• Earthquakes and Structures
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• v.22 no.6
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• pp.571-584
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• 2022

The residual displacement ratio (RDRs) response spectra have been generally used as an important means to evaluate the post-earthquake repairability, and the ratios of residual to maximum inelastic displacement are considered to be more appropriate for development of the spectra. This methodology, however, assumes that the expected residual displacement can be computed as the product of the RDRs and maximum inelastic displacement, without considering the correlation between these two variables, which inevitably introduces potential systematic error. For providing an adequately accurate estimate of residual displacement, while accounting for the collapse resistance performance prior to the repairability evaluation, a probability-based procedure to estimate the residual displacement demands using the nonlinear static analysis (NSA) is developed for single-degree-of-freedom (SDOF) systems. To this end, the energy-based equivalent damping ratio used for NSA is revised to obtain the maximum displacement coincident with the nonlinear time history analysis (NTHA) results in the mean sense. Then, the possible systematic error resulted from RDRs spectra methodology is examined based on the NTHA results of SDOF systems. Finally, the statistical relation between the residual displacement and the NSA-based maximum displacement is established. The results indicate that the energy-based equivalent damping ratio will underestimate the damping for short period ranges, and overestimate the damping for longer period ranges. The RDRs spectra methodology generally leads to the results being non-conservative, depending on post-yield stiffness. The proposed approach emphasizes that the repairability evaluation should be based on the premise of no collapse, which matches with the current performance-based seismic assessment procedure.

• Journal of the Korean Society of Safety
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• v.27 no.5
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• pp.229-234
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• 2012

Operator's action time is evaluated from MAAP4 analysis used in conventional probabilistic safety assessment(PSA) of a nuclear power plant. MAAP4 code which was developed for severe accident analysis is too conservative to perform a realistic PSA. A best-estimate code such as RELAP5/MOD3, MARS has been used to reduce the conservatism of thermal hydraulic analysis. In this study, operator's action time of core cooling recovery operation is evaluated by using the MARS code, which its Fussell-Vessely(F-V) value was evaluated as highly important in a small break loss of coolant(SBLOCA) event and loss of component cooling water(LOCCW) event in previous PSA. The main conclusions were elicited : (1) MARS analysis provides larger time window for operator's action time than MAAP4 analysis and gives the more realistic time window in PSA (2) Sufficient operator's action time can reduce human error probability and core damage frequency in PSA.

• Proceedings of the Society of Korea Industrial and System Engineering Conference
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• 2002.05a
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• pp.195-202
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• 2002

The primary objective of Supply Chain Management (SCM) is to optimize the cash, material and information flow for satisfying customer demands through coordinating the relationship between Supply Chain components such as suppliers, manufacturers, and inventories, etc. By Supply Chain Planning (SCP), operation tasks or goals, should be done in specific due date, are ordered to each SC component for achieving such objective. However, the achievement for operation tasks or goals is affected by uncertainties in SC. In general, reliability theory Is explained as the probability that a product or system will perform its specified function under prescribed conditions without failure for a specified period of time. Therefore, the reliability of SC can be defined as the probability that SC will satisfy customer demands until the specific due date. In this paper, a basic framework to evaluate reliability is respectively proposed as supply chain components, and then a overall framework to estimate the reliability for SC is also proposed.

• Structural Engineering and Mechanics
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• v.32 no.1
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• pp.37-53
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• 2009

In this paper the problem of calculating the probability that the responses of a wind-excited structure exceed specified thresholds within a given time interval is considered. The failure domain of the problem can be expressed as a union of elementary failure domains whose boundaries are of quadratic form. The Domain Decomposition Method (DDM) is employed, after being appropriately extended, to solve this problem. The probability estimate of the overall failure domain is given by the sum of the probabilities of the elementary failure domains multiplied by a reduction factor accounting for the overlapping degree of the different elementary failure domains. The DDM is extended with the help of Line Sampling (LS), from its original presentation where the boundary of the elementary failure domains are of linear form, to the current case involving quadratic elementary failure domains. An example involving an along-wind excited steel building shows the accuracy and efficiency of the proposed methodology as compared with that obtained using standard Monte Carlo simulations (MCS).

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.26 no.11
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• pp.999-1011
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• 2015

In modern electronic warfare, RADAR is under constant threat of ECM(Electronic Counter Measures) signals from nearby jammers. The conventional linear frequency modulated(Linear-FM) waveform is easy to be intercepted to estimate its signal parameters due to its periodical phase transition. Recently, APCN(Advanced Pulse Compression Noise) waveform using random amplitude and phase transition was proposed for LPI(Low probability of Intercept). But random phase code signals such as APCN waveform tend to be sensitive to Doppler frequency shift and result in performance degradation during moving target detection. In this paper, random phase and code rate transition based radar waveform(RPCR) is proposed for Doppler tolerance improvement. Time frequency analysis is carried out through ambiguity analysis to validate the improved Doppler tolerance of RPCR waveform. As a means to measure the vulnerability of the proposed RPCR waveform against LPI, WHT(Wigner-Hough Transform) is adopted to analyze and estimate signal parameters for ECCM(Electronic Counter Counter Measures) application.

• Industrial Engineering and Management Systems
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• v.12 no.1
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• pp.41-45
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• 2013

Age replacement policy is a commonly policy in maintenance management of spare part. It means that a spare part is always replaced at failure or fixed time after its installation, whichever occurs first. An optimal age replacement policy of spare parts concerns with finding the optimal replacement time determined by minimizing the expected cost per unit time. The age of the part was generally assumed to be a random variable in the past literatures, but in many situations, there are few or even no observed data to estimate the probability distribution of part's lifetime. In order to solve this phenomenon, a new uncertain age replacement policy has been proposed recently, in which the age of the part was assumed to be an uncertain variable. This paper discusses the optimal age replacement policies by dealing with the parts' lifetimes as different distributed uncertain variables. Several results on the optimal age replacement time are provided when the lifetimes are described by the uncertain linear, zigzag and lognormal distributions.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.21 no.10
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• pp.2586-2596
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• 1996

The handover area is the region where a call can be handled by the base stations in any of the adjacent cells, and handover duration time is viewed as the time an mobile station resides inthe handover area. In this paper, analytic model to estimate the distribution function(df) of the handover duration time is proposed. Based on the df of the handover duration time, the simulation and anlytic models for the First Come first Serve(FCFS) scheme are presented, and the simulation results for the Measurement Based Prioritization Scheme(MBPS) are compared with the analytic results of the FCFS handover scheme. Those results show that the MBPS scheme is seen to provide lower handover failures than FCFS queueing with slightly increasing the new call blocking probability.

• KDI Journal of Economic Policy
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• v.40 no.4
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• pp.1-22
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• 2018

We estimate three continuous-time stochastic volatility models following the approach by Aït-Sahalia and Kimmel (2007) to compare the Korean and US stock markets. To do this, the Heston, GARCH, and CEV models are applied to the KOSPI 200 and S&P 500 Index. For the latent volatility variable, we generate and use the integrated volatility proxy using the implied volatility of short-dated at-the-money option prices. We conduct MLE in order to estimate the parameters of the stochastic volatility models. To do this we need the transition probability density function (TPDF), but the true TPDF is not available for any of the models in this paper. Therefore, the TPDFs are approximated using the irreducible method introduced in Aït-Sahalia (2008). Among three stochastic volatility models, the Heston model and the CEV model are found to be best for the Korean and US stock markets, respectively. There exist relatively strong leverage effects in both countries. Despite the fact that the long-run mean level of the integrated volatility proxy (IV) was not statistically significant in either market, the speeds of the mean reversion parameters are statistically significant and meaningful in both markets. The IV is found to return to its long-run mean value more rapidly in Korea than in the US. All parameters related to the volatility function of the IV are statistically significant. Although the volatility of the IV is more elastic in the US stock market, the volatility itself is greater in Korea than in the US over the range of the observed IV.

• Journal of Korean Society of Occupational and Environmental Hygiene
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• v.7 no.1
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• pp.99-112
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• 1997

A quantitative fit test, condensation nuclei counting(Portacount 8025, TSI), was performed concurrently with a qualitative fit test, sodium saccharin(FT-10, 3M) to evaluate FF values and to determine the correlation between two methods. Two brands of full facepieces, T, S and two brands of half masks, T, S, were fit tested, respectively, on 103 wearers one time. The FF values obtained by CNC QNFT were lognormally distributed. The FF values for T brand of respirators were statistically very much higher than those for S brand of respirators. For a full facepiece wearer combination having a $FF{\leq}100$, as determined by CNC QNFT, the point estimate of the probability of that combination not being rejected by the saccharin QLFT was found to be 0.09 with 90% confidence that this statistic is not expected to exceed 0.25. For a half mask wearer combination having a $FF{\leq}10$, as determined by CNC QNFT, the point estimate of the probability of that combination not being rejected by the saccharin QLFT was found to be 0.10 with 90%, confidence that this statistic is not expected to exceed 0.23. The uncertainty associated with each estimate, however, is large due to the small number of study subjects with inadequately fitting respirators. This result indicates that saccharin QLFT may be more suitable for adequately fitting respirators than inadequately fitting respirators.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.8
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• pp.281-287
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• 2020

In capital budgeting practices, investment project evaluations based on the net present value (NPV) and the internal rate of return (IRR) represent the traditional evaluation techniques. Compared with the traditional methods, the modified internal rate of return (MIRR) gives the opportunity to evaluate an investment in certain projet, while taking the changes in cash flows over time and issuing shares such as dividing shares, bonuses, and dividend for each end of the investment year into account. Therefore, this study aims to evaluate an investment in the Malaysian construction sector utilizing financial data for 39 public listed companies operating in the Malaysian construction sector over the period from Jan 1, 2007, to December 30, 2018, based on the MIRR method. Stochastic was studied in this study to estimate the estimated probability by applying the Markov chain model to the MIRR method where the transition matrix has two possible movements of either Good (G) or Bad (B). it is found that the long-run probability of getting a good investment is higher than the probability of getting a bad investment in the long-run, where were the probabilities of good and bad are 0.5119, 0.4881, respectively. Hence, investment in the Malaysian construction sector is recommended.