• Title/Summary/Keyword: 행렬모형

Search Result 368, Processing Time 0.022 seconds

The binary bootstrap for single simulation output analysis

  • 김윤배
    • Proceedings of the Korean Operations and Management Science Society Conference
    • /
    • 1992.04b
    • /
    • pp.105-116
    • /
    • 1992
  • 이 논문에서는 discrete-event모의실험을 사용해서 대기행렬모형에서 대기시간이 길어지는 확률을 추정하는 문제를 연구했습니다. 단 한번의 모의실험에서 확률의 신뢰구간을 구할 수 있는 방법인, binary bootstrap을 개발했습니다. Bernoulli trial과 first-order Markov processes에 적용하여 본 결과 이론치에 별 차이없이 추정하였습니다. 또한 M/M/1 대기행렬모형에서 대기시간이 길 확률을 추정했을 때 batch means방법보다 binary bootstrap이 월등히 우수한 결과를 보였습니다.

  • PDF

Path-based Dynamic User Equilibrium Assignment Model using Simulation Loading Method (시뮬레이션 부하기법을 이용한 경로기반 동적통행배정모형의 개발)

  • 김현명;임용택;백승걸
    • Journal of Korean Society of Transportation
    • /
    • v.19 no.3
    • /
    • pp.101-113
    • /
    • 2001
  • Since late 1970s. one of the principal research areas in transportation problem is dynamic traffic assignment (DTA). Although many models have been developed regarding DTA, yet they have some limits of describing real traffic patterns. This reason comes from the fact that DTA model has the time varying constraints such as state equation, flow propagation constraint, first in first out(FIFO) rule and queuing evolution. Thus, DTA model should be designed to satisfy these constraints as well as dynamic route choice condition, dynamic user equilibrium. In this respect, link-based DTA models have difficulty in satisfying such constraints because they have to satisfy the constraints for each link, while path-based DTA models may easily satisfy them. In this paper we develop a path-based DTA model. The model includes point queue theory to describe the queue evolution and simulation loading method for depicting traffic patterns in more detail. From a numerical test, the model shows promising results.

  • PDF

An Optimal Pricing Strategy in An M/M/1 Queueing System Based on Customer's Sojourn Time-Dependent Reward Level (고객의 체류시간의존 보상에 기반한 M/M/1 대기행렬 시스템에서의 최적 가격책정 전략)

  • Lee, Doo Ho
    • The Journal of the Korea Contents Association
    • /
    • v.16 no.7
    • /
    • pp.146-153
    • /
    • 2016
  • This work studies the equilibrium behavior of customers and optimal pricing strategies of the sever in a continuous-time M/M/1 queueing system. In this work, we consider two pricing models. The first one is called the ex-ante payment scheme where the server charges a flat price for all services, and the second one is called the ex-post payment scheme where the server charges a price that is proportional to the time a customer spends in the system. In each pricing model, the departing customer receives the reward that is inversely proportional to his/her sojourn time. The server should make the optimal pricing decisions in order to maximize its expected profit per unit time in each payment scheme. This work also investigates customer's equilibrium joining or balking behaviors under server's optimal pricing strategies. Numerical experiments are conducted to help the server best select one between two pricing models.

The Marginal Model for Categorical Data Analysis of $3\times3$ Cross-Trials ($3\times3$ 교차실험을 범주형 자료 분석을 위한 주변확률모형)

  • 안주선
    • The Korean Journal of Applied Statistics
    • /
    • v.14 no.1
    • /
    • pp.25-37
    • /
    • 2001
  • The marginal model is proposed for the analysis of data which have c(2: 3) categories in the 3 x 3 cross-over trials with three periods and three treatments. This model could be used for the counterpart of the Kenward-Jones' joint probability one and should be the generalization of Balagtas et ai's univariate marginal logits one, which analyze the treatment effects in the 3 x 3 cross-over trials with binary response variables[Kenward and Jones(1991), Balagtas et al(1995)]. The model equations for the marginal probability are constructed by the three types of link functions. The methods would be given for making of the link function matrices and model ones, and the estimation of parameters shall be discussed. The proposed model is applied to the analysis of Kenward and Jones' data.

  • PDF

Development of Urban Flooding Model: Coupling to EPA-SWMM Engine and Surface Flow Path Algorithm (EPA-SWMM과 지표수 흐름방향 결정 알고리즘을 결합한 도시침수 모형의 개발)

  • Lee, Seonmin;Kim, JongChun;Yoon, Hanui
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2021.06a
    • /
    • pp.305-305
    • /
    • 2021
  • XP-SWMM은 EAP-SWMM의 Runoff 기능을 보완하고 2D 해석 기능을 새롭게 추가하여 만든 외산(XP Solutions) 프로그램으로 도시유역 유출량 산정, 우수관거 추적 등과 같은 모의가 가능한 종합 모형이다. 그 중 2차원 분석 기능(2D XP-SWMM)은 연산 결과를 Tu-Flow 모형에 대입한 도시침수 해석모형으로 실무에서 주로 사용되고 있다. 그러나 XP-SWMM은 수량 부분 외에도 수질 부분의 다양한 모형이 통합되어 있어 라이센스 가격이 상당히 높고, 국내 환경에 적합한 모형 수정 등 기술지원을 받기 어렵다는 단점을 갖고 있다. 또한, 실무 활용성이 높은 2차원 분석기능의 경우 모의에 소요되는 시간이 크다는 한계점을 갖고 있다. 2D XP-SWMM 연산의 소요시간이 큰 주요 원인은 계산 시간간격마다 큰 셀수의 행렬 계산을 반복하기 때문이며, 격자를 촘촘하게 설정할수록(행렬의 수가 증가할수록) 수치해석에 소요되는 시간은 기하급수적으로 늘어나게 된다. 2D XP-SWMM 연산은 편미분방정식을 계산하는 모형으로 반복법을 채택하고 있기 때문에 짧은 시간내에 침수해석을 진행해야하는 웹기반 초단기 홍수예경보 시스템 등에 활용하기에는 적합하지 않다. 본 연구에서는 2D XP-SWMM 보다 연산속도를 향상시킨 2차원 도시침수 모형을 개발하였다. 기존 XP-SWMM 중심의 실무 적용성을 유지하고자 XP-SWMM과 동일하게 EPA-SWMM 엔진을 활용하였고 DEM 기반의 지표수 흐름방향 결정 알고리즘을 결합하였다. 본 연구에서 개발한 도시침수 모형 결과를 울산광역시, 청주시 등 도심지에서 발생한 과거 침수피해의 양상과 비교하여 그 타당성을 검증하였다.

  • PDF

Queue Detection using Fuzzy-Based Neural Network Model (퍼지기반 신경망모형을 이용한 대기행렬 검지)

  • KIM, Daehyon
    • Journal of Korean Society of Transportation
    • /
    • v.21 no.2
    • /
    • pp.63-70
    • /
    • 2003
  • Real-time information on vehicle queue at intersections is essential for optimal traffic signal control, which is substantial part of Intelligent Transport Systems (ITS). Computer vision is also potentially an important element in the foundation of integrated traffic surveillance and control systems. The objective of this research is to propose a method for detecting an exact queue lengths at signalized intersections using image processing techniques and a neural network model Fuzzy ARTMAP, which is a supervised and self-organizing system and claimed to be more powerful than many expert systems, genetic algorithms. and other neural network models like Backpropagation, is used for recognizing different patterns that come from complicated real scenes of a car park. The experiments have been done with the traffic scene images at intersections and the results show that the method proposed in the paper could be efficient for the noise, shadow, partial occlusion and perspective problems which are inevitable in the real world images.

Introduction to the Indian Buffet Process: Theory and Applications (인도부페 프로세스의 소개: 이론과 응용)

  • Lee, Youngseon;Lee, Kyoungjae;Lee, Kwangmin;Lee, Jaeyong;Seo, Jinwook
    • The Korean Journal of Applied Statistics
    • /
    • v.28 no.2
    • /
    • pp.251-267
    • /
    • 2015
  • The Indian Buffet Process is a stochastic process on equivalence classes of binary matrices having finite rows and infinite columns. The Indian Buffet Process can be imposed as the prior distribution on the binary matrix in an infinite feature model. We describe the derivation of the Indian buffet process from a finite feature model, and briefly explain the relation between the Indian buffet process and the beta process. Using a Gaussian linear model, we describe three algorithms: Gibbs sampling algorithm, Stick-breaking algorithm and variational method, with application for finding features in image data. We also illustrate the use of the Indian Buffet Process in various type of analysis such as dyadic data analysis, network data analysis and independent component analysis.

Impact of Structural Shock and Estimation of Dynamic Response between Variables (구조적 충격의 영향과 동적 반응의 추정)

  • Cho, Eun-Jung;Kim, Tae-Ho
    • The Korean Journal of Applied Statistics
    • /
    • v.24 no.5
    • /
    • pp.799-807
    • /
    • 2011
  • This study investigates long and short run responses of variables to exogenous shocks by imposing prior restrictions on a contemporaneous structural shock coefficient matrix of the model to identify shocks by endogenous variables in the vector autoregression. The relative importance of each structural shock in variation of each variable is calculated through the identification of proper restrictions (not based on any specific theory but on researcher judgment corresponding to actual situations) and an estimation of the structural vector autoregression. The results of the analyses are found to maintain consistency.

Identification of Linear Structural Systems (선형 구조계의 동특성 추정법)

  • 윤정방
    • Computational Structural Engineering
    • /
    • v.2 no.4
    • /
    • pp.111-116
    • /
    • 1989
  • Methods for the estimation of the coefficient matrices in the equation of motion for a linear multi-degree-of-freedom structure are studied. For this purpose, the equation of motion is transformed into an auto-regressive and moving average with auxiliary input(ARMAX) model. The ARMAX parameters are evaluated using several methods of parameter estimation : such as the least squares, the instrumental variable, the maximum likelihood and the limited information maximum likelihood methods. Then the parameters of the equation of motion are recovered therefrom. Numerical example is given for a 3-story building model subjected to an earthquake exitation.

  • PDF

Analysis of a Phased Arrivals Queueing Model with Applications to Telecommunication Network Traffic Control (통신망에서 트래픽 제어를 고려한 단계 도착 대기행렬모형 분석)

  • Park, Ji-Young;Kim, Ji-Seung;Kim, Che-Soong
    • Journal of the Korea Safety Management & Science
    • /
    • v.9 no.5
    • /
    • pp.57-66
    • /
    • 2007
  • 본 논문에서는 통신망의 트래픽 제어를 위한 무한버퍼, 단일 서버와 배치도착과정을 갖는 대기행렬 모형을 고려하였다. 또한 고객 도착 형태와 서비스의 분포는 지수분포를 배치 흐름은 포아송 정상과정 및 배치크기는 기하분포를 따른다고 가정하였다. 서비스를 받기 위해 시스템으로 들어오는 배치의 크기는 시스템의 상태에 따라서 트래픽 제어가 가능하다. 이와 같은 조건에서 시스템에 있는 고객의 수와 배치크기에 대한 결합 확률분포를 분석하였고, 행렬기법을 적용하여 시스템 체재시간에 대한 분석이 수행되었다. 마지막으로 시스템의 주요 성능평가 척도에 대한 효율적인 제어기법에 대한 언급과 수치예제를 통해서 증명하였다.