• 제목/요약/키워드: Associated random variables

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계획기간의 연동적 고려 경우의 추계적 생산계획 (A Stochastic Production Planning Problem in Rolling Horizon Environment)

  • Sung, C. S.;Lee, Y. J.
    • 한국경영과학회지
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    • 제14권2호
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    • pp.67-74
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    • 1989
  • This paper considers single-product production and inventory management problem where cumulative demands up to each time period are mutually independent random variables(known) having continuous probability distributions and the associated cost-minimizing production schedule (when to produce and how much to produce) need be determined in rolling horizon environment. For the problem, both the production cost and the inventory holding and backlogging costs are included in the whole system cost. The probability distributions of these costs are expressed in terms of random demands, and utilized to exploit a solution procedure for a production schedule which minimizes the expected unit time system cost and also reduces the probability of rist that, for the first-period of each production cycle (rolling horizon), the cost of the "production" option will exceed that of the "non-production" one. Numerical examples are presented for the solution procedure illustration.cedure illustration.

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A Random Sampling Method in Estimating the Mean Areal Precipitation Using Kriging

  • Lee, Sang-Il
    • Korean Journal of Hydrosciences
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    • 제5권
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    • pp.45-55
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    • 1994
  • A new method to estimate the mean areal precipitation using kriging is developed. Urlike the conventional approach, points for double and quadruple numerical integrations in the kriging equation are selected randomly, given the boundary of area of interest. This feature eliminates the conventional approach's necessity of dividing the area into subareas and calculating the center of each subarea, which in turn makes the developed method more powerful in the case of complex boundaries. The algorithm to select random points within an arbitrary boundary, based on the theory of complex variables, is described. The results of Monte Carlo simulation showed that the error associated with estimation using randomly selected points is inversely proportional to the square root of the number of sampling points.

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Second-order statistics of natural frequencies of smart laminated composite plates with random material properties

  • Singh, B.N.;Umrao, Atul;Shukla, K.K.;Vyas, N.
    • Smart Structures and Systems
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    • 제4권1호
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    • pp.19-34
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    • 2008
  • Nowadays developments in the field of laminated composite structures with piezoelectric have attracted significant attention of researchers due to their wide range of applications in engineering such as sensors, actuators, vibration suppression, shape control, noise attenuation and precision positioning. Due to large number of parameters associated with its manufacturing and fabrication, composite structures with piezoelectric display a considerable amount of uncertainty in their material properties. The present work investigates the effect of the uncertainty on the free vibration response of piezoelectric laminated composite plate. The lamina material properties have been modeled as independent random variables for accurate prediction of the system behavior. System equations have been derived using higher order shear deformation theory. A finite element method in conjunction with Monte Carlo simulation is employed to obtain the secondorder statistics of the natural frequencies. Typical results are presented for all edges simply supported piezoelectric laminated composite plates to show the influence of scattering in material properties on the second order statistics of the natural frequencies. The results have been compared with those available in literature.

다중회귀분석에 의한 하천 월 유출량의 추계학적 추정에 관한 연구 (A Study on Stochastic Estimation of Monthly Runoff by Multiple Regression Analysis)

  • 김태철;정하우
    • 한국농공학회지
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    • 제22권3호
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    • pp.75-87
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    • 1980
  • Most hydro]ogic phenomena are the complex and organic products of multiple causations like climatic and hydro-geological factors. A certain significant correlation on the run-off in river basin would be expected and foreseen in advance, and the effect of each these causual and associated factors (independant variables; present-month rainfall, previous-month run-off, evapotranspiration and relative humidity etc.) upon present-month run-off(dependent variable) may be determined by multiple regression analysis. Functions between independant and dependant variables should be treated repeatedly until satisfactory and optimal combination of independant variables can be obtained. Reliability of the estimated function should be tested according to the result of statistical criterion such as analysis of variance, coefficient of determination and significance-test of regression coefficients before first estimated multiple regression model in historical sequence is determined. But some error between observed and estimated run-off is still there. The error arises because the model used is an inadequate description of the system and because the data constituting the record represent only a sample from a population of monthly discharge observation, so that estimates of model parameter will be subject to sampling errors. Since this error which is a deviation from multiple regression plane cannot be explained by first estimated multiple regression equation, it can be considered as a random error governed by law of chance in nature. This unexplained variance by multiple regression equation can be solved by stochastic approach, that is, random error can be stochastically simulated by multiplying random normal variate to standard error of estimate. Finally hybrid model on estimation of monthly run-off in nonhistorical sequence can be determined by combining the determistic component of multiple regression equation and the stochastic component of random errors. Monthly run-off in Naju station in Yong-San river basin is estimated by multiple regression model and hybrid model. And some comparisons between observed and estimated run-off and between multiple regression model and already-existing estimation methods such as Gajiyama formula, tank model and Thomas-Fiering model are done. The results are as follows. (1) The optimal function to estimate monthly run-off in historical sequence is multiple linear regression equation in overall-month unit, that is; Qn=0.788Pn+0.130Qn-1-0.273En-0.1 About 85% of total variance of monthly runoff can be explained by multiple linear regression equation and its coefficient of determination (R2) is 0.843. This means we can estimate monthly runoff in historical sequence highly significantly with short data of observation by above mentioned equation. (2) The optimal function to estimate monthly runoff in nonhistorical sequence is hybrid model combined with multiple linear regression equation in overall-month unit and stochastic component, that is; Qn=0. 788Pn+0. l30Qn-1-0. 273En-0. 10+Sy.t The rest 15% of unexplained variance of monthly runoff can be explained by addition of stochastic process and a bit more reliable results of statistical characteristics of monthly runoff in non-historical sequence are derived. This estimated monthly runoff in non-historical sequence shows up the extraordinary value (maximum, minimum value) which is not appeared in the observed runoff as a random component. (3) "Frequency best fit coefficient" (R2f) of multiple linear regression equation is 0.847 which is the same value as Gaijyama's one. This implies that multiple linear regression equation and Gajiyama formula are theoretically rather reasonable functions.

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Prevalence and risk factors of helminth infections in cattle of Bangladesh

  • Rahman, A.K.M.A.;Begum, N.;Nooruddin, M.;Rahman, Md. Siddiqur;Hossain, M.A.;Song, Hee-Jong
    • 한국동물위생학회지
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    • 제32권3호
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    • pp.265-273
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    • 2009
  • A cross-sectional survey was undertaken to identify risk factors and clinical signs associated with parasitic helminth infections of cattle in Mymensignh district of Bangladesh. A nonrandom convenience sampling method was used to select 138 animals from 40 farmers/herds. The eggs per gram of faeces (epg) for nematodes and trematodes were determined by McMaster and Stoll's methods respectively. Animal-level and herd-level data were recorded by means of a questionnaire. Multi-collinearity amongst explanatory variables were assessed using $2{\times}2{\times}\;X^2$ test and one variable in a pair was dropped if $P{\leq}0.05$ formultiple logistic regression models. Association study between outcome and explanatory variables was conducted using classification tree, random forests and multiple logistic regression. A positive epg was considered as infected. Analyses were performed using $STATA^{(R)}$, version 8.0/Intercooled and $R^{(R)}$, Version 2.3.0. Seventy eight percent of the cattle were found to be infected with at least one type of helminth. Twenty four pairs of combinations of explanatory variables showed significant associations. Male animals (OR=3.3, P=.006, 95% CI=1.4, 7.7) were associated with significantly increased prevalence of nematode infection. Female cattle of the study area are mostly cross-breed, kept indoor, fed relatively good diet and not used for draught purpose. Males are used for draught purpose thereby more exposed to nematode infective stage and provided with relatively poor diet. So stressed male cattle may become more susceptible to nematode infection. All of the three statistical techniques selected gender and lumen motility as most important variables in association with nematode infection in cattle. The result of this survey can only be extrapolated to the periurban cattle population of traditional management system.

Burden of Neck Pain and Associated Factors Among Sewing Machine Operators of Garment Factories in Mekelle City, Northern Part of Ethiopia, 2018, A Cross-Sectional Study

  • Biadgo, Gebremedhin H.;Tsegay, Gebrerufael S.;Mohammednur, Sumeya A.;Gebremeskel, Berihu F.
    • Safety and Health at Work
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    • 제12권1호
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    • pp.51-56
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    • 2021
  • Background: Neck pain is a major public health problem among sewing machine operators working in textile factories. Even though the textile industries are growing in number in Ethiopia, but there is a dearth of published studies on the prevalence of neck pain. Therefore, this study was aimed to assess the prevalence and associated factors of neck pain among sewing machine operators of garment factories in Mekelle city. Method: An institutional-based cross-sectional study design was implemented among 297 sewing machine operators' working in garment factories in Mekelle city. A systematic random sampling technique was used. Data were collected through interviews and analyzed using Statistical Package for Social Science version 23. Finally, variables with 95% confidence interval (CI): p < 0.05 in the multivariate analysis were significantly declared. Results: Two hundred ninety-seven sewing machine operators were enrolled, with 98.7% response rates. In this study, the 12-month prevalence rate of neck pain was found to be 42.3% (95% CI: 36.6%-47.9%), and variables like such as break time [adjusted odds ratio (AOR): 5.888, 95% CI: (2.775-12.493)], working hours per day [AOR: 6.495, 95% CI: (2.216-19.038)], static posture [AOR: 4.487, 95% CI (1.640-12.275)], and repetitive activity [AOR: 4.519, 95% CI:(2.057-9.924)] were associated with neck pain. Conclusion: In this study, neck pain is a major public health problem. Continuous work without break time, working greater than 8 hours per day, sitting in the same position for greater than 2 hours, and high repetitive activities were found significantly associated with neck pain. Owners and governmental bodies need to focus on developing preventive strategies and safety guidelines.

Complete Moment Convergence of Moving Average Processes Generated by Negatively Associated Sequences

  • Ko, Mi-Hwa
    • Communications for Statistical Applications and Methods
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    • 제17권4호
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    • pp.507-513
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    • 2010
  • Let {$X_i,-{\infty}$ < 1 < $\infty$} be a doubly infinite sequence of identically distributed and negatively associated random variables with mean zero and finite variance and {$a_i,\;-{\infty}$ < i < ${\infty}$} be an absolutely summable sequence of real numbers. Define a moving average process as $Y_n={\sum}_{i=-\infty}^{\infty}a_{i+n}X_i$, n $\geq$ 1 and $S_n=Y_1+{\cdots}+Y_n$. In this paper we prove that E|$X_1$|$^rh$($|X_1|^p$) < $\infty$ implies ${\sum}_{n=1}^{\infty}n^{r/p-2-q/p}h(n)E{max_{1{\leq}k{\leq}n}|S_k|-{\epsilon}n^{1/p}}{_+^q}<{\infty}$ and ${\sum}_{n=1}^{\infty}n^{r/p-2}h(n)E{sup_{k{\leq}n}|k^{-1/p}S_k|-{\epsilon}}{_+^q}<{\infty}$ for all ${\epsilon}$ > 0 and all q > 0, where h(x) > 0 (x > 0) is a slowly varying function, 1 ${\leq}$ p < 2 and r > 1 + p/2.

임의 추출방식 크리깅을 이용한 평균면적우량의 추정 (A Random Sampling Method in Estimating the Mean Areal Precipitation Using Kriging)

  • 이상일
    • 물과 미래
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    • 제26권2호
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    • pp.79-87
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    • 1993
  • 크리깅을 이용하여 평균면적우량을 추정함에 있어 새로운 방법을 개발하였다. 이 방법은 크리깅 방정식에 나타나는 2중 및 4중 수치적분에 필요한 점들을 대상지역의 경계만 주면 임의로 추출하여 사용한다는 것이 기존의 방법과는 상이하다. 이로 인해 대상지역을 소구역으로 나누고, 각각의 중심점을 계산해야 했던 기존 방식의 난점을 극복하였으며, 따라서 본 연구에서 개발된 방법은 복잡한 경계를 갖는 지역의 경우 더욱 유용하다. 경계가 주어지면 그 안에서 점들을 임의로 추출하는 과정을 복소함수론에 기초한 알고리듬을 통하여 설명하였다. Monte Carlo 시뮬레이션의 결과, 개발된 방법에 의한 평균면적유량의 추정에 따른 오차는 추출점 수의 제곱근에 반비례하였다.

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Dimension-reduction simulation of stochastic wind velocity fields by two continuous approaches

  • Liu, Zhangjun;He, Chenggao;Liu, Zenghui;Lu, Hailin
    • Wind and Structures
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    • 제29권6호
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    • pp.389-403
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    • 2019
  • In this study, two original spectral representations of stationary stochastic fields, say the continuous proper orthogonal decomposition (CPOD) and the frequency-wavenumber spectral representation (FWSR), are derived from the Fourier-Stieltjes integral at first. Meanwhile, the relations between the above two representations are discussed detailedly. However, the most widely used conventional Monte Carlo schemes associated with the two representations still leave two difficulties unsolved, say the high dimension of random variables and the incompleteness of probability with respect to the generated sample functions of the stochastic fields. In view of this, a dimension-reduction model involving merely one elementary random variable with the representative points set owing assigned probabilities is proposed, realizing the refined description of probability characteristics for the stochastic fields by generating just several hundred representative samples with assigned probabilities. In addition, for the purpose of overcoming the defects of simulation efficiency and accuracy in the FWSR, an improved scheme of non-uniform wavenumber intervals is suggested. Finally, the Fast Fourier Transform (FFT) algorithm is adopted to further enhance the simulation efficiency of the horizontal stochastic wind velocity fields. Numerical examplesfully reveal the validity and superiorityof the proposed methods.

Predicting the Invasion Potential of Pink Muhly (Muhlenbergia capillaris) in South Korea

  • Park, Jeong Soo;Choi, Donghui;Kim, Youngha
    • Proceedings of the National Institute of Ecology of the Republic of Korea
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    • 제1권1호
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    • pp.74-82
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    • 2020
  • Predictions of suitable habitat areas can provide important information pertaining to the risk assessment and management of alien plants at early stage of their establishment. Here, we predict the invasion potential of Muhlenbergia capillaris (pink muhly) in South Korea using five bioclimatic variables. We adopt four models (generalized linear model, generalized additive model, random forest (RF), and artificial neural network) for projection based on 630 presence and 600 pseudo-absence data points. The RF model yielded the highest performance. The presence probability of M. capillaris was highest within an annual temperature range of 12 to 24℃ and with precipitation from 800 to 1,300 mm. The occurrence of M. capillaris was positively associated with the precipitation of the driest quarter. The projection map showed that suitable areas for M. capillaris are mainly concentrated in the southern coastal regions of South Korea, where temperatures and precipitation are higher than in other regions, especially in the winter season. We can conclude that M. capillaris is not considered to be invasive based on a habitat suitability map. However, there is a possibility that rising temperatures and increasing precipitation levels in winter can accelerate the expansion of this plant on the Korean Peninsula.