• Journal of Korea Society of Industrial Information Systems
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• v.22 no.1
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• pp.61-67
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• 2017

For a project network analysis, a fundamental problem is to estimate the distribution function of the project completion time. In this paper, we propose a method for evaluating moments(mean, variance, skewness, kurtosis) of the project completion time under the assumption that the durations of activities are independently and normally distributed. The proposed method utilizes the technique of discretization to replace the continuous probability density function(pdf) of activity duration with its discrete pdf and a random number generation. The proposed method is easy to use for large-sized project networks, and the computational results of the proposed method indicate that the accuracy is comparable to that of direct Monte Carlo simulation.

• Journal of the Korean Operations Research and Management Science Society
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• v.39 no.4
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• pp.51-69
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• 2014

Times to multiple events (TMEs) are a major data type in large-scale business and medical data. Despite its importance, the analysis of TME data has not been well studied because of the analysis difficulty from censoring of observation. To address this difficulty, we have developed a Bayesian-based multivariate survival analysis method, which can successfully estimate the joint probability density of survival times. In this work, we extended this method for the analysis of precedence, dependency and causality among multiple events. We applied this method to the electronic health records of 2,111 patients in a children's hospital in the US and the proposed analysis successfully shows the relation between times to two types of hospital visits for different medical issues. The overall result implies the usefulness of the multivariate survival analysis method in large-scale big data in a variety of areas including marketing, human resources, and e-commerce. Lastly, we suggest our future research directions based multivariate survival analysis method.

• ETRI Journal
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• v.34 no.4
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• pp.511-517
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• 2012

The best linear unbiased estimator (BLUE) is most suitable for practical application and can be determined with knowledge of only the first and second moments of the probability density function. Although the BLUE is an existing algorithm, it is still largely unexplored and has not yet been applied to channel estimation in amplify and forward (AF)-based wireless relay networks (WRNs). In this paper, a BLUE-based algorithm is proposed to estimate the overall channel impulse response between the source and destination of AF strategy-based WRNs. Theoretical mean square error (MSE) performance for the BLUE is derived to show the accuracy of the proposed channel estimation algorithm. In addition, the Cram$\acute{e}$r-Rao lower bound (CRLB) is derived to validate the MSE performance. The proposed BLUE channel estimation algorithm approaches the CRLB as the length of the training sequence and number of relays increases. Further, the BLUE performs better than the linear minimum MSE estimator due to the minimum variance characteristic exhibited by the BLUE, which happens to be a function of signal-to-noise ratio.

• Proceedings of the KIEE Conference
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• 1987.11a
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• pp.469-473
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• 1987

This paper presents a method to estimate p.d.f.(probability density function) of harmonic phasor voltage. Because the quantity of harmonics is not fixed, stochastic analysis of harmonics is needed. Because it is impossible to obtain p.d.f. of voltage from p.d.f. of current directly, the moments of voltage and current are used. Firstly, the moments of current is calculated from p.d.f. of current. Secondly, the moments of voltage are calculated from the moments of current using the linearity of the moments. Finally, p.d.f. of voltage is estimated from the moments of voltage using Gram-Charlier Type A Series. [1] The moments of the p.d.f. obtained by the series and of the true p.d.f. is same up to given finite moments. Because current and voltage of harmonics are represented as not instantaneous values but phasors, the estimated value can be compared with the measured value and harmonic phasor voltage can be analyzed when the p.d.f. of phase is nonuniform as well as uniform.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.38A no.7
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• pp.552-559
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• 2013

In this paper, the multiple-input multiple-output (MIMO) system with a precoder is considered in the transmit-correlated Rayleigh channels. We specifically target the MIMO system employing the minimum mean square error receivers. Based on random matrix theory, we first present a direct and generalized formulation for deriving a probability density function (PDF) of the signal-to-interference-plus-noise ratio (SINR). Then, we derive the accurate closed-form SINR PDFs for a small number of transmit and receive antennas. Based on the SINR PDFs, tight closed-form approximations of the symbol error rate (SER) are derived. Our analysis suggests that the SER approximations can be used to accurately estimate the error probabilities or as a useful tool for the system design.

• International Journal of Reliability and Applications
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• v.5 no.4
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• pp.129-145
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• 2004

We use a novel, forced censoring technique that closer fits the lower tails of strenth distributions to better estimate extremly smaller percentiles for measuring progress in continuous improvement initiatives. These percentiles are of greater interest for companies, government oversight organizations, and consumers concerned with safely and preventing accidents for many products in general, but specifically for medium density fiberboard (MDF). The international industrial standard for MDF for measuring highest quality is internal bond (IB, also called tensile strengh) and its smaller percentiles are crucial, especially the first percentile and lower ones. We induce censoring at a value just above the median to weight lower observations more. Using this approach, we have better fits in the lower tails of the distribution, where these samller percentiles are impacted most. Finally, bootstrap estimates of the small percentiles are used to demonstrate improved intervals by our forced censoring approach and the fitted model. There was evidence from the study to suggest that MDF has potentially different failure modes for early failures. Overall, our approach is parsimonious and is suitable for real time manufacturing settings. The approach works for either strengths distributions or lifetime distributions.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.35 no.1C
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• pp.33-39
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• 2010

Correntropy is a generalized correlation function that contains higher order moments of the probability density function (PDF) than the conventional moment expansions. The criterion maximizing cross-correntropy (MCC) of two different random variables has yielded superior performance particularly in nonlinear, non-Gaussian signal processing comparing to mean squared error criterion. In this paper we propose a new blind equalization algorithm based on cross-correntropy criterion which uses, as two variables, equalizer output PDF and Parzen PDF estimate of a set of randomly generated symbols that complies with the transmitted symbol PDF. The performance of the proposed algorithm based on MCC is compared with the Euclidian distance minimization.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• 1999.10a
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• pp.73-81
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• 1999

Inchon Port is the second largest import-export port of Korea, and has the point ant issue such as the excessive logistics cost because of the limits of handing capacity and the chronic demurrage. There is few research activities on the analysis and improvement of the whole port operation, because Inchon Port not only has the dual dock system and various facilities but also handles a various kind of cargo. The purpose of this paper is to develop the simulation program as a long-term strategic support tool, considering the dual dock system and the TOC(terminal operation company) system executed from March, 1997 in Inchon Port. The basic input parameters such as arrival intervals, cargo tons, service rates are analyzed and the probability density function for this parameters are estimated. The main mechanism of simulation model is the discrete event-driven simulation and the next-event time advancing. The program is executed based on the knowledge base and database, and is constructed using VISUAL BASIC and ACCESS database. From the simulation model, it is possible to estimate the demurrage status through analyzing scenarios such as the variation of cargo ton and cargo handing level, the increase of service rate, and so on, and to establish the long-term port strategic plan.

• Proceedings of the Korean Nuclear Society Conference
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• 1997.05b
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• pp.445-450
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• 1997

Self-Powered Neutron Detectors(SPNDs) are currently used to estimate the power generation distribution and fuel burn-up in several nuclear power reactors in Korea. In this paper, Monte Carlo simulation is accomplished to calculate the escape probability of beta particle as a function of their birth position fur the typical geometry of rhodium-based SPNDs. Also, a simple numerical method calculates the initial generation rate of beta particles and the change of generation rate due to rhodium burn-up. Using the simulation and the numerical method, the burn-up profile of rhodium density and the neutron sensitivity are calculated as a function of burn-up time in the reactor. The sensitivity of the SPNDs decreases non-linearly due to the high absorption cross-section and the non-uniform burn-up of rhodium in the emitter rod. In addition, for improvement of some properties of rhodium-based SPNDs which are currently used, this paper presents a new material. The method used here can be applied to the analysis of other types of SPNDs and will be useful in the optimum design of new SPNDs for long term usage.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2005.06a
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• pp.1034-1039
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• 2005

SALM(Simultaneous localization and mapping) and AI(Artificial intelligence) have been active research areas in robotics for two decades. In particular, localization is one of the most important tasks in mobile robot research. Until now expensive sensors such as a laser sensor have been used for mobile robot localization. Currently, the proliferation of RFID technology is advancing rapidly, while RFID reader devices, antennas and tags are becoming increasingly smaller and cheaper. So, in this paper, the smart floor using passive RFID tags is proposed and, passive RFID tags are mainly used for identifying location of the mobile robot in the smart floor. We discuss a number of challenges related to this approach, such as tag distribution (density and structure), typing and clustering. In the smart floor using RFID tags, the localization error results from the sensing area of the RFID reader, because the reader just knows whether the tag is in the sensing range of the sensor and, until now, there is no study to estimate the heading of mobile robot using RFID tags. So, in this paper, two algorithms are suggested to. The Markov localization method is used to reduce the location(X,Y) error and the Kalman Filter method is used to estimate the heading($\theta$) of mobile robot. The algorithms which are based on Markov localization require high computing power, so we suggest fast Markov localization algorithm. Finally we applied these algorithms our personal robot CMR-P3. And we show the possibility of our probability approach using the cheap sensors such as odometers and RFID tags for mobile robot localization in the smart floor