• Korean Journal of Construction Engineering and Management
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• v.6 no.4 s.26
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• pp.80-90
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• 2005

Activity durations retain probabilistic and stochastic natures due to diverse factors causing the delay or acceleration of activity completion. These natures make the final project duration to be a random variable. These factors are the major source of financial risk. Extending the Stochastic Project Scheduling Simulation system (SPSS) developed in previous research; this research presents a method to estimate how the final project duration behaves when activity durations change randomly. The final project cost is estimated by considering the fluctuation of indirect cost, which occurs due to the delay or acceleration of activity completion, along with direct cost assigned to an activity. The final project cost is estimated by considering how indirect cost behaves when activity duration change. The method quantifies the amount of contingency to cover the expected delay of project delivery. It is based on the quantitative analysis to obtain the descriptive statistics from the simulation outputs (final project durations). Existing deterministic scheduling method apply an arbitrary figures to the amount of delay contingency with uncertainty. However, the stochastic method developed in this research allows computing the amount of delay contingency with certainty and certain degree of confidence. An example project is used to illustrate the quantitative analysis method using simulation. When the statistical location and shape of probability distribution functions defining activity durations change, how the final project duration and cost behave are ascertained using automated sensitivity analysis method

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1995.04a
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• pp.4-10
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• 1995

이동가입자 수신단에서의 평균 수신전력 레벨이 핸드오버 임계값과 수신기 임계값 사이에 있는 영역을 핸드오버 영역이라고 하며, 이동가입자가 핸드오버 영역이라고 하며, 이동가입자가 핸드오버 영역에 머무르는 시간을 핸드오버 지속시간(Handover Duration Time)으로 정의한다. 본 논문에서는 이동통신 시스템에서 트래픽 모델링시 중요한 파라메타중 하나인 핸드오버 지속시간에 대한 분포를 추정한다. 첫번째로 핸드오버 지속시간의 분포군을 선택하기 위해 시뮬레이션 결과로부터 얻어진 샘플 데이타를 이용하여 점 통계량, 히스토그램, 확률도의 방법을 적용하며, 두번째로 구체적인 분포를 결정하기 위해서 모수(parameter)의 값들을 추정하는데, 본 논문에서는 모수를 추정하기 위해서 최우추정량을 사용하여 모수의 값들을 산출하고 이를 토대로 적합도 검정을 수행한다. 최종적인 분석 결과 핸드오버 지속시간은 감마 분포를 따르는 것을 제시하였다.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.55-55
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• 2022

수공구조물을 설계하고 수자원 관리 정책을 수립하기 위해 일반적으로 IDF (Intensity-Duration-Frequency) 곡선을 활용한다. 통상 IDF 곡선은 연최대치계열을 통계적으로 분석하여 재현빈도 마다의 적절한 강우강도를 추정하여 결정한다. 신뢰할 수 있는 결과를 산출하기 위해 최소 30년 이상의 정상 강우자료의 통계분석이 권장되나, 긴 재현기간의 최대강우강도는 본질적으로 확률분포 함수로부터 추정한 값이라는 한계가 있다. 한편, 우리나라에서 종관기상관측을 통해 고해상도의 지상관측 강수자료가 장기간 누적되어 관측자료로부터 직접 최대강우강도-지속시간 사이의 관계식을 도출할 수 있게 되었다. 따라서, 실무에서 널리 사용되고 있는 '홍수량 산정 표준 지침'의 확률강우 분석 결과를 오랫동안 관측된 강우자료에서 찾은 최대강우강도와의 비교가 가능해졌다. 본 연구에서는 우리나라에서 50년 이상 강우가 관측된 24개의 지점에 대해 최대강우강도-지속기간 관계식을 분석하였다. 이 결과를 바탕으로 통계적으로 추정한 IDF 곡선이 실제 관측자료에서 나타난 최대강우강도를 얼마나 정확하게 추정하는지 검증해 보았다.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.396-396
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• 2017

최근 기후변화에 효과적으로 대응하기 위해서 신뢰성 높은 설계홍수량을 산정할 필요성이 커지고 있다. 설계홍수량 산정법은 홍수빈도해석법과 설계강우법으로 대별된다. 홍수빈도해석법은 홍수량 자료에 대한 통계학적 빈도분석을 실시하여 확률홍수량을 산정하는 방법이다. 홍수빈도해석법은 관측된 자료를 활용하기 때문에 이론적으로 불확실성이 상대적으로 작은 장점을 가지고 있지만, 자료의 수가 적거나 시간에 따라 변하는 유역특성에 대한 불확실성을 함께 고려해야 한다. 관측 유량 자료가 없거나 적은 유역에서는 설계강우법이 주로 사용되고 있다. 설계강우법은 강우자료에 대해서 빈도분석을 실시하여 확률강우량을 산정한 후, 이를 강우-유출 모형에 적용하여 확률 홍수 수문곡선을 작성하고 첨두치를 확률홍수량으로 선정하는 방법이다. 그러나, 설계강우법도 강우-유출 모형에서 유역특성을 나타내는 매개변수 추정과정에서 불확실성을 내포하고 있기 때문에 추정된 홍수량 결과에 대한 불확실성을 감안해야 한다. 또한, 강우량과 홍수량의 발생빈도가 같다는 가정의 명확한 근거가 없다. 더욱이 두 가지 설계홍수량 산정법을 같은 유역에 적용하는 경우라도 종종 매우 다른 결과값을 나타낸다. 따라서, 본 연구에서는 국내 유역의 현실을 고려하여 설계강우법으로 산정된 확률홍수량을 홍수빈도해석법으로 산정된 확률홍수량을 변환할 수 있는 보정식을 개발하였다. 국내 9개의 댐 유역에서 확보된 일 단위 강우량 및 유출량 자료를 홍수빈도해석법과 설계강우법을 적용하여 대상 유역의 설계홍수량을 산정하였다. 그리고, 홍수빈도해석법으로 산정된 설계홍수량을 참값이라 가정한 후, 산정된 설계홍수량의 대상 유역별 오차율을 산정하였다. 이를 바탕으로 홍수빈도해석법과 설계강우법으로 산정된 설계홍수량 간의 관계를 회귀분석을 통하여 설계강우법으로 산정된 확률홍수량을 보정하는 관계식을 제시하였다.

• Journal of Internet Computing and Services
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• v.8 no.1
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• pp.25-31
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• 2007

The development of efficient Quality of Service (QoS) routing algorithms in high speed networks is very difficult since divergent services require various quality conditions, If the QoS parameter we concern is to measure the delay on that link, then the routing algorithm obtains the Least Delay (LD) path, Meanwhile, if the parameter is to measure of the link cast, then it calculates the Least Cost (LC) path. The Delay Constrained Least Cast (DCLC) path problem of the mixed issues on LD and LC has been shown to be NP-hard. The path cost of LD path is relatively mere expensive than that of LC path, and the path delay of LC path is relatively higher than that of LD path in DCLC problem. In this paper. we propose the algorithm based on estimated path for the DCLC problem and investigate its performance, It employs a new parameter which is probabilistic combination of cost and delay, We have performed empirical evaluation that compares our proposed algorithm with the DCUR in various network situations.

• Journal of the Korean Institute of Intelligent Systems
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• v.17 no.5
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• pp.696-700
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• 2007

A new method that improves the performance of the phonetic transcription based speech recognition system is presented with the speaker-independent phonetic recognizer. Since SI phoneme HMM based speech recognition system uses only the phoneme transcription of the input sentence, the storage space could be reduced greatly. However, the performance of the system is worse than that of the speaker dependent system due to the phoneme recognition errors generated from using SI models. A new training method that iteratively estimates the phonetic transcription and transformation vectors is presented to reduce the mismatch between the training utterances and a set of SI models using speaker adaptation techniques. For speaker adaptation the stochastic matching methods are used to estimate the transformation vectors. The experiments performed over actual telephone line shows that a reduction of about 45% in the error rates could be achieved as compared to the conventional method.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.867-889
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• 2014

Nonparametric Bayesian (np Bayes) statistical models are popularly used in a variety of research areas because of their flexibility and computational convenience. This paper reviews the np Bayes models focusing on biomedical research applications. We review key probability models for np Bayes inference while illustrating how each of the models is used to answer different types of research questions using biomedical examples. The examples are chosen to highlight the problems that are challenging for standard parametric inference but can be solved using nonparametric inference. We discuss np Bayes inference in four topics: (1) density estimation, (2) clustering, (3) random effects distribution, and (4) regression.

• Journal of the Korea Computer Industry Society
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• v.5 no.2
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• pp.325-330
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• 2004

The Big O notation of a sorting algorithm analysis is an asymptotic algorithm analysis which gives information of a rough mathematical function with an infinite increase of a sample size, without any specification of a probabilistic model. Hence. in an application with a limited finite number of data, it is necessary to test efficiencies of sorting algorithms. I estimated probabilistic models which analyze the number of exchanges varying input sizes to sort. The estimated models to explain the relationship of sorting efficiency on the sample size (N of the sample size and S of the number of exchange of elements) are S=0.9305 $N^{1.339}$ for Quick sort algorithm with O(nlogn) time complexity, and S=0.2232 $N^{2.0130}$ for Insertion sort algorithm with O( $n^2$) time complexity. Furthermore, there are strongly supports that more than 99% of the above relationship could be explained by the estimated models (p＜0.001). These findings suggest it is necessary to analyze sorting algorithm efficiency in applications with a finite number of data or a newly developed sorting algorithm.

• Journal of Korea Water Resources Association
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• v.46 no.4
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• pp.425-437
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• 2013

This study performed the bivariate drought frequency analysis for duration and severity of drought, using copula functions which allow considering the correlation structure of joint features of drought. We suggested the confidence intervals of duration-severity-frequency (DSF) curves for the given drought duration using stochastic scheme of monthly rainfall generation for 57 sites in Korea. This study also investigated drought risk via illustrating the largest drought events on record over 50 and 100 consecutive years. It appears that drought risks are much higher in some parts of the Nakdong River basin, southern and east coastal areas. However, such analyses are not always reliable, especially when the frequency analysis is performed based on the data observed over relatively short period of time. To quantify the uncertainty of drought frequency curves, the droughts were filtered by different durations. The 5%, 25%, 50%, 75%, and 95% confidence intervals of the drought severity for a given duration were estimated based on the simulated rainfall time series. Finally, it is shown that the growing uncertainties is revealed in the estimation of the joint probability using the two marginal distributions since the correlation coefficient of two variables is relatively low.

• The Korean Journal of Applied Statistics
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• v.36 no.6
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• pp.547-559
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• 2023

Proper handling of nonresponse in sample survey improves the accuracy of the parameter estimation. Various studies have been conducted to properly handle MAR (missing at random) nonresponse or MCAR (missing completely at random) nonresponse. When nonresponse occurs, the PSA (propensity score adjusted) estimator is commonly used as a mean estimator. The PSA estimator is known to be unbiased when known sample weights and properly estimated response probabilities are used. However, for MNAR (missing not at random) nonresponse, which is affected by the value of the study variable, since it is very difficult to obtain accurate response probabilities, bias may occur in the PSA estimator. Chung and Shin (2017, 2022) proposed a post-stratification method to improve the accuracy of mean estimation when MNAR nonresponse occurs under a non-informative sample design. In this study, we propose a double post-stratification method to improve the accuracy of the naive PSA estimator for MNAR nonresponse under an informative sample design. In addition, we perform simulation studies to confirm the superiority of the proposed method.