• 응용통계연구
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• 제32권6호
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• pp.879-887
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• 2019

본 연구에서는 이표본 구간 자료의 확률적 순서 검정 절차를 제안한다. 제안하는 검정 통계량은 U-통계량에 해당하며 본 연구에서는 이에 대한 점근적 분포를 귀무 가설 하에서 유도하였다. 실제 자료와 모의 실험을 통해 새로 제안한 방법의 성능을 단측 이변량 Kolmogorov-Smirnov 검정법과 비교한다.

• 산업경영시스템학회지
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• 제35권4호
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• pp.1-9
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• 2012

Decisions on reliability screening rules and burn-in policies are determined based on the estimated reliability. The variability in a semiconductor manufacturing process does not only causes quality problems but it also makes reliability estimation more complicated. This study investigates the nonuniformity characteristics of integrated circuit reliability according to defect density distribution within a wafer and between wafers then develops optimal burn-in policy based on the estimated reliability. New reliability estimation model based on yield information is developed using a spatial stochastic process. Spatial defect density variation is reflected in the reliability estimation, and the defect densities of each die location are considered as input variables of the burn-in optimization. Reliability screening and optimal burn-in policy subject to the burn-in cost minimization is examined, and numerical experiments are conducted.

• 한국시뮬레이션학회:학술대회논문집
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• 한국시뮬레이션학회 2003년도 춘계학술대회논문집
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• pp.129-134
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• 2003

In this paper, we determine optimal reduction in the lead time and setup cost for some stochastic inventory models. And we propose more general model that allow the backorder rate as a control variable. We first assume that the lead time demand follows a normal distribution. And we assume that the backorder rate is dependent on the length of lead time through the amount of shortages. The stochastic models analyzed in this paper are the classical continuous and periodic review policy models with a mixture of backorders and lost sales. For each of these models, we provide a sufficient conditions for the uniqueness of the optimal operating policy. We also develop algorithms for solving these models and provide illustrative numerical examples.

• 전력전자학회:학술대회논문집
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• 전력전자학회 2005년도 전력전자학술대회 논문집
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• pp.624-627
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• 2005

This paper presents a new data classification method using the Robbins Monro stochastic approximation algorithm k-nearest neighbor and distribution analysis. To cluster the data set, we decide the centroid of the test data set using k-nearest neighbor algorithm and the local area of data set. To decide each class of the data, the Robbins Monro stochastic approximation algorithm is applied to the decided local area of the data set. To evaluate the performance, the proposed classification method is compared to the conventional fuzzy c-mean method and k-nn algorithm. The simulation results show that the proposed method is more accurate than fuzzy c-mean method, k-nn algorithm and discriminant analysis algorithm.

• 한국건축시공학회:학술대회논문집
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• 한국건축시공학회 2015년도 춘계 학술논문 발표대회
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• pp.243-244
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• 2015

This paper presents a Stochastic Long-Term Maintenance Costs Estimating Method for the Apartment Housing (SLCE). A simulation approach is used for generating the stochastic long-term maintenance cost, and it is based on the defined variability in repair cycle of the individual maintenance elemental within the process. SLCE provides the probability distribution of the budget required to maintain the apartment housing. A case study is presented to demonstrate and to validate the system.

• ETRI Journal
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• 제45권1호
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• pp.119-130
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• 2023

We propose a quantized gradient search algorithm that can achieve global optimization by monotonically reducing the quantization step with respect to time when quantization is composed of integer or fixed-point fractional values applied to an optimization algorithm. According to the white noise hypothesis states, a quantization step is sufficiently small and the quantization is well defined, the round-off error caused by quantization can be regarded as a random variable with identically independent distribution. Thus, we rewrite the searching equation based on a gradient descent as a stochastic differential equation and obtain the monotonically decreasing rate of the quantization step, enabling the global optimization by stochastic analysis for deriving an objective function. Consequently, when the search equation is quantized by a monotonically decreasing quantization step, which suitably reduces the round-off error, we can derive the searching algorithm evolving from an optimization algorithm. Numerical simulations indicate that due to the property of quantization-based global optimization, the proposed algorithm shows better optimization performance on a search space to each iteration than the conventional algorithm with a higher success rate and fewer iterations.

• 한국정밀공학회지
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• 제14권6호
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• pp.121-127
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• 1997

Multilayer feedforward networks may be applied to identify the deterministic relationship between input and output data. When the results from the network require a high level of assurance, consideration of the stochastic relationship between the input and output data may be very important. Variance is one of the effective parameters to deal with the stochastic relationship. This paper presents a new algroithm for a multilayer feedforward network to learn the variance of dispersed data without preliminary calculation of variance. In this paper, the network with this learning algorithm is named as a variance learning neural network(VALEAN). Computer simulation examples are utilized for the demonstration and the evaluation of VALEAN.

• 국제학술발표논문집
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• The 6th International Conference on Construction Engineering and Project Management
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• pp.166-168
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• 2015

Line of Balance (LOB) method is suitable to schedule construction projects composed of repetitive activities. Since existing LOB based repetitive project scheduling methods are deterministic, they do not lend themselves to handle uncertainties involved in repetitive construction process. Indeed, existing LOB scheduling dose not handle variability of project performance indicators. In order to bridge the gap between reality and estimation, this study provides a stochastic LOB based scheduling method that allows schedulers for effectively dealing with the uncertainties of a construction project performance. The proposed method retrieves an appropriate probability distribution function (PDF) concerning project completion times, and determines favorable start times of activities. A case study is demonstrated to verify and validate the capability of the proposed method in a repetitive construction project planning.

• 한국수자원학회논문집
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• 제35권6호
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• pp.763-777
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• 2002

본 연구의 목적은 간헐 수문사상인 시간강수계열의 구조적 특성을 고찰하여 강수량 모의발생을 위한 추계학적 모형을 개발하는 것이다. 이를 위하여 본 연구에서는 강수발생과정에 대한 추계학적 모형은 이재준과 이정식(2002)이 개발한 추계학적 모형을 이용하였으며, 강수량과정을 위하여 사상내의 시간강수량을 비정상 1차 자기회귀모형으로 기술하였다. 시간강수계열의 강수발생과정과 강수량과정을 조합하면 시간강수사상의 발생패턴과 사상기간내의 강수의 종속구조를 모의할 수 있는 시간강수계열에 대한 모의모형이 얻어지며, 이 모형의 적합성을 구명하기 위해 서울을 대상으로 하여 실적강수자료를 분석하였다. Monte Carlo 모의결과는 모형이 사상기간내의 강수강도, 지속 기간, 크기의 주변 및 조건부 분포를 잘 재현하고 있음을 보여주었다. 실적 및 모의 자료에 대한 자기상관함수도 비교적 작은 시간지체에서는 유사하였다

• Wind and Structures
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• 제19권4호
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• pp.421-441
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• 2014

With the assistance of typhoon field data at aerial elevation level observed by meteorological satellites and wind velocity and direction records nearby the ground gathered in Guangzhou Weather Station between 1985 and 2001, some key wind field parameters under typhoon climate in Guangzhou region were calibrated based on Monte-Carlo stochastic algorithm and Meng's typhoon numerical model. By using Peak Over Threshold method (POT) and Generalized Pareto Distribution (GPD), Wind field characteristics during typhoons for various return periods in several typical engineering fields were predicted, showing that some distribution rules in relation to gradient height of atmosphere boundary layer, power-law component of wind profile, gust factor and extreme wind velocity at 1-3s time interval are obviously different from corresponding items in Chinese wind load Codes. In order to evaluate the influence of typhoon field parameters on long-span flexible bridges, 1:100 reduced-scale wind field of type B terrain was reillustrated under typhoon and normal conditions utilizing passive turbulence generators in TJ-3 wind tunnel, and wind-induced performance tests of aero-elastic model of long-span Guangzhou Xinguang arch bridge were carried out as well. Furthermore, aerodynamic admittance function about lattice cross section in mid-span arch lib under the condition of higher turbulence intensity of typhoon field was identified via using high-frequency force-measured balance. Based on identified aerodynamic admittance expressions, Wind-induced stochastic vibration of Xinguang arch bridge under typhoon and normal climates was calculated and compared, considering structural geometrical non-linearity, stochastic wind attack angle effects, etc. Thus, the aerodynamic response characteristics under typhoon and normal conditions can be illustrated and checked, which are of satisfactory response results for different oncoming wind velocities with resemblance to those wind tunnel testing data under the two types of climate modes.