• Journal of Navigation and Port Research
• /
• v.44 no.1
• /
• pp.44-52
• /
• 2020

More accurate forecasting of port cargo in the global long-term recession is critical for the implementation of port policy. In this study, the Busan Port container volume (export cargo and transshipment cargo) was estimated using the Vector Autoregressive (VAR) model and the vector error correction (VEC) model considering the causal relationship between the economic scale (GDP) of Korea, China, and the U.S. as well as ARIMA, a single volume model. The measurement data was the monthly volume of container shipments at the Busan port J anuary 2014-August 2019. According to the analysis, the time series of import and export volume was estimated by VAR because it was relatively stable, and transshipment cargo was non-stationary, but it has cointegration relationship (long-term equilibrium) with economic scale, interest rate, and economic fluctuation, so estimated by the VEC model. The estimation results show that ARIMA is superior in the stationary time-series data (local cargo) and transshipment cargo with a trend are more predictable in estimating by the multivariate model, the VEC model. Import-export cargo, in particular, is closely related to the size of our country's economy, and transshipment cargo is closely related to the size of the Chinese and American economies. It also suggests a strategy to increase transshipment cargo as the size of China's economy appears to be closer than that of the U.S.

• Journal of Information Processing Systems
• /
• v.14 no.2
• /
• pp.455-468
• /
• 2018

The concepts of graph theory are applied to model and analyze dynamics of computer networks, biochemical networks and, semantics of social networks. The analysis of dynamics of complex networks is important in order to determine the stability and performance of networked systems. The analysis of non-stationary and nonlinear complex networks requires the applications of ordinary differential equations (ODE). However, the process of resolving input excitation to the dynamic non-stationary networks is difficult without involving external functions. This paper proposes an analytical formulation for generating solutions of nonlinear network ODE systems with functional decomposition. Furthermore, the input excitations are analytically resolved in linearized dynamic networks. The stability condition of dynamic networks is determined. The proposed analytical framework is generalized in nature and does not require any domain or range constraints.

• Management Science and Financial Engineering
• /
• v.16 no.3
• /
• pp.95-102
• /
• 2010

This paper considers the robust inventory control problem introduced by Bertsimas and Thiele [4]. In their paper, they have shown that the robust version of the inventory control problem can be solved by solving a nominal inventory problem which is formulated as a mixed integer program. As a proper generalization of the model, we consider the problem with non-stationary cost. In this paper, we show that the generalized version can also be solved by solving a nominal inventory problem. Furthermore, we show that the problem can be solved efficiently.

• Wind and Structures
• /
• v.12 no.1
• /
• pp.77-88
• /
• 2009

A pulsed impinging jet is used to simulate the gust front of a thunderstorm downburst. This work concentrates on investigating the peak transient loading conditions on a 30 mm cubic model submerged in the simulated downburst flow. The outflow induced pressures are recorded and compared to those from boundary layer and steady wall jet flow. Given that peak winds associated with downburst events are often located in the transient frontal region, the importance of using a non-stationary modelling technique for assessing peak downburst wind loads is highlighted with comparisons.

• Earthquakes and Structures
• /
• v.7 no.6
• /
• pp.895-908
• /
• 2014

The main objective of critical excitation methods is to reveal the worst possible response of structures. This goal is accomplished by considering the uncertainties of ground motion, which is subjected to the appropriate constraints, such as earthquake power and intensity limit. The concentration of this current study is on the theoretical optimization aspect, as is the case with the majority of conventional critical excitation methods. However, these previous studies on critical excitation lead to a discontinuous power spectral density (PSD). This paper introduces some critical excitations which contain proper continuity in frequency domain. The main idea for generating such continuous excitations stems from the combination of two continuous functions. On the other hand, in order to provide a non-stationary model, this paper attempts to present an appropriate envelope function, which unlike the previous envelope functions, can properly cover the natural earthquakes' accelerograms based on multi-peak conditions. Finally, the proposed method is developed into the multiple-degree-of-freedom (M.D.O.F) structures.

• Journal of the Korean Statistical Society
• /
• v.28 no.1
• /
• pp.125-133
• /
• 1999

We consider a FIFO single-server queueing model in which both the arrival and service processes are modulated by the amount of work in the system. The arrival process is a non-homogeneous Poisson process(NHPP) modulated by work, that is, with an intensity that depends on the work in the system. Each customer brings a job consisting of an exponentially distributed amount of work to be processed. The server processes the work at various service rates which also depend on the work in the system. Under the stability conditions obtained by Browne and Sigman(1992) we derive the exact stationary distribution of the work W(t) and the first exit probability that the work level b is exceeded before the work level a is reached, starting from x$\in$[a, b].

• Journal of applied mathematics & informatics
• /
• v.27 no.5_6
• /
• pp.1033-1047
• /
• 2009

In this paper, we consider a m-type risk model with Markov-modulated premium rate. A integral equation for the conditional ruin probability is obtained. A recursive inequality for the ruin probability with the stationary initial distribution and the upper bound for the ruin probability with no initial reserve are given. A system of Laplace transforms of non-ruin probabilities, given the initial environment state, is established from a system of integro-differential equations. In the two-state model, explicit formulas for non-ruin probabilities are obtained when the initial reserve is zero or when both claim size distributions belong to the $K_n$-family, n $\in$ $N^+$ One example is given with claim sizes that have exponential distributions.

• Proceedings of the Korean Statistical Society Conference
• /
• 2002.11a
• /
• pp.265-272
• /
• 2002

An Integer-valued autoregressive integrated (INARI) model is introduced to eliminate stochastic trend and seasonality from time series of count data. This INARI extends the previous integer-valued ARMA model. We show that it is stationary and ergodic to establish asymptotic normality for conditional least squares estimator. Optimal estimating equations are used to reflect categorical and serial correlations arising from panel count data and variations arising from three random processes for obtaining observation into estimation. Under regularity conditions for martingale sequence, we show asymptotic normality for estimators from the estimating equations. Using cancer mortality data provided by the U.S. National Center for Health Statistics (NCHS), we apply our results to estimate the probability of cells classified by 4 causes of death and 6 age groups and to forecast death count of each cell. We also investigate impact of three random processes on estimation.

• Structural Engineering and Mechanics
• /
• v.61 no.2
• /
• pp.183-192
• /
• 2017

Seismic pounding between adjacent buildings with inadequate separation and different dynamic characteristics can cause severe damage to the colliding buildings. Efficient estimation of the maximum pounding force is required to control the extent of damage in adjacent structures or develop an appropriate mitigation method. In this paper, an analytical approach on the basis of statistical relations is presented for approximate computation of extreme value of pounding force between two adjacent structures with equal or unequal heights subjected to stationary and non-stationary excitations. The nonlinearity of adjacent structures is considered using Bouc-Wen model of hysteresis and the pounding effect is simulated by applying the nonlinear viscoelastic model. It is shown that the proposed approach can significantly save computational costs by obviating the need for performing dynamic analysis. To assess the reliability and accuracy of the proposed approach, the results are compared with those obtained from nonlinear dynamic analysis.

• Journal of Broadcast Engineering
• /
• v.16 no.1
• /
• pp.178-181
• /
• 2011

With the development of mobile devices and intelligent surveillance system loaded with pan/tilt cameras, object tracking with non-stationary cameras has become a topic with increasing importancy. Since it is difficult to model a background image in a non-stationary camera environment, colors and texture are the most important features in the tracking algorithm. However, colors in the background similar to those in the target arise instability in the tracking. Recently, we proposed a robust color based tracking algorithm that uses an area weighted centroid shift. In this letter, we update the model such that it becomes more stable against background colors. The proposed algorithm also incorporates time filtering by adding an additional energy term to the energy functional.