• Title/Summary/Keyword: 추계적 시뮬레이션

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Pension Risk Analysis in DC plans using Stochastic Simulation (시뮬레이션을 활용한 DC형 퇴직연금의 Pension Risk 분석)

  • Han, Jong-Hyun;Sung, Joo-Ho;Seo, Dong-Won
    • Journal of the Korea Society for Simulation
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    • v.23 no.4
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    • pp.163-170
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    • 2014
  • This study calculates the employee receives severance pay scale are paid from the company in the DC system. In addition, by utilizing the reserve growth model were studied in accordance with shortfall risk levels generated by stochastic asset allocation. For the analysis, from 2004 to 2013 using the KOSPI returns and total bond yields were simulated. Scenario 1 is when compared to the severance reserve is insufficient. Scenario 2 is the same as if toy reserve this severance pay. During one period, depending on the asset allocation of stocks and bonds was confirmed that the probability pension risk does not occur. And we suggest that members of DC pension risk endeavor with the government and companies to avoid.

Stochastic Low-Power and Buffer-Stable Routing for Gigabit Wireless Video Networks (기가빗 비디오 네트워크에서의 추계적 저전력 버퍼안정 라우팅)

  • Kim, Joongheon;Ryu, Eun-Seok
    • Journal of Broadcast Engineering
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    • v.18 no.3
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    • pp.491-494
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    • 2013
  • This paper proposes a stochastic/dynamic routing protocol which aims the minimization of the summation of time average expected power expenditure with buffer stability in mobile ad-hoc 60 GHz wireless networks. By using 60 GHz RF, the wireless devices can transmit/receive 1080p HD video signals without compression. In addition, our algorithm works without centralized controller, so that the distributed operation is available. The novelty of the proposed algorithm was also verified by simulations.

Contingency Estimation Method based on Stochastic Earned Value Management System (추계적 EVMS 기반 예비비 산정 방법론)

  • Gwak, Han-Seong;Choi, Byung-Youn;Yi, Chang-Yong;Lee, Dong-Eun
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2018.05a
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    • pp.72-73
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    • 2018
  • The accuracy of contingency estimation plays an important role for dealing with the uncertainty of the financial success of construction project. Its' estimation may be used for various purposes such as schedule control, emergency resolve, and quality expense, etc. This paper presents a contingency estimation method which is schedule control specific. The method 1) implements stochastic EVMS, 2) detects a specific timing for schedule compression, 3) identifies an optimal strategy for shortening planned schedule, 4) finds a probability density function (PDF) of project cost overrun, and 5) estimates the optimal contingency cost based on the level of confidence. The method facilitates expeditious decisions involved in project budgeting. The validity of the method is confirmed by performing test case.

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Simulation of Chemigation Efficacy (관개방제의 효력예측을 위한 시뮬레이션)

  • 구영모;해롤드썸너;래리챈들러
    • Journal of Biosystems Engineering
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    • v.21 no.1
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    • pp.10-20
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    • 1996
  • 관개방제 기술의 변수 및 효력예측을 위한 컴퓨터 시뮬레이션 프로그램이 유화/산화액적의 부착율, 유충의 추계적 난보운동 및 무작위 농약흡수 이론을 이용하여 개발되었다. 시뮬레이션 결과는 밤나방 유충, Spodaptera frugiperda (J.E. Smith) (Lepidoptera : Noctuidae)을 이용한 방제효력 실험결과와 비교하였다. 이론치와 실험치는 서로 일치되었다. 방제율은 농약유효성분량이 증가함에 따라 증가하였으며 크로포(chlorpyrifos) 약제의 표준 권고량인 670g[AI]/ha에서 완전방제가 예상되었다. 유화액적(emulsion)은 상대적으로 직경이 큰 산화액적(dispersion) 보다 작물잎 표면에 부착이 어려워 낮은 방제율을 나타내었다. 액적직경이 방제효력에 미치는 영향은 목화작물에 대하여 낮은 약제량에서 뚜렷하게 나타났고, 그 영향은 약제량이 증가할수록 목화 및 옥수수 모두에서 저하되었다. 엽형계수는 작물의 엽상구조에 따른 액적의 부착 및 계류에 미치는 영향을 의미한다. 고찰된 관계방제기술의 영향요소에 대한 이해는 농약사용의 감소 및 효력의 증가에 중요한 역할을 한다.

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Simulation Optimization for Optimal at Design of Stochastic Manufacturing System Using Genetic Algorithm (추계적 생산시스템의 최적 설계를 위한 전자 알고리즘을 애용한 시뮬레이션 최적화 기법 개발)

  • 이영해;유지용;정찬석
    • Journal of the Korea Society for Simulation
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    • v.9 no.1
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    • pp.93-108
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    • 2000
  • The stochastic manufacturing system has one or more random variables as inputs that lead to random outputs. Since the outputs are random, they can be considered only as estimates of the true characteristics of the system. These estimates could greatly differ from the corresponding real characteristics for the system. Multiple replications are necessary to get reliable information on the system and output data should be analyzed to get optimal solution. It requires too much computation time practically, In this paper a GA method, named Stochastic Genetic Algorithm(SGA) is proposed and tested to find the optimal solution fast and efficiently by reducing the number of replications.

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A Study on Inventory Control of Supply Chain Using Simulation (시뮬레이션을 활용한 공급망 재고 관리 정책 결정에 관한 연구)

  • 박현영;김경섭
    • Proceedings of the Korea Society for Simulation Conference
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    • 2001.05a
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    • pp.142-142
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    • 2001
  • 재고 관리 정책은 크게 정기 점검 재고 정책과 연속 점검 재고 정책의 두 가지로 구분할 수 있다. 정기 점검 재고 정책에는 (R, Q), (R, S), (R, s, S) 등의 재고 정책이 있으며, 연속 재고 점검정책에는 (s, Q), (s, S) 등의 재고 정책이 연구되어 왔다. 공급망 관리는 하나의 기업이 아닌 관련된 모든 기업을 대상으로 하는 기법이며, 급변하는 기업 환경에 적극적으로 대응하고자 많은 기업들이 관심을 기울이고 있는 분야이다. 그리고 공급망 관리의 최종 목적은 고객의 만족도를 최대화시키는 것이다. 일반적으로 재고량과 고객의 만족도는 서로 상반되는 양상을 보인다. 따라서 각 기업에게 있어서 적절한 재고 정책의 수립은 매우 중요한 일이다. 그러나 고객 수요 패턴의 불확실성으로 인하여 공급망의 상위 단계로 갈수록 재고 변동폭이 커지는 양상을 보이는 등 적절한 재고 정책을 수립하는 것은 쉬운 일이 아니다. 더구나 취급 제품이 여러 개일 때는 공급망 전체의 재고 비용을 최소화할 수 있는 각 기업의 최적 재고 정책을 수립하기란 쉽지 않다. 따라서 본 연구는 복수 제품에 대하여 수요 패턴이 불확실한 공급망 모델을 가정하여 전체 공급망의 재고 비용을 최소화할 수 있는 각 기업의 재고 정책을 수립하고자 한다. 추계적인 양상을 보이는 수요 패턴에서 동적 계획법을 이용하여 (s, S) 재고 정책의 적합한 재주문점과 목표 재고점을 찾고, 시뮬레이션을 통해 그 결과를 검증하는 것이 본 연구의 목적이다.

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A Method for Estimating Input-output Tables with Disaggregated Sector (부문 분리된 산업연관표 추계방법)

  • Kiho Jeong
    • Environmental and Resource Economics Review
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    • v.31 no.4
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    • pp.849-864
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    • 2022
  • In case of a specific sector being divided into sub-sectors, this study presents a process for estimating an input-output table, which is frequently used as basic data in fields of energy and environment economics. RAS method, which is universally used for this case, requires information on production, intermediate input sum, and intermediate demand sum for each sector in the new table. But in many cases, it is difficult to secure information on intermediate demand sum by sector. This study suggests a process for estimating a new input-output table without using information of intermediate demand sum in the case of sector separation, under the assumption that information of production value and intermediate input sum by sector are available. The key idea is that the values of many elements in the input-output table after disaggregation are the same as those in the table before disaggregation and that the sum of the elements after disaggregation, equals the values of the elements before disaggregation. The process of estimating the intemediate transaction matrix or the input coefficient matrix is presented by using these information instead of intermediate demand sum information. A small-scale simulation shows that the average error rate of the process proposed in this study is about 11.23% in estimating input coefficients, which is smaller than the 11.30% estimation error of RAS using the information of intermediate demand sum. However, since it is known in the literature that using additional information does not always improve estimation performance compared to not using it, additional research on various simulations is needed to apply the method of this study to reality.

Stochastic numerical study on the propagation characteristics of P-Wave in heterogeneous ground (지반의 비균질성이 탄성파 전파 특성에 미치는 영향에 대한 추계론적 수치해석 연구)

  • Song, Ki-Il
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.15 no.1
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    • pp.13-24
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    • 2013
  • Various elastic wave-based site investigation methods have been used to characterize subsurface ground because the dynamic properties can be correlated with various geotechnical parameters. Although the inherent spatial variability of the geotechnical parameters affects the P-wave propagation characteristics, ground heterogeneity has not been considered as an influential factor. Thus, the effect of heterogeneous ground on the travel-time shift and wavefront characteristics of elastic waves through stochastic numerical analyses is investigated in this study. The effects of the relative correlation lengths and relative propagation distances on the travel-time shift of P-waves considering various intensities of ground heterogeneity were investigated. Heterogeneous ground fields of stiffness (e.g., the coefficient of variation = 10 ~ 40%) were repeatedly realized in numerical finite difference grids using the turning band method. Monte Carlo simulations were undertaken to simulate P-wave propagation in heterogeneous ground using a finite difference method-based numerical approach. The results show that the disturbance of the wavefront becomes more significant with stronger heterogeneity and induces travel-time delays. The relative correlation lengths and propagation distances are systematically related to the travel-time shift.

Stochastic FE Analysis of Plate Structure (평판구조의 추계론적 유한요소해석)

  • 최창근;노혁천
    • Computational Structural Engineering
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    • v.8 no.1
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    • pp.127-136
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    • 1995
  • In this paper the stochastic FE analysis considering the material and geometrical property of the plate structure is performed by the weighted integral method. To consider the stochasity of the material and geometrical property, the stochastic field is assumed respectively. The mean value of the stochastic field is 0 and the value of variance is assumed as 0.1. The characteristics of the assumed stochastic field is represented by auto-correlation function. This auto-correlation function is used in evaluating the response variability of the plate structure. In this study a new auto-correlation function is derived to concern the uncertainty of the plate thickness. The newly derived auto-correlation function is a function of auto-correlation function and coefficient of variation of the assumed stochastic field. The two results, obtained by proposed Weighted Integral method and Monte Carlo Simulation method, are coincided with each other and these results are almost equal to the theoretical result that is derived in this study. In the case of considering the variability of plate thickness, the obtained result is well coincide with those of Lawrence and Monte Carlo simulation.

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Developing Stochastic Long-Term Maintenance Cost Estimating Method for Apartment Housing (추계적 공동주택 장기수선충당금 산출 및 분석 방법론 개발)

  • Gwak, Han-Seong;Lee, Dong-Eun
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2015.05a
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    • pp.243-244
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    • 2015
  • This paper presents a Stochastic Long-Term Maintenance Costs Estimating Method for the Apartment Housing (SLCE). A simulation approach is used for generating the stochastic long-term maintenance cost, and it is based on the defined variability in repair cycle of the individual maintenance elemental within the process. SLCE provides the probability distribution of the budget required to maintain the apartment housing. A case study is presented to demonstrate and to validate the system.

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