• Title/Summary/Keyword: Random Model

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Robust Newsvendor Model With Random Yield and Customer Balking (불확실한 수율과 고객이탈행위를 고려한 강건한 뉴스벤더 모델)

  • Jung, Uk;Lee, Se Won
    • Journal of Korean Society for Quality Management
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    • v.40 no.4
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    • pp.441-452
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    • 2012
  • Purpose: In this paper, we have considered a problem of newsvendor model in an environment of random yields in quality and customer balking behavior, in which only the mean and the variance of the demand are known. In practice, the distributional information of the demand is very limited and only the mean and variance are guessed by experience. In addition, due to the customers balking behavior occurring when the available inventory level decreases, the product's demand becomes a function of inventory level so that the classical newsvendor's optimal order quantity is no longer optimal. Methods: We have developed an optimal order quantity model that enables us to incorporate the random yield of a product and the customer balking information such as a threshold inventory level of balking and the corresponding probability of a sale during the balking. Results: We illustrated the concepts developed here through simple numerical examples and showed the robustness of our model in a various setting of parameters. Conclusion: This paper provides a useful analysis showing that our distribution-specific and distribution-free approach to the optimal order quantity in the newsboy model can act as an effective tools to match supply with demand for these product lines.

Estimating Population Density of Leopard Cat (Prionailurus bengalensis) from Camera Traps in Maekdo Riparian Park, South Korea

  • Park, Heebok;Lim, Anya;Choi, Tae-Young;Lim, Sang-Jin;Park, Yung-Chul
    • Journal of Forest and Environmental Science
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    • v.33 no.3
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    • pp.239-242
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    • 2017
  • Although camera traps have been widely used to understand the abundance of wildlife in recent decades, the effort has been restricted to small sub-set of wildlife which can mark-and-recapture. The Random Encounter Model shows an alternative approach to estimate the absolute abundance from camera trap detection rate for any animals without the need for individual recognition. Our study aims to examine the feasibility and validity of the Random Encounter Model for the density estimation of endangered leopard cats (Prionailurus bengalensis) in Maekdo riparian park, Busan, South Korea. According to the model, the estimated leopard cat density was $1.76km^{-2}$ (CI 95%, 0.74-3.49), which indicated 2.46 leopard cats in $1.4km^2$ of our study area. This estimate was not statistically different from the previous leopard cat population count ($2.33{\pm}0.58$) in the same area. As follows, our research demonstrated the application and usefulness of the Random Encounter Model in density estimation of unmarked wildlife which helps to manage and protect the target species with a better understanding of their status.

Estimation for random coefficient autoregressive model (확률계수 자기회귀 모형의 추정)

  • Kim, Ju Sung;Lee, Sung Duck;Jo, Na Rae;Ham, In Suk
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.257-266
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    • 2016
  • Random Coefficient Autoregressive models (RCA) have attracted increased interest due to the wide range of applications in biology, economics, meteorology and finance. We consider an RCA as an appropriate model for non-linear properties and better than an AR model for linear properties. We study the methods of RCA parameter estimation. Especially we proposed the special case that an random coefficient ${\phi}(t)$ has the initial value ${\phi}(0)$ in the RCA model. In practical study, we estimated the parameters and compared Prediction Error Sum of Squares (PRESS) criterion between AR and RCA using Korean Mumps data.

Extraction of the mode shapes of a segmented ship model with a hydroelastic response

  • Kim, Yooil;Ahn, In-Gyu;Park, Sung-Gun
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.7 no.6
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    • pp.979-994
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    • 2015
  • The mode shapes of a segmented hull model towed in a model basin were predicted using both the Proper Orthogonal Decomposition (POD) and cross random decrement technique. The proper orthogonal decomposition, which is also known as Karhunen-Loeve decomposition, is an emerging technology as a useful signal processing technique in structural dynamics. The technique is based on the fact that the eigenvectors of a spatial coherence matrix become the mode shapes of the system under free and randomly excited forced vibration conditions. Taking advantage of the simplicity of POD, efforts have been made to reveal the mode shapes of vibrating flexible hull under random wave excitation. First, the segmented hull model of a 400 K ore carrier with 3 flexible connections was towed in a model basin under different sea states and the time histories of the vertical bending moment at three different locations were measured. The measured response time histories were processed using the proper orthogonal decomposition, eventually to obtain both the first and second vertical vibration modes of the flexible hull. A comparison of the obtained mode shapes with those obtained using the cross random decrement technique showed excellent correspondence between the two results.

Ensemble Deep Learning Model using Random Forest for Patient Shock Detection

  • Minsu Jeong;Namhwa Lee;Byuk Sung Ko;Inwhee Joe
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.17 no.4
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    • pp.1080-1099
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    • 2023
  • Digital healthcare combined with telemedicine services in the form of convergence with digital technology and AI is developing rapidly. Digital healthcare research is being conducted on many conditions including shock. However, the causes of shock are diverse, and the treatment is very complicated, requiring a high level of medical knowledge. In this paper, we propose a shock detection method based on the correlation between shock and data extracted from hemodynamic monitoring equipment. From the various parameters expressed by this equipment, four parameters closely related to patient shock were used as the input data for a machine learning model in order to detect the shock. Using the four parameters as input data, that is, feature values, a random forest-based ensemble machine learning model was constructed. The value of the mean arterial pressure was used as the correct answer value, the so called label value, to detect the patient's shock state. The performance was then compared with the decision tree and logistic regression model using a confusion matrix. The average accuracy of the random forest model was 92.80%, which shows superior performance compared to other models. We look forward to our work playing a role in helping medical staff by making recommendations for the diagnosis and treatment of complex and difficult cases of shock.

Construction of an Internet of Things Industry Chain Classification Model Based on IRFA and Text Analysis

  • Zhimin Wang
    • Journal of Information Processing Systems
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    • v.20 no.2
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    • pp.215-225
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    • 2024
  • With the rapid development of Internet of Things (IoT) and big data technology, a large amount of data will be generated during the operation of related industries. How to classify the generated data accurately has become the core of research on data mining and processing in IoT industry chain. This study constructs a classification model of IoT industry chain based on improved random forest algorithm and text analysis, aiming to achieve efficient and accurate classification of IoT industry chain big data by improving traditional algorithms. The accuracy, precision, recall, and AUC value size of the traditional Random Forest algorithm and the algorithm used in the paper are compared on different datasets. The experimental results show that the algorithm model used in this paper has better performance on different datasets, and the accuracy and recall performance on four datasets are better than the traditional algorithm, and the accuracy performance on two datasets, P-I Diabetes and Loan Default, is better than the random forest model, and its final data classification results are better. Through the construction of this model, we can accurately classify the massive data generated in the IoT industry chain, thus providing more research value for the data mining and processing technology of the IoT industry chain.

Solution of randomly excited stochastic differential equations with stochastic operator using spectral stochastic finite element method (SSFEM)

  • Hussein, A.;El-Tawil, M.;El-Tahan, W.;Mahmoud, A.A.
    • Structural Engineering and Mechanics
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    • v.28 no.2
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    • pp.129-152
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    • 2008
  • This paper considers the solution of the stochastic differential equations (SDEs) with random operator and/or random excitation using the spectral SFEM. The random system parameters (involved in the operator) and the random excitations are modeled as second order stochastic processes defined only by their means and covariance functions. All random fields dealt with in this paper are continuous and do not have known explicit forms dependent on the spatial dimension. This fact makes the usage of the finite element (FE) analysis be difficult. Relying on the spectral properties of the covariance function, the Karhunen-Loeve expansion is used to represent these processes to overcome this difficulty. Then, a spectral approximation for the stochastic response (solution) of the SDE is obtained based on the implementation of the concept of generalized inverse defined by the Neumann expansion. This leads to an explicit expression for the solution process as a multivariate polynomial functional of a set of uncorrelated random variables that enables us to compute the statistical moments of the solution vector. To check the validity of this method, two applications are introduced which are, randomly loaded simply supported reinforced concrete beam and reinforced concrete cantilever beam with random bending rigidity. Finally, a more general application, randomly loaded simply supported reinforced concrete beam with random bending rigidity, is presented to illustrate the method.

Comparison of Some Nonparametric Statistical Inference for Logit Model (로짓모형의 비모수적 추론의 비교)

  • 정형철;김대학
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.355-366
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    • 2002
  • Nonparametric statistical inference for the parameter of logit model were examined. Usually nonparametric approach is milder than parametric approach based on normal theory assumption. We compared the two nonparametric methods for legit model, the bootstrap and random permutation in the sense of coverage probability. Monte Carlo simulation is conducted for small sample cases. Empirical power of hypothesis test and coverage probability for confidence interval estimation were presented for simple and multiple legit model respectively. An example were also introduced.

Evaluation of Measurement Precisions Using Approximate F Tests and EMS in the Gauge R&R Studies (게이지 R&R 연구에서 근사 F검정과 EMS를 이용한 측정 정밀도의 평가)

  • Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
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    • v.11 no.3
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    • pp.209-216
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    • 2009
  • A development in method of evaluating the measurement precisions using approximate F tests and variance components from expected mean square (EMS) is investigated. The research proposes three-factor mixed measurement models with the fixed and random factors. Unrestricted and unconstrained design work was rarely studied, while restricted and constrained designs have been significantly discussed. The unrestricted and unconstrained designs assume to be an independence of interaction. The proposed evaluation method about the measurement precisions can be extended to four-factor random measurement model or mixed measurement model. The study also presents the three evaluation indexes of precisions such as R&RTR (Reproducibility & Repeatability-To-Total Precision Ratio), PTR (Precision-To-Tolerance Ratio), and SNR (Signal-To-Noise Ratio). Numerical examples are proposed to evaluate the approximate F tests with Satterthwaite degrees of freedom and three indexes using the measurement precisions from EMS.

A Comparative Study on Nonparametric Reliability Estimation for Koziol-Green Model with Random Censorship

  • Cha, Young-Joon;Lee, Jae-Man
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.2
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    • pp.231-237
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    • 1997
  • The Koziol-Green(KG) model has become an important topic in industrial life testing. In this paper we suggest MLE of the reliability function for the Weibull distribution under the KG model. Futhermore, we compare Kaplan-Meier estimator, Nelson estimator, Cheng & Chang estimator, and Ebrahimi estimator with proposed estimator for the reliability function under the KG model.

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