• 산업경영시스템학회지
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• 제38권2호
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• pp.40-46
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• 2015

The modular assembly system can make it possible for the variety of products to be assembled in a short lead time. In this system, necessary components are assembled to optional components tailor to customers' orders. Budget for inventory investments composed of inventory and purchasing costs are practically limited and the purchasing cost is often paid when an order is arrived. Service cost is assumed to be proportional to service level and it is included in budget constraint. We develop a heuristic procedure to find a good solution for a continuous review inventory system of the modular assembly system with a budget constraint. A regression analysis using a quadratic function based on the exponential function is applied to the cumulative density function of a normal distribution. With the regression result, an efficient heuristics is proposed by using an approximation for some complex functions that are composed of exponential functions only. A simple problem is introduced to illustrate the proposed heuristics.

• Communications for Statistical Applications and Methods
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• 제30권2호
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• pp.163-178
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• 2023

GARCH-X(1, 1) model specifies that conditional variance follows an AR(1) process and includes a past exogenous variable. This study proposes a new class from that model by allowing a more general (non-linear) variance function to follow an AR(1) process. The functions applied to the variance equation include exponential, Tukey's ladder, and Yeo-Johnson transformations. In the framework of normal and student-t distributions for return errors, the empirical analysis focuses on two stock indices data in developed countries (FTSE100 and SP500) over the daily period from January 2000 to December 2020. This study uses 10-minute realized volatility as the exogenous component. The parameters of considered models are estimated using the adaptive random walk metropolis method in the Monte Carlo Markov chain algorithm and implemented in the Matlab program. The 95% highest posterior density intervals show that the three transformations are significant for the GARCHX(1, 1) model. In general, based on the Akaike information criterion, the GARCH-X(1, 1) model that has return errors with student-t distribution and variance transformed by Tukey's ladder function provides the best data fit. In forecasting value-at-risk with the 95% confidence level, the Christoffersen's independence test suggest that non-linear models is the most suitable for modeling return data, especially model with the Tukey's ladder transformation.

• 한국안전학회지
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• 제32권5호
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• pp.115-121
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• 2017

This paper is to introduce the main modeling assumptions and data structures associated with right-censored data to describe the successful methodological ideas for analyzing such a field-failure-data when components operating in different environments. The Kaplan - Meier method is the most popular method used for survival analysis. Together with the log-rank test, it may provide us with an opportunity to estimate survival probabilities and to compare survival between groups. An important advantage of the Kaplan - Meier curve is that the method can take into account some types of censored data, particularly right-censoring. The above non-parametric method was used to verify the equality of parts life used in different environments. After that, we performed the life distribution analysis using the parametric method. We simulated data from three distributions: exponential, normal, and Weibull. This allowed us to compare the results of the estimates to the known true values and to quantify the reliability indices. Here we used the Akaike information criterion to find a suitable life time distribution. If the Akaike information criterion is the smallest, the best model of failure data is presented. In this paper, no-nparametrics and parametrics methods are analyzed using R program which is a popular statistical program.

• 응용통계연구
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• 제31권5호
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• pp.621-636
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• 2018

정보적 표본설계 기법을 적용하여 무응답의 영향을 줄이기 위한 연구가 진행되고 있다. 특히 초모집단모형(super population model)에 포함된 오차의 분포가 정규분포를 따르고 응답률이 지수함수를 따를 때 지수형 응답률 정보를 모수추정에 사용함으로써 추정의 정확성이 향상되는 것으로 알려져 있다. 최근 Chung과 Shin (2017)은 정보적 표본설계의 가중치를 구하기 위해 세부 층을 등간격으로 나누는 방법을 고려하였으며 세부 층의 개수가 추정의 정확성에 영향을 주는 것을 확인하였다. 이에 본 연구에서는 주어진 표본 규모에 따른 최적의 세부 층 개수와 최적의 층 경계를 구하기 위해 등간격, 분위수, LH 알고리즘을 이용하여 층을 나누는 방법을 살펴보았으며 모의실험을 통하여 각 방법의 결과를 비교하였다. 또한 다양한 형태의 보조변수 분포를 이용하여 실무에서 사용할 수 있는 세부 층 경계와 세부 층 개수를 정하는 기준을 제안하였다.

• 한국수자원학회논문집
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• 제39권7호
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• pp.575-581
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• 2006

본 연구에서는 강우로 인한 유출 유량의 수질 조절 시스템의 경제적인 설계절차를 제시하였다. 유출수의 수질 조절 시스템 계획을 위해서는 전 기간치의 국지 연속강우기록에 대한 강우-유출 과정의 모의를 하여야 한다. 본 연구에서 강우의 확률분포는 지수감소함수를 따른다고 가정하여 적용함으로서 비 초과확률 분포를 설명할 수 있는 정규곡선을 유도하였다. 또한 유출수의 수질 조절시스템의 저류용량 및 유량 결정을 위하여 월류 위험도를 기반으로 최적곡선을 유도하였다. 최적 저류용량 및 유량의 적용성을 강우 유출 모형인 ILLUDAS에 의한 분석결과와 비교하였으며 본 연구에서와 같이 최적 CSOs(Combined Sewer Overflows)을 지역별로 유도하게 되면 강우로 인한 유출 유량의 수질 조절시스템을 적은 노력과 시간으로 위험도를 기반으로 계획에 이용 될 수 있을 것으로 기대된다.

• 한국컴퓨터정보학회논문지
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• 제12권4호
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• pp.33-42
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• 2007

소프트웨어 제품의 정확한 인도시기를 예측하거나 효용성 및 신뢰성을 예측하기 위해서는 소프트웨어 테스팅 과정에서 중요한 요소인 테스트 커버리지를 이용하면 보다 효율적인 테스팅 작업을 할 수 있다. 이런 모형을 ENHPP모형이라고 한다. 본 논문에서는 기존의 소프트웨어 신뢰성 모형인 지수 커버리지 모형과 S-커버리지 모형을 재조명하고 이 분야에 적용될 수 있는 Burr 분포에 기초한 Burr 커버리지 모형을 제안하였다. 고장 간격 시간으로 구성된 자료를 이용한 모수추정 방법은 최우추정법 과 일반적인 수치해석 방법인 이분법을 사용하여 모수 추정을 실시하고 효율적인 모형 선택은 편차자승합(SSE) 및 콜모고로프 거리를 적용하여 모형들에 대한 효율적인 모형선택도 시도하였다. NTDS 자료를 사용한 임무시간 비교 분석한 결과 Burr 커버리지 모형 시행이 지수나 S-형 모형보다 우수함을 보이고 있다. 이 자료들에서 기존의 모형과 Burr 커버리지 모형의 비교를 위하여 산술적 및 라플라스 검정, 편의 검정등을 이용하였다.

• The Korean Journal of Ecology
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• 제18권1호
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• pp.189-201
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• 1995

In order to clarify regeneration processes and mechanisms of the disturbed Pinus densiflora forest, responses of Pinus densiflora to gap formed by disturbance were analysed by growth of saplings and mature and growth equations were obtained from branch growth of mature trees and height growth of saplings, and age distribution of saplings and young trees recruited within gap was analysed in relation to gap age. Height growth of saplings within gaps was accelerated after gap formation. Such abrupt increases of growth of saplings after the gap formation might be resulted in the difference of growth of saplings between gap and non-gap areas. In fact, height and diameter of saplings in the central part of gap were larger than those of saplings in marginal parts of gap and non-gap area. However, density of saplings was not different in both parts. In addition, growth of annual rings of mature trees bordering on gap also increased after gap formation. Branch growth of mature trees bodering on gap was 6.3 - 6.5 cm /year and the mean radius of gaps created by death of only one canopy tree was about 3 m. Therefore, for those gaps to be closed by branch growth it will take 46 years. Growth of saplings within gap showed exponential equation. Fifty years will be required for the saplings to enter the forest canopy by the exponential growth equation. Therefore, gap created by only one tree might be closed by branch growth of surrounding canopy trees in advance of being done by height growth of saplings. But gaps created by death of trees more than 2 will be closed by the growth of saplings. Among the regenerating saplings and young trees within gaps, individuals established in advance of gap formation were more than those established after the gap formation. From these results, it was assumed that the disturbed Pinus densiflora forests in these sites were regenerated by height growth of saplings recruited in advance of gap formation.

• 대한산업공학회지
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• 제3권2호
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• pp.83-91
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• 1977

This paper investigates the reliability characteristics of a system consisting of a unit operating on-line and backed by n spares among which m units are kept "warm" as standbys ready to go on-line. The on-line unit has an arbitrary lifetime distribution, while the warm standbys have exponential failure time distributions. The Failed units are repaired and brought back to service. The cold spares do not fail while in storage. Solution of this extremely complicated queuing problem using a "renewal counting" approach is presented and extended to the situation where the warming-up takes non-negligible time. Finally, an approach to the economic system management is discussed, considering the long-run availability, cost of keeping spares and repair facility, and the associated cost of restarting the system, after a system failure. The model presented in this paper will have many applications including the determination of the spares inventory and the number of field spares to be "carried".

• Structural Engineering and Mechanics
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• 제44권2호
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• pp.139-161
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• 2012

In this paper, the static behavior of bi-directional functionally graded (FG) non-uniform thickness circular plate resting on quadratically gradient elastic foundations (Winkler-Pasternak type) subjected to axisymmetric transverse and in-plane shear loads is carried out by using state-space and differential quadrature methods. The governing state equations are derived based on 3D theory of elasticity, and assuming the material properties of the plate except the Poisson's ratio varies continuously throughout the thickness and radius directions in accordance with the exponential and power law distributions. The stresses and displacements distribution are obtained by solving state equations. The effects of foundation stiffnesses, material heterogeneity indices, geometric parameters and loads ratio on the deformation and stress distributions of the FG circular plate are investigated in numerical examples. The results are reported for the first time and the new results can be used as a benchmark solution for future researches.

• Asian Pacific Journal of Cancer Prevention
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• 제13권7호
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• pp.3229-3232
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• 2012

In this study, cancer incidence data were assessed to provide various rates of five year age groups for a given year, lying between two census years. The individual exponential growth rate method is most useful in both population-based and non-population cased cancer registries in India to estimate the population by five yearly age groups and also find the rates of crude rates, age standard rates and cumulative rates. This method has been shown to endure from bias and often results sacrificing the overall growth rate and correction factor must be needful in five year age group population to maintain it. A second method, the difference distribution method is also able to maintain the overall growth rate and overcome the bias in estimation of five yearly age group populations. From this point of view these methods serving a new technique for population estimation by five yearly age groups for inter census years.