• Communications for Statistical Applications and Methods
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• 제10권1호
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• pp.79-88
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• 2003

In this paper, we study the efficiency of the stratified estimator in related with the variance lower bound of Horvitz-Thompson estimator subject to the superpopulation model. Especially, we compare the variance lower bound of optimum allocation with that of power allocation subject to Dalenius-Hedges stratification.

• 대한산업공학회지
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• 제38권1호
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• pp.25-30
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• 2012

Desirability approaches have been proposed to find an optimum of multiple response problem. The existing desirability approaches use either of mean or min of individual desirability in aggregation of multiple responses. However, in order to find an optimum having high mean and low dispersion among individual desirability, the dispersion needs to be simultaneously considered with its mean. This study proposes bias and variance (BV) method which aggregates bias (ideal target-mean) and variance of individual desirability in multiple response optimization. The proposed BV method was applied to an example to evaluate its usefulness by comparing with existing methods. Evaluation results showed that the solution of BV method was a fairly good compared with DS (Derringer and Suich, 1980) and KL (Kim and Lin, 2000) methods. The BV method can be utilized to multiple response surface problems when decision makers want to find an optimum having high mean and low variance among responses.

• Communications for Statistical Applications and Methods
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• 제20권4호
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• pp.247-257
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• 2013

A variety of practical problems can be addressed in the framework of rotation (successive) sampling. The present work presents a sample rotation pattern where sampling units are drawn on two successive occasions. The problem of estimation of population variance on current (second) occasion in two - occasion successive (rotation) sampling has been considered. A class of estimators has been proposed for population variance that includes many estimators as a particular case. Asymptotic properties of the proposed class of estimators are discussed. The proposed class of estimators is compared with the sample variance estimator when there is no matching from the previous occasion. Optimum replacement policy is discussed. Results are supported with the empirical means of comparison.

• 산업경영시스템학회지
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• 제19권40호
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• pp.179-186
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• 1996

Previous researches on optimum ALT plans have shown how to find optimum allocation, lowest stress and sample size subject to minimizing the variance of mean life estimate. Those researches have assumed the censoring time constant. But under certain circumstances such assumptions may not be reasonable. In this paper the constraint on constant censoring time is relaxed, and censoring time is considered variable. If all other test parameters remain unvaried, the variance of the mean life estimate reciprocally increases of the censoring time. This idea in this paper extends to the optimum censoring time. Thus, this paper presents the optimal censoring time in such situations, and finds the optimal lowest stress and allocation based on that optimal censoring time.

• 한국컴퓨터정보학회논문지
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• 제16권5호
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• pp.101-107
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• 2011

본 논문에서는 적응 배열 안테나 시스템에서 간섭 및 재밍 신호를 제거하기 위해서 최적 가중 벡터를 연구하였다. 최적 가중 벡터는 선형 제한 조건에서 최소 분산 알고리즘과 비용함수를 적용시켜 구하였고, 목표물의 신호를 정확히 추정하였다. 적응 배열 안테나 시스템은 간섭 및 재머전력을 감소시키고 신호대 잡음비를 향상시키는 시스템이다. 적응 배열 안테나 시스템은 각 안테나 배열 소자의 출력이 탭(Tap)을 거쳐 지연되고 각 탭에 복소 가중치가 곱해져서 최종적으로 하나의 복합신호를 만든다. 최적의 가중치를 구하기 위해서 본 논문에서는 입력 공분산 행렬의 최적 가중벡터를 이용하였다. 본 논문에서 제안된 알고리즘으로 모의 실험한 결과 분해능은 $3^{\circ}$이하로 향상되었으며 부엽은 약 10 dB 감소하였음을 입증하였다.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2006년도 춘계학술대회논문집
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• pp.786-792
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• 2006

The design of experiment(DOE) with orthogonal arrays is adopted when the engineering design is needed in a discrete design space. In this research, a design process with orthogonal array is peformed to obtain the optimum design which satisfy the frequency target of the steering system. The optimum design is determined from the analysis of means(ANOM) and sensitivity information about design variables is evaluated by the analysis of variance(ANOVA). Interactions between design variables are investigated to achieve additivity which should be valid in using orthogonal array. It is shown that when strong interactions exist, the DOE process with orthogonal array considering interaction is introduced to find out optimum design.

• 응용통계연구
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• 제9권1호
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• pp.53-73
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• 1996

일정형 및 계단형 가속수명시험의 시험설계에 대한 일반적인 모형과 최적설계에 대한 최근의 연구결과를 소개하고, 수명분포가 와이블인 경우에 대하여 두가지 시험방법에 대한 최적설계를 점근분산의 행태, 설계변수의 효과, 최적시험조건에서 시험종결 시점까지의 기대고장개수 및 기대시험종결시간, 점근분산의 상대적효율과 설계변수의 사전추정치에 대한 둔감성의 측면에서 비교, 분석하였다.

• 한국시뮬레이션학회논문지
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• 제5권1호
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• pp.91-106
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• 1996

Control Variate (CV) is very useful technique for variance reduction in a wide class of queueing network simulations. However, the loss in variance reduction caused by the estimation of the optimum control coefficients is an increasing function of the number of control variables. Therefore, in some situations, it is required to select an optimal set of control variables to maximize the variance reduction . In this paper, we develop the Adaptive Control Variates (ACV) method which selects an optimal set of control variates during the simulation adatively. ACV is useful to maximize the simulation efficiency when we need iterated simulations to find an optimal solution. One such an example is the Simulated Annealing (SA) because, in SA algorithm, we have to repeat in calculating the objective function values at each temperature, The ACV can also be applied to the queueing network optimization problems to find an optimal input parameters (such as service rates) to maximize the throughput rate with a certain cost constraint.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1989년도 한국자동제어학술회의논문집; Seoul, Korea; 27-28 Oct. 1989
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• pp.109-112
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• 1989

Gun system operation is represented as a first-order Markov process, and an optimum linear filter is derived for closed-loop control of mean square error. Potential improvement is then estimated by contrasting the variance in performance and the auto correlation for open-loop system with that for the optimum linearly corrected process.

• 품질경영학회지
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• 제41권1호
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• pp.149-162
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• 2013

Purpose: The purpose of this study was to design of a probabilistic model for optimum manpower planning in R&D department by Montecarlo simulation. Methods: We investigate the process and the requirement of manpower planning and scheduling in R&D department. The empirical distributions of necessary time and manpower for R&D projects are developed. From the empirical distributions, we can estimate a probability distribution of optimum manpower in R&D department. A simulation method of estimating the probability distribution of optimum manpower is considered. It is a useful tool for obtaining the sum, the variance and other statistics of the distributions. Results: The real industry cases are given and the properties of the model are investigated by Montecarlo Simulation. we apply the model to the research laboratory of the global company, and investigate and compensate the weak points of the model. Conclusion: The proposed model provides various and correct information such as average, variance, percentile, minimum, maximum and so on. A decision maker of a company can easily develop the future plan and the task of researchers may be allocated properly. we expect that the productivity can be improved by this study. The results of this study can be also applied to other areas including shipbuilding, construction, and consulting areas.