• Communications for Statistical Applications and Methods
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• 제31권3호
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• pp.323-336
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• 2024

The accurate forecasting of insurance claims is a critical component for insurers' risk management decisions. Hierarchical Bayesian parametric (BP) models can be used for health insurance claims forecasting, but they are unsatisfactory to describe the claims distribution. Therefore, Bayesian nonparametric (BNP) models can be a more suitable alternative to deal with the complex characteristics of the health insurance claims distribution, including heavy tails, skewness, and multimodality. In this study, we apply both a BP model and a BNP model to predict group health claims using simulated and real-world data for a private life insurer in Indonesia. The findings show that the BNP model outperforms the BP model in terms of claims prediction accuracy. Furthermore, our analysis highlights the flexibility and robustness of BNP models in handling diverse data structures in health insurance claims.

• 상하수도학회지
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• 제28권5호
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• pp.561-571
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• 2014

The paper is to estimate willingness-to-pay (WTP) for tap water quality improvement in Busan, using parametric approach in contingent valuation method(CVM). For parametric approach linear logit model and log logit model are employed in double-bounded dichotomous choice format of CVM. For the reliability and the validity of contingent valuation method a survey was conducted for 665 respondents, who were sampled by stratified random sampling method, by personal interview method. The result of mean WTP for the tap water quality improvement in Busan was estimated to be 3,687 won and 3,660 won per month per household, while median WTP being 1,884 won and 1,892 won per month per household, respectively by linear logit model and log logit model. Provided that our sample is broadly representative of the Busan's population, an estimate of the annual aggregated benefit of residential water improvement for all Busan households is approximately 29.7 billion won to 29.8 billion won based on median WTP.

• 제어로봇시스템학회논문지
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• 제12권12호
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• pp.1215-1219
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• 2006

Scheduling plays an important role in the process management in terms of providing profit-maximizing operation sequence of multiple orders and estimating completion times of them. In order to takes its full potential, varying conditions should be properly reflected in computing the schedule. The adjustment of scheduling decisions has to be made frequently in response to the occurrence of variations. It is often challenging because their model has to be adjusted and their solutions have to be computed within short time period. This paper employs Model Predictive Control(MPC) principles for updating the process condition in the scheduling model. The solutions of the resulting problems considering variations are computed using parametric programming techniques. The key advantage of the proposed framework is that repetition of solving similar programming problems with decreasing dimensionis avoided and all potential schedules are obtained before the execution of the actual processes. Therefore, the proposed framework contributes to constructing a robust decision-support tool in the face of varying environment. An example is solved to illustrate the potential of the proposed framework with remarks on potential wide applications.

• Computers and Concrete
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• 제25권4호
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• pp.355-367
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• 2020

This paper proposed a numerical investigation based on finite elements analysis (FEA) in order to study the punching shear behavior of reinforced concrete (RC) flat slabs using ABAQUS and SAP2000 programs. Firstly, the concrete and the steel reinforcements were modeled by hexahedral 3D solid and linear elements respectively, and the nonlinearity of the used materials was considered. In order to validate this model, experimental results considered in literature were compared with the proposed FE model. After validation, a parametric study was performed. The parameters include the slab thickness, the flexure reinforcement ratios and the axial membrane loads. Then, to reduce the time of FEA, a simplified modelling using 3D layered shell element and shear hinge concept was also induced. The effect of the footings settlement was studied using the proposed simplified nonlinear model as a case study. Results of numerical models showed that increase of the slab thickness by 185.7% enhanced the ultimate load by 439.1%, accompanied with a brittle punching failure. The punching failure occurred in one of the tested specimens when the tensile reinforcement ratio increased more than 0.65% and the punching capacity improved with increasing the horizontal flexural reinforcement; it decreased by 30% with the settlement of the outer footings.

• 국제강구조저널
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• 제18권5호
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• pp.1497-1507
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• 2018

Most of previous studies on fire resistance of restrained steel beams neglected creep effect due to lack of suitable creep model. This paper presents a finite element model (FEM) for accessing the fire resistance of restrained high strength Q460 steel beams by taking high temperature Norton creep model of steel into consideration. The validation of the established model is verified by comparing the axial force and deflection of restrained beams obtained by finite element analysis with test results. In order to explore the creep effect on fire response of restrained Q460 steel beams, the thermal axial force and deflection of the beams are also analyzed excluding creep effect. Results from comparison infer that creep plays a crucial role in fire response of restrained steel beam and neglecting the effect of creep may lead to unsafe design. A set of parametric studies are accomplished by using the calibrated FEM to evaluate the governed factors influencing fire response of restrained Q460 steel beams. The parametric studies indicate that load level, rotational restraint stiffness, span-depth ratio, heating rate and temperature distribution pattern are key factors in determining fire resistance of restrained Q460 steel beam. A simplified design approach to determine the moment capacity of restrained Q460 steel beams is proposed based on the parametric studies by considering creep effect.

• 문화기술의 융합
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• 제8권1호
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• pp.531-536
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• 2022

본 논문은 꼬리가 두꺼운 분포의 꼬리부분에 대한 분포를 추정할 경우 모수적 방법과 비모수적 방법의 성능에 대해 비교하였다. 모수적 방법으로는 일반화 극단값 분포와 일반화 파레토 분포를 이용하였고, 비모수적 방법은 커널형 확률밀도함수 추정방법을 적용하였다. 두 접근법의 비교를 위해 2014년부터 2018년까지 서울시 관측소별 일일 미세먼지 공공데이터를 이용하여 블록 최댓값 모형과 분계점 초과치 모형을 적용하여 함수 추정한 결과를 함께 보이고 2년, 5년, 10년의 재현수준을 통해 고농도의 미세먼지가 일어날 지역을 예측하였다.

• The Journal of the Acoustical Society of Korea
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• 제20권3E호
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• pp.25-30
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• 2001

In angle of arrival estimation, the direction of a signal is usually assumed to be a point. If the direction of a signal is distributed due to some reasons in real surroundings, however, angle of arrival estimation techniques based on the point source assumption may result in poor performance. In this paper, we consider angle of arrival estimation when the signal sources are distributed. A parametric source model is proposed, and the estimation techniques based on the well-known maximum likelihood technique is considered under the model. In addition, Various statistical properties of the estimation errors were obtained.

• 자원ㆍ환경경제연구
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• 제9권1호
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• pp.71-91
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• 1999

상수원이 오염되고 사람들이 수돗물 수질을 불신함에 따라 이에 대한 회피 행동(averting behavior)으로서 생수소비가 급증하고 있다. 본 논문은 모수적(parametric) 모형과 반모수적(semi-parametric) 모형을 운용하여 생수소비 행태를 설명하는 이변량모형(bivariate model)을 분석하고자 한다. 주된 분석목적은 모수적 모형과 관련된 암묵적인 제약이 반모수적 모형을 통해 완화될 수 있음을 보이는 것이다. 모수적 모형에서 가정되는 이변량 정규성(normality)의 가정에 대한 검정결과, 이 가정은 통계적으로 유의하게 기각되었으며 모수적 모형 대반모수적 모형에 대한 정형검정 결과도 모수적 모형을 유의하게 기각하였다. 또한 반모수적 모형이 모수적 모형보다 생수소비행태에 대한 설명력이 더 높았다. 따라서, 반모수적 모형이 모수적 모형에서 요구되는 제약적인 가정을 하지 않으면서도 자료와 보다 잘 부합하는 결과를 가져올 수 있는 것으로 분석되었다.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2004년도 하계학술대회 논문집 D
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• pp.2516-2518
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• 2004

This paper proposes a stability condition in discrete-time affine Takagi-Sugeno (T-S) fuzzy systems with parametric uncertainties and then, introduces the design method of a fuzzy-model-based controller which guarantees the stability. The analysis is based on Lyapunov functions that are continuous and piecewise quadratic. The search for a piecewise quadratic Lyapunov function can be represented in terms of linear matrix inequalities (LMIs).

• Structural Engineering and Mechanics
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• 제30권5호
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• pp.513-534
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• 2008

This paper examines local vibrations in the stay cables of a cable-stayed bridge subjected to wind gusts. The wind loads, including the self-excited load and the buffeting load, are converted into time-domain values using the rational function approximation and the multidimensional autoregressive process, respectively. The global motion of the girder, which is generated by the wind gusts, is analyzed using the modal analysis method. The local vibration of stay cables is calculated using a model in which an inclined cable is subjected to time-varying displacement at one support under global vibration. This model can consider both forced vibration and parametric vibration. The response characteristics of the local vibrations in the stay cables under wind gusts are described using an existing cable-stayed bridge. The results of the numerical analysis show a significant difference between the combined parametric and forced vibrations and the forced vibration.