• Title/Summary/Keyword: General Arrival

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The Information Effect on Foreigner's Intraday in Stock Index Futures (주가지수선물에 있어 외국인의 하루중 정보효과에 관한 연구)

  • 신연수
    • The Journal of Information Technology
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    • v.1 no.2
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    • pp.181-193
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    • 1998
  • The measure of public information flow developed here is the number of order frequency. In the first part of the analysis, I document the general pattern of public information, with an emphasis on the intraday arrival of information. Overall, I find that public information arrival is nonconstant Consistent with earlier studies, I find that information arrival exhibits an inverted U-shape pattern across intraday trading. Over the average trading day, the flow of public information increases throughout the morning hours and then falls over the period, between 3:00 P.M. and 3:05. The second part of my analysis focuse is the relation between the public information variable and measure of intraday order frequency, specifically insignificant effect. According to time flow in the intraday trading, although the number of insignificant effect is increasing moderately, the result is remarkable in light of the aggreate nature of the public information and order frequency variable employed. The foreigner's investor group changes homogenously.

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Optimal Policy for (s, S) Inventory System Characterized by Renewal Arrival Process of Demand through Simulation Sensitivity Analysis (수요가 재생 도착과정을 따르는 (s, S) 재고 시스템에서 시뮬레이션 민감도 분석을 이용한 최적 전략)

  • 권치명
    • Journal of the Korea Society for Simulation
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    • v.12 no.3
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    • pp.31-40
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    • 2003
  • This paper studies an optimal policy for a certain class of (s, S) inventory control systems, where the demands are characterized by the renewal arrival process. To minimize the average cost over a simulation period, we apply a stochastic optimization algorithm which uses the gradients of parameters, s and S. We obtain the gradients of objective function with respect to ordering amount S and reorder point s via a combined perturbation method. This method uses the infinitesimal perturbation analysis and the smoothed perturbation analysis alternatively according to occurrences of ordering event changes. The optimal estimates of s and S from our simulation results are quite accurate. We consider that this may be due to the estimated gradients of little noise from the regenerative system simulation, and their effect on search procedure when we apply the stochastic optimization algorithm. The directions for future study stemming from this research pertain to extension to the more general inventory system with regard to demand distribution, backlogging policy, lead time, and inter-arrival times of demands. Another direction involves the efficiency of stochastic optimization algorithm related to searching procedure for an improving point of (s, S).

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The Effect of Look-Ahead Routing Procedure for Flow Control in an FMS (FMS 흐름 통제를 위한 Look-Ahead Routing Procedure의 적용효과)

  • Suh, Jeong-Dae;Jang, Jae-Jin
    • Journal of Korean Institute of Industrial Engineers
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    • v.25 no.1
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    • pp.35-46
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    • 1999
  • The introduction of general purpose machining centers and the information system based on computer network has added a new control problem to the classical job shop control problems: a routing problem. A routing problem is to determine the machine on which a part will be processed. The modern manufacturing systems are given much system status information including the arrival time of the future parts via the computer network for automation. This paper presents and tests the performance of a routing procedure, LARP(Look-Ahead Routing Procedure) which uses look-ahead information on the future arrival of parts in the system. The manufacturing system considered in this paper has multi-stations which consists of general purpose machines and processes parts of different types. The application of LARP under many operating conditions shows that the reduction of part flow time and tardiness from the cases without using this information is up to 8% for flow time and 21% for tardiness. The procedure introduced here can be used for many highly automated systems such as an FMS and a semi-conductor fabrication system for routing where the arrivals of parts in the near future are known.

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An Analysis of Ship Turnaround Time in the Port of Inchon (선박재항시간에 대한 분석연구 -인천항의 경우-)

  • Baik, In-Hum
    • Journal of Fisheries and Marine Sciences Education
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    • v.10 no.1
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    • pp.1-14
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    • 1998
  • Transportation provides an infrastructure vital to economic growth, and it is also an integral part of production. As a port is regarded as the interface between the maritime transport and domestic transport sectors, it certainly play a key role in any economic development. Ship's delay caused by port congestion has recently has recently attracted attended with the analysis of overall operation in port. In order to analyse complicated port operation which contains large number of variable factors, queueing theory is needed to be adopted, which is applicable to a large scale transportation system in chiding ship's delay in Inchon port in relation to ship's delay problem. The overall findings are as follows ; 1. The stucture of queueing model in this port can be represented as a complex of multi-channel single-phase 2. Ship's arrival and service pattern were Poisson Input Erlangian Service. 3. The suitable formula to calculate the mean delay in this port, namely, $W_q={\frac{{\rho}}{{\lambda}(1-{\rho})}}{\frac{e{\small{N}}({\rho}{\cdot}N)}{D_{N-1}({\rho}{\cdot}N)}}$ Where, ${\lambda}$ : mean arrival rate ${\mu}$ : mean servicing rate N : number of servicing channel ${\rho}$ : utilization rate (l/Nm) $e{\small{N}}$ : the Poisson function $D_{(n-1)}$ : a function of the cumulative Poisson function 4. The utility rate is 95.0 percents in general piers, 75.39 percents in container piers, and watiting time 28.43 hours in general piers, 13.67 hours in container piers, and the length of queue is 6.17 ships in general piers, 0.93 ships in container piers, and the ship turnaround time is 107.03 hours in general piers, 51.93 hours in container piers.

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A Simulation Model of a Outpatient Scheduling System (외래환자의 예약제도 개선을 위한 시뮬레이션 모형)

  • Chun, Ki-Hong;Chae, Young-Moon
    • Journal of Preventive Medicine and Public Health
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    • v.19 no.1 s.19
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    • pp.56-64
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    • 1986
  • This paper describes a GPSS-based, multi-server queueing model that was developed to simulate the patient flow, and to analyze the effectiveness of the patient scheduling system under various conditions. Unpredictable and unacceptably long waits to receive the service at the outpatient department of a general hospital necessitated the study. Arrival and service time distribution needed for the simulation model were generated from actual arrival and service patterns observed during the peak hours. The simulation results show that a change in patient scheduling system (i.e. time interval between appointments, starting time. and the number of physicians) from a current system would significantly reduce the patient wait time. This study provides the hospital administrator with an analysis of patient scheduling system under several conditions, and will be used to plan future scheduling system and staffing. Studies such as this can demonstrate the value of simulation in providing information for use in future planning.

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THE MAC LAYER PACKET SERVICE TIME DISTRIBUTIONS OF DCF IN THE IEEE 802.11 PROTOCOL

  • Han Dong-Hwan;Park Chul-Geun
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.501-515
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    • 2006
  • The IEEE 802.11 protocol is the most mature technology for WLANs(Wireless Local Area Networks). However, as the number of stations increases, the delay and throughput performance of IEEE 802.11 MAC(Medium Access Control) degrades severely. In this paper, we present the comprehensive performance analysis of IEEE 802.11 MAC protocol by investigating the MAC layer packet service time when arrival packet sizes have a general probability distribution. We obtain the discrete probability distribution of the MAC layer service time. By using this, we analyze the system throughput and the MAC layer packet service time of IEEE 802.11 MAC protocol in wireless LAN environment. We take some numerical examples for the system throughput and the mean packet service time for several special distributions of arrival packet sizes.

An analysis of the $M^{X}/G/1$ system with various vacations and set-up time (준비기간을 포함한 다양한 휴가형태에서의 $M^{X}/G/1$ 시스템 분석)

  • Hur, Sun;Yoon, Young-Ho;Ahn, Sun-Eung
    • Journal of the Korean Operations Research and Management Science Society
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    • v.27 no.2
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    • pp.111-121
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    • 2002
  • In this paper, we analyze an M$^{x}$ /G/1 with three types of vacation periods including setup time. Three types of vacations are : N-policy, single vacation, and multiple vacation. We consider compound poisson arrival process and general service time, where the server starts his service when a setup is completed. We find the PGF of the number of customers in system and LST of waiting time, with welch we obtain their means. A decomposition property for the system sloe and waiting time is described also.

Balking Phenomenon in the $M^{[x]}/G/1$ Vacation Queue

  • Madan, Kailash C.
    • Journal of the Korean Statistical Society
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    • v.31 no.4
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    • pp.491-507
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    • 2002
  • We analyze a single server bulk input queue with optional server vacations under a single vacation policy and balking phenomenon. The service times of the customers as well as the vacation times of the server have been assumed to be arbitrary (general). We further assume that not all arriving batches join the system during server's vacation periods. The supplementary variable technique is employed to obtain time-dependent probability generating functions of the queue size as well as the system size in terms of their Laplace transforms. For the steady state, we obtain probability generating functions of the queue size as well as the system size, the expected number of customers and the expected waiting time of the customers in the queue as well as the system, all in explicit and closed forms. Some special cases are discussed and some known results have been derived.

An analysis on the M/G/1 queueing model with multi-phase service (다중단계 서비스의 M/G/1 대기행렬에 대한 분석)

  • Kim, Jeong-Hyun;Hur, Sun
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.24 no.66
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    • pp.11-18
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    • 2001
  • In this paper, we analyze an M/G/1 two-phase gated service model with threshold. We consider compound Poison arrival Process and general service time, where the server fives two different modes of services in order, batch and individual services. Server starts his service when the number of arrived customers reaches the predetermined threshold . We find the PGF of the number of customers in system and LST of waiting time, with which we obtain the means of them.

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RELATIONSHIP BETWEEN QUEUE LENGTHS AND WAITING TIMES FOR QUEUEING NETWORK MODELS (대기네트웤에 있어서 대기자수와 대기시간사이의 관계)

  • Hong, Sung-Jo
    • Journal of Korean Institute of Industrial Engineers
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    • v.20 no.3
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    • pp.139-149
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    • 1994
  • For general open queueing network models, the relationship between weak limits of queue lengths and waiting times at stations is investigated under heavy traffic situations. It is shown that under suitable normalization, weak convergence of queue lengths and arrival processes is a sufficient condition for that of waiting times, and is also necessary condition when the network is of feedforward type. Moreover, these weak limits for queue lengths and waiting times are shown to be simply related.

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