• Title/Summary/Keyword: Stochastic variable

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Alleviation Effect of Pear Production Loss Due to Frequency of Typhoons in the Main Pear Production Area (배 특화지역에서의 태풍내습 빈도에 의한 낙과 피해 경감 효과)

  • Jeong, Jae Won;Kim, Seung Gyu
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.19 no.2
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    • pp.43-53
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    • 2017
  • This study aims to analyze the effect of typhoons on pear production. Pears are typical fruits that are vulnerable to typhoon damages, so typhoons are negatively associated with pear productivity. However, relatively less pear damages by typhoons in the main pear production area, comparing to the average in Korea, have been reported. The main production area seems to adopt better agricultural techniques or practices to cope with natural disasters such as typhoons. Thus, this study tests the hypothesis that there are differences of production losses due to typhoons between the main pear production area and the rest using the stochastic frontier analysis. The main production area is defined by Location Quotient Index (LQI), and we found that LQI had a significant effect to decrease the productivity losses in the main production areas, which shows that those production areas alleviated the pear production loss due to typhoons.

International Comparative Analysis of Technical efficiency in Korean Manufacturing Industry (한국 제조업의 기술적 효율성 국제 비교 분석)

  • Lee, Dong-Joo
    • Korea Trade Review
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    • v.42 no.5
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    • pp.137-159
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    • 2017
  • This study divides manufacturing in 18 countries including Korea, China, Japan and OECD countries into 11 areas and estimates and compares the technological efficiency of each industry. The traditional view of productivity is to increase production capacity through technological innovation or process innovation, but it is also influenced by the technological efficiency of production process. A Stochastic Frontier Production Model (SFM) is a representative method for estimating the technical efficiency of such production. First, as a result of estimating the production function by setting the output variable as total output or value-added, in both cases, the output increased significantly in all manufacturing sectors as inputs of labor, capital, and intermediate increased. On the other hand, R&D investment has a large impact on output in chemical, electronics, and machinery industries. Next, as a result of estimating the technological efficiency through the production function, when the total output is set as the output variable, the overall average of each sector is 0.8 or more, showing mostly high efficiency. However, when value-added was set, Japan had the highest level in most manufacturing sectors, while other countries were lower than the efficiency of the total output. Comparing the three countries of Korea, China and Japan, Japan showed the highest efficiency in most manufacturing sectors, and Korea was about half or one third of Japan and China was lower than Korea. However, in the food and electronics sectors, China is higher than Korea, indicating that China's production efficiency has greatly improved. As such, Korea is not able to narrow its gap with Japan relatively faster than China's rapid growth. Therefore, various policy supports are needed to promote technology development. In addition, in order to improve manufacturing productivity, it is necessary to shift to an economic structure that can raise technological efficiency as well as technology development.

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Classification of Magnetic Resonance Imagery Using Deterministic Relaxation of Neural Network (신경망의 결정론적 이완에 의한 자기공명영상 분류)

  • 전준철;민경필;권수일
    • Investigative Magnetic Resonance Imaging
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    • v.6 no.2
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    • pp.137-146
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    • 2002
  • Purpose : This paper introduces an improved classification approach which adopts a deterministic relaxation method and an agglomerative clustering technique for the classification of MRI using neural network. The proposed approach can solve the problems of convergency to local optima and computational burden caused by a large number of input patterns when a neural network is used for image classification. Materials and methods : Application of Hopfield neural network has been solving various optimization problems. However, major problem of mapping an image classification problem into a neural network is that network is opt to converge to local optima and its convergency toward the global solution with a standard stochastic relaxation spends much time. Therefore, to avoid local solutions and to achieve fast convergency toward a global optimization, we adopt MFA to a Hopfield network during the classification. MFA replaces the stochastic nature of simulated annealing method with a set of deterministic update rules that act on the average value of the variable. By minimizing averages, it is possible to converge to an equilibrium state considerably faster than standard simulated annealing method. Moreover, the proposed agglomerative clustering algorithm which determines the underlying clusters of the image provides initial input values of Hopfield neural network. Results : The proposed approach which uses agglomerative clustering and deterministic relaxation approach resolves the problem of local optimization and achieves fast convergency toward a global optimization when a neural network is used for MRI classification. Conclusion : In this paper, we introduce a new paradigm to classify MRI using clustering analysis and deterministic relaxation for neural network to improve the classification results.

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A development of stochastic simulation model based on vector autoregressive model (VAR) for groundwater and river water stages (벡터자기회귀(VAR) 모형을 이용한 지하수위와 하천수위의 추계학적 모의기법 개발)

  • Kwon, Yoon Jeong;Won, Chang-Hee;Choi, Byoung-Han;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.55 no.12
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    • pp.1137-1147
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    • 2022
  • River and groundwater stages are the main elements in the hydrologic cycle. They are spatially correlated and can be used to evaluate hydrological and agricultural drought. Stochastic simulation is often performed independently on hydrological variables that are spatiotemporally correlated. In this setting, interdependency across mutual variables may not be maintained. This study proposes the Bayesian vector autoregression model (VAR) to capture the interdependency between multiple variables over time. VAR models systematically consider the lagged stages of each variable and the lagged values of the other variables. Further, an autoregressive model (AR) was built and compared with the VAR model. It was confirmed that the VAR model was more effective in reproducing observed interdependency (or cross-correlation) between river and ground stages, while the AR generally underestimated that of the observed.

Seismic Safety Assessment of the Turbine-Generator Foundation using Probabilistic Structural Reliability Analysis (확률론적 구조신뢰성해석을 이용한 터빈발전기 기초의 지진 안전성 평가)

  • Joe, Yang-Hee;Kim, Jae-Suk;Han, Sung-Ho
    • Journal of the Earthquake Engineering Society of Korea
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    • v.12 no.2
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    • pp.33-44
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    • 2008
  • Most of the civil structure - bridges, offshore structures, plant, etc. - have been designed by the classical approaches which deal with all the design parameters as deterministic variables. However, some more advanced techniques are required to evaluate the inherent randomness and uncertainty of each design variable. In this research, a seismic safety assessment algorithm based on the structural reliability analysis has been formulated and computerized for more reasonable seismic design of turbine-generator foundations. The formulation takes the design parameters of the system and loading properties as random variables. Using the proposed method, various kinds of parametric studies have been performed and probabilistic characteristics of the resulted structural responses have been evaluated. Afterwards, the probabilistic safety of the system has been quantitatively evaluated and finally presented as the reliability indexes and failure probabilities. The proposed procedure is expected to be used as a fundamental tool to improve the existing design techniques of turbine-generator foundations.

Application to the Stochastic Modelling of Risk Measurement in Bunker Price and Foreign Exchange Rate on the Maritime Industry (확률변동성 모형을 적용한 해운산업의 벙커가격과 환율 리스크 추정)

  • Kim, Hyunsok
    • Journal of Korea Port Economic Association
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    • v.34 no.1
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    • pp.99-110
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    • 2018
  • This study empirically examines simple methodology to quantify the risk resulted from the uncertainty of bunker price and foreign exchange rate, which cause main resources of the cost in shipping industry during the periods between $1^{st}$ of January 2010 and $31^{st}$ of January 2018. To shed light on the risk measurement in cash flows we tested GBM(Geometric Brownian Motion) frameworks such as the model with conditional heteroskedasticity and jump diffusion process. The main contribution based on empirical results are summarized as following three: first, the risk analysis, which is dependent on a single variable such as freight yield, is extended to analyze the effects of multiple factors such as bunker price and exchange rate return volatility. Second, at the individual firm level, the need for risk management in bunker price and exchange rate is presented as cash flow. Finally, based on the scale of the risk presented by the analysis results, the shipping companies are required that there is a need to consider what is appropriate as a means of risk management.

A Study on the Recursive Identification of Modal Parameters (회귀적 방법에 의한 모우드 변수 규명에 관한 연구)

  • 고장욱;이재응
    • 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.

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The application of reliability analysis for the design of storm sewer (우수관의 설계를 위한 신뢰성해석기법의 적용)

  • Kwon, Hyuk Jaea;Lee, Kyung Je
    • Journal of Korea Water Resources Association
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    • v.51 no.10
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    • pp.887-893
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    • 2018
  • In this study, the optimum design technology is suggested by using reliability analysis method. Nowadays, urban flood inundation is easily occurred because of local heavy rain. Traditional deterministic design method for storm sewer may underestimate the size of pipe. Therefore, stochastic method for the storm sewer design is necessary to solve this problem. In the present study, reliability model using FORM (First Order Reliability Method) was developed for the storm sewer. Developed model was applied to the real storm sewers of 5 different areas. Probability of exceeding capacity has been calculated and construction costs according to diameter have been compared. Probability of exceeding capacity of storm sewers of 5 areas have been calculated after estimating the return period of rainfall intensity.

An Inventory Problem with Lead Time Proportional to Lot Size and Space Constraint (로트크기에 비례하는 리드타임과 공간 제약을 고려한 재고관리 정책)

  • Lee, Dongju
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.38 no.4
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    • pp.109-116
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    • 2015
  • This paper is concerned with the single vendor single buyer integrated production inventory problem. To make this problem more practical, space restriction and lead time proportional to lot size are considered. Since the space for the inventory is limited in most practical inventory system, the space restriction for the inventory of a vendor and a buyer is considered. As product's quantity to be manufactured by the vendor is increased, the lead time for the order is usually increased. Therefore, lead time for the product is proportional to the order quantity by the buyer. Demand is assumed to be stochastic and the continuous review inventory policy is used by the buyer. If the buyer places an order, then the vendor will start to manufacture products and the products will be transferred to the buyer with equal shipments many times. The mathematical formulation with space restriction for the inventory of a vendor and a buyer is suggested in this paper. This problem is constrained nonlinear integer programming problem. Order quantity, reorder points for the buyer, and the number of shipments are required to be determined. A Lagrangian relaxation approach, a popular solution method for constrained problem, is developed to find lower bound of this problem. Since a Lagrangian relaxation approach cannot guarantee the feasible solution, the solution method based on the Lagrangian relaxation approach is proposed to provide with a good feasible solution. Total costs by the proposed method are pretty close to those by the Lagrangian relaxation approach. Sensitivity analysis for space restriction for the vendor and the buyer is done to figure out the relationships between parameters.

The seismic reliability of two connected SMRF structures

  • Aval, Seyed Bahram Beheshti;Farrokhi, Amir;Fallah, Ahmad;Tsouvalas, Apostolos
    • Earthquakes and Structures
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    • v.13 no.2
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    • pp.151-164
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    • 2017
  • This article aims to investigate the possible retrofitting of a deficient building with soft story failure mode by connecting it to an adjacent building which is designed based on current code with friction dampers at all floors. Low cost and high performance reliability along with significant energy dissipation pertaining to stable hysteretic loops may be considered in order to choose the proper damper for connecting adjacent buildings. After connecting two neighbouring floors by friction dampers, the sliding forces of dampers at various stories are set in two arrangements: uniform sliding force and then variable sliding force. In order to account for the stochastic nature of the seismic events, incremental dynamic analyses are employed prior and after the installation of the friction dampers at the various floors. Based on these results, fragility curves and mean annual rate of exceedance of serviceability and ultimate limit states are obtained. The results of this study show that the collapse mode of the deficient building can affect the optimum arrangement of sliding forces of friction dampers at Collapse Prevention (CP) performance level. In particular, the Immediate Occupancy (IO) performance level is not tangible to the sliding force arrangement and it depends solely on sliding force value. Generally it can be claimed that this rehabilitation scheme can turn the challenge of pounding two adjacent buildings into the opportunity of dissipating a large amount of the seismic input energy by the friction dampers, thus improving significantly the poor seismic performance of the deficient structure.