• Title/Summary/Keyword: Chain Method

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Models and Methods for the Evaluation of Automobile Manufacturing Supply Chain Coordination Degree Based on Collaborative Entropy

  • Xiao, Qiang;Wang, Hongshuang
    • Journal of Information Processing Systems
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    • v.18 no.2
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    • pp.208-222
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    • 2022
  • Through the analysis of the coordination mechanism of the supply chain system of China's automobile manufacturing industry, the factors affecting the supply subsystem, the manufacturing subsystem, the sales subsystem, and the consumption subsystem are sorted out, the supply chain coordination index system based on the influence factor of four subsystems is established. The evaluation models of the coordination degree in the subsystem of the supply chain, the coordination degree among the subsystems, and the comprehensive coordination degree are established by using the efficiency coefficient method and the collaborative entropy method. Experimental results verify the accuracy of the evaluation model using the empirical analysis of the collaborative evaluation index data of China's automobile manufacturing industry from 2000 to 2019. The supply chain synergy of automobile manufacturing industry was low from 2001 to 2005, and it increased to a certain extent from 2006 to 2008 with a small growth rate from 0.10 to 0.15. From 2009 to 2013, the supply chain synergy of automobile manufacturing industry increased rapidly from 0.24 to 0.49, and it also increased rapidly but fluctuated from 2014 to 2019, first rising from 0.68 to 0.84 then dropping to 0.71. These results provide reference for the development of China's automobile manufacturing supply chain system and scientific decision-making basis for the formulation of relevant policies of the automobile manufacturing industry.

Valuation of American Option Prices Under the Double Exponential Jump Diffusion Model with a Markov Chain Approximation (이중 지수 점프확산 모형하에서의 마코브 체인을 이용한 아메리칸 옵션 가격 측정)

  • Han, Gyu-Sik
    • Journal of Korean Institute of Industrial Engineers
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    • v.38 no.4
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    • pp.249-253
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    • 2012
  • This paper suggests a numerical method for valuation of American options under the Kou model (double exponential jump diffusion model). The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the conventional numerical method, the finite difference method for PIDE (partial integro-differential equation).

Valuation of European and American Option Prices Under the Levy Processes with a Markov Chain Approximation

  • Han, Gyu-Sik
    • Management Science and Financial Engineering
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    • v.19 no.2
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    • pp.37-42
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    • 2013
  • This paper suggests a numerical method for valuation of European and American options under the two L$\acute{e}$vy Processes, Normal Inverse Gaussian Model and the Variance Gamma model. The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the existing numerical method, the lattice-based method.

Consideration of a structural-change point in the chain-ladder method

  • Kwon, Hyuk Sung;Vu, Uy Quoc
    • Communications for Statistical Applications and Methods
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    • v.24 no.3
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    • pp.211-226
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    • 2017
  • The chain-ladder method, for which run-off data is employed is popularly used in the rate-adjustment and loss-reserving practices of non-life-insurance and health-insurance companies. The method is applicable when the underlying assumption of a consistent development pattern is in regards to a cumulative loss payment after the occurrence of an insurance event. In this study, a modified chain-ladder algorithm is proposed for when the assumption is considered to be only partially appropriate for the given run-off data. The concept of a structural-change point in the run-off data and its reflection in the estimation of unpaid loss amounts are discussed with numerical illustrations. Experience data from private health insurance coverage in Korea were analyzed based on the suggested method. The performance in estimation of loss reserve was also compared with traditional approaches. We present evidence in this paper that shows that a reflection of a structural-change point in the chain-ladder method can improve the risk management of the relevant insurance products. The suggested method is expected to be utilized easily in actuarial practice as the algorithm is straightforward.

A Nuclide Decay Chain Transport Model by the Method of Characteristics

  • Lee, Youn-Myoung;Kang, Chul-Hyung;Hahn, Pil-Soo;Chun, Kwan-Sik
    • Nuclear Engineering and Technology
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    • v.29 no.4
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    • pp.320-326
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    • 1997
  • The nuclide transport in the one-dimensional porous medium is considered as a first step in developing a decay chain transport in multidimensional inhomogeneous media. A method of solving conventional advection-dispersion equation with decay chain of arbitrary length by using the method of characteristics (MOC) is introduced. In specific cases where the advection are dominant rather than dispersion, the method is known to be useful : one of the most distinctive advantages in applying the model is that the MU minimizes the numerical dispersion, which is distinguished in such common numerical schemes as finite element method and finite difference method. The suggested model is considered to be effective through several illustrations for the case that decay chain of arbitrary length is involved during transport which is difficult to solve by standard numerical solutions if the medium becomes more complicated.

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The Effect Analysis of Compression Method on KOMPSAT Image Chain

  • Yong, Sang-Soon;Ra, Sung-Woong
    • Korean Journal of Remote Sensing
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    • v.23 no.5
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    • pp.431-437
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    • 2007
  • Multi-Spectral Camera(MSC) on the KOMPSAT-2 satellite was developed and launched as a main payload to provide 1m of GSD(Ground Sampling Distance) for one(1) channel panchromatic imaging and 4m of GSD for four(4) channel multi-spectral imaging at 685km altitude covering l5km of swath width. Since the compression on MSC image chain was required to overcome the mismatch between input data rate and output date rate JPEG-like method was selected and analyzed to check the influence on the performance. In normal operation the MSC data is being acquired and transmitted with lossy compression ratio to cover whole image channel and full swath width in real-time. In the other hand the MSC performance have carefully been handled to avoid or minimize any degradation so that it was analyzed and restored in KGS(KOMPSAT Ground Station) during LEOP(Launch and Early Operation Phase). While KOMPSAT-2 had been developed, new compression method based upon wavelet for space application was introduced and available for next satellite. The study on improvement of image chain including new compression method is asked for next KOMPSAT which requires better GSD and larger swath width In this paper, satellite image chain which consists of on-board image chain and on-ground image chain including general MSC description is briefly described. The performance influences on the image chain between two on-board compression methods which are or will be used for KOMPSAT are analyzed. The differences on performance between two methods are compared and the better solution for the performance improvement of image chain on KOMPSAT is suggested.

A Study on Character Recognition using HMM and the Mason's Theorem

  • Lee Sang-kyu;Hur Jung-youn
    • Proceedings of the IEEK Conference
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    • summer
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    • pp.259-262
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    • 2004
  • In most of the character recognition systems, the method of template matching or statistical method using hidden Markov model is used to extract and recognize feature shapes. In this paper, we used modified chain-code which has 8-directions but 4-codes, and made the chain-code of hand-written character, after that, converted it into transition chain-code by applying to HMM(Hidden Markov Model). The transition chain code by HMM is analyzed as signal flow graph by Mason's theory which is generally used to calculate forward gain at automatic control system. If the specific forward gain and feedback gain is properly set, the forward gain of transition chain-code using Mason's theory can be distinguished depending on each object for recognition. This data of the gain is reorganized as tree structure, hence making it possible to distinguish different hand-written characters. With this method, $91\%$ recognition rate was acquired.

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A Study on the Optimization of Integrated Supply Chain using Quickest Path Method (최속경로문제를 고려한 통합공급사슬 최적화에 관한 연구)

  • Gwon Su Tae;Eom Yong Ho
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2003.05a
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    • pp.14-20
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    • 2003
  • Supply chain is the link that moves products between suppliers, manufactures, wholesalers, distribution, retailers and ended consumers. Supply chain management(SCM) is a way to supervise the flow of products, materials and information as they move along the supply chain. In the recent years, Most of the companies are in a hurry the introduction of SCM to obtain international competitiveness. The goal of SCM is to optimize the supply chain, which can not only reduce inventories, but may also create a higher profit margin for finished goods by giving customers exactly what they want. There are four major decision areas (location, production, inventory, transportation) in supply chain management, and there are both strategic and operational elements in each of these decision areas. This paper is concerned with the integrated production planning problem including not only the production cost but also the transportation cost in supply chains, and an efficient algorithm using genetic algorithm and quickest path method is presented to solve the problem.

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Electrical and transport properties of carbon chains encapsulated within CNT

  • KIM, Tae Hyung;KIM, Hu Sung;KIM, Yong-Hoon
    • Proceeding of EDISON Challenge
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    • 2017.03a
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    • pp.457-462
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    • 2017
  • A linear carbon chain with pure sp hybridization has been intensively studied for the application of its intrinsic electrical properties to electronic devices. Owing to the high chemical reactivity derived from its unsaturated bond, encapsulation by carbon nanotubes (CNT) is provided as a promising method to stabilize the geometry of the linear carbon chain. Although the influence of CNT on the carbon chain has extensively been studied in terms of both electronic structure and geometries, the electron transport properties has not been discussed yet. In this regard, we provide the systematic atomic-scale analyses of the properties of the linear carbon chain within CNT based on a computational approach combining density-functional theory (DFT) and matrix green function (MGF) method. Based on the DFT calculations, the influence of CNT on electronic structures of the linear carbon chain is provided as well as its electrical origin. Via MGF calculations, we also identify the electron transport properties of the carbon chain - CNT complex.

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Purification of J-Chain (J-Chain의 순수분리에 관한 연구)

  • Kang, Yoon-Se;Kang, Shin-Sung
    • The Korean Journal of Zoology
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    • v.19 no.2
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    • pp.63-70
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    • 1976
  • J-chain was purified from human serum IgA by three different methods which involve preparative disc electrophoresis, ion exchange chromatography and water precipitation. It was found that the simplest and satisfactory method was precipitation in water. All the J-chain preparations obtained from the above different procedures showed similar electrophoretic mobility and band-patterns.

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