• The Journal of Fisheries Business Administration
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• v.41 no.3
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• pp.45-58
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• 2010

This study estimated the technical efficiency of coastal composite fishery in Korea by using the data envelopment analysis (DEA) and the stochastic frontier analysis (SFA) methods, and the results on the respective method were compared. In the DEA method, the constant returns to scale (CRS) and the variable returns to scale (VRS) output-oriented DEA models were separated and technical efficiencies were estimated, respectively. The average estimated value of technical efficiency by the SFA method (0.633) was found to be lower than that by the VRS-DEA method (0.738), while it was higher than that by the CRS-DEA method (0.479). It was found that strong correlation exists between the SFA method and the VRS-DEA method. The method which can utilize both methods in mutually complementing way for the estimation of technical efficiency was also considered.

• Journal of Korean Institute of Industrial Engineers
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• v.27 no.2
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• pp.169-175
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• 2001

Most of studies on automated storage/retrieval (AS/R) system assumed that storage capacity is given, although it is a very important decision variable in the design phase. We propose a simple algorithm to estimate the required storage capacity, i.e., number of aisles and number of openings in vertical and horizontal directions in each aisle, of an AS/R system under stochastic demand, in which storage requests occur endogenously and exogenously while the retrieval requests occur endogenously from the machines. Two design criteria, maximum permissible overflow probability and maximum allowable storage/retrieval (S/R) machine utilization, are used to compute the storage capacity. This model can be effectively used in the design phase of new AS/R systems.

• Journal of Korea Multimedia Society
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• v.11 no.6
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• pp.807-815
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• 2008

A simple efficient method of spotting and recognizing hand gestures in video is presented using a network of hidden Markov models and dynamic programming search algorithm. The description starts from designing a set of isolated trajectory models which are stochastic and robust enough to characterize highly variable patterns like human motion, handwriting, and speech. Those models are interconnected to form a single big network termed a spotting network or a spotter that models a continuous stream of gestures and non-gestures as well. The inference over the model is based on dynamic programming. The proposed model is highly efficient and can readily be extended to a variety of recurrent pattern recognition tasks. The test result without any engineering has shown the potential for practical application. At the end of the paper we add some related experimental result that has been obtained using a different model - dynamic Bayesian network - which is also a type of stochastic model.

• ETRI Journal
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• v.45 no.1
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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.

• Journal of the Korean Statistical Society
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• v.29 no.4
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• pp.489-499
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• 2000

We propose a new instrumental variable estimator of the complex parameter of a class of univariate complex-valued diffusion processes defined by the possibly non-stationary and/or nonlinear stochastic differential equations. On the basis of the exact finite sample distribution of the pivotal quantity, we construct the exact confidence intervals and the exact tests for the parameter. Monte-Carlo simulation suggests that the new estimator seems to provide a viable alternative to the maximum likelihood estimator (MLE) for nonlinear and/or non-stationary processes.

• Communications for Statistical Applications and Methods
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• v.29 no.6
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• pp.629-640
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• 2022

Variable selection is one of the most crucial tasks in supervised learning, such as regression and classification. The best subset selection is straightforward and optimal but not practically applicable unless the number of predictors is small. In this article, we propose directly solving the best subset selection via the genetic algorithm (GA), a popular stochastic optimization algorithm based on the principle of Darwinian evolution. To further improve the variable selection performance, we propose to run multiple GA to solve the best subset selection and then synthesize the results, which we call ensemble GA (EGA). The EGA significantly improves variable selection performance. In addition, the proposed method is essentially the best subset selection and hence applicable to a variety of models with different selection criteria. We compare the proposed EGA to existing variable selection methods under various models, including linear regression, Poisson regression, and Cox regression for survival data. Both simulation and real data analysis demonstrate the promising performance of the proposed method.

• Journal of Korean Institute of Industrial Engineers
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• v.13 no.1
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• pp.61-67
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• 1987

A tool for optimizing simulated discrete variable stochastic systems, SIMICOM was developed and presented in [5]. In this paper an evaluation of its performance and results of comparisons with other popular methods for dealing with simulation-optimization problems will be provided. Based on several test problems it is concluded that SIMICOM dominates those methods.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.39 no.1
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• pp.63-69
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• 2015

The primary aim of this paper is to evaluate the probabilistic fatigue crack propagation models using the residual of a random variable and to present the probabilistic model fit for the probabilistic fatigue crack growth behavior in Mg-Al-Zn alloys under maximum load conditions. The models used in this study were prepared by applying a random variable to empirical fatigue crack propagation models such as the Paris-Erdogan model, Walker model, Forman model, and modified Forman model. It was verified that the good models for describing the stochastic variation of the fatigue crack propagation behavior in Mg-Al-Zn alloys under maximum load conditions were the 'probabilistic Paris-Erdogan model' and 'probabilistic Walker model'. The influence of the maximum load conditions on the stochastic variation of fatigue crack growth is also considered.

• Earthquakes and Structures
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• v.1 no.1
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• pp.43-67
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• 2010

A gradient-based evolutionary optimization methodology is presented for finding the optimal design of both the added dampers and their supporting members to minimize an objective function of a linear multi-storey structure subjected to the critical ground acceleration. The objective function is taken as the sum of the stochastic interstorey drifts. A frequency-dependent viscoelastic damper and the supporting member are treated as a vibration control device. Due to the added stiffness by the supplemental viscoelastic damper, the variable critical excitation needs to be updated simultaneously within the evolutionary phase of the optimal damper placement. Two different models of the entire damper unit are investigated. The first model is a detailed model referred to as "the 3N model" where the relative displacement in each component (i.e., the spring and the dashpot) of the damper unit is defined. The second model is a simpler model referred to as "the N model" where the entire damper unit is converted into an equivalent frequency-dependent Kelvin-Voigt model. Numerical analyses for 3 and 10-storey building models are conducted to investigate the characters of the optimal design using these models and to examine the validity of the proposed technique.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• v.9 no.1
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• pp.189-192
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• 2005

In this paper, we present a Petri Net (PN) model for reliability analysis of a shared database system. The system consists of components; a database, two processors, two memory and a bus. The database should be operational and at least one of the component should be also operational. Otherwise system will be down. Each component can be failed and repaired individually. Stochastic Reward Net (SRN) Model for reliability analysis is developed. SRN is potential to define various reward function and can be easily used to obtain performance measures. The modeling techniques using variable cardinality, enabling function, timed transition priority in SRN are shown.