• Title/Summary/Keyword: Rate Sensitive Model

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On the Optimality of (s, S) Inventory Policy with Loss Cost (손실비용을 고려한 (s, S) 재고정책)

  • 최진영
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.18 no.34
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    • pp.61-67
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    • 1995
  • Through the model presented in this paper, we study on the depletion of stock taking place due to random loss of items as well as random demand, under the assumption that the distributions of demand are independent of those of loss, and both of them are identical, and that life time distribution of each item is negative exponential. The steady state probability distribution of the stock level assuming instantaneous delivery of order under (s, S) inventory policy. Also we have derived total expected cost expression with loss cost. The results of sensitive analysis show that the effect of loss rate is substantial on the total cost and optimal value of inventory level.

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Analysis of Harmonic Vibration of Cracked Rotor (균열회전체의 고조파진동 해석)

  • Jun, Oh-Sung
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.18 no.1
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    • pp.35-46
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    • 2008
  • Harmonic vibration characteristics for the general rotor model having a breathing crack are analyzed. Analyses are performed at the half critical speed ranges. The vibration characteristics are explained by using the additional slope and bending moment at the crack position and the influence coefficient showing the structural dynamic characteristics of the rotor. With the low crack depth the magnitude of the additional slope is kept constant even at the speed range at which the orbit magnitude is very sensitive to the rotational speed change. At this speed range the vibration is affected by the influence coefficient only. As the dynamic bending moment exceeds the static bending moment with the increase of crack depth. the additional slope affects the vibration amplitude of cracked rotor and the crack propagation rate increases.

Development and application of FEM/GEM program for evaluating formability of stamping dies (스탬핑 금형의 성형성 평가를 위한 유한요소/기하학힘평형법 프로그램 개발과 응용)

  • Kim, J.P.;Keum, Y.T.
    • Journal of the Korean Society for Precision Engineering
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    • v.13 no.3
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    • pp.80-93
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    • 1996
  • A 2-dimensional FEM/GEM program was developed under the plane strain assumption using linear line elements for analyzing stretch/draw forming operations of an arbitrarily shaped draw-die. FEM formulation adopted a new algorithm for solving force equilibrium as well as non-penetration condition simultaneously. Also, a rigid-viscoplastic material model with Hill's normal anisotropic yield condition and rate-sensitive hardening law is assumed, along with the Coulomb friction law in the contact regions. For the case of numerical divergence at nearly final forming stages, geometric force equilibrium method(GEM) is also introduced. The developed program was tested by simulating the forming processes of cylindrical punch/open die, and the drawing processes of automotive oilpan and hood inner panel in order to verify the usefulness and validity of FEM/GEM formulation. The numerical simulation verified the validity and robustness of developed program.

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Estimation of VaR Using Extreme Losses, and Back-Testing: Case Study (극단 손실값들을 이용한 VaR의 추정과 사후검정: 사례분석)

  • Seo, Sung-Hyo;Kim, Sung-Gon
    • The Korean Journal of Applied Statistics
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    • v.23 no.2
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    • pp.219-234
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    • 2010
  • In index investing according to KOSPI, we estimate Value at Risk(VaR) from the extreme losses of the daily returns which are obtained from KOSPI. To this end, we apply Block Maxima(BM) model which is one of the useful models in the extreme value theory. We also estimate the extremal index to consider the dependency in the occurrence of extreme losses. From the back-testing based on the failure rate method, we can see that the model is adaptable for the VaR estimation. We also compare this model with the GARCH model which is commonly used for the VaR estimation. Back-testing says that there is no meaningful difference between the two models if we assume that the conditional returns follow the t-distribution. However, the estimated VaR based on GARCH model is sensitive to the extreme losses occurred near the epoch of estimation, while that on BM model is not. Thus, estimating the VaR based on GARCH model is preferred for the short-term prediction. However, for the long-term prediction, BM model is better.

A Hybrid Simulation Technique for Cell Loss Probability Estimation of ATM Switch (ATM스위치의 쎌 손실율 추정을 위한 Hybrid 시뮬레이션 기법)

  • 김지수;최우용;전치혁
    • Journal of the Korean Operations Research and Management Science Society
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    • v.21 no.3
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    • pp.47-61
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    • 1996
  • An ATM switch must deal with various kinds of input sources having different traffic characteristics and it must guarantee very small value of cel loss probability, about 10$^{8}$ -10$^{12}$ , to deal with loss-sensitive traffics. In order to estimate such a rate event probability with simulation procedure, a variance reduction technique is essential for obtaining an appropriate level of precision with reduced cost. In this paper, we propose a hybrid simulation technique to achieve reduction of variance of cell loss probability estimator, where hybrid means the combination of analytical method and simulation procedure. A discrete time queueing model with multiple input sources and a finite shared buffer is considered, where the arrival process at an input source and a finite shared buffer is considered, where the arrival process at an input source is governed by an Interrupted Bernoulli Process and the service rate is constant. We deal with heterogeneous input sources as well as homogeneous case. The performance of the proposed hybrid simulation estimator is compared with those of the raw simulation estimator and the importance sampling estimator in terms of variance reduction ratios.

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Performance of a Horizontal-axis Turbine Based on the Direction of Current Flow (수평축 조류발전 로터의 유향변화에 따른 효율 고찰)

  • Jo, Chul-Hee;Park, Ro-Sik;Yim, Jin-Young;Lee, Kang-Hee
    • Journal of Ocean Engineering and Technology
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    • v.24 no.4
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    • pp.8-12
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    • 2010
  • The use of a tidal-current power system is one source of renewable energy that can minimize the environmental impact of power production and offer many other advantages compared to conventional energy sources. Unlike other energy production approaches, rate of energy production can be precisely predicted and the operational rate is very high. The performance of the rotor, which has a vital role in energy production using tidal currents, is determined by various design factors, and it should be optimized for the specific ocean environment in the field. The horizontal-axis turbine is very sensitive to the direction of flow, and flow direction changes due to rise and fall of the tides. To investigate the performance of the rotor considering the interaction problems with incidence angle of flow, a series of experiments were conducted, and a 3D CFD model was designed and analyzed by ANSYS CFX. The results and findings are summarized in the paper.

Analysis on Non-malignant Respiratory and Drowsiness Rate Symptom for Passengers Using Subway in Seoul (서울 지하철을 이용하는 승객들의 비악성 호흡기질환과 졸음 증상 유병물 분석)

  • Park, Dong-Uk;Jin, Ku-Won;Yoo, Kyong-Nam
    • Journal of Environmental Health Sciences
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    • v.32 no.5 s.92
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    • pp.412-417
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    • 2006
  • A self-administrated non-malignant respiratory symptoms questionnaire was sent to 1,099 citizens who take subway running in Seoul city. Symptom prevalence rate was high: 70.6% of subjects reported 'chest tightness', 43.4%, 'dysphnea'; 76.2%, 'dry cough'; 49.5%, 'runny nose'; 94.4%, 'drowsiness' when they take subway. The groups responding significant higher respiratory and drowsiness symptoms were 'young passengers' (vs elderly passengers), 'the female' (vs male), 'using subway everyday' (vs often), 'using subway for rush-hour time' (vs other than rush-hour), 'using transfer subway' (no transfer), 'using underground track' (vs ground track). Logistic. regression model was employed to find personal and subway characteristics affecting non-malignant respiratory symptoms. This study concluded that respiratory diseases history such as asthma, rhinitis, sinusitis, hypersensitivity pneumonitis significantly affect 'dry cough' and 'runny nose'. Thus, passengers with respiratory diseases history shows 2.8 times greater 'dry cough' than and 3.4 times greater 'runny nose' than those passengers without respiratory diseases history felt. This results indicated that several measures have to take to protect sensitive groups such as passengers with respiratory diseases, children and elderly people. Also passenger who use to transfer shows 1.7 times higher runny nose symptoms than that passenger who do not transfer felt.

A Dynamic Neural Networks for Nonlinear Control at Complicated Road Situations (복잡한 도로 상태의 동적 비선형 제어를 위한 학습 신경망)

  • Kim, Jong-Man;Sin, Dong-Yong;Kim, Won-Sop;Kim, Sung-Joong
    • Proceedings of the KIEE Conference
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    • 2000.07d
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    • pp.2949-2952
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    • 2000
  • A new neural networks and learning algorithm are proposed in order to measure nonlinear heights of complexed road environments in realtime without pre-information. This new neural networks is Error Self Recurrent Neural Networks(ESRN), The structure of it is similar to recurrent neural networks: a delayed output as the input and a delayed error between the output of plant and neural networks as a bias input. In addition, we compute the desired value of hidden layer by an optimal method instead of transfering desired values by back-propagation and each weights are updated by RLS(Recursive Least Square). Consequently. this neural networks are not sensitive to initial weights and a learning rate, and have a faster convergence rate than conventional neural networks. We can estimate nonlinear models in realtime by ESRN and learning algorithm and control nonlinear models. To show the performance of this one. we control 7 degree of freedom full car model with several control method. From this simulation. this estimation and controller were proved to be effective to the measurements of nonlinear road environment systems.

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Parameter Regionalization of a Tank Model for Simulating Runoffs from Ungauged Watersheds (미계측 유역 유출 모의를 위한 Tank 모형의 매개변수 지역화)

  • Kang, Min Goo;Lee, Joo Heon;Park, Ki Wook
    • Journal of Korea Water Resources Association
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    • v.46 no.5
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    • pp.519-530
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    • 2013
  • To provide a reliable tool for runoff simulations of ungauged watersheds upstream of reservoirs, a daily runoff simulation model, Tank model, is restructured, the parameter regionalization of the model is conducted, and the model's applicability is evaluated. Taking into account the characteristics of runoffs from the watersheds, a three-tank model is employed. The percolation process of the model's third tank is eliminated, considering the water budgets of the watersheds, and its evapotranspiration component is improved, reflecting the conditions of meteorological observation in South Korea. The sensitivity analysis of the model shows that the model's behaviors, varying with a sensitive parameter, ${\alpha}$, are reasonable. The regional parameter estimation equations are determined, using the characteristics and land uses of the watersheds as variables. The model is applied for the runoff simulations of three watersheds and the water stage simulation of one reservoir, and the simulation results are then compared with the observed values, which prove to be in close agreement with the observations. In addition, the results from simulating inflows of twenty-four reservoirs using the model show that the averages of evapotranspiration rate and runoff rate are 42.8% and 56.6%, respectively, which are resonable. Consequently, it is concluded that the model is practically applicable to simulating runoffs from watersheds upstream of reservoirs, and simulated inflow data are useful for watershed management and reservoir planning, design, and operation.

Biosphere Modeling for Dose Assessment of HLW Repository: Development of ACBIO (고준위 방사성패기물 처분장 생태계 모델링을 위한 ACBIO개발)

  • Lee, Youn-Myoung;Hwang, Yong-Soo
    • Journal of Nuclear Fuel Cycle and Waste Technology(JNFCWT)
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    • v.6 no.2
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    • pp.73-100
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    • 2008
  • For the purpose of evaluating dose rate to individual due to long-term release of nuclides from the HLW repository, a biosphere assessment model and the implemented code, ACBIO, based on BIOMASS methodology have been developed by utilizing AMBER, a general compartment modeling tool. To show its practicability and usability as well as to see the sensitivity of compartment scheme or parametric variation to concentration and activity in compartments as well as annual flux between compartments at their peak values, some calculations are made and investigated: For each case when changing the structure of compartments and GBIs as well as varying selected input Kd values, all of which seem very important among others, dose rate per nuclide release rate is separately calculated and analyzed. From the maximum dose rates (Bq/y), flux-to-dose conversion factors (Sv/Bq) for each nuclide were derived, which are to be used for converting the nuclide release rate appearing from the geosphere through various GBIs to dose rate (Sv/y) for individual in critical group. It has been also observed that compartment scheme, identification of possible exposure group and GBIs could be all highly sensitive to the final consequences in biosphere modeling.

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