• Journal of the Korean Data and Information Science Society
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• 제27권1호
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• pp.9-18
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• 2016

모수불확실성을 반영하는 손실모형으로는 Heckman과 Meyers가 제안한 모형이 주로 인용되고 있다. 이 모형은 모수 자체가 어떤 확률분포를 따른다는 가정을 하고 있으며 IAA, Swiss Solvency Test, EU Solvency II 등에서 참고하고 있다. 반면 베이지안 기법을 이용한 연구는 모수에 대한 선험적 정보 즉, 사전분포를 이용하여 모수불확실성을 반영한다. 그러나 현실에서는 두 가지 방법을 동시에 고려해야 하는 상황이 빈번히 발생한다. 이에 본 연구는 Heckman-Meyers의 모형과 베이지안 접근법을 동시에 고려한 베이지안 H-M CRM모형을 제안하고 그 특성을 분석하였다.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2003년도 ICCAS
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• pp.1933-1938
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• 2003

A covariance matrix is a tool that expresses odometry uncertainty of the wheeled mobile robot. The covariance matrix is a key factor in various localization algorithms such as Kalman filter, topological matching and so on. However it is not easy to acquire an accurate covariance matrix because we do not know the real states of the robot. Up to the authors knowledge, there seems to be no established result on the covariance matrix estimation for the odometry. In this paper, we propose a new method which can estimate the covariance matrix from empirical data. It is based on the PC-method and shows a good estimation ability. The experimental results validate the performance of the proposed method.

• 한국경영과학회지
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• 제41권2호
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• pp.1-16
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• 2016

Yield management, which originated from the U.S. service industry, uses pricing techniques and information systems to make demand management decisions. Demand uncertainty is an important factor in the area of demand management. A key strategy to reduce the effects of demand uncertainty is substitution. The most generally known type of substitution is inventory-driven substitution, in which consumers substitute an out-of-stock product by buying a similar or other type of product. Another type of substitution is the price-driven substitution, which occurs as a result of price changes. In this research, we consider two market segments that have unique perishable products. We develop yield management optimization models with stochastic demand based on the newsvendor model where inventory-driven and price-driven substitutions are allowed between products in the two market segments. The most significant contribution of this research is that it develops analytical procedures to determine optimal solutions and considers both types of substitution. We also provide detailed theoretical analysis and numerical examples.

• Journal of Korea Trade
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• 제26권8호
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• pp.58-76
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• 2022

Purpose - This study examined the Rules of Origin (RoO) as a factor affecting free trade agreements' (FTA) utilization and analyzed the causal relationship and the effects of these factors on the export performance of automobile parts companies. Design/methodology - We analyzed and verified the impact of FTA utilization and the export performance of automobile parts companies by dividing the characteristics of the RoO into complexity and uncertainty. Following which, various statistical analyses were conducted on the interrelationships among these variables. Findings - This research analyzed the effect of the RoO factors of complexity and uncertainty on the use of FTA and the export performance of automobile parts companies. We found that these characteristics of RoO were generally related to and affected the FTA use and export performance of these companies. Based on this, this study's investigation into the characteristics of the RoO would then help companies in better utilizing the FTA, as well as providing suggestions on how to effectively respond to the application of the FTA in the future. Originality/value - Companies that want to utilize FTAs in international trade must follow the RoO. In the Regional Trade Agreement (RTA), the country-of-origin is a key factor, with the RoO being an important requirement for the application of preferential tariffs. These regulations are a requirement for receiving FTA preferential treatment; however, they also cause difficulties to companies in using the FTA.

• 한국유체기계학회 논문집
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• 제7권5호
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• pp.29-35
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• 2004

The turbine efficiency is an important factor in power plant, and accurate evaluation of steam turbine performance is the key issue in turbo machinery industry. The difficulty of evaluating the steam turbine performance due to its high steam temperature and pressure environment makes the most steam turbine tests to be replaced by air similarity test. This paper presents how to decide the similarity conditions of the steam turbine test and describes its limitations and assumptions. The test facility was developed and arranged to conduct an air similarity turbine performance test with various inlet pressure, temperature and mass flow rate. The eddy-current type dynamometer measures the turbine-generated shaft power and controls the rotating speed. Pressure ratio of turbine can be controled by back pressure control valve. To verify its test results, uncertainty analysis was performed and relative uncertainty of turbine efficiency was obtained.

• Earthquakes and Structures
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• 제14권2호
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• pp.143-153
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• 2018

Correlation among different factors must be considered for selection of influencing factors in safety monitoring of high dam including positive correlation of variables. Therefore, a new factor selection method was constructed based on Copula entropy and mutual information theory, which was deduced and optimized. Considering the small sample size in high dam monitoring and distribution of daily monitoring samples, a computing method that avoids causality of structure as much as possible is needed. The two-dimensional normal information diffusion and fuzzy reasoning of pattern recognition field are based on the weight theory, which avoids complicated causes of the studying structure. Hence, it is used to dam safety monitoring field and simplified, which increases sample information appropriately. Next, a complete system integrating high dam monitoring and uncertainty prediction method was established by combining Copula entropy theory and information diffusion theory. Finally, the proposed method was applied in seepage monitoring of Nuozhadu clay core-wall rockfill dam. Its selection of influencing factors and processing of sample data were compared with different models. Results demonstrated that the proposed method increases the prediction accuracy to some extent.

• 한국안전학회지
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• 제33권2호
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• pp.132-137
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• 2018

Compared with general rivers, fluctuations of the water level and the river bed are severe in the tidal river. In hydro-dynamic aspect, such fluctuation gives different river-bed data to us according to observing period. The time-dependent river-bed data and pre-estimation of the Manning's roughness coefficient which is the key factor of numerical modelling induces uncertainty of evaluating the design flood level. Thus it is necessary to pay more attention to calculate the flood level at tidal rivers than at general rivers. In this study, downstream of the Imjin River where is affected by tide of the West Sea selected as a study site. From the numerical modelling, it was shown that the unsteady simulation gave considerable mitigation of the water level from the starting point to 15 km upstream compared to the steady simulation. Either making a detention pond or optional dredging was not effective to mitigate the flood level at Gugok - Majung region where is located in the downstream of the Imjin River. Therefore, a more sophisticated approach is required to evaluate the design flood level estimation before constructive measures adopted in general rivers when establishing the flood control plan in a tidal river.

• International Journal of Naval Architecture and Ocean Engineering
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• 제6권3호
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• pp.626-637
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• 2014

On ship, especially on large ship, the flexure deformation between Master (M)/Slave (S) Inertial Navigation System (INS) is a key factor which determines the accuracy of the integrated system of M/S INS. In engineering this flexure deformation will be increased with the added ship size. In the M/S INS integrated system, the attitude error between MINS and SINS cannot really reflect the misalignment angle change of SINS due to the flexure deformation. At the same time, the flexure deformation will bring the change of the lever arm size, which further induces the uncertainty of lever arm velocity, resulting in the velocity matching error. To solve this problem, a $H_{\infty}$ algorithm is proposed, in which the attitude and velocity matching error caused by deformation is considered as measurement noise with limited energy, and measurement noise will be restrained by the robustness of $H_{\infty}$ filter. Based on the classical "attitude plus velocity" matching method, the progress of M/S INS information fusion is simulated and compared by using three kinds of schemes, which are known and unknown flexure deformation with standard Kalman filter, and unknown flexure deformation with $H_{\infty}$ filter, respectively. Simulation results indicate that $H_{\infty}$ filter can effectively improve the accuracy of information fusion when flexure deformation is unknown but non-ignorable.

• 자원ㆍ환경경제연구
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• 제11권2호
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• pp.211-231
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• 2002

This paper summarizes the results of a study that assess how a demand side management (DSM) system addresses key economic and environmental challenges facing in the Korean natural gas sector considering; ${\bullet}$ high discrepancies of seasonal consumption volume and of load factor in unmatured domestic LNG market, ${\bullet}$ unfavorable and volatile international LNG market, imposing with the contestable "take-or-pay" contract terms, ${\bullet}$ low profile of LNG and existence of market barriers against an optimal fuel mix status in the industrial energy sector. A particular focus of this study is to establish an 'extended' DSM system in the unmatured gas market, especially in industry sector, that could play a key role to assure an optimum fuel mix scheme. Under the concept of 'extended' DSM, a system dynamics modeling approach has been introduced to explore the option to maximize economic benefits in terms of the national energy system optimization, entailing different ways of commitments accounting for different DSM measures and time delay scenarios. The study concludes that policy options exist that can reduce inefficiencies in gas industry and end-use system at no net costs to national economy. The most scenarios find that, by the year 2015, it is possible to develop a substantial potential of increased industrial gas end-uses under more reliable and stable load patterns. Assessment of sensitivity analysis suggests that time delay factor, in formulating DSM scenarios, plays a key role to overcome various market barriers in domestic LNG market and provides a strong justification for the policy portfolios 'just in time' (time accurateness), which eventually contribute to establish an optimum fuel mix strategy. The study indicates also the needs of advanced studies based on SD approach to articulate uncertainty in unmatured energy market analysis, including gas.

• Geomechanics and Engineering
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• 제8권3호
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• pp.391-414
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• 2015

In this paper, stabilities of a plane slide rock slope under different hydraulic distributions were studied based on the nonlinear Barton-Bandis (B-B) failure criterion. The influence of various parameters on the stability of rock slopes was analyzed. Parametric analysis indicated that studying the factor of safety (FS) of planar slide rock slopes using the B-B failure criterion is both simple and effective and that the effects of the basic friction angle of the joint (${\varphi}_b$), the joint roughness coefficient (JRC), and the joint compressive strength (JCS) on the FS of a planar slide rock slope are significant. Qualitatively, the influence of the JCS on the FS of a slope is small, whereas the influences of the ${\varphi}_b$ and the JRC are significant. The FS of the rock slope decreases as the water in a tension crack becomes deeper. This trend is more significant when the flow outlet is blocked, a situation that is particularly prevalent in regions with permafrost or seasonal frozen soil. Finally, the work is extended to study the reliability of the slope against plane failure according to the uncertainty from physical and mechanics parameters.