• KIEE International Transactions on Power Engineering
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• 제5A권2호
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• pp.109-115
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• 2005

Recently, the needs and concerns regarding power loss have been increasing according to energy conservation at the level of the national policies and the business strategies of power utilities. In particular, the issue of power loss is the main factor for determining rates for electrical consumption in the deregulation of the electrical industry. However, because of the lack of management for power loss load factors (LLF) it is difficult to make a calculation for power loss and to make a decision concerning the electric rates. Furthermore, loss factor (k-factor) in Korea, which is of primary significance in the calculation of distribution power loss, has been used as a fixed value of 0.32 since the fiscal year 1973. Therefore, this study presents the statistical calculation methods of the loss factors classified by load types and seasons by using the practical data of 65 primary feeders that have been selected by appropriate procedures. Based on the above, the algorithms and methods, as well as the optimal method of the distribution loss management classified by facilities such as primary feeders, distribution transformers and secondary feeders is presented. The simulation results demonstrate the effectiveness and usefulness of the proposed methods.

• 경영과학
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• 제28권3호
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• pp.73-82
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• 2011

Basel II advanced measurement approaches for operational risk need to estimate the frequency and severity distribution of operational losses. Due to lack of internal loss data, the estimation is impossible in many cases and so external loss data might be used by scaling on asset or gross income. To get around lack of loss data, scenario analysis combined with loss distribution approach can be useful in calculating the capital charge of operational risk. However, scenario based loss distribution approach requires much time and effort. Instead we may apply the analytic hierarchy process to measure operational risk of financial institutions. The analytic hierarchy process combined with loss distribution approach is to estimate the capital charge of operational risk in other areas based on the operational VaR in an area with sufficient loss data. AHP provides a tool for timely measurement of operational risk in this rapidly changing global environment.

• 품질경영학회지
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• 제31권1호
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• pp.109-122
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• 2003

This paper presents a robust process capability index(PCI) based on the expected loss derived from the empirical distribution function(EDF). We propose the EDF expected loss in order to develop a PCI that does not depends on the underlying process distribution. The EDF expected loss depends only on the sample data, so the PCI based on it is robust and it does nor require complex calculations. The inverted normal loss function(INLF) is employed in order to overcome the drawback of the quadratic loss which may Increase unboundedly outside the specification limits. A comprehensive simulation study was performed under various process distributions, in order to compare the accuracy and the precision of the proposed PCI with those of the PCI based on the expected loss derived from the normal distribution. The proposed PCI turned out to be more accurate than the normal PCI in most cases, especially when the process distribution has high kurtosis or skewness. It is expected that the proposed PCI can be utilized In real processes where the true distribution family may not be known.

• 전기학회논문지
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• 제60권1호
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• pp.26-31
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• 2011

In this paper, we focused on the loop distribution system to solve the international issues of energy depletion and global warming. The conventional method of reconfiguration of distribution system was moving open points of switches from an actual switch position to another, while an appropriate switch must be opened to preserve the radial structure and this procedure is continued til there is no further loss reduction. However, the loop distribution system is the best optimization method to minimize loss than the other methods which is preserving radial structure. So we analyzed 3 types of loop distribution system upgraded from radial distribution system by changing normally open switch to normally closed switch. The simple 3 types of model system for simulation were composed, and each types of loop system were simulated in accordance with varying parameters. As a result of simulations, the loss reduction was different for each types of loop distribution system and each loop types have constraints for composing loop distribution system. The algorithms propose the method how to construct loop distribution system regarding constraints. Type I that needs least requirements get least loss reduction and Type III that needs most requirements get maximum loss reduction. On the other hand, Type I was most feasible distribution system to be realized.

• Journal of Electrical Engineering and Technology
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• 제9권1호
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• pp.45-51
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• 2014

Distribution system is a critical link between customer and utility. The control of power loss is the main factor which decides the performance of the distribution system. There are two methods such as (i) distribution system reconfiguration and (ii) inclusion of capacitor banks, used for controlling the real power loss. Considering the improvement in voltage profile with the power loss reduction, later method produces better performance than former method. This paper presents an advanced evolutionary algorithm for capacitor inclusion for loss reduction. The conventional sensitivity analysis is used to find the optimal location for the capacitors. In order to achieve a better approximation for the current candidate solution, Opposition based Differential Evolution (ODE) is introduced. The effectiveness of the proposed technique is validated through 10, 33, 34 and85-bus radial distribution systems.

• 한국IT서비스학회지
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• 제4권1호
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• pp.129-139
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• 2005

This paper proposes a framework of Operational Risk-based Business Continuity System(ORBCS), and develops protection system for operational risk through operational risk assessment and loss distribution approach based on risk management guideline announced in the basel II. In order to find out financial operational risk, business processes of domestic bank are assorted by seven event factors and eight business activities so that we can construct the system. After we find out KRI(Key Risk Indicator) index, tasks and risks, we calculated risk possibility and expected cost by analyzing quantitative data, questionnaire and qualitative approach for AHP model from the past events. Furthermore, we can assume unexpected cost loss by using loss distribution approach presented in the basel II. Each bank can also assume expected loss distributions of operational risk by seven event factors and eight business activities. In this research, we choose loss distribution approach so that we can calculate operational risk. In order to explain number of case happened, we choose poisson distribution, log-normal distribution for loss cost, and estimate model for Monte-Carlo simulation. Through this process which is measured by operational risk. of ABC bank, we find out that loss distribution approach explains closer unexpected cost directly compared than internal measurement approach, and makes less unexpected cost loss.

• Communications for Statistical Applications and Methods
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• 제14권1호
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• pp.33-55
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• 2007

The economic world is full of patterns, many of which exert a profound influence over society and business. One of the most contentious is the distribution of wealth. Way back in 1897, an Italian engineer-turned-economist named Vilfredo Pareto discovered a pattern in the distribution of wealth that appears to be every bit as universal as the laws of thermodynamics or chemistry. The present paper proposes some Bayes estimators of shape parameter of Pareto income distribution in censored sampling. Asymmetric LINEX loss function has been considered to study the effects of overestimation and underestimation. For the prior distribution of the parameter involved a number of priors including one and two-parameter exponential, truncated Erlang and doubly truncated gamma have been contemplated to express the belief of the experimenter s/he has regarding the parameter. The estimators thus obtained have been compared theoretically and empirically with the corresponding estimators under squared error loss function, some of which were reported by Bhattacharya et al. (1999).

• 대한전기학회논문지:전력기술부문A
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• 제53권6호
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• pp.340-349
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• 2004

Recently, the needs and concerns for the power loss are increasing according to the energy conservation at the level of the national policies and power utilities's business strategies. Especially, the issue of the power loss is the main factor for the determining the electric pricing rates in the circumstances of the deregulation of electrical industry. However, because of the lacking of management for power loss load factors (LLF), it is difficult to make a calculation for the power loss and to make a decision for the electric rates. And loss factor(k-factor), which is a most important factor for calculation of the distribution power loss, has been used as a fixed value of 0.32 since the fiscal year 1973. Therefore, This study presents the statistical calculation methods of the loss factors classified by load types and seasons by using the practical data of 65 primary feeders which are selected by proper procedures. Based on the above the algorithms and methods, the optimal method of the distribution loss management classified by facilities such as primary feeders, distribution transformers and secondary feeders is presented. The simulation results show the effectiveness and usefulness of the proposed methods.

• 응용통계연구
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• 제25권1호
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• pp.101-114
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• 2012

자동차보험의 손해율이란 지급보험금의 수입보험료에 대한 비율을 의미한다. 손해율이 매우 큰 값을 갖는 대형손실이 일어나는 경우에는 보험회사의 재무적인 부분에 큰 악영향을 미치게 된다. 따라서 보험회사가 이에 대비할 수 있도록 하기 위하여 손해율의 극단 분위수(extreme quantile)를 추정하는 것은 매우 중요한 일이다. 다른 종류의 보험 관련 데이터와 같이 손해율의 분포는 오른쪽으로 긴 꼬리를 갖는 두꺼운 꼬리분포(heavy-tailed distribution)를 갖는다. 이런 자료에서 극단 분위수룰 추정하기 위하여 가장 많이 사용되는 방법론은 POT(Peaks over threshold)와 Hill 추정(Hill estimation)이다. 본 논문에서는 일반화파레토분포(generalized Pareto distribution; GPD)의 다양한 모수추정방법론의 성능을 모의실험과 실제 손해율 데이터를 사용하여 비교, 분석하였다. 또한 Hill 추정치를 사용하여 극단 분위수를 추정하였다. 그 결과 대부분의 경우에 POT 방법론이 Hill 추정치를 이용한 방법보다 정확한 분위수를 추정하였고, 모수추정방법론 중에서는 MLE, Zhang, NLS-2 방법론이 가장 좋은 결과를 보여주었다.

• 한국산학기술학회논문지
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• 제6권3호
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• pp.231-240
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• 2005

본 연구에서는 분산형전원이 연계된 배전계통에서 배전 손실을 설비별로 산정하는 알고리즘과 통계적인 방법에 의하여 배전손실 계수를 산정하는 알고리즘을 제시하여 배전 손실 관리의 정확도를 제고하는 방안을 마련하고자 한다. 먼저, 배전손실에 대한 개념을 정의하고 배전손실 산정시의 문제점에 대하여 분석하고, 배전손실 산정에서 가장 중요한 자료 추출 방법과 대상자료의 유효성 검증하는 방법을 제시한다. 그리고 통계적인 방법에 의한 부하특성계수를 산정하는 알고리즘을 제시하고, 배전손실 요소들간의 상호관계를 규명하며, 배전 설비별(고압배전선로, 배전용변압기, 저압배전선로) 손실계산 알고리즘을 개발한다.