• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 2002년도 춘계공동학술대회
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• pp.378-384
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• 2002

In this paper, we propose a mixed integer optimization approach for solving the inventory problem with variable lead time, reorder point, crashing cost and price -quantity discount. Chang and Chang[15] study a continuous review inventory model in which lead time is a decision variable under price-quantity discount. However, their study cannot find the optimal solution due to the flaws in the modeling and the solution procedure. We present a complete procedure to find the optimal solution for the model. In addition to the above contribution, we also apply the minimax distribution free approach to the model to devise a practical procedure which can be used without specific information on demand distribution.

• 한국항만학회지
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• 제12권2호
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• pp.281-290
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• 1998

The propagation of water waves over irregular bottom bathymetry and around islands involves many process-shoaling, refraction, energy dissipation and diffraction. Numerical model in this study is developed with the mild slope equation to investigate wave transformation in water of varying depth and combined waves and a current. The method used is splitting method and minimax approximation. The numerical method used in this study is Crank-Nicolson scheme in the FDM. This model is applied to Vincent shoal and compared with laboratory experimental data. The results agreed well with laboratory data. Current effect is considered in this study. This model can be used for the estimation of rip current in the slowly varying topography.

• Industrial Engineering and Management Systems
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• 제12권1호
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• pp.9-15
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• 2013

An inverse minimum spanning tree problem makes the least modification on the edge weights such that a predetermined spanning tree is a minimum spanning tree with respect to the new edge weights. In this paper, the concept of uncertain ${\alpha}$-minimum spanning tree is initiated for minimum spanning tree problem with uncertain edge weights. Using different decision criteria, two uncertain programming models are presented to formulate a specific inverse minimum spanning tree problem with uncertain edge weights involving a sum-type model and a minimax-type model. By means of the operational law of independent uncertain variables, the two uncertain programming models are transformed to their equivalent deterministic models which can be solved by classic optimization methods. Finally, some numerical examples on a traffic network reconstruction problem are put forward to illustrate the effectiveness of the proposed models.

• 산업공학
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• 제17권1호
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• pp.78-83
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• 2004

We consider the sensitivity of average inventory cost rate when true values of the parameters in the EOQ model are unknown over known ranges. In particular, in the case that the valid range on the true economic lot size are known, we provide a formula for estimating the lot size under minimax criterion. Moreover, to estimate the valid range, we apply the propagation of errors technique. Then, we present a scheme to find a (valid) lot size, based on the estimated range of the true lot size from the propagation of errors technique.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회/대한산업공학회 2003년도 춘계공동학술대회
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• pp.1028-1034
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• 2003

We consider the sensitivity of average inventory cost rate when true values of the parameters In the EOQ model are unknown over known ranges. In particular, In the case that the valid range on the true economic lot size are known. we provide a formula for estimating the lot size under minimax criterion. Moreover, to estimate the valid range, we apply the propagation of errors technique. Then, we present a scheme to find a (valid) lot size. based on the estimated range of the true lot size from the propagation or errors technique.

• Ocean Systems Engineering
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• 제7권4호
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• pp.319-328
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• 2017

Higher prediction efficacy is a very challenging task in any field of engineering. Due to global warming, there is a considerable increase in the global sea level. Through this work, an attempt has been made to find the sea level variability due to climate change impact at Haldia Port, India. Different statistical downscaling techniques are available and through this paper authors are intending to compare and illustrate the performances of three regression models. The models: Wavelet Neural Network (WNN), Minimax Probability Machine Regression (MPMR), Feed-Forward Neural Network (FFNN) are used for projecting the sea level variability due to climate change at Haldia Port, India. Model performance indices like PI, RMSE, NSE, MAPE, RSR etc were evaluated to get a clear picture on the model accuracy. All the indices are pointing towards the outperformance of WNN in projecting the sea level variability. The findings suggest a strong recommendation for ensembled models especially wavelet decomposed neural network to improve projecting efficiency in any time series modeling.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2017년도 학술발표회
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• pp.310-310
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• 2017

홍수추적 모형의 적절성을 결정하는 중요한 요소 중 하나는 모형의 매개변수이다. 특히 자연하천에 관한 부정류 계산모형의 매개변수인 조도계수는 하상재료의 특성에 따라 좌우되는 표피마찰뿐만 아니라 하상의 굴곡 등 단면형의 변화에 따른 형상손실 및 하천의 사행에 따른 손실 효과 등을 포괄적으로 내포하고 있기 때문에 모든 하천구간에 대하여 일반적으로 적용할 수 있는 조도계수의 값을 하나로 결정하기는 어렵다. 또한 조도계수는 흐름조건, 즉 유량 또는 수위의 변화에 따른 가변성을 갖고 있기 때문에, 흐름이 시간 및 공간적으로 변화하는 부정류 계산모형에 있어서는 더욱 그러하다. 그러므로 본 연구에서는 조도계수의 가변성과 다수 지점의 관측치를 고려한 모형보정의 결과로부터 얻은 파레토 최적화와 최소최대 후회도 방법(Minimax regret approach, MRA)을 결합하여 부정류 계산모형의 안정적인 매개변수를 선정할 수 있는 방법을 제안하였다. 여러 지점의 관측치를 고려한 모형의 보정은 다목적 최적화 문제로서, 여러 지점에 대한 가중치를 결합하여 얻은 하나의 목적함수에 대하여 여러 번의 개별 최적화를 수행함으로써 다수의 파레토 최적해들을 구할 수 있는 통합접근법을 적용하였다. 이때 유량에 따른 조도계수의 가변성을 나타내는 두 개의 매개변수로 구성된 관계식을 이용하여 두 구간에 대한 매개변수들을 모형의 추정 대상 매개변수로서 최적화하였다. 이 후 각기 다른 홍수사상에 대해 보정과 검증을 수행하였으며 각각에 대한 평가지표의 후회도를 정량화하였고 최종 안정적인 매개변수를 추정하기 위해 MRA를 이용하여 종합적인 순위를 도출하였다. MRA는 완전히 불확실한 의사결정 상황에서 유용한 방법으로 알려져 있는데 가장 나쁜 순위가 가장 좋은 것을 선택할 수 있게 하는 보수적인 의사결정기법이다. 계산결과 추정된 모형의 가변조도계수와 그로부터 얻은 두 개 지점에서의 평가지표인 RMSE는 두 지점에 대한 가중치의 조합에 따라 선택되는 매개변수 값에 따라 달라짐을 알 수 있었다. 본 연구에서 제시한 방법은 수문 및 수리모형의 다수의 관측지점의 자료를 이용한 매개변수 산정문제에 있어서 안정적인 해를 도출할 수 있다.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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• pp.162-165
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• 1995

For an accurate on-line measurement of the ship's attitude the paper develops an intelligent sensing system which uses one servo-type accelerometer and two servo-type inclinometers appropriately located on the ship. By considering the dynamics of the servo-controlled rigid pendulums of the inclinometers, linear equations for the rolling and pitching of the ship are derived separately from each other. Moreover, one accelerometer is used for extracting the heaving signal. Through the introduction of linear dynamic models and the linear observation equations for the heaving, rolling and pitching, the on-line measurement of the three signals can be reduced to the state estimation of the linear dynamic systems. A bank of Kalman filters is adaptively used to achieve the on-line accurate state estimation and to overcome changes in parameters in the linear dynamic models.

• Communications for Statistical Applications and Methods
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• 제28권1호
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• pp.21-37
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• 2021

There is a direct connection between linear discriminant analysis (LDA) and linear regression since the direction vector of the LDA can be obtained by the least square estimation. The connection motivates the penalized LDA when the model is high-dimensional where the number of predictive variables is larger than the sample size. In this paper, we study the penalized LDA for a class of penalties, called the moderately clipped LASSO (MCL), which interpolates between the least absolute shrinkage and selection operator (LASSO) and minimax concave penalty. We prove that the MCL penalized LDA correctly identifies the sparsity of the Bayes direction vector with probability tending to one, which is supported by better finite sample performance than LASSO based on concrete numerical studies.

• Communications for Statistical Applications and Methods
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• 제29권5호
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• pp.533-545
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• 2022

Collection of data on several variables, especially in the field of medicine, results in the problem of measurement errors. The presence of such measurement errors may influence the outcomes or estimates of the parameter in the model. In classification scenario, the presence of measurement errors will affect the intrinsic cum summary measures of Receiver Operating Characteristic (ROC) curve. In the context of ROC curve, only a few researchers have attempted to study the problem of measurement errors in estimating the area under their respective ROC curves in the framework of univariate setup. In this paper, we work on the estimation of area under the multivariate ROC curve in the presence of measurement errors. The proposed work is supported with a real dataset and simulation studies. Results show that the proposed bias-corrected estimator helps in correcting the AUC with minimum bias and minimum mean square error.