• Journal of Korea Water Resources Association
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• v.33 no.5
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• pp.593-601
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• 2000

Analyzing monthly inflows of the Chung-Ju Dam associated with EI Nino Southern Oscillation (ENSO), Kim and Lee(2000) reported that the fall and winter inflows in EI Nino years tended to be low while those in La Nina years tended to be high. This study proposes a methodology of employing such a teleconnection between ENSO and inflow in reservoir operations. The ENSO information is used as a hydrologic state variable in stochastic dynamic programming (SDP) to derive a monthly optimal rule for operating the Chung- Ju Dam. An alternative operating rule is also derived with the SDP with no hydrologic state variable. Both of the SDP operating rules are simulated and compared to examine the value of using the ENSO information in operations of the Chung-Ju Dam. The simulation results show that the operating rule using the ENSO information increases energy generation and reliability of water supply as well as reduces spill. spill.

• Journal of Korean Institute of Industrial Engineers
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• v.21 no.3
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• pp.299-311
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• 1995

Conventional discounted cash flow techniques fail to capture the risk associated with investments. This paper proposes an annual cash flow model that considers risk, cost structure and inventory liquidation in the evaluation of investment alternatives. The risk differential of investments is included using the capital asset pricing model while the stochastic version of the cost-volume-profit approach is used to consider inventory liquidation and cost structure. Tradeoffs between fixed and variable costs have been investigated, and portrayed using iso-cash flow curves. The proposed cash flow model has been developed, in particular, to enable an accurate evaluation of advanced manufacturing systems.

• Proceedings of the IEEK Conference
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• 1998.10a
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• pp.891-894
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• 1998

This paper introduces an automatic face region extraction method. This method consists of two part: face recognition and extraction of facial organs which are eye, eyebrow, nose and mouth. In first stage, we use genetic algorithms(GAs) to get face region in complex background. In second stage, we use Geometrical Face Model to textract eye, eyebrow, nose and mouth. In both stage, stochastic component is used to deal with the problems caused by had lighting condition. According to this value, blurring number is determined. Average Computation time is less than 1 sec, and using this method we can extract facial feature efficiently from several images which has different lightning condition.

• Journal of the Korean Society of Fisheries and Ocean Technology
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• v.35 no.4
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• pp.435-447
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• 1999

It is main objective of this approach to present a method to analyse stochastic design sensitivity for problems of structural dynamics with randomness in design parameters. A combination of the adjoint variable approach and the second order perturbation method is used in the finite element approach. An alternative form of the constant functional that holds for all times is introduced to consider the time response of dynamic sensitivity. The terminal problem of the adjoint system is solved using equivalent homogeneous equations excited by initial velocities. The numerical procedures are shown to be much more efficient when based on the fold superposition method: the generalized co-ordinates are normalized and the correlated random variables are transformed to uncorrelated variables, whereas the secularities are eliminated by the fast Fourier transform of complex valued sequences. Numerical algorithms have been worked out and proved to be accurate and efficient : they can be readily adapted to fit into the existing finite element codes whose element derivative matrices can be explicitly generated. The numerical results of two cases -2 dimensional portal frame for the comparison with reference and 3-dimensional frame structure - for the deterministic sensitivity analysis are presented.

• Journal of applied mathematics & informatics
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• v.33 no.5_6
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• pp.607-625
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• 2015

Recently, Wang et al. [Computers and Mathematics with Ap-plications 57 (2009) 1232-1248.] and Wang and Watada [Information Sci-ences 179 (2009) 4057-4069.] studied the renewal process and renewal reward process with fuzzy random inter-arrival times and rewards under the T-independence associated with any continuous Archimedean t-norm. But, their main results do not cover the classical theory of the random elementary renewal theorem and random renewal reward theorem when fuzzy random variables degenerate to random variables, and some given assumptions relate to the membership function of the fuzzy variable and the Archimedean t-norm of the results are restrictive. This paper improves the results of Wang and Watada and Wang et al. from a mathematical per-spective. We release some assumptions of the results of Wang and Watada and Wang et al. and completely generalize the classical stochastic renewal theorem and renewal rewards theorem.

• Journal of Korean Institute of Industrial Engineers
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• v.12 no.1
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• pp.107-118
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• 1986

A heuristic algorithm (SIMICOM) has been designed and tested for optimizing simulated stochastic systems whose performances are functions of several discrete decision variables. The approach adopted utilizes an integer complex method coupled with techniques of establishing confidence intervals for the system's responses. It can handle a general class of optimization problems that could be constrained or unconstrained. In constrained cases, the constraints could either be explicit analytical functions of decision variables or be expressed as other responses of the simulation model. In addition to obtain a reasonably accurate solution, the economic aspect of obtaining the solution has also been taken into consideration.

• Journal of the Korea Institute of Military Science and Technology
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• v.2 no.1
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• pp.90-100
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• 1999

유전자 알고리즘은 전통적인 등반 알고리즘을 이용하여 구하기 어려웠던 최적화 문제를 해결하기 위한 강인한(Robust) 탐색 기법이다. 특히 목적함수가 (1)여러 개의 국부 최대치를 가지는 경우, (2)수학적으로 표현이 불가능하거나 어려운 경우, (3)목적함수에 교란 항(disturbance term)이 섞여 있을 경우도 우수한 탐색 능력을 갖는 것으로 알려져 있다. 본 논문에서는 유전자 알고리즘을 이용하여 나타나는 다양한 해집합을 형성하는 개체군을 군집성 분석(cluster analysis)을 이용하여 군집화하고, 각 군집에 부여된 군집 적합도에 따라서 최적해를 구함으로써 단순 유전자 알고리즘에 의한 최적화보다 훨씬 향상된 탐색 알고리즘을 제안하였다. 반응표면의 형태가 정형화한 테스트 함수의 형태로 나타난다고 가정한 경우에 대하여 몬테 칼로 시뮬레이션을 통하여 본 알고리즘을 적용하여 평가하고 분석하였다.

• Korean Journal of Agricultural Science
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• v.37 no.3
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• pp.509-514
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• 2010

The purpose of this study is to analyze the technical efficiency and its determinants for Korean Apiculture farming by using from door to door and e-mail inquiry data. The analysis was implemented through the Cobb-Douglas stochastic frontier production function (SFPF) model including the technical inefficiency effect model for cross-sectional data. To measure the SFPF model, honey production was used for a dependent variable, and for input variables labor cost, preventive cost, material cost, feeding cost, depreciation cost were used. Farmer's age, farmer's career, farming scale, full-time or half-time firm and movement or fixed firm variables were used to measure the inefficiency effect model. The average technical efficiency on apiculture farming in Korea is estimated to be 0.8112. It means that there were technical inefficiency of about 18.88% in Korea apiculture farming. In this study there are some suggestions which could increase the technical efficiency of Korean apiculture farming.

• 제어로봇시스템학회:학술대회논문집
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• 1992.10a
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• pp.823-828
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• 1992

A novel steepest descent adaptive filter algorithm, which uses the instantaneous stochastic gradient for the steepest descent direction, is derived from a newly devised performance index function. The performance function for the new algorithm is improved from that for the LMS in consideration that the stochastic steepest descent method is utilized to minimize the performance index iterativly. Through mathematical analysis and computer simulations, it is verified that there are substantial improvements in convergence and misadjustments even though the computational simplicity and the robustness of the LMS algorithm are hardly sacrificed. On the other hand, the new algorithm can be interpreted as a variable step size adaptive filter, and in this respect a heuristic method is proposed in order to reduce the noise caused by the step size fluctuation.

• Proceedings of the Earthquake Engineering Society of Korea Conference
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• 2001.09a
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• pp.373-380
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• 2001

In this research, a controller design method based on optimization is proposed that can satisfy constraints on maximum responses of building structures subject to ground excitation modeled by partially stationary stochastic process. The class of controllers to be optimized is restricted to LQR. Weighting matrix on controlled outputs is used as design variable. Objective function constraint functions and their gradients are computed parameterizing control gain with Riccati matrix. Full state feedback controllers designed by Proposed optimization method satisfy various design objectives and their necessary maximum control forces are computed fur the production of actuator. Probabilities of maximum responses match statistical data from simulation results well.