• 제목/요약/키워드: Nested Periods

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ARMA-PL : 시계열 데이터에 나타나는 중첩된 주기 및 선형추세에 대한 고찰 (ARMA-PL : Tacking Nested Periods and Linear Trend Time Series Data)

  • 서정열;이세재;오현승;구자활;임택;조진형
    • 산업경영시스템학회지
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    • 제33권2호
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    • pp.112-126
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    • 2010
  • 시계열데이터는 ARMA 분석에 적합지 않은 요소를 내재하고 있는 경우가 있다. 특히 선형성과 주기성을 가진 요소가 확률적인 분포와 자주 혼재되어 있다. 이 논문에서는 이런 선형적 주기적 요소를 찾아내고 분석하는 방법을 제시한다. 특히 주기적 요소는 여러 주기가 층층이 겹쳐져서 나타난다. 주기 간에는 서로 일정 정수비율을 유지하며, 한 주거 안에 다른 주기가 내포되어 있는 경우(nested periods)가 많다. 시간규모(time-scale)개념을 도입하여 이러한 주기적 요소를 개념적으로 정립하고자 했다. 선형적 요소와 주기적 요소가 제거된 후 추출된 데이터는 MA-approximation이라는 방법을 사용하여 가장 데이터에 근접한 ARMA 모텔을 찾아낸다. 마지막으로 선형적 주기적 요소와 ARMA 추정결과를 종합하여 control boundary를 결정하는 방법을 제시한다.

Nested logit model을 이용한 정기권 이용범위 확대에 관한 연구 (How to Increase the Usability of a Subway Commuter Pass Using Nested Logit Model)

  • 정헌영;신종진;고상선
    • 대한교통학회지
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    • 제32권4호
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    • pp.389-400
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    • 2014
  • 이 연구는 지하철 정기권의 수단적 이용범위 확대에 관하여 다루고 있다. 연구의 목적은 확률적 통계모형을 이용하여 지하철 정기권을 버스까지 이용할 수 있도록 정기권의 이용범위를 확대했을 때 정기권의 이용확률을 산출하고, 정기권이 가진 특수성인 매몰비용을 이용하여 대중교통 이용자가 승용차로 전환하는 수요를 억제하는 방안을 마련하는데 있다. 이를 위하여 25-35세 사이의 통행자 324명을 대상으로 한 설문조사와 교통 시뮬레이션 프로그램인 STRADA 3.5를 이용하여 Nested Logit Model을 구축하였다. 주요 결과는 다음과 같다. 첫째, 정기권이 활성화 되어 있는 도시에서는 다양한 형태의 정기권을 발행하고 있었다. 둘째, 정기권의 할인율, 이용범위, 결제수단, 이용기간 네가지 요인을 통하여 모형을 구축한 결과, 네 가지 요인 모두 통계적으로 유의한 것으로 나타났다. 셋째, 모형분석 결과 현재 지하철 정기권의 이용범위를 확대하였을 때 정기권 이용율이 상당히 증가하는 것으로 나타났다.

곡선 그리드상에 정의된 벡터 필드를 위한 다해상도 모형 (Multiresolution Model for Vector Fields Defined over Curvilinear Grids)

  • 정일홍;장우현;조세홍;이봉환
    • 한국멀티미디어학회논문지
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    • 제3권5호
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    • pp.542-549
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    • 2000
  • 본 논문에서는 곡선 그리드상의 2차원 플로우를 분석하고 시각화하기 위한 다해상도 모형을 제안한다. 다해상도 분석은 여러 상세 단계에서 윤곽을 나타내고 분석하는 매우 유용한 도구이다. 일반적으로 벡터 필드의 데이터는 매우 크고 복잡하기 때문에 벡터 필드 시각화에 다해상도 분석을 적용하는 것은 매우 유용하다. 낮은 해상도에서의 근사 값을 사용하면 벡터필드 위상의 전체적인 개요를 짧은 시간 안에 파악할 수 있다. 부분 합성은 사용자가 관심 있는 부분만 합성함으로써 효과적으로 화대 또는 축소할 수 있게 해준다. 이 새로운 모형은 네스트된 곡선 그리드 영역 상에 구분 적으로 정의된 함수의 네스트된 공간에 기초를 두고 있다. 네스트된 영역은 안쪽 경계선의 원래 기하학적 형상을 유지하기 위해 사용된다. 본 논문에서는 이러한 영역 위에서 Haar 웨이브릿에 대한 정제 방정식과 합성 방정식을 제안하고 예제들을 보여준다.

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Algorithms and Planning Horizons for a One-Plant Multi-Retailer System

  • Lee, Sang-Bum
    • 한국경영과학회지
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    • 제13권1호
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    • pp.10-23
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    • 1988
  • This paper examines a deterministic, discrete-time, finite-horizon, production/distribution problem for a one-plant multi-retailer system. Production may occur at the plant in each time period. Customer demands at each retailer over a finite number of periods are known and must be met without backlogging. The plant as well as the retailers can serve as stocking points. The problem is to find a minimum-cost production/distribution schedule satisfying the known demands. We show that under a certain cost structure a nested policy is optimal, and present an efficient algorithm to find such an optimal policy. Planning horizon results and some computational saving schemes are also presented.

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통합 공급망계획을 위한 비즈니스 프로세스 패턴 연구 : 견적요청 유형 분석을 바탕으로 (A Study on Business Process Patterns for Integrated Supply Chain Planning : Based on Analysis of RFQ Types)

  • 정한일;장태우
    • Journal of Information Technology Applications and Management
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    • 제15권1호
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    • pp.83-97
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    • 2008
  • Today's competitive global market makes most enterprise endeavor to specialize their business areas, and co-operate with trading partners in supply chain by the forms of collaboration, information and business process sharing. However, even the supply chain plan generated by co-operation often fails to be executed successfully, because it was generated without capacities of suppliers and more over nested suppliers. To overcome this limitation, the supply chain plan of an enterprise should be generated truly integrated way. In this paper, we classify business patterns based on scenarios about quotation processing and supply chain planning in self-integrated environment. And we present business process models about four business patterns and describe them, which are classified by whether request for quotation includes information about price, required time periods, and quantity for each required time period and whether it is received from customer or sent to supplier. In addition, we describe the types of supply chain planning problem.

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힐버트-황 변환을 이용한 시계열 데이터 관리한계 : 중첩주기의 사례 (Control Limits of Time Series Data using Hilbert-Huang Transform : Dealing with Nested Periods)

  • 서정열;이세재
    • 산업경영시스템학회지
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    • 제37권4호
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    • pp.35-41
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    • 2014
  • Real-life time series characteristic data has significant amount of non-stationary components, especially periodic components in nature. Extracting such components has required many ad-hoc techniques with external parameters set by users in a case-by-case manner. In this study, we used Empirical Mode Decomposition Method from Hilbert-Huang Transform to extract them in a systematic manner with least number of ad-hoc parameters set by users. After the periodic components are removed, the remaining time-series data can be analyzed with traditional methods such as ARIMA model. Then we suggest a different way of setting control chart limits for characteristic data with periodic components in addition to ARIMA components.

일반화가능도 디자인에 의한 반복측정 실험설계의 모형 생성 및 확장 (Generation and Extension of Models for Repeated Measurement Design by Generalizability Design)

  • 최성운
    • 대한안전경영과학회지
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    • 제13권2호
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    • pp.195-202
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    • 2011
  • The study focuses on the Repeated Measurements Design (RMD) which observations are periodically made for identical subjects within definite time periods. One of the purposes of this design is to monitor and keep track of replicated records within regular period over years. This paper also presents the classification models of RMD that is developed according to the number of factors in Between-Subject (BS) variates and Within-Subject (WS) variates. The types of models belong to each number of factors: One factor is 0BS 1WS. Two factors are 1BS 1WS and 0BS 2WS. Three factors are 1BS 2WS and 2BS 1WS. Lastly, the four factors include model of 2BS 2WS In addition, the study explains the generation mechanism of models for RMD using Generalizability Design (GD). GD is a useful method for practitioners to identify linear model of experimental design, since it generates a Venn diagram. Lastly, the research develops three types of 1BS 2WS RMDs with crossed factors and nested factors. Those are random models, mixed models and fixed models and they are presented by using Generalizability Design, $(S:A{\times}B){\times}C$. Moreover, the example of applications and its implementation steps of models developed in the study are presented for better comprehension.

확장된 발전시스템에서 지식기반 해법을 이용한 단기운영계획 수립에 관한 연구 (Knowledge-based Approach for Solving Short-term Power Scheduling in Extended Power Systems)

  • 김철수
    • 한국경영과학회지
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    • 제23권2호
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    • pp.187-200
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    • 1998
  • This paper presents an original approach for solving short-term power scheduling in extended power system with two fuels in a unit and a limited fuel using Lagrangian relaxations. The underlying model incorporates the full set of costs and constraints including setup, production, ramping, and operational status, and takes the form of a mixed integer nonlinear control problem. Moreover, the mathematical model developed includes two fuels in a unit and a limited fuel, regulation reserve requirements of prespecified group of units. Lagrangian relaxation is used to disaggregate the model by generator into separate subproblems which are then solved with a nested dynamic program including empirical knowledges. The strength of the methodology lies partially in its ability to construct good feasible solutions from information provided by the dual. Thus, the need for branch-and-bound is eliminated. In addition, the inclusion of two fuels in a unit and a limited fuel provides new insight into the limitations of current techniques. Computational experience with the proposed algorithm indicates that Problems containing up to 23 units including 8 unit used two fuels and 24 time periods can be readily solved in reasonable times. Duality gaps of less than 4% were achieved.

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대기예보모형과 진단모형 결합을 통한 복잡지형 바람장 해석능력 평가 (Skillful Wind Field Simulation over Complex Terrain using Coupling System of Atmospheric Prognostic and Diagnostic Models)

  • 이화운;김동혁;이순환;김민정;박순영;김현구
    • 한국환경과학회지
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    • 제19권1호
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    • pp.27-37
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    • 2010
  • A system coupled the prognostic WRF mesoscale model and CALMET diagnostic model has been employed for predicting high-resolution wind field over complex coastal area. WRF has three nested grids down to from during two days from 24 August 2007 to 26 August 2007. CALMET simulation is performed using both initial meteorological field from WRF coarsest results and surface boundary condition that is Shuttle Radar Topography Mission (SRTM) 90m topography and Environmental Geographic Information System (EGIS) 30m landuse during same periods above. Four Automatic Weather System (AWS) and a Sonic Detection And Ranging (SODAR) are used to verify modeled wind fields. Horizontal wind fields in CM_100m is not only more complex but better simulated than WRF_1km results at Backwoon and Geumho in which there are shown stagnation, blocking effects and orographically driven winds. Being increased in horizontal grid spacing, CM_100m is well matched with vertically wind profile compared SODAR. This also mentions the importance of high-resolution surface boundary conditions when horizontal grid spacing is increased to produce detailed wind fields over complex terrain features.

Surveillance on the Vivax Malaria in Endemic Areas in the Republic of Korea Based on Molecular and Serological Analyses

  • Lee, Seong-Kyun;Hu, Fengyue;Firdaus, Egy Rahman;Park, Ji-Hoon;Han, Jin-Hee;Lee, Sang-Eun;Shin, Hyun-Il;Cho, Shin Hyeong;Park, Won Sun;Lu, Feng;Han, Eun-Taek
    • Parasites, Hosts and Diseases
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    • 제58권6호
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    • pp.609-617
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    • 2020
  • Plasmodium vivax reemerged in 1993. It has been sustained for more than 25 years and become one of the important indigenous parasitic diseases in northern and western parts of the Republic of Korea near the demilitarized zone. In particular, relapse is a significant concern for the control of malaria, as short- and long-term incubation periods vary among those infected in Korea. In this study, the prevalence of asymptomatic carriers was examined among residents of high endemic areas of vivax malaria during nonseasonal transmission of mosquitoes. Blood samples from 3 endemic regions in northwestern Korea were evaluated by microscopic examination, rapid diagnostic testing, and nested PCR to identify asymptomatic patients carrying malaria parasites in the community. However, no positive malaria case among residents of endemic areas was detected. Additionally, serological analysis was carried out to measure antibodies against 3 antigenic recombinant proteins of P. vivax, merozoite surface protein 1-19, circumsporozoite surface protein-VK210, and liver-stage antigen (PvLSA-N), by the protein array method. Interestingly, seropositivity of sera between previous exposure and samples without exposure to malaria was significantly higher using the PvLSA-N antigen than the other antigens, suggesting that PvLSA-N can be used as a serological marker to analyze the degree of exposure for malaria transmission in endemic areas. This indicates a very low asymptomatic carrier prevalence during the nonmalaria season in the endemic areas of Korea.