• 한국산학기술학회논문지
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• 제21권7호
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• pp.428-434
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• 2020

일회성 무기체계는 대기 상태로 있다가 단 한 번의 임무를 수행한 이 후 폐기되는 특성에 따라 높은 신뢰도를 요구받는다. 유도탄은 일회성 무기체계로써 특성상 저장 상태로 수명의 대부분을 보내고, 임무수행을 위한 운용시간은 짧기때문에 임무성공률이 아닌 저장 신뢰도로 분석해야 한다. 유도탄의 신뢰도를 분석할 때에 어떠한 방법을 사용하는지에 따라 그 결과는 달라질 수 있으며, 고장자료와 함께 포함되는 우측 관측중단자료의 비율에 따라서도 차이가 발생할 수 있다. 본 연구는 공군의 OO유도탄을 대상으로 미래의 고장률을 보다 정확하게 예측하기 위한 방법을 제시하고자 작성하였다. 제시하는 방법은 먼저 평균 고장시간(MTTF: Mean Time To Failure, 이하 MTTF)을 적용한 모델과 고장 간 평균시간(MTBF: Mean Time Between Failure, 이하 MTBF)을 적용한 모델로 고장률을 예측하고, 두 모델 중 실제 고장률과 차이가 작은 모델을 선택한다. 선택한 모델로 고장자료와 함께 포함되는 우측 관측중단자료의 비율을 달리하여 고장률을 예측하고, 실제 고장률과의 차이가 최소화되는 비율을 찾는다. 실제 자료를 바탕으로 제안한 비율과 현재 검사 비율의 비교를 통해 제안한 비율이 미래 고장률을 예측하기에 더 적합함을 보였다.

• Journal of the Korean Data and Information Science Society
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• 제8권1호
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• pp.21-30
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• 1997

가속수명시험에서 강한충격수준에서 부품들의 고장시간이 관측되고 가속화된 고장시간을 토대로 정상충격수준에서 부품들의 성능을 조사한다. 본 논문은 지수수명분포에서 중도절단된 가속수명자료를 이용하여 고장률의 사전분포의 평균을 알 때, 정상조건하에서 하나의 미래 관찰치의 예측문제를 사전분포의 모수에 대하여 적률추정량을 이용하는 경험적 베이즈 접근방법을 적용시켜 경험적 베이즈 예측분포와 예측구간에 대하여 연구하였다.

• Communications for Statistical Applications and Methods
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• 제18권3호
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• pp.277-286
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• 2011

Global companies can sell their products with dierent warranty periods based on location and times. Customers can select the length of warranty on their own if they pay an additional fee. In this paper, we consider the warranty period and the repair time limit as random variables. A two-dimensional warranty policy is considered with repair times and failure times. The repair times are considered within the repair time limit and the failure times are considered within the warranty period. Under the non-renewable warranty policy, we obtain the expected number of warranty services and their variances in the censored area by warranty period and repair time limit to conduct a warranty cost analysis. Numerical examples are discussed to demonstrate the applicability of the methodologies and results using field data based on the proposed approach in the paper.

• Management Science and Financial Engineering
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• 제11권3호
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• pp.125-136
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• 2005

As the importance of time-based competition is increasing, information systems for supporting the immediate decision making is strongly required. Especially high -tech product firms are under extreme pressure of rapid response to the demand side due to relatively short life cycle of the product. Therefore, the objective of our research is proposing a framework of estimating demand curve based on e-auction data, which is extremely easy to access and well reflect the limited demand curve in that channel. Firstly, we identify the advantages of using e-auction data for full demand curve estimation and then verify it using Agent-Eased-Modeling and Tobin's censored regression model.

• 품질경영학회지
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• 제23권1호
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• pp.15-28
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• 1995

We consider a step-stress life testing which is devised for a two-component parallel system with considerably long life time. To describe such a system, we use an exponential distribution as the survival function. The lift distribution is assumed between the log mean life time and the stress with the cumulative exposure model. The criterion for optimality is to minimize the sum of the variances of the maximum likelihood estimators of the mean life times of each part under the normal stress.

• 한국신뢰성학회지:신뢰성응용연구
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• 제11권1호
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• pp.43-57
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• 2011

In the paper, we consider two-dimensional warranty policy with failure times and repair times. The failure times are considered within the warranty period and the repair times are considered within the repair time limit. Under the renewable warranty policy and non-renewable warranty policy, we consider the number of warranty services in the censored area by warranty period and repair time limit to conduct warranty cost analysis. We investigate the field data to check their dependency and implement our proposed approaches to conduct warranty cost analysis using the parametric methods. Numerical examples are discussed to demonstrate the applicability of the methodologies and results based on the proposed approach in the paper.

• Communications for Statistical Applications and Methods
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• 제13권1호
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• pp.11-17
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• 2006

The spacing of inspection times in intermittent inspection is of great interest, and several ways for the determination of inspection times have been proposed. In most inspection schemes including equally spaced inspection and optimally spaced inspection, the best inspection times in each inspection scheme depend on the unknown parameter, and we need an initial guess of the unknown parameter for practical use. Thus it is evident that the efficiency of the resulting inspection scheme highly depends on the choice of the initial value. However, since we can obtain some information about the unknown parameter at each inspection, we may use the accumulated information and adjust the next inspection time. In this paper, we study this sequential determination of the inspection times in optimally spaced inspection.

• 산경연구논집
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• 제12권8호
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• pp.33-39
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• 2021

Purpose: The influence of age on time preference is not identified in the usual cross-sectional analysis. This study aims to test whether age affects time preference after controlling for the effects of individual heterogeneity including cohort effects. Research design, data and methodology: Drawing on a nationally representative panel dataset of Indonesians, we estimate the effects of age on time preference after controlling for unobserved individual heterogeneity as well as potential cohort effects. We measure time preference exploiting information on two sets of multiple price lists: one for a one-year delay, and the other for a five-year delay. Results: When we controlled for time-invariant individual characteristics, including birth cohort effects in a fixed effects model, the older men and women were more patient in a linear fashion, particularly when the delay was longer. To highlight the importance of controlling for individual fixed effects, we repeated the specification without controlling for individual fixed effects in OLS or censored maximum likelihood regression; we found no relation between age and impatience in men or women and for a one or five-year delay. Conclusions: The older men and women are more patient, and time preferences are correlated with unobserved individual heterogeneity.

• Genomics & Informatics
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• 제21권3호
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• pp.28.1-28.13
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• 2023

Mild cognitive impairment (MCI) is a clinical syndrome characterized by the onset and evolution of cognitive impairments, often considered a transitional stage to Alzheimer's disease (AD). The genetic traits of MCI patients who experience a rapid progression to AD can enhance early diagnosis capabilities and facilitate drug discovery for AD. While a genome-wide association study (GWAS) is a standard tool for identifying single nucleotide polymorphisms (SNPs) related to a disease, it fails to detect SNPs with small effect sizes due to stringent control for multiple testing. Additionally, the method does not consider the group structures of SNPs, such as genes or linkage disequilibrium blocks, which can provide valuable insights into the genetic architecture. To address the limitations, we propose a Bayesian bi-level variable selection method that detects SNPs associated with time of conversion from MCI to AD. Our approach integrates group inclusion indicators into an accelerated failure time model to identify important SNP groups. Additionally, we employ data augmentation techniques to impute censored time values using a predictive posterior. We adapt Dirichlet-Laplace shrinkage priors to incorporate the group structure for SNP-level variable selection. In the simulation study, our method outperformed other competing methods regarding variable selection. The analysis of Alzheimer's Disease Neuroimaging Initiative (ADNI) data revealed several genes directly or indirectly related to AD, whereas a classical GWAS did not identify any significant SNPs.

• 한국도로학회논문집
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• 제14권6호
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• pp.139-148
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• 2012

PURPOSES : The accuracy of travel time information is a key measure of effectiveness and reliability of advanced traveler information systems. This study aims at investigating drivers' perception on the acceptable level of information accuracy and their corresponding valuations. METHODS : A questionnaire survey was executed for collecting driver perception data to capture the expectation level of travel time information provided and their willingness to pay for the information. A Tobit model was adopted for exploring the relationship among the acceptable level, driver socioeconomic characteristics and travel attributes. Since drivers' willingness to pay for accurate travel time information can be different according to their travel lengths, a piecewise linear regression model was developed to capture the sensitivity of values of travel time information to travel length. RESULTS : The analysis results suggest that trip purpose and travel time are two dominant factors to determine drivers' acceptable level of travel time information. For business and short trips, drivers want more accurate information than for non-business and long trips. Drivers' willingness to pay for travel time information also varies depending on their incomes, trip purposes and travel lengths. The results also show that drivers' valuation of travel time information provided is sensitive to their travel length. For longer trips, drivers are less sensitive to travel time information and then put less value on the information provided. CONCLUSIONS : Censored nonlinear regression models are developed to estimate drivers' acceptable accuracy for travel time information and their valuation using questionnaire survey data. The findings on drivers perception to the required accuracy of travel time information and their corresponding willingness to pay can be used in the design and deployment of advanced traveler information system to improve its effectiveness and usefulness through high compliance.