• Journal of the Korean Data and Information Science Society
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• v.14 no.1
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• pp.131-141
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• 2003

In this paper, we prove that multi-variate fuzzy polynomials are universal approximators for multi-variate fuzzy functions which are the extension principle of continuous real-valued function under $T_W-based$ fuzzy arithmetic operations for a distance measure that Buckley et al.(1999) used. We also consider a class of fuzzy polynomial regression model. A mixed non-linear programming approach is used to derive the satisfying solution.

• Journal of the Korean Operations Research and Management Science Society
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• v.34 no.1
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• pp.11-28
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• 2009

Intelligent investment in setup cost reduction and process reliability improvement is crucial to an emerging integrated lean six sigma practice today. This study examines a cost-minimizing problem of jointly determining production lot size, setup cost reduction, and process reliability improvement decisions for a manufacturer with an imperfect production process. We develop models for previously untapped discrete shipping in a supply chain context as well as continuous shipping and solve them optimally using differential calculus and nonlinear programming. We also conduct analytic and numerical sensitivity analyses to provide various important managerial insights into practices.

• Structural Engineering and Mechanics
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• v.5 no.1
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• pp.59-68
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• 1997

A two-step method is presented for the optimum design of trusses with available sections under stress and Euler buckling constraints. The shape design of the truss is used as a means to convert the discrete solution into a continuous one. In the first step of the method, a continuous solution is obtained by sizing and shape design using an approximate polynomial expression for the buckling coefficients. In the second step, the member sizes obtained are changed to the nearest available sections and the truss is reconfigured by using the exact values for the buckling coefficients. The optimizer used is based on the sequential quadratic programming and the gradients are evaluated in closed form. The method is illustrated by two numerical examples.

• Management Science and Financial Engineering
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• v.19 no.1
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• pp.11-16
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• 2013

This paper derives an equilibrium asset price when there exist three kinds of traders in financial market: a risk-averse informed trader, noise traders, and risk neutral market makers. This paper is an extended version of Kyle's (1985, Econometrica) continuous time model by introducing insider's risk aversion. We obtain not only the equilibrium asset pricing and market depth parameter but also insider's value function and optimal insider's trading strategy explicitly. The comparative static shows that the market depth (the reciprocal of market pressure) increases with time and volatility of noise traders' trading.

• Journal of Korean Institute of Industrial Engineers
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• v.21 no.4
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• pp.541-553
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• 1995

An efficient algorithm is proposed for a buffer allocation in a continuous flow line. The problem is formulated as a non-linear programming with linear constraints. The concept of pseudo gradient and gradient projection is employed in developing the algorithm. Numerical experiments show that the algorithm gives the actual optimal solutions to the problems with single linear constraint limiting the total buffer capacity. Also, even in longer production lines, it gives quite good solutions to the problems with the general linear resource constraints within a few seconds.

• Structural Engineering and Mechanics
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• v.19 no.2
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• pp.123-139
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• 2005

An automatic modal identification program is developed for continuous extraction of modal parameters of three cable-supported bridges in Hong Kong which are instrumented with a long-term monitoring system. The program employs the Complex Modal Indication Function (CMIF) algorithm for identifying modal properties from continuous ambient vibration measurements in an on-line manner. By using the LabVIEW graphical programming language, the software realizes the algorithm in Virtual Instrument (VI) style. The applicability and implementation issues of the developed software are demonstrated by using one-year measurement data acquired from 67 channels of accelerometers permanently installed on the cable-stayed Ting Kau Bridge. With the continuously identified results, variability in modal vectors due to varying environmental conditions and measurement errors is observed. Such an observation is very helpful for selection of appropriate measured modal vectors for structural health monitoring use.

• The Journal of the Acoustical Society of Korea
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• v.18 no.2
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• pp.3-10
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• 1999

This paper describes the development and evaluation of a Korean address input system employing automatic speech recognition technique as user interface for input Korean address. Address consists of cities, provinces and counties. The system works on a window 95 environment of personal computer with built-in soundcard. In the speech recognition part, the Continuous density Hidden Markov Model(CHMM) for making phoneme like units(PLUs) and One Pass Dynamic Programming(OPDP) algorithm is used for recognition. For address recognition, Finite State Automata(FSA) suitable for Korean address structure is constructed. To achieve an acceptable performance against the variation of speakers, microphones, and environmental noises, Maximum a posteriori(MAP) estimation is implemented in adaptation. And to improve the recognition speed, fast search method using variable pruning threshold is newly proposed. In the evaluation tests conducted for the 100 connected words uttered by 3 males the system showed above average 96.0% of recognition accuracy for connected words after adaption and recognition speed within 2 seconds, showing the effectiveness of the system.

• Journal of Korea Multimedia Society
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• v.6 no.2
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• pp.216-223
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• 2003

In this paper, we present SCCRS(Speech and Character Combined Recognition System) for speaker /writer independent. on-line multimodal interfaces. In general, it has been known that the CHMM(Continuous Hidden Markov Mode] ) is very useful method for speech recognition and on-line character recognition, respectively. In the proposed method, the same CHMM is applied to both speech and character recognition, so as to construct a combined system. For such a purpose, 115 CHMM having 3 states and 9 transitions are constructed using MLE(Maximum Likelihood Estimation) algorithm. Different features are extracted for speech and character recognition: MFCC(Mel Frequency Cepstrum Coefficient) Is used for speech in the preprocessing, while position parameter is utilized for cursive character At recognition step, the proposed SCCRS employs OPDP (One Pass Dynamic Programming), so as to be a practical combined recognition system. Experimental results show that the recognition rates for voice phoneme, voice word, cursive character grapheme, and cursive character word are 51.65%, 88.6%, 85.3%, and 85.6%, respectively, when not using any language models. It demonstrates the efficiency of the proposed system.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.40 no.2
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• pp.129-136
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• 2017

Among the information technology and automation that have rapidly developed in the manufacturing industries recently, tens of thousands of quality variables are estimated and categorized in database every day. The former existing statistical methods, or variable selection and interpretation by experts, place limits on proper judgment. Accordingly, various data mining methods, including decision tree analysis, have been developed in recent years. Cart and C5.0 are representative algorithms for decision tree analysis, but these algorithms have limits in defining the tolerance of continuous explanatory variables. Also, target variables are restricted by the information that indicates only the quality of the products like the rate of defective products. Therefore it is essential to develop an algorithm that improves upon Cart and C5.0 and allows access to new quality information such as loss cost. In this study, a new algorithm was developed not only to find the major variables which minimize the target variable, loss cost, but also to overcome the limits of Cart and C5.0. The new algorithm is one that defines tolerance of variables systematically by adopting 3 categories of the continuous explanatory variables. The characteristics of larger-the-better was presumed in the environment of programming R to compare the performance among the new algorithm and existing ones, and 10 simulations were performed with 1,000 data sets for each variable. The performance of the new algorithm was verified through a mean test of loss cost. As a result of the verification show, the new algorithm found that the tolerance of continuous explanatory variables lowered loss cost more than existing ones in the larger is better characteristics. In a conclusion, the new algorithm could be used to find the tolerance of continuous explanatory variables to minimize the loss in the process taking into account the loss cost of the products.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.36 no.4
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• pp.361-371
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• 2012

In order to improve the efficiency of the branch-and-bound method for mixed-discrete nonlinear programming, a nonuniform convergence tolerance scheme is proposed for the continuous subproblem optimizations. The suggested scheme assigns the convergence tolerances for each continuous subproblem optimization according to the maximum constraint violation obtained from the first iteration of each subproblem optimization in order to reduce the total number of function evaluations needed to reach the discrete optimal solution. The proposed tolerance scheme is integrated with five branching order options. The comparative performance test results using the ten combinations of the five branching orders and two convergence tolerance schemes show that the suggested non-uniform convergence tolerance scheme is obviously superior to the uniform one. The results also show that the branching order option using the minimum clearance difference method performed best among the five branching order options. Therefore, we recommend using the "minimum clearance difference method" for branching and the "non-uniform convergence tolerance scheme" for solving discrete optimization problems.