• Title/Summary/Keyword: 확률론적 접근

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On the Design and Performance Analysis of Dynamic Stack Systems (동적 스택시스템의 설계와 성능분석)

  • Jeong, Chi-Bong
    • The Transactions of the Korea Information Processing Society
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    • v.2 no.3
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    • pp.364-373
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    • 1995
  • We propose a probabilistic design method and performance analysis in the area of dynamic data structures. We assign two stacks to a block which consists of m contiguous memory cells. Frequencies of delete and insert operations are not fixed, but depend on stack heights. We present various probabilistic schema and a rigorous performance analysis for a random memory allocation. Especially, stack coillision problem is studied and exponential increase of the mean of collision time as mlongrightarrow$\infty$is showed. We also present general mathematical schema which can be applied to the performance problems of finite automata and other computer information systems.

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An Analysis on the Efficiency and Productivity of Korean Rail Transit Authorities Using a Stochastic Cost Frontier Approach (A Comparison with the Estimation Results by DEA) (확률적 비용변경접근법을 이용한 도시철도 운영기관의 효율성과 생산성 분석 (자료포락분석기법을 이용한 추정결과와의 비교를 중심으로))

  • Kim, Min-Jung;Kim, Sung-Soo
    • Journal of Korean Society of Transportation
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    • v.23 no.5 s.83
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    • pp.15-25
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    • 2005
  • Using a stochastic cost frontier approach(SCFA), this paper annually estimates the efficiency and productivity with same data in the papers which analyze the efficiency and productivity using data envelopment analysis(DEA) to compare the results and suggest the political findings of raising the efficiency and productivity for three publicly-owned rail transit properties. the Seoul Subway Corporation (SSC), the Seoul Metropolitan Electrified Railways Sector of Korea National Railroad (SMESRS) and the Busan Urban Transit Authority (BUTA). The results show that the results of SCFA are higher than DEA for efficiency and lower for productivity in that DEA regards the stochastic error and measurement error as the inefficiency contrary to SFCA. But the political findings from these results appears to be similar as follows. First, the productivity of the three properties should be first improved by using existing technologies efficiently and then by introducing new ones. Second, the three properties should improve the technical efficiency through reducing input quantities to raise their efficiency. Finally, all the three components of the productivity such as productive efficiency change, technical change, and scale change should be considered to evaluate their productivity more correctly.

System Reliability-Based Design Optimization Using Performance Measure Approach (성능치 접근법을 이용한 시스템 신뢰도 기반 최적설계)

  • Kang, Soo-Chang;Koh, Hyun-Moo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.3A
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    • pp.193-200
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    • 2010
  • Structural design requires simultaneously to ensure safety by considering quantitatively uncertainties in the applied loadings, material properties and fabrication error and to maximize economical efficiency. As a solution, system reliability-based design optimization (SRBDO), which takes into consideration both uncertainties and economical efficiency, has been extensively researched and numerous attempts have been done to apply it to structural design. Contrary to conventional deterministic optimization, SRBDO involves the evaluation of component and system probabilistic constraints. However, because of the complicated algorithm for calculating component reliability indices and system reliability, excessive computational time is required when the large-scale finite element analysis is involved in evaluating the probabilistic constraints. Accordingly, an algorithm for SRBDO exhibiting improved stability and efficiency needs to be developed for the large-scale problems. In this study, a more stable and efficient SRBDO based on the performance measure approach (PMA) is developed. PMA shows good performance when it is applied to reliability-based design optimization (RBDO) which has only component probabilistic constraints. However, PMA could not be applied to SRBDO because PMA only calculates the probabilistic performance measure for limit state functions and does not evaluate the reliability indices. In order to overcome these difficulties, the decoupled algorithm is proposed where RBDO based on PMA is sequentially performed with updated target component reliability indices until the calculated system reliability index approaches the target system reliability index. Through a mathematical problem and ten-bar truss problem, the proposed method shows better convergence and efficiency than other approaches.

수질 및 대기 오염물질에 대한 건강 위해성 평가

  • 신동천
    • Proceedings of the Korea Society of Environmental Toocicology Conference
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    • 1997.12a
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    • pp.91-99
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    • 1997
  • 과거에는 환경오염에 의한 피해의 유무, 즉 인과관계를 규명하는 것이 일차적인 관심 대상이었다. 그러나 구체적이고 정량적인 정보를 요구하는 현대사회에서는 오염피해의 정도와 심각성을 평가하여 주민에게 알려 주어야 하며, 어느 정도의 오염수준을 우리사회에서 받아들일 수 있는가의 판단이 매우 중요한 문제로 떠오르게 되었다. 또한 복잡다기화 되어가고 있는 사회 현상속에서 이해관계와 불확실성으로 얽혀 있는 환경문제를 풀어나가기 위해서는 과학적이고 합리적인 방법론이 요구되고 있다. 이를 위해 제시될 수 있는 방법론이 위해성 평가(decision-making) 수단이나 연구의 한 분야로 지난 30여년 동안 비교적 빠르게 발전되어져 왔다. 우리나라의 경우도 이미 위해성 평가에 대한 연구가 계속 발전중에 있으며, 특히 수계에서 검출 가능하고 잠재적인 위해성을 지니는 수질오염물질에 대한 전반적인 위해성을 평가하여 우리나라 수질관리정책에 유용한 기초자료들을 지시한 바 있다. 본문에서는 수질중 chloroform을 대상으로 확률분포를 이용한 위해성 평가 방법론과 대기중 benzene을 대상으로 노출 허용량(margine of exposure) 접근법을 소개하고자 한다.

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Financial Feasibility Study by Considering Risk Factors for High-Rise Development Project (초고층 개발사업의 리스크 요인을 고려한 재무적 타당성 분석)

  • Chun, Young-Jun;Cho, Joo-Hyun
    • Korean Journal of Construction Engineering and Management
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    • v.18 no.4
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    • pp.3-16
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    • 2017
  • Forecasting cash flow is very important but is difficult and complicated to analysis in high-rise development projects. And An expected value which was forecasted on the early stage is likely to fluctuate due to uncertainties around such complicated huge project to consider the probable uncertainty. There are not objectified method which are able to cope with uncertainty of project, and feasibility study based on selected financial analysis does not include liquidity of cash flow. Through such a stochastic method, developer can cope with cash flow fluctuation and set up a financial plan. Also this study is meaningful for laying the foundation for high-rise development project and feasibility study as well as the suitability and accuracy of feasibility study. Analysis showed that NPV and IRR include residential apartments shows surplus revenue as return of apartments offset deficit of hotel and office. Factors influencing the project feasibility for high-rise development project are sales account of $1^{st}$ year and annual vacancy rate of office.

Uncertainties Influencing the Collapse Capacity of Steel Moment-Resisting Frames (철골모멘트 골조의 붕괴성능에 영향을 미치는 불확실성 분석)

  • Shin, Dong-Hyeon;Kim, Hyung-Joon
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.28 no.4
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    • pp.351-359
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    • 2015
  • In order to exactly evaluate the seismic collapse capacity of a structure, probabilistic approach is required by considering uncertainties related to its structural properties and ground motion. Regardless of the types of uncertainties, they influence on the seismic response of a structures and their effects are required to be estimated. An incremental dynamic analysis(IDA) is useful to investigate uncertainty-propagation due to ground motion. In this study, a 3-story steel moment-resisting frame is selected for a prototype frame and analyzed using the IDA. The uncertainty-propagation is assessed with categorized parameters representing epistemic uncertainties, such as the seismic weight, the inherent damping, the yield strength, and the elastic modulus. To do this, the influence of the uncertainty-propagation to the seismic collapse capacity of the prototype frame is probabilistically evaluated using the incremental dynamic analyses based on the Monte-Carlo simulation sampling with the Latin hypercube method. Of various parameters related to epistemic uncertainty-propagation, the inherent damping is investigated to be the most influential parameter on the seismic collapse capacity of the prototype frame.

The Decision of Famous Business Areas for Small and Middle Enterprises (중소기업 유망 사업분야 선정 방법론에 대한 고찰)

  • Park, chang kirl;Hahn, hyuk;Roh, hyun sook
    • Proceedings of the Korea Contents Association Conference
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    • 2007.11a
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    • pp.462-467
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    • 2007
  • All of enterprises are diversifying it's business items for going concern. But it is very difficult to find a successful business items because they should be in front of various risk factors. Especially the small and middle enterprises are inferior to the large enterprises in every way likes technology development, marketing and human resources etc. So, it can be a decisive decision making to branch out to them. Because they should concentrate their resources for it. This research introduce systematic approach of the decision of famous business items for small and middle enterprises.

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A conceptual model for forecasting innovation diffusion in informations and telecommunications market (정보통신시장의 수용예측을 위한 개념적 예측모형의 구성)

  • 강병용;황정연;임주환;한치문
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1995.04a
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    • pp.455-468
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    • 1995
  • 기술변화에 의한 상품의 대체과정과 수요 성장 추세를 설명하고자 개발된 기존의 통계학적 수요예측 모형들은 확률밀도함수 또는 특정한 수학적 함수의 외형적 특성을 이용한 함수적 접근방법을 사용한 결과 과거 데이터들의 단순 경향치의 추세 설명에 한정되고 상한치를 향한 무한 접근 성장으로 일관되는 함수적 제약을 안고 있으며, 수요의 영향 요인을 반영하지 못하므로써 데이터가 없는 신제품 서비스 예측에 적용이 불가능한 문제점을 갖고 있다. 본 논문에서는 이들 문제점들을 극복하고 시장에 처음 출하되는 새로운 재화 또는 서비스의 수요예측 및 포화수준 도달 이후의 체감 성장에도 적용가능한 방법론으로서 수용의 결정요인을 반영한 예측모형을 제시한다. 모형의 예측능력을 판단하기 위해 정보통신 분야의 몇가지 대표적 제품 및 서비스를 대상으로 기존 모형(peal 모형, weibull 모형, NUI 모형, compertz 모형)들과 NTPS 모형(Nonasymtotic Technological Product Subsituation Model)을 적용하여 예측 결과를 비교하였다. 또한 본 모형을 활용하여 새로운 제품 및 서비스 수요예측을 위한 모수의 특성에 대하여도 검토해 보았다.

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Web Page Recommendation using a Stochastic Process Model (Stochastic 프로세스 모델을 이용한 웹 페이지 추천 기법)

  • Noh, Soo-Ho;Park, Byung-Joon
    • Journal of the Institute of Electronics Engineers of Korea CI
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    • v.42 no.6
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    • pp.37-46
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    • 2005
  • In the Web environment with a huge amount of information, Web page access patterns for the users visiting certain web site can be diverse and change continually in accordance with the change of its environment. Therefore it is almost impossible to develop and design web sites which fit perfectly for every web user's desire. Adaptive web site was proposed as solution to this problem. In this paper, we will present an effective method that uses a probabilistic model of DTMC(Discrete-Time Markov Chain) for learning user's access patterns and applying these patterns to construct an adaptive web site.

Understanding Bayesian Experimental Design with Its Applications (베이지안 실험계획법의 이해와 응용)

  • Lee, Gunhee
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.1029-1038
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    • 2014
  • Bayesian experimental design is a useful concept in applied statistics for the design of efficient experiments especially if prior knowledge in the experiment is available. However, a theoretical or numerical approach is not simple to implement. We review the concept of a Bayesian experiment approach for linear and nonlinear statistical models. We investigate relationships between prior knowledge and optimal design to identify Bayesian experimental design process characteristics. A balanced design is important if we do not have prior knowledge; however, prior knowledge is important in design and expert opinions should reflect an efficient analysis. Care should be taken if we set a small sample size with a vague improper prior since both Bayesian design and non-Bayesian design provide incorrect solutions.