• Journal of the Korea Society for Simulation
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• v.23 no.3
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• pp.19-25
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• 2014

Demand forecasting is the basis of management activities including marketing strategy. Especially, the demand of a part is remarkably important in supply chain management (SCM). In the fields of various industries, the part demand usually has the intermittent characteristic. The intermittent characteristic implies a phenomenon that there frequently occurs zero demands. In the intermittent demands, non-zero demands have large variance and their appearances also have stochastic nature. Accordingly, in the intermittent demand forecasting, it is inappropriate to apply the traditional time series models and/or cause-effect methods such as linear regression; they cannot describe the behaviors of intermittent demand. Markov bootstrap method was developed to forecast the intermittent demand. It assumes that first-order autocorrelation and independence of lead time demands. To release the assumption of independent lead time demands, this paper proposes a modified bootstrap method. The method produces the pseudo data having the characteristics of historical data approximately. A numerical example for real data will be provided as a case study.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1995.04a
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• pp.147-152
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• 1995

실험에 의한 모우드 해석 방법들은 1980년대부터 활발히 연구되어 많은 새로운 방법들이 개발되어 발표되었다. 그러나 개발된 대부분의 방법들은 측정된 데이타를 일괄처리하는 밸치(또는 off-line) 방법들이다. 최근에는 시간에 따라서 변하는 구조물의 동특성을 규명하는 분야에 모우드 해석 방법이 응용되어 사용되고 있다. 이러한 응용분야에서는 모우드 변수들의 변화되는 값을 새로운 데이타가 샘플링 될 때마다 그 값들을 수정하면서 추정할 수 있는 회귀적인(recursive 또는 on-line) 방법을 사용하여야 한다. Davies와 Hammond[1]는 회귀적 선형 자승법(Recursive Least Squares : RLS)을 이용하여 모우드 변수를 구하고 이를 벧치방법인 Instrumental Variable 방법과 Fourier 방법의 결과와 비교하였다. 그러나, 그 결과에서 보여준것처럼 RLS 방법은 잡음 대 시호비가 낮을 때에만 모우드 변수 값들을 정확하게 추정할 수 있었다. Sundararajan과 Montgomrey[2]는 회귀적 선형 최소자승 격자필터(lattice filter)를 이용하여 구조물의 차수(order)와 고유진동형, 그리고 진폭을 결정한 후 이를 토대로 회귀적 gradient형태의 방정식 오차 규명 방법(equation-error identification algorithm)에 의하여 모우드 변수들을 추정하였다. 이 방법은 2차원 격자구조물의 모우드 변수 추정에 사용되었으며, 또한 적응모우드제어에도 성공적으로 이용되었다. 그러나, 이 방법도 잡음 대 신호비가 낮은 환경에서만 사용할 수 있다는 단점이 있다. 위에서 언급한 방법들은 모두 RLS 방법을 기초로 하여 개발되었으나, RLS 방법은 전형적인 결정적(deterministic)방법으로서 잡음이 섞인 데이타를 처리하기에는 부적절한 방법임이 널리 알려진 사실이다[3]. 최근에 Ben Mrad와 Fassois[4]는 신호에 잡음이 존재하여도 이를 잘 처리할 수 있는 확률적(stochastic) 방법을 개발하여 기존의 결정적 방법들과 그 결과를 비교하였다. 그러나, 개발된 방법은 응답 신호에 백색잡음(white noise)이 섞이는 특수한 경우에만 사용할 수 있게 만들어져서 이 방법의 실질적인 적용에는 어려움이 있다. 본 연구에서는 기존의 방법들의 단점을 극복할 수 있는 새로운 회귀적 모우드 변수 규명 방법을 개발하였다. 이는 Fassois와 Lee가 ARMAX모델의 계수를 효율적으로 추정하기 위하여 개발한 뱉치방법인 Suboptimum Maximum Likelihood 방법[5]를 기초로 하여 개발하였다. 개발된 방법의 장점은 응답 신호에 유색잡음이 존재하여도 모우드 변수들을 항상 정확하게 구할 수 있으며, 또한 알고리즘의 안정성이 보장된 것이다.

• Journal of Environmental Science International
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• v.11 no.12
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• pp.1217-1226
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• 2002

This study aims at the effective estimation of water supply capacity of small scale reservoir and the proposal of the data which is necessary to establish the water resources management plan of down stream area of the reservoir in the future by comparison and examination about reservoir operation technique for the security of agricultural water in small scale reservoir. The result of flow calculation by Tank model is used for the input data as the inflow data which is needed for the analysis of water supply capacity. Stochastic method, simulation method, and optimization method are used to examine the water supply capacity, and water security amount is compared with each method. From the analyses of water supply capacities by each method, slightly different results are shown in spite of the effort to compare them equally using input data such as inflow data under equal conditions, and the comparison of water supply capacities by each method are as follows; linear planning method, simulation method, and transition probability matrix method in the order of amount from the largest. It is thought that the simulation method in which comparatively reasonable application of the inflow data is possible and is simulated in successive time series dam operation of the three methods used in this study thus, simulation model is proper to estimate the water supply capacity of agricultural small scale reservoir. And it is judged that the heightening of efficiency of water resources utilization according to the development of downstream area of dam may be possible using the upward readjusted water supply amount of $55.18{\tiems}10^6ton$ and $63.7{\times}10^6ton$ at 95% and 90% supply reliability respectively which are above the planning water supply amount of $50.0{\times}10^6$ton when the simulation method is introduced as the standard.

• Journal of Korea Water Resources Association
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• v.34 no.5
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• pp.533-542
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• 2001

In order to establish drought policy, the estimation of drought period for each drought situation should be preceded. Non-linear Water Balance Model(NWBM) and palmer Drought Severity Index (PDSI) can be used for analysis of drought period. As a water balance method considering moisture transfer between land surface and atmosphere, NWBM can be used to estimate transition time between dry and wet period induced by stochastic fluctuations. PDSI is also water balance method to show drought severity comparing actual precipitation with climatically appropriate precipitation based on precipitation and potential evapotranspiration. In this study, the drought periods are estimated using NWBM and PDSI for the Han River Basin. The drought periods according to the soil moisture estimated by NWBS and the drought periods according to drought severity index estimated by PDSI show similar trend. The estimated drought period from extreme drought to wet condition for the Han River Basin is about 3years.

• The Transactions of the Korea Information Processing Society
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• v.6 no.8
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• pp.2060-2071
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• 1999

The complicate software failure system is defined to the superposition of the points of failure from several component point process. Because the likelihood function is difficulty in computing, we consider Gibbs sampler using iteration sampling based method. For each observed failure epoch, we applied to latent variables that indicates with component of the superposition mode. For model selection, we explored the posterior Bayesian criterion and the sum of relative errors for the comparison simple pattern with superposition model. A numerical example with NHPP simulated data set applies the thinning method proposed by Lewis and Shedler[25] is given, we consider Goel-Okumoto model and Weibull model with GOS, inference of parameter is studied. Using the posterior Bayesian criterion and the sum of relative errors, as we would expect, the superposition model is best on model under diffuse priors.

• Journal of the Korean Institute of Intelligent Systems
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• v.15 no.7
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• pp.893-898
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• 2005

Due to the merits that only a small amount of computation is needed for solutions and stochastic policies can be handled explicitly, the actor-critic algorithm, which is a class of reinforcement learning methods, has recently attracted a lot of interests in the area of artificial intelligence. The actor-critic network composes of tile actor network for selecting control inputs and the critic network for estimating value functions, and in its training stage, the actor and critic networks take the strategy, of changing their parameters adaptively in order to select excellent control inputs and yield accurate approximation for value functions as fast as possible. In this paper, we consider a new actor-critic algorithm employing an RLS(Recursive Least Square) method for critic learning, and policy gradients for actor learning. The applicability of the considered algorithm is illustrated with experiments on the two linked robot arm.

• Journal of radiological science and technology
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• v.29 no.4
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• pp.257-260
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• 2006

In order to evaluate the exposure to the radiologic technologists from patients who had been administrated with radiopharmaceuticals, we measured the spatial dose rates at $5{\sim}300\;cm$ from skin surface of patients using an proportional digital surveymeter, 1.5(PET scan) and 4hr(bone scan) after injection. In results, the exposure to the technologists in each procedure was small, compared with the dose limits of the medical workers. However, the dose-response relationships in cancer and hereditary effects, referred to as the stochastic effects, have been assumed linear and no threshold models ; therefore, the exposure should be minimized. For this purpose, the measurements of spatial dose rate distributions were thought to be useful.

• Journal of the Korean Society of Fisheries and Ocean Technology
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• v.53 no.4
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• pp.357-362
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• 2017

The purpose of this study is to analyze the efficiency of distant-water longline fishing vessels in the Pacific Ocean and the gap in efficiencies among individual vessels. In order to estimate the efficiency, the dependent variable is set as an amount of catch and independent variables include number of crew, number of hooks, number of vessel size, and vessels engine power associated with fishing activities of distant water longline fisheries. Analytical result was shown as follows: first, the average efficiency of distant-water longline fishing vessels in the Pacific Ocean was found to be 94%. Second, the number of hooks were found to be statistically significant in each input variable and the appropriate control of the number of hooks would be expected to have a positive effect on the efficiency. Third, the relationship between the age of a vessel and the efficiency was not found statistically.

• Journal of Korea Water Resources Association
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• v.47 no.2
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• pp.135-143
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• 2014

In this study, Chungju inflow was simulated for climate change considering the uncertainties of GCMs and a stochastic model. TFN (Transfer Function Noise) model and 4 different GCMs (CNRM, CSIRO, CONS, UKMO) based on IPCC AR4 A2 scenario were used. In order to evaluate uncertainty of TFN model, 100 cases of noises are applied to the TFN model. Thus, 400 cases of inflow results are simulated. Future inflows according to the GCMs show different rates of changes for the future 3 periods relative to the past 30-years reference period. As the results, the summer inflow shows increasing trend and the spring inflow shows decreasing trend based on AR4 A2 scenario.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.2
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• pp.1148-1161
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• 2017

The success of a business process management system stands or falls on the quality of the business processes. Many experiments therefore have been devoting considerable attention to the modeling and analysis of business processes in process-centered organizations. One of those experiments is to apply the probabilistic theories to the analytical evaluations of business process models in order to improve their qualities. In this paper, we excogitate a conceptual way of applying a probability theory of proportions into modeling business processes. There are three types of routing patterns such as sequential, disjunctive, conjunctive and iterative routing patterns in modeling business processes, into which the proportion theory is applicable. This paper focuses on applying the proportion theory to the disjunctive routing patterns, in particular, and formally named proportional information control net that is the formal representation of a corresponding business process model. In this paper, we propose a conceptual approach to discover a proportional information control net from the enactment event histories of the corresponding business process, and describe the details of a series of procedural frameworks and operational mechanisms formally and graphically supporting the proposed approach. We strongly believe that the conceptual approach with the proportional information control net ought to be very useful to improve the quality of business processes by adapting to the reengineering and redesigning the corresponding business processes.