• Title/Summary/Keyword: GPH

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Approximation to GPH Distributions and Its Application

  • Baek, Jang-Hyun
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.3
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    • pp.687-705
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    • 2006
  • In this paper we consider GPH distribution that is defined as a distribution for sum of random number of random variables following exponential distribution. We establish approximation process of general distributions to GPH distributions and offer numerical results for various cases to show the accuracy of the approximation. We also propose analysis method of delay distribution of queueing systems using approximation to GPH distributions and offer numerical results for various queueing systems to show applicability of GPH approximation.

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Probabilistic approximations based on GPH distributions (GPH 분포에 의한 확률적 근사화)

  • 윤복식;박광우;이창훈
    • Journal of the Korean Operations Research and Management Science Society
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    • v.19 no.1
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    • pp.85-98
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    • 1994
  • The distribution of random sum of i. i. d. exponential random variables is called GHP (Generalized Phase-Type) distribution. The class of GPH distributions is large enough to include PH (Phase-Type) distributions and has several properties which can be applied conveniently for computational purposes. In this paper, we show that any distribution difined on R$^{+}$ can be app-roximated by the GPH distribution and demonstrate the accuracy of the approximation through various numerical examples. Also, we introduce an efficient way to compute the delay and waiting various numerical examples. Also, we introduce an efficient way to compute the delay and waiting time distributions of the GPH/GPH/1 queueing system which can be used as an approximation model for the GI/G/1 system, and validate its accuracy through numerical examples. The theoretical and experimental results of this paper help us accept the usefulness of the approximations based on GPH distribution.n.

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PWF-GPH method for the statistical analysis of failure time data (고장시간 자료의 통계적 분석을 위한 PWF-GPH 방법)

  • 김선영;윤복식
    • Journal of the military operations research society of Korea
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    • v.22 no.1
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    • pp.114-128
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    • 1996
  • In this paper, a life distribution fitting method based on generalized phase-type distributions(GPH) is presented. By fitting the life distribution to a GPH, we can utilize various useful properties of the GPH. Two different approaches are used according to the properties of the given failure time data. One is an approximation to a GPH through the piecewise Weibull failure rate(PWF) model and the other is a direct approximation to a GPH using the empirical distribution function. Two numerical examples are also presented. In the first example, both of the two approaches are utilized and compared for an incomplete data set. And in the second example, the direct approximation method from an empirical distribution is utilized for the analysis of a complete data set. In both cases, we could confirm the validity of the proposed method.

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Empirical Study of the Long-Term Memory Effect of the KOSPI200 Earning rate volatility (KOSPI200 수익률 변동성의 장기기억과정탐색)

  • Choi, Sang-Kyu
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.15 no.12
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    • pp.7018-7024
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    • 2014
  • This study examined the squared returns and absolute returns of KOSPI 200 with GPH (Geweke and Porter-Hudak, 1983) estimators. GPH was estimated by the long-term memory preserving time series parameter d in linear regression. This called the GPH estimator, which depends on a bandwidth m. m was decided by confirming the stable section of the point estimate by validating the track of the GPH estimator according to the value of m. The result suggests that by satisfying 0< d <0.5, the squared returns and absolute returns of KOPI 200 retains long-term memory.

Protective Effects of Gamipalmi-hwan on Elastase-induced Apoptosis of A549 Cells (가미팔미환(加味八味丸)의 elastase 유도성 A549 세포사멸에 대한 보호효과)

  • Oh, Ji-Seok;Park, Yang-Chun
    • The Journal of Korean Medicine
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    • v.31 no.2
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    • pp.137-148
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    • 2010
  • Objective: This study aimed to evaluate the protective effects of Gamipalmi-hwan (GPH) on elastase-induced lung cell injury. Materials and Methods: As an in vitro model of emphysema, the current study was performed to investigate potential activity of GPH in regulating injury responses of A549 human type II cell line mediated by elastase treatment. Results: GPH treatment increased the number of A549 cells which was reduced by elastase digestion. Elastin protein level, which was reduced by elastase treatment, was increased by GPH treatment. Labeling intensity with caspase 3 protein in elastase-treated cells was reduced by GPH treatment. Both Erk1/2 and Cdc2 protein levels, which were decreased by elastase treatment, were increased to a level similar to that of the normal cells. mRNA levels encoding IL-$1{\beta}$ and TNF-$\alpha$ were increased by elastase and then down-regulated by GPH. Conclusion: The present data suggest that A549 cells are subjected to inflammatory damage by elastase and can be recovered by GPH treatment. Further studies examining the protective activity of GPH in elastase-treated lung tissue would be useful for therapeutic strategies of emphysema treatment.

Computing Ruin Probability Using the GPH Distribution (GPH 분포를 이용한 파산확률의 계산)

  • Yoon, Bok Sik
    • Journal of the Korean Operations Research and Management Science Society
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    • v.40 no.3
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    • pp.39-48
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    • 2015
  • Even though ruin probability is a fundamental value to determine the insurance premium and policy, the complexity involved in computing its exact value forced us resort to an approximate method. In this paper, we first present an exact method to compute ruin probability under the assumption that the claim size has a GPH distribution, Then, for the arbitrary claim size distribution, we provide a method computing ruin probability quite accurately by approximating the distribution as a GPH. The validity of the proposed method demonstrated by a numerical example. The GPH approach seems to be valid for heavy-tailed claims as well as usual light-tailed claims.

A simulation/analytic approach for queueing network analysis

  • Yoon, Bok-Sik
    • Proceedings of the Korea Society for Simulation Conference
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    • 2001.10a
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    • pp.359-364
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    • 2001
  • In this study, we try to improve the accuracy of QN-GPH by the help of simulation approach. We first establish an estimation method for GPH distributions with sufficient accuracy based on empirical distribution, and then perform a brief trial run to find appropriate empirical distributions. After getting GPH form of distributions, we continue the QN-GPH analytic steps and compute necessary performance measures. We apply the method to find sojourn time distributions in a 8-node queueing system and compare the results with the whole simulation and the original two-parametric approximation.

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Heavy Oil Combustion Characteristics of the Hot Water Boiler System fueled by Rice Husk and Heavy Oil (왕겨와 중유연료를 겸용으로 이용하는 온수보일러 시스템에서 중유 연소특성)

  • 박승제;김동선
    • Proceedings of the Korean Society for Agricultural Machinery Conference
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    • 2002.02a
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    • pp.217-222
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    • 2002
  • 본 연구에서는 가연성 폐기물을 이용한 시설원예 난방에너지 공급시스템 개발을 위하여 대형 온실 난방이나 RPC 시설에 이용할 수 있는 왕겨와 중유 겸용연소 시스템에서 중유의 연소 및 성능 특성을 분석하고자 하였다. 중요 인자로는 분사노즐의 크기(2.0, 2.25, 2.5, 3.0 GPH)와 진공압력(375, 500, 625, 750 Pa)을 설정하였으며 이에 대한 결과를 요약하면 다음과 같다. 1.진공압력 500Pa조건에서 연료 공급율이 증가할수록 연소실 벽체 열교환기 효율은 감소하고 폐열회수 열교환기와 사이클론 열교환기의 효율이 증가하였으며, 노즐 2.5GPH에서 진공압력이 커질수록 연소실 하부의 온도가 감소하였고 연소실 상부에서는 비슷한 경향을 보였다. 2, 연소온도특성, 열효율, 배기가스 성분분석 등의 결과로 볼 때 최적의 연소 조건은 노즐 2.5GPH는 진공압력 375Pa, 노즐3.0GPH는 진공압력 500Pa과 625Pa 사이로 판단되었다. 3. 배연가스내의 대기오염 성분은 모든 실험처리에서 CO 함량은 거의 없고 SO$_2$와 NO$_{x}$의 함량 또한 일반 보일러 허용기준을 만족하는 것으로 나타났다.

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A Proposal for Archives securing Community Memory The Achievements and Limitations of GPH Archives (공동체의 기억을 담는 아카이브를 지향하며 20세기민중생활사연구단 아카이브의 성과와 과제)

  • Kim, Joo-Kwan
    • The Korean Journal of Archival Studies
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    • no.33
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    • pp.85-112
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    • 2012
  • Group for the People without History(GPH) was launched at September 2002 and had worked for around five years with the following purposes; Firstly, GPH collects first-hand data on people's everyday lives based on fieldworks. Secondly, GPH constructs digital archives of the collected data. Thirdly, GPH guarantees the accessibility to the archives for people. And lastly, GPH promotes users to utilize the archived data for the various levels. GPH has influenced on the construction of archives on everyday life history as well as the research areas such as anthropology and social history. What is important is that GPH tried to construct digital archives even before the awareness on archives was not widely spreaded in Korea other than formal sectors. Furthermore, the GPH archives proposed a model of open archives which encouraged the people's participation in and utilization of the archives. GPH also showed the ways in which archived data were used. It had published forty seven books of people's life histories and five photographic books, and held six photographic exhibitions on the basis of the archived data. Though GPH archives had contributed to the ignition of the discussions on archives in various areas as leading civilian archives, it has a few limitations. The most important problem is that the data are vanishing too fast for researchers to collect. It is impossible for researchers to collect the whole data. Secondly, the physical space and hardware for the data storage should be ensured. One of the alternatives to solve the problems revealed in the works of GPH is to construct community archives. Community archives are decentralized archives run by people themselves to preserve their own voices and history. It will guarantee the democratization of archives.

Various experiments for the GPH-based ruin probability computaion method (GPH 파산확률 계산방법의 실험적 검토)

  • Yun, Bok-Sik
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2007.11a
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    • pp.204-208
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    • 2007
  • 보험요율 및 정책 결정의 기본이 되는 파산 확률은 계산이 매우 복잡하여 보통 근사적인 방법을 사용하게 된다. 윤복식(2007)에서는 다양한 상황에서 정확하게 파산확률을 계산할 수 있는 방법이 GPH 분포에 기초하여 제안된 바 있다. 본 연구에서는 이 방법의 타당성을 다양한 실험을 통해 검증하고. 기존의 근사적 방법들과의 비교하는 것이 목적이다. 실험을 통해 이 방법이 일상적인 상황에서 뿐 아니라 클레임 분포가 비정규적인 대재해 상황에서도 정확하게 파산확률을 계산해 주는 것을 관찰할 수 있었고, 계산시간 또한 도 매우 짧아서 실용성을 겸비함을 확인할 수 있었다 또한 이 결과를 근거로, 기초적인 관측 자료만 입력하면 중간에 분포모델 설정단계를 거치지 않고 바로 분석 결과를 얻는 접근법이 제안된다.

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