• Journal of the Korean Statistical Society
• /
• v.24 no.1
• /
• pp.257-266
• /
• 1995

Consider a p-variate $(p \geq 4)$ normal distribution with mean $\b{\theta}$ and identity covariance matrix. For estimating $\b{\theta}$ under a quadratic loss we investigate the behavior of risks of Stein-type estimators which shrink the usual estimator toward the mean of observations. By using concavity of the function appearing in the shrinkage factor together with new expectation identities for noncentral chi-squared random variables, a characterization of estimators with nondecreasing risk is obtained.

• Journal of Distribution Science
• /
• v.13 no.2
• /
• pp.15-24
• /
• 2015

Purpose - Foreign exchange risk control is in an important component in the international supply chain management. This study shows the importance of the reference period in forecasting future exchange rates with a specific illustration of KIKO currency option contracts, and suggests feasible preventive measures. Research design, data, and methodology - Using monthly Won-Dollar exchange rate data for January 1995~July 2007, I evaluate the statistical characteristics of the exchange rate for two sub-periods; 1) a shorter period after the East Asian financial crisis and 2) a longer period including the financial crisis. The key instrument of analysis is the basic normal distribution theory. Results - The difference in the reference period could lead to an unexpected development in contract implementation and a consequent financial loss. We may avoid foreign exchange loss by using derivatives such as forwards or currency options. Conclusions - We should consider not only level values but also the volatilities of financial variables in making a binding financial contract. Appropriate measures may differ depending on the specific supply chain pattern. We may extend the study with surveys on actual risk measures.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
• /
• v.27 no.11
• /
• pp.69-75
• /
• 2013

This paper proposes a new algorithm for the optimal placement of a step voltage regulator(SVR) in distribution system with Distributed Generators(DG) using a Particle Swarm Optimization(PSO). The objective function of this algorithm is to find optimal placement for minimum loss while maintaining each node voltage fluctuations within upper and lower limits. In the objective function of proposed algorithm, the deviations to reference voltage and the distribution loss are considered. To verify effectiveness of the proposed method, simulation is implemented using MATLAB.

• Proceedings of the KIEE Conference
• /
• 2001.07c
• /
• pp.1811-1813
• /
• 2001

In order to obtain the useful data for quality control of the pole transformer and supply the stable electric power in distribution line, The evaluation of performance for low-loss pole transformer had been performed for new products and ones under operation for several years in distribution line. As the results, we found that the rate of fail were very high in gaskette, short-circuit strength and temperature-rise test, especially 48 percent in gaskette test.

• Proceedings of the KIEE Conference
• /
• 2001.05a
• /
• pp.42-45
• /
• 2001

The islanding protection for distributed resources (DR) becomes an important and emerging issue in power system protection since the distributed generator installations are rapidly increasing and most of the installed systems are interconnected with distribution network. In order to avoid the negative impacts on distributed network resulting from islanding operations of DR, it is necessary to detect the loss of mains (LOM) effectively. This paper presents a new LOM detection method using the rate of change in total harmonic distortion (THD) of current. The proposed method effectively detects LOM of the DR unit operating in parallel with the distribution network. We also verified the efficiency of the proposed method using the radial distribution network of IEEE 34 bus model.

• The KSFM Journal of Fluid Machinery
• /
• v.13 no.2
• /
• pp.48-53
• /
• 2010

A computerized design system of axial fan is developed for constructing 3-D blade geometry and predicting both aerodynamic performance and noise. The aerodynamic blading design of fan is conducted by blade angle distribution, camber line determination, airfoil thickness distribution and blade element stacking along spanwise distance. The internal flow and the aerodynamic performance of designed fan are predicted by the through-flow modeling technique with flow deviation and pressure loss correlations. Based on the predicted internal flow field and performance data, fan noise is predicted by two models for discrete frequency and broadband noise sources. The present predictions of the flow distribution, the performance and the noise level of actual fans are well agreed with measurement results.

• Proceedings of the KIEE Conference
• /
• 1995.11a
• /
• pp.71-73
• /
• 1995

This paper presents an optimization technique using genetic algorithms(GA) for loss minimization in the distribution network reconfiguration. Determining switch position to be opened for loss minimization in the radial distribution system is a discrete optimization problem. GA is appropriate to solve the multivariable optimization problem and it uses population, not a solution. For this reason, GA is attractive to solve this problem. In this paper, we aimed at finding appropriate open sectionalizing switch position using GA, which can lead to minimum transmission losses.

• Communications of the Korean Mathematical Society
• /
• v.14 no.2
• /
• pp.405-423
• /
• 1999

We consider a statistical multiplexer model with finite buffer capacity and finite number of independent identical 3-state bursty voice sources. The burstiness of the sources is modeled by describing both two different active periods (at the rate of one packet perslot) and the passive periods during which no packets are generated. Assuming a mixture of two geometric distributions for active period and a geometric distribution for passive period and geometric distribution for passive period, we derive the recursive algorithm for the probability mass function of the buffer contents (in packets). We also obtain loss probability and the distribution of packet delay. Numerical results show that the system performance deteriorates considerably as the variance of the active period increases. Also, we see that the loss probability of 2-state Markov models is less than that of 3-state Markov models.

• Proceedings of the Korea Institute of Applied Superconductivity and Cryogenics Conference
• /
• 2003.02a
• /
• pp.58-61
• /
• 2003

A typical HTS power transmission cable has multi-layer conductor structure to increase the current capacity. The current distribution among the conductor tapes is controlled mainly by pitches and winding directions of the layers, because the inductance of the layer is determined by the pitch and the winding direction. However, usually the current is not evenly distributed among the layers. This paper describes a method to make the current distribution more uniform and hence reduce the AC loss. If we choose a good combination we can find the optimal pitches and make an even current distribution. We studied the effect of the winding direction on a 2-layer cable by a statistical way. Calculation results and discussions will be presented.

• Proceedings of the KIEE Conference
• /
• 2001.07a
• /
• pp.279-281
• /
• 2001

This paper presents a chaotic neural networks to solve the distribution feeder reconfiguration problem for loss reduction. Feeder reconfiguration problem is the determination of switching option that minimizes the power losses for a particular set of loads in distribution systems. A chaotic neural networks is used to determine the switching combinations, select the status of the switches, and find the best combination of switches for minimum loss. The proposed method has been tested on 32 bus system, and the results indicate that it is able to determine the appropriate switching options for optimal configuration.