of machine tools in the FMS. For this, the gensral FMS is presented as a generalized stochastic Petri net model, then, the moment generating function (MGF) based approach is applied to obtain the steady-state probabity formulation. Based on the steady-state formulation, the explicit closed-form functions for performance measures of the probability FMS can be obtained. Finally, the analytical results are compared with the Petri net simulation results to verify the validity of the suggested method. The paper is of significance in the sense that it provides a comprehensive formula for performance measures of the FMS even to the industry engineers and academic reademic resuarchers who have no background on Markov chain analysis method or Petrinet modeling

• Journal of Korean Institute of Industrial Engineers
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• v.36 no.2
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• pp.138-145
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• 2010

In this paper, we consider the information processing system, which organizes the collected data to meaningful information when the number of data collected from multiple sources reaches to a predetermined number, and performs any action by processing the collected data, or transmits to other devices or systems. We derive an analytical model to calculate the time until it takes to process information after starting to collect data. Therefore, in order to complete the processing data within certain time constraints, we develop some design criteria to control various parameters of the information processing system. Also, we analyze the discrete time model for packet switching networks considering data with no particular arrival nor drop pattern. We analyze the relationship between the number of required packets and average information processing time through numerical examples. By this, we show that the proposed model is able to design the system to be suitable for user's requirements being complementary the quality of information and the information processing time in the system with time constraints.

• Journal of the Korean Operations Research and Management Science Society
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• v.22 no.2
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• pp.139-151
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• 1997

An ATM switching system may be designed so that communications between processors of its control part can be performed via its switching network rather than a separate inter-processor communications (IPC) network. In such a system, there should be interfaces to convent IPC traffic from message format to cell format and vice versa, that is, mechanisms to perform the SAR (Segmentation And Reassembly) sublayer functions. In this paper, we concern the cell reassembly mechanism among them, mainly focussed on buffer management schemes. We consider a few alternatives to implement cell reassembly function block, namely, separated buffering, reserved buffering and shared buffering in this paper. In case of separated and reserved buffering, we employ a continuous time Markov chain for the performance evaluation of cell reassembly mechanism, judicially defining the states of the mechanism. Performance measures such as measage loss probability, mean number of message queued in buffer and average reassembly delay are obtianed in closed forms. In case of shared buffering, we compare the alternatives for implementing cell reassembly function block using simulation because it is almost impossible to analyze the mechanism of shared buffering by analytical modeling. Some illustrations are given for the performance analysis of the alternatives to implement cell reassembly function block.

• Structural Engineering and Mechanics
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• v.25 no.3
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• pp.347-363
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• 2007

A novel methodology, referred to as Auxiliary Domain Method (ADM), allowing for a very efficient solution of nonlinear reliability problems is presented. The target nonlinear failure domain is first populated by samples generated with the help of a Markov Chain. Based on these samples an auxiliary failure domain (AFD), corresponding to an auxiliary reliability problem, is introduced. The criteria for selecting the AFD are discussed. The emphasis in this paper is on the selection of the auxiliary linear failure domain in the case where the original nonlinear reliability problem involves multiple objectives rather than a single objective. Each reliability objective is assumed to correspond to a particular response quantity not exceeding a corresponding threshold. Once the AFD has been specified the method proceeds with a modified subset simulation procedure where the first step involves the direct simulation of samples in the AFD, rather than standard Monte Carlo simulation as required in standard subset simulation. While the method is applicable to general nonlinear reliability problems herein the focus is on the calculation of the probability of failure of nonlinear dynamical systems subjected to Gaussian random excitations. The method is demonstrated through such a numerical example involving two reliability objectives and a very large number of random variables. It is found that ADM is very efficient and offers drastic improvements over standard subset simulation, especially when one deals with low probability failure events.