• Proceedings of the Korean Operations and Management Science Society Conference
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• 1999.04a
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• pp.426-426
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• 1999

;There are many sources of uncertainty in a typical production and inventory system. There is uncertainty as to how many items customers will demand during the next day, week, month, or year. There is uncertainty about delivery times of the product. Uncertainty exacts a toll from management in a variety of ways. A spurt in a demand or a delay in production may lead to stockouts, with the potential for lost revenue and customer dissatisfaction. Firms typically hold inventory to provide protection against uncertainty. A cushion of inventory on hand allows management to face unexpected demands or delays in delivery with a reduced chance of incurring a stockout. The proposed strategies are used for the design of a probabilistic inventory system. In the traditional approach to the design of an inventory system, the goal is to find the best setting of various inventory control policy parameters such as the re-order level, review period, order quantity, etc. which would minimize the total inventory cost. The goals of the analysis need to be defined, so that robustness becomes an important design criterion. Moreover, one has to conceptualize and identify appropriate noise variables. There are two main goals for the inventory policy design. One is to minimize the average inventory cost and the stockouts. The other is to the variability for the average inventory cost and the stockouts The total average inventory cost is the sum of three components: the ordering cost, the holding cost, and the shortage costs. The shortage costs include the cost of the lost sales, cost of loss of goodwill, cost of customer dissatisfaction, etc. The noise factors for this design problem are identified to be: the mean demand rate and the mean lead time. Both the demand and the lead time are assumed to be normal random variables. Thus robustness for this inventory system is interpreted as insensitivity of the average inventory cost and the stockout to uncontrollable fluctuations in the mean demand rate and mean lead time. To make this inventory system for robustness, the concept of utility theory will be used. Utility theory is an analytical method for making a decision concerning an action to take, given a set of multiple criteria upon which the decision is to be based. Utility theory is appropriate for design having different scale such as demand rate and lead time since utility theory represents different scale across decision making attributes with zero to one ranks, higher preference modeled with a higher rank. Using utility theory, three design strategies, such as distance strategy, response strategy, and priority-based strategy. for the robust inventory system will be developed.loped.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.46 no.3
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• pp.219-229
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• 2018

This paper proposes Kalman Filter-based relative navigation algorithms for proximity tasks such as rendezvous/docking/cluster-operation of spacecraft using PSD Sensors and Infrared Beacon Modules. Numerical simulations are performed for comparative analysis of the performance of each relative-navigation technique. Based on the operation principle and optical modeling of the PSD Sensor and the Infrared Beacon Module used in the relative navigation algorithm, a measurement model for the Kalman filter is constructed. The Extended Kalman Filter(EKF) and the Unscented Kalman Filter(UKF) are used as probabilistic relative navigation based on measurement fusion to utilize kinematics and dynamics information on translational and rotation motions of satellites. Relative position and relative attitude estimation performance of two filters is compared. Especially, through the simulation of various scenarios, performance changes are also investigated depending on the number of PSD Sensors and IR Beacons in target and chaser satellites.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.30 no.5
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• pp.371-380
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• 2017

The risk-targeted seismic design concept was first included in ASCE/SEI 7-10 to address problems related to the uniform-hazard based seismic concept that has been constructed without explicitly considering probabilistic uncertainties in the collapse capacities of structures. However, this concept is not yet reflected to the current Korean building code(KBC) because of insufficient strong earthquake data occurred at the Korean peninsula and little information on the collapse capacities of structures. This study evaluates the risk-targeted seismic performance of steel ordinary concentrically braced frames(OCBFs). To do this, the collapse capacities of prototype steel OCBFs are assessed with various analysis parameters including building locations, building heights and soil conditions. The seismic hazard curves are developed using an empirical spectral shape prediction model that is capable of reflecting the characteristics of earthquake records. The collapse probabilities of the prototype steel OCBFs located at the Korean major cities are then evaluated using the risk integral concept. As a result, analysis parameters considerably influence the collapse probabilities of steel OCBFs. The collapse probabilities of taller steel OCBFs exceed the target seismic risk of 1 percent in 50 years, which the introduction of the height limitation of steel OCBFs into the future KBC should be considered.

• Journal of Integrative Natural Science
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• v.4 no.2
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• pp.149-157
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• 2011

Urbanization of the world's population has given rise to more than 450 cities around the world with populations in excess of 1 million (megacity) and more than 25 so-called metacities with populations over 10 million (Brinkhoff, 2010). The United States today has a total resident population of more than 308,500,000 people, with 81 percent residing in cities and suburbs as of mid - 2005 (UN, 2008). Urban meteorology is the study of the physics, dynamics, and chemistry of the interactions of Earth's atmosphere and the urban built environment, and the provision of meteorological services to the populations and institutions of metropolitan areas. While the details of such services are dependent on the location and the synoptic climatology of each city, there are common themes, such as enhancing quality of life and responding to emergencies. Experience elsewhere (e.g., Shanghai, Helsinki, Tokyo, Seoul, etc.) shows urban meteorological support is a key part of an integrated or multi-hazard warning system that considers the full range of environmental challenges and provides a unified response from municipal leaders. Urban meteorology has come to require much more than observing and forecasting the weather of our cities and metropolitan areas. Forecast improvement as a function of more and better observations of various kinds and as a function of model resolution, larger ensembles, predicted probability distributions; Responses of emergency managers, government officials, and users to improved and probabilistic forecasts; Benefits of improved forecasts in reduction of loss of life, property damage, and other adverse effects. A national initiative to enhance urban meteorological services is a high-priority need for a wide variety of stakeholders, including the general, commerce and industry, and all levels of government. Some of the activities of such an initiative include: conducting basic research and development; prototyping and other activities to enable very--short and short range predictions; supporting and improving productivity and efficiency in commercial and industrial sectors; and urban planning for long term sustainability. In addition urban test-beds are an effective means for developing, testing, and fostering the necessary basic and applied meteorological and socioeconomic research, and transitioning research findings to operations. An extended, multi-year period of continuous effort, punctuated with intensive observing and forecasting periods, is envisioned.

• Journal of Korea Water Resources Association
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• v.49 no.9
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• pp.761-771
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• 2016

The GloSea5 (Global Seasonal forecasting system version 5) is provided and operated by the KMA (Korea Meteorological Administration). GloSea5 provides Forecast (FCST) and Hindcast (HCST) data and its horizontal resolution is about 60km ($0.83^{\circ}{\times}0.56^{\circ}$) in the mid-latitudes. In order to use this data in watershed-scale water management, GloSea5 needs spatial-temporal downscaling. As such, statistical downscaling was used to correct for systematic biases of variables and to improve data reliability. HCST data is provided in ensemble format, and the highest statistical correlation ($R^2=0.60$, RMSE = 88.92, NSE = 0.57) of ensemble precipitation was reported for the Yongdam Dam watershed on the #6 grid. Additionally, the original GloSea5 (600.1 mm) showed the greatest difference (-26.5%) compared to observations (816.1 mm) during the summer flood season. However, downscaled GloSea5 was shown to have only a -3.1% error rate. Most of the underestimated results corresponded to precipitation levels during the flood season and the downscaled GloSea5 showed important results of restoration in precipitation levels. Per the analysis results of spatial autocorrelation using seasonal Moran's I, the spatial distribution was shown to be statistically significant. These results can improve the uncertainty of original GloSea5 and substantiate its spatial-temporal accuracy and validity. The spatial-temporal reproducibility assessment will play a very important role as basic data for watershed-scale water management.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.38 no.5
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• pp.671-683
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• 2018

The flood damage caused by heavy rains in urban watershed is increasing, and, as evidenced by many previous studies, urban flooding usually exceeds the water capacity of drainage networks. The flood on the area which considerably urbanized and densely populated cause serious social and economic damage. To solve this problem, deterministic and probabilistic studies have been conducted for the prediction flooding in urban areas. However, it is insufficient to obtain lead times and to derive the prediction results for the flood volume in a short period of time. In this study, IDNN, TDNN and NARX were compared for real-time flood prediction based on urban runoff analysis to present the optimal real-time urban flood prediction technique. As a result of the flood prediction with rainfall event of 2010 and 2011 in Gangnam area, the Nash efficiency coefficient of the input delay artificial neural network, the time delay neural network and nonlinear autoregressive network with exogenous inputs are 0.86, 0.92, 0.99 and 0.53, 0.41, 0.98 respectively. Comparing with the result of the error analysis on the predicted result, it is revealed that the use of nonlinear autoregressive network with exogenous inputs must be appropriate for the establishment of urban flood response system in the future.

• Journal of the Korean Data and Information Science Society
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• v.27 no.1
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• pp.19-32
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• 2016

Due to the increasing fiscal burden and structural unbalanced premium/benefit costs, the new reform on the government employees pension system (GEPS) was considered even after the recent reform in 2009. This article examines the various effects of recent amendment in 2015 on GEPS using a simple probabilistic model. We consider effects on both sides, the pensioners and the government. First of all, the expected net value of pension payment for an individual employee was calculated based on the supposed survival distribution. The fairness of individual pension holders was compared using the benefit-cost ratio. Secondly, from pension system users' point of view, the default probability and the government subsidy were examined by Monte-carlo simulation. From the simulation experiment, we could see that the 2015 reform plan indeed reduces the default probability and the size of the fiscal burden of government by increasing the premium and decreasing the benefit. However, the size of the effect is not very standout at this moment because the number of new employees who are fully subject to the reform will be much smaller than the number of previous employees for a while. Thus, the effect of the reform is expected to appear in a slow manner.

• Journal of the Korean Institute of Intelligent Systems
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• v.24 no.6
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• pp.651-656
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• 2014

Corrosion has a significant influence upon the reliability assessment and the maintenance planning of gas pipeline. Corrosion defects occurred on the underground pipeline can be obtained by conducting periodic in-line inspection (ILI). However, little study has been done for practical use of ILI data. This paper deals with remaining lifetime prediction of the gas pipeline in the presence of corrosion defects. Because a pipeline parameter includes uncertainty in its operation, a probabilistic approach is adopted in this paper. A pipeline fails when its operating pressure is larger than the pipe failure pressure. In order to estimate the failure probability, this paper uses First Order Reliability Method (FORM) which is popular in the field of structural engineering. A well-known Battelle code is chosen as the computational model for the pipe failure pressure. This paper develops a Matlab GUI for illustrating failure probability predictions Our result indicates that clustering of corrosion defects is helpful for improving a prediction accuracy and preventing an unnecessary maintenance.

• Proceedings of the Korean Institute of Building Construction Conference
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• 2007.11a
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• pp.109-113
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• 2007

This paper introduces a system, Simulation based Stochastic Markup Estimation System (S2ME), for estimating optimum markup for a project. The system was designed and implemented to better represent the real world system involved in construction bidding. The findings obtained from the analysis of existing assumptions used in the previous quantitative markup estimation methods were incorporated to improve the accuracy and predictability of the S2ME. The existing methods has four categories of assumption as follows; (1) The number of competitors and who is the competitors are known, (2) A typical competitor, who is fictitious, is assumed for easy computation, (3) the ratio of bid price against cost estimate (B/C) is assumed to follow normal distribution, (4) The deterministic output obtained from the probabilistic equation of existing models is assumed to be acceptable. However, these assumptions compromise the accuracy of prediction. In practice, the bidding patterns of the bidders are randomized in competitive bidding. To complement the lack of accuracy contributed by these assumptions, bidding project was randomly selected from the pool of bidding database in the simulation experiment. The probability to win the bid in the competitive bidding was computed using the profile of the competitors appeared in the selected bidding project record. The expected profit and probability to win the bid was calculated by selecting a bidding record randomly in an iteration of the simulation experiment under the assumption that the bidding pattern retained in historical bidding DB manifest revival. The existing computation, which is handled by means of deterministic procedure, were converted into stochastic model using simulation modeling and analysis technique as follows; (1) estimating the probability distribution functions of competitors' B/C which were obtained from historical bidding DB, (2) analyzing the sensitivity against the increment of markup using normal distribution and actual probability distribution estimated by distribution fitting, (3) estimating the maximum expected profit and optimum markup range. In the case study, the best fitted probability distribution function was estimated using the historical bidding DB retaining the competitors' bidding behavior so that the reliability was improved by estimating the output obtained from simulation experiment.

• Journal of the Earthquake Engineering Society of Korea
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• v.15 no.2
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• pp.43-51
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• 2011

Probabilistic seismic hazard analysis (PSHA), which can effectively apply inevitable uncertainties in seismic data, considers a number of seismotectonic models and attenuation equations. The calculated hazard by PSHA is generally a value dependent on peak ground acceleration (PGA) and expresses the value as an annual exceedance probability. To represent the uncertainty range of a hazard which has occurred using various seismic data, a hazard curve figure shows both a mean curve and percentile curves (15, 50, and 85). The percentile performs an important role in that it indicates the uncertainty range of the calculated hazard, could be calculated using various methods by the relation of the weight and hazard. This study using the weight accumulation method, the weighted hazard method, the maximum likelihood method, and the moment method, has calculated the percentile of the computed hazard by PSHA on the Shinuljin 1, 2 site. The calculated percentile using the weight accumulation method, the weighted hazard method, and the maximum likelihood method, have similar trends and represent the range of all computed hazards by PSHA. The calculated percentile using the moment method effectively showed the range of hazards at the source which includes a site. This study suggests the moment method as effective percentile calculation method considering the almost same mean hazard for the seismotectonic model and a source which includes a site.