• 산업경영시스템학회지
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• 제41권2호
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• pp.117-132
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• 2018

There always exist nonzero inspection errors whether inspectors are humans or automatic inspection machines. Inspection errors can be categorized by two types, type I error and type II error, and they can be regarded as either a constant or a random variable. Under the assumption that two types of random inspection errors are distributed with the "uniform" distribution on a half-open interval starting from zero, it was proved that inspectors overestimate any given fraction defective with the probability more than 50%, if and only if the given fraction defective is smaller than a critical value, which depends upon only the ratio of a type II error over a type I error. In addition, it was also proved that the probability of overestimation approaches one hundred percent as a given fraction defective approaches zero. If these critical phenomena hold true for any error distribution, then it might have great economic impact on commercial inspection plans due to the unfair overestimation and the recent trend of decreasing fraction defectives in industry. In this paper, we deal with the same overestimation problem, but assume a "symmetrical triangular" distribution expecting better results since our triangular distribution is closer to a normal distribution than the uniform distribution. It turns out that the overestimation phenomenon still holds true even for the triangular error distribution.

• Nuclear Engineering and Technology
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• 제51권1호
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• pp.198-206
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• 2019

A new methodology to analyze the nuclear material accountability for pyroprocessing system is developed. The $Pu-to-^{244}Cm$ ratio quantification is one of the methods for Pu accountancy in pyroprocessing. However, an uncertainty in the $Pu-to-^{244}Cm$ ratio due to the non-uniform composition in used fuel assemblies can affect the accountancy of Pu. A random variable, LOPu, is developed to analyze the probability of detection for Pu diversion of hypothetical scenarios at a pyroprocessing facility considering the uncertainty in $Pu-to-^{244}Cm$ ratio estimation. The analysis is carried out by the hypothesis testing and the event tree method. The probability of detection for diversion of 8 kg Pu is found to be less than 95% if a large size granule consisting of small size particles gets sampled for measurements. To increase the probability of detection more than 95%, first, a new Material Balance Area (MBA) structure consisting of more number of Key Measurement Points (KMPs) is designed. This multiple KMP-measurement for the MBA shows the probability of detection for 8 kg Pu diversion is greater than 96%. Increasing the granule sample number from one to ten also shows the probability of detection is greater than 95% in the most ranges for granule and powder sizes.

• 대한원격탐사학회지
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• 제39권5_2호
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• pp.771-783
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• 2023

This study aims to compare the performance of each machine learning model for preparing a grid-based disaster risk map related to flooding in Jung-gu, Ulsan, for Typhoon Chaba which occurred in 2016. Dynamic data such as rainfall and river height, and static data such as building, population, and land cover data were used to conduct a risk analysis of flooding disasters. The data were constructed as 10 m-sized grid data based on the national point number, and a sample dataset was constructed using the risk value calculated for each grid as a dependent variable and the value of five influencing factors as an independent variable. The total number of sample datasets is 15,910, and the training, verification, and test datasets are randomly extracted at a 6:2:2 ratio to build a machine-learning model. Machine learning used random forest (RF), support vector machine (SVM), and k-nearest neighbor (KNN) techniques, and prediction accuracy by the model was found to be excellent in the order of SVM (91.05%), RF (83.08%), and KNN (76.52%). As a result of deriving the priority of influencing factors through the RF model, it was confirmed that rainfall and river water levels greatly influenced the risk.

• Structural Engineering and Mechanics
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• 제54권6호
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• pp.1217-1244
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• 2015

In this research a theoretical and numerical study on a bridge damage detection procedure is presented based on vibration measurements collected from a set of accelerometers. This method, referred to as "Adjoint Variable Method", is a sensitivity-based finite element model updating method. The approach relies on minimizing a penalty function, which usually consists of the errors between the measured quantities and the corresponding predictions attained from the model. Moving mass is an interactive model and includes inertia effects between the model and mass. This interactive model is a time varying system and the proposed method is capable of detecting damage in this variable system. Robustness of the proposed method is illustrated by correct detection of the location and extension of predetermined single, multiple and random damages in all ranges of speed and mass ratio of moving vehicle. A comparative study on common sensitivity and the proposed method confirms its efficiency and performance improvement in sensitivity-based damage detection methods. In addition various possible sources of error, including the effects of measurement noise and initial assumption error in stability of method are also discussed.

• 한국통신학회논문지
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• 제27권10C호
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• pp.945-950
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• 2002

본 논문에서는 유선 및 무선환경에 상관없이 ATM(Asynchronous Transfer Mode) 접속망의 주요구성 요소인 ATM 접속노드의 셀 손실율, 버퍼용량 및 지연시간간의 상관관계를 제시함으로서 ATM접속망 설계를 위한 기본적인 기술적 사항을 분석하였다. 이를위해 ATM 접속노드의 트래픽 성능평가를 위한 트래픽 모델을 ATM cell-scale queueing, burst-scale queueing 레벨로 구분하여 설명하였고 CBR(Constant Bit Rate), 랜덤 및 VBR(Variable Bit Rate) 트래픽 형태별 모델적용을 검토하였다. 결국 유선 또는 무선방식으로 ATM 서비스를 제공하기 위한 ATM접속노드 설계시 서비스별 QoS(Quality of Service)를 만족시키기 위한 셀 손실율, 버퍼용량 및 지연시간간의 상관관계를 정량적으로 분석하였다.

• The Journal of Asian Finance, Economics and Business
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• 제8권1호
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• pp.7-14
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• 2021

This paper examines the impact of foreign ownership on stock price volatility in an emerging market, namely, Thailand. The data were obtained from SETSMART, the database of the Stock Exchange of Thailand (SET). After removing financial firms, banks, and insurance companies as well as filtering outliers, the final sample covers 1,755 firm-year observations from 371 nonfinancial firms listed on the SET over the five-year period from 2014 to 2018. The regression model consists of stock price volatility, measured by two methods, as the dependent variable, foreign ownership as the main independent variable, and firm characteristics including firm size, leverage, market-to book ratio, and stock turnover as the control variables. The pooled OLS, fixed effects, and random effects estimations are employed to examine the relationship between foreign ownership and stock price volatility. The results reveal that foreign ownership has a negative and significant impact on stock price volatility. The two-stage least squares (2SLS) are also performed to address potential endogeneity problem. The results still indicate a negative relationship between foreign ownership and stock price volatility. Taken together, the findings of this study suggest that foreign investors help reduce stock price volatility and thus stabilize share price in the Thai stock market.

• 응용통계연구
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• 제23권1호
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• pp.13-28
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• 2010

혼합분포를 가정한 신용평가연구에서 부도차주를 정상으로 예측하거나 정상차주를 부도로 예측하는 오류를 최소화하는 분류점을 추정하는 방법을 토론한다. 확률변수 스코어와 정상과 부도상태의 모수공간으로 정의된 확률밀도함수들에 대하여 강력검정과 일반화가능도비검정을 이용하여 최적분류점의 추정방법을 제안하고, ROC와 CAP 곡선에서 분류정확도를 측정하는 정확도(accuarcy)와 진실율(true rate)을 이용하여 이 측도를 최대로 하는 최적분류점을 확률밀도함수의 관계식으로 추정하는 방법을 제안한다. 다양한 정규분포에서 가설검정, 정확도 그러고 진실율을 이용하는 세가지 방법의 최적분류점을 구하고 각최적분류점에 대응하는 제 I 종과 제 II 종 오류합의 크기를 비교하여 효율성을 토론한다.

• 한국통신학회논문지
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• 제21권11호
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• pp.2923-2931
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• 1996

In this paper, the symbol error probability for orthogonal frequency division multiplexing (OFDM) in the multipath fading environment is obtained analytically. In the analysis, OFDM signals with and without the guard interval are considered, and the two-ray fading model is used for the multi-path fading channel. From the analysis results, it is found that the adjacent subchannel interfernce increases the symbol error rate when the guard interval is not employed or shorter than the length of the delay. It is also shown that the adjacent subchannel interference is a Gaussian random variable and its variance depends on the subchannel location and the number of subchannels. Finally, it is found that the variance of the subchannel interference also increases as the power of the signal increases for the OFDM with insufficient guard interval, yieldin an irreducible error at high signal to noise ratio.

• Communications for Statistical Applications and Methods
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• 제29권1호
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• pp.27-40
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• 2022

In this paper, the focus on the removal noise in the binary image based on the variational Bayesian method with the Ising model. The observation and the latent variable are the degraded image and the original image, respectively. The posterior distribution is built using the Markov random field and the Ising model. Estimating the posterior distribution is the same as reconstructing a degraded image. MCMC and variational Bayesian inference are two methods for estimating the posterior distribution. However, for the sake of computing efficiency, we adapt the variational technique. When the image is restored, the iterative method is used to solve the recursive problem. Since there are three model parameters in this paper, restoration is implemented using the VECM algorithm to find appropriate parameters in the current state. Finally, the restoration results are shown which have maximum peak signal-to-noise ratio (PSNR) and evidence lower bound (ELBO).

• 한국전기전자재료학회논문지
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• 제33권6호
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• pp.454-459
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• 2020

In this study, a TiO₂/TiO_2-x-based resistance variable memory was fabricated using a DC/RF magnetron sputtering system and ALD. In order to analyze the effect of oxygen plasma treatment on the performance of resistance random access memory (ReRAM), the TiO₂/TiO_2-x-based ReRAM was evaluated by applying RF power to the TiO_2-x oxygen-holding layer at 30, 60, 90, 120, and 150 W, respectively. The ReRAM was fabricated, and the electrical and surface area performances were compared and analyzed. In the case of ReRAM without oxygen plasma treatment, the I-V curve had a hysteresis curve shape, but the width was very small, with a relatively high surface roughness of the oxygen-retaining layer. However, in the case of oxygen plasma treatment, the HRS/LRS ratio for the I-V curve improved as the applied RF power increased; stable improvement was also noted in the surface roughness of the oxygen-retaining layer. It was confirmed that the low voltage drive was not smooth due to charge trapping in the oxygen diffusion barrier layer owing to the high intensity ReRAM applied with an RF power of approximately 150 W.