• Title/Summary/Keyword: multiple model

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Note : Proof of the Conjecture on the Consistent Advantage of the Newsvendor Model under Progressive Multiple Discounts (노트 : 점진적 복수할인이 있는 뉴스벤더모델의 상시 이점에 대한 추측 증명)

  • Won, You-Kyung
    • Journal of the Korean Operations Research and Management Science Society
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    • v.37 no.3
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    • pp.13-21
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    • 2012
  • In this note, a recent work in Won (2011) which investigates properties of the newsvendor model under progressive multiple discounts is revisited and a complete proof is provided for the conjecture on the consistent advantage of progressive multiple discounts over no-discounts in terms of the expected profit. The proof considers the generalized newsvendor model under progressive multiple discounts extended with positive shortage cost and salvage value which have not been considered in the previous newsvendor models under progressive multiple discounts. Without relying on derivatives, we prove that the expected profit under progressive multiple discounts are consistently greater than or equal to the one under no-discounts for every order quantity as far as her multiple discounts do not decrease customer demand, and therefore, the optimal expected profit under progressive multiple discounts is always greater than or equal to the one under no-discounts. As by-products from the proof, some interesting features of the generalized newsvendor model under progressive multiple discounts are revealed.

Finite Element Analysis of Shot Peening Effected by Multiple Impacts (다중 충돌의 영향을 고려한 쇼트피닝의 유한요소해석)

  • Kim, Tae-Joon;Kim, Nak-Soo;Park, Soon-Cheol;Jeong, Won-Wook
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.26 no.12
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    • pp.2656-2661
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    • 2002
  • Multiple impact models to examine the effect of stress interference are proposed and investigated. The single shot model analysis, which used various shot ball conditions, was carried out to compare with multiple impacts analysis. Then the multiple impact analysis were performed to predict the effect of the shot ball distances. The results showed that the stress interference in the multiple impact model significantly reduced the maximum value of the compressive residual stresses. The residual stress profiles were strongly effected by the shot ball distances. The multiple impact model can simulate a realistic shot peening process rather than a single shot model does. It is concluded that the proposed model predicts the real process more accurately.

A Study on Stochastic Estimation of Monthly Runoff by Multiple Regression Analysis (다중회귀분석에 의한 하천 월 유출량의 추계학적 추정에 관한 연구)

  • 김태철;정하우
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.22 no.3
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    • pp.75-87
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    • 1980
  • Most hydro]ogic phenomena are the complex and organic products of multiple causations like climatic and hydro-geological factors. A certain significant correlation on the run-off in river basin would be expected and foreseen in advance, and the effect of each these causual and associated factors (independant variables; present-month rainfall, previous-month run-off, evapotranspiration and relative humidity etc.) upon present-month run-off(dependent variable) may be determined by multiple regression analysis. Functions between independant and dependant variables should be treated repeatedly until satisfactory and optimal combination of independant variables can be obtained. Reliability of the estimated function should be tested according to the result of statistical criterion such as analysis of variance, coefficient of determination and significance-test of regression coefficients before first estimated multiple regression model in historical sequence is determined. But some error between observed and estimated run-off is still there. The error arises because the model used is an inadequate description of the system and because the data constituting the record represent only a sample from a population of monthly discharge observation, so that estimates of model parameter will be subject to sampling errors. Since this error which is a deviation from multiple regression plane cannot be explained by first estimated multiple regression equation, it can be considered as a random error governed by law of chance in nature. This unexplained variance by multiple regression equation can be solved by stochastic approach, that is, random error can be stochastically simulated by multiplying random normal variate to standard error of estimate. Finally hybrid model on estimation of monthly run-off in nonhistorical sequence can be determined by combining the determistic component of multiple regression equation and the stochastic component of random errors. Monthly run-off in Naju station in Yong-San river basin is estimated by multiple regression model and hybrid model. And some comparisons between observed and estimated run-off and between multiple regression model and already-existing estimation methods such as Gajiyama formula, tank model and Thomas-Fiering model are done. The results are as follows. (1) The optimal function to estimate monthly run-off in historical sequence is multiple linear regression equation in overall-month unit, that is; Qn=0.788Pn+0.130Qn-1-0.273En-0.1 About 85% of total variance of monthly runoff can be explained by multiple linear regression equation and its coefficient of determination (R2) is 0.843. This means we can estimate monthly runoff in historical sequence highly significantly with short data of observation by above mentioned equation. (2) The optimal function to estimate monthly runoff in nonhistorical sequence is hybrid model combined with multiple linear regression equation in overall-month unit and stochastic component, that is; Qn=0. 788Pn+0. l30Qn-1-0. 273En-0. 10+Sy.t The rest 15% of unexplained variance of monthly runoff can be explained by addition of stochastic process and a bit more reliable results of statistical characteristics of monthly runoff in non-historical sequence are derived. This estimated monthly runoff in non-historical sequence shows up the extraordinary value (maximum, minimum value) which is not appeared in the observed runoff as a random component. (3) "Frequency best fit coefficient" (R2f) of multiple linear regression equation is 0.847 which is the same value as Gaijyama's one. This implies that multiple linear regression equation and Gajiyama formula are theoretically rather reasonable functions.

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Torsional analysis for multiple box cells using softened truss model

  • Yang, Daili;Fu, Chung C.
    • Structural Engineering and Mechanics
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    • v.5 no.1
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    • pp.21-32
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    • 1997
  • A new torsional analysis method for multiple cell box based on the Softened Truss Model Theory was developed. This softened truss model unifies shear and torsion to address the problem associated with a torque applied on a box. The model should be very useful for the analysis of a reinforced concrete box under torque, especially for the bridge superstructure with multiple cell box sections.

Water Demand Forecasting by Characteristics of City Using Principal Component and Cluster Analyses

  • Choi, Tae-Ho;Kwon, O-Eun;Koo, Ja-Yong
    • Environmental Engineering Research
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    • v.15 no.3
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    • pp.135-140
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    • 2010
  • With the various urban characteristics of each city, the existing water demand prediction, which uses average liter per capita day, cannot be used to achieve an accurate prediction as it fails to consider several variables. Thus, this study considered social and industrial factors of 164 local cities, in addition to population and other directly influential factors, and used main substance and cluster analyses to develop a more efficient water demand prediction model that considers unique localities of each city. After clustering, a multiple regression model was developed that proved that the $R^2$ value of the inclusive multiple regression model was 0.59; whereas, those of Clusters A and B were 0.62 and 0.74, respectively. Thus, the multiple regression model was considered more reasonable and valid than the inclusive multiple regression model. In summary, the water demand prediction model using principal component and cluster analyses as the standards to classify localities has a better modification coefficient than that of the inclusive multiple regression model, which does not consider localities.

Application of discrete Weibull regression model with multiple imputation

  • Yoo, Hanna
    • Communications for Statistical Applications and Methods
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    • v.26 no.3
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    • pp.325-336
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    • 2019
  • In this article we extend the discrete Weibull regression model in the presence of missing data. Discrete Weibull regression models can be adapted to various type of dispersion data however, it is not widely used. Recently Yoo (Journal of the Korean Data and Information Science Society, 30, 11-22, 2019) adapted the discrete Weibull regression model using single imputation. We extend their studies by using multiple imputation also with several various settings and compare the results. The purpose of this study is to address the merit of using multiple imputation in the presence of missing data in discrete count data. We analyzed the seventh Korean National Health and Nutrition Examination Survey (KNHANES VII), from 2016 to assess the factors influencing the variable, 1 month hospital stay, and we compared the results using discrete Weibull regression model with those of Poisson, negative Binomial and zero-inflated Poisson regression models, which are widely used in count data analyses. The results showed that the discrete Weibull regression model using multiple imputation provided the best fit. We also performed simulation studies to show the accuracy of the discrete Weibull regression using multiple imputation given both under- and over-dispersed distribution, as well as varying missing rates and sample size. Sensitivity analysis showed the influence of mis-specification and the robustness of the discrete Weibull model. Using imputation with discrete Weibull regression to analyze discrete data will increase explanatory power and is widely applicable to various types of dispersion data with a unified model.

A Heuristic for the Vehicle Routing Problem Allowing Multiple Visits (다회방문을 허용하는 차량경로문제의 발견적 해법)

  • 신해웅;강맹규
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.14 no.24
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    • pp.141-147
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    • 1991
  • This paper presents extended model for the vehicle routing problem, which allows multiple visits to a node by multiple vehicles. Multiple visits enables us split delivery. After formulating this multiple visits model mathematically, a two stage heuristic algorithm is developed by decomposition approach. This model consists of two sub-problem. The one is fixed cost transportation problem and the other is transportation problem.

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Design of target state estimator and predictor using multiple model method (다중모델기법을 이용한 표적 상태추정 및 예측기 설계연구)

  • Jung, Sang-Geun;Lee, Sang-Gook;Yoo, Jun
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.478-481
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    • 1996
  • Tracking a target of versatile maneuver recently demands a stable adaptation of tracker, and the multiple model techniques are being developed because of its ability to produce useful information of target maneuver. This paper presents the way to apply the multiple model method in a moving-target and moving-platform scenario, and the estimation and prediction results better than those of single Kalman filter.

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On Multiple Comparisons of Randomized Growth Curve Model

  • Shim, Kyu-Bark;Cho, Tae-Kyoung
    • 한국데이터정보과학회:학술대회논문집
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    • 2001.10a
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    • pp.67-75
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    • 2001
  • A completely randomized growth curve model was defined by Zerbe(1979). We propose the fully significant difference procedure for multiple comparisons of completely randomized growth curve model. The standard F test is useful tool to multiple comparisons of the completely randomized growth curve model. The proposed method is applied to experimental data.

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A Multi-Model Based Noisy Speech Recognition Using the Model Compensation Method (다 모델 방식과 모델보상을 통한 잡음환경 음성인식)

  • Chung, Young-Joo;Kwak, Seung-Woo
    • MALSORI
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    • no.62
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    • pp.97-112
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    • 2007
  • The speech recognizer in general operates in noisy acoustical environments. Many research works have been done to cope with the acoustical variations. Among them, the multiple-HMM model approach seems to be quite effective compared with the conventional methods. In this paper, we consider a multiple-model approach combined with the model compensation method and investigate the necessary number of the HMM model sets through noisy speech recognition experiments. By using the data-driven Jacobian adaptation for the model compensation, the multiple-model approach with only a few model sets for each noise type could achieve comparable results with the re-training method.

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