• 대한산업공학회지
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• 제42권1호
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• pp.38-49
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• 2016

This paper proposes a mathematical model-based solution for sourcing decisions with an objective of minimizing the manufacturer's total cost in the two-echelon supply chain with supply capacity risk. The risk impact is represented by uniform, beta, and triangular distributions. For the mathematical model, the probability vector of normal, risk, and recovery statuses are developed by using the status transition probability matrix and the equations for estimating the supply capacity under risk and recovery statuses are derived for each of the three probability distributions. Those formulas derived are validated using the sampling method. The results of the simulation study on the test problem show that the sourcing decisions using the proposed solution reduce the total cost by 1.6~3.7%, compared with the ones without a consideration of supply capacity risk. The total cost reduction increases approximately in a linear fashion as the probability of risk occurrence or reduction rate of supply capacity due to risk events is increased.

• Journal of Communications and Networks
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• 제16권2호
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• pp.193-201
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• 2014

In cognitive radio networks, the packet transmissions of the secondary users (SUs) can be interrupted randomly by the primary users (PUs). That is to say, the PU packets have preemptive priority over the SU packets. In order to enhance the quality of service (QoS) for the SUs, we propose a spectrum access strategy with an ${\alpha}$-Retry policy. A buffer is deployed for the SU packets. An interrupted SU packet will return to the buffer with probability ${\alpha}$ for later retrial, or leave the system with probability (1-${\alpha}$). For mathematical analysis, we build a preemptive priority queue and model the spectrum access strategy with an ${\alpha}$-Retry policy as a two-dimensional discrete-time Markov chain (DTMC).We give the transition probability matrix of the Markov chain and obtain the steady-state distribution. Accordingly, we derive the formulas for the blocked rate, the forced dropping rate, the throughput and the average delay of the SU packets. With numerical results, we show the influence of the retrial probability for the strategy proposed in this paper on different performance measures. Finally, based on the trade-off between different performance measures, we construct a cost function and optimize the retrial probabilities with respect to different system parameters by employing an iterative algorithm.

• 응용통계연구
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• 제24권2호
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• pp.253-268
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• 2011

본 논문은 우리나라 기업의 신용등급 전이행렬을 활용하여 부도율과 신용 등급 전이에 내재된 체계적 요인을 추출하는 방법을 소개하고, 이률 활용한 위기상황분석에 관한 연구를 수행하였다. 본 논문의 주요 발견은 등급전이행렬에 내재된 체계적 요인의 변동은 경기 동행성이 뚜렷하고, 실제 경기 변동을 설명하는 것을 확인할 수 있었다. 특히, 투자적격등급과 투기등급별로 경기에 반응하는 속도가 상당히 다르다는 것을 확인할 수 있었다. 신용등급 전이행렬에 내재된 체계적 위험을 고려한 위기상황분석은 부도확률에만 초점을 맞추는 방법에 비해 위기상황에 대한 포트폴리오의 변화를 파악할 수 있기 때문에 개념적으로 우월하고, 분석 결과 등급 전이를 고려한 위기상황분석이 부도확률만을 고려하는 방법에 비해 예상손실에 상당한 차이가 있음을 발견하였다.

• 대한산업공학회지
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• 제8권2호
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• pp.15-21
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• 1982

This paper offers an alternative to the common probability generating function approach to the solution of steady state equations when a Markovian queue has a multivariate state space. Identifying states and substates and grouping them into vectors appropriately, we formulate a two - dimensional Markovian queue as a Markov chain. Solving the resulting matrix equations the transition point steady state probabilities (SSPs) are obtained. These are then converted into arbitrary time SSPs. The procedure uses only probabilistic arguments and thus avoids a large and cumbersome state space which often poses difficulties in the solution of steady state equations. For the purpose of numerical illustration of the approach we solve a Markovian queue with one server and two classes of customers.

• The Journal of Asian Finance, Economics and Business
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• 제7권8호
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• pp.281-287
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• 2020

In capital budgeting practices, investment project evaluations based on the net present value (NPV) and the internal rate of return (IRR) represent the traditional evaluation techniques. Compared with the traditional methods, the modified internal rate of return (MIRR) gives the opportunity to evaluate an investment in certain projet, while taking the changes in cash flows over time and issuing shares such as dividing shares, bonuses, and dividend for each end of the investment year into account. Therefore, this study aims to evaluate an investment in the Malaysian construction sector utilizing financial data for 39 public listed companies operating in the Malaysian construction sector over the period from Jan 1, 2007, to December 30, 2018, based on the MIRR method. Stochastic was studied in this study to estimate the estimated probability by applying the Markov chain model to the MIRR method where the transition matrix has two possible movements of either Good (G) or Bad (B). it is found that the long-run probability of getting a good investment is higher than the probability of getting a bad investment in the long-run, where were the probabilities of good and bad are 0.5119, 0.4881, respectively. Hence, investment in the Malaysian construction sector is recommended.

• 대한전자공학회논문지SP
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• 제38권6호
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• pp.692-702
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• 2001

본 논문에서는 표준화 영상부호화기에서 사용할 수 있는 새로운 블럭정합 방식을 제안하였다. 제안방식은 기존 방식처럼 광역-협역 탐색방식을 사용하는 방식이 아닌, 미리 선정된 각 후보에 대하여 SAD 누적추이를 사용하여 움직임 벡터를 찾는 방식이다. 확산누적배열(dispersed accumulation matrix)의 제안으로 SAD 추이곡선의 선형성(linearity)을 높여서 누적 초기에 가능성 낮은 후보를 제거하였다. 이를 토대로 고속 슬라이스 경쟁 블럭정합 방식을 제안하였다. 후보선출단계와 후보경쟁단계를 통하여 최종 움직임 벡터를 생성하였으며, 국부최소값에 빠질 확률을 줄이는 동시에 불필요한 연산을 감소시켰다. 기존의 고속 블럭정합 방법들에 비하여 연산량은 10%∼70%가 줄었으며, 18%∼35%의 실제 수행시간이 감소되었다. 평균 MAD는다양한 테스트영상에 대하여 항상 우수하였으며, 전역탐색의 결과에 가장 가까운 결과를 나타내었다.

• 한국정보과학회:학술대회논문집
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• 한국정보과학회 2004년도 가을 학술발표논문집 Vol.31 No.2 (2)
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• pp.31-33
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• 2004

웹 사용에 대한 다음 요구 사항을 예측하기 위한 마이닝 방법으로 연관규칙이나 순차 패턴 등이 많이 사용되고 있지만, 이러한 방법들은 생성된 규칙들의 지지도(Support)나 신뢰도(Confidence)에 의한 예측만을 고려하기 때문에 정확한 예측을 하기 어려운 단점을 가지고 있다. 따라서, 본 논문에서는 빈도 수에 의한 Markov model을 기반으로 하여 웹 로그 파일에 저장된 사용자들의 행동 패턴에 따라 생성되어지는 여러 형태의 규칙 유형을 찾아내고, 사용 빈도 수를 이용한 전이 확률 행렬에 따른 다음 요구사항을 정확하게 예측할 수 있는 모델을 제시하고자 한다. 그 결과 여러 형태의 규칙 유형을 $K^{th}$ -order Markov 과정에서 효율적으로 발견해 낼 수 있다.

• 한국경영과학회지
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• 제24권2호
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• pp.31-39
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• 1999

A new approximation method for finding the steady-state probabilities of the number of customers present in queueing systems with Poisson arrivals and two servers with different deterministic service times with infinite waiting room capacity is developed. The major assumption made for the approximation is that the residual service times of the servers have mutually independent uniform distributions with densities equal to the reciprocals of the respective service times. The method reflects the heterogeneity of the servers only through the ratio of their service times, irrespective of the actual magnitudes and difference. The transition probability matrix is established and the steady-state probabilities are found for a variety of traffic intensities and ratios of the two service times; also the mean number of customers present in the system and in the queue, and server utilizations are found and tabulated. The method was validated by simulation and turned out to be very sharp.

• Structural Engineering and Mechanics
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• 제38권4호
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• pp.503-516
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• 2011

Uncertainty in concrete properties, including concrete modulus of elasticity and modulus of rupture, are predicted by developing a microstructural homogenization model. The homogenization model is developed by analyzing a concrete representative volume element (RVE) using the finite element (FE) method. The concrete RVE considers concrete as a three phase composite material including: cement paste, aggregate and interfacial transition zone (ITZ). The homogenization model allows for considering two sources of variability in concrete, randomly dispersed aggregates in the concrete matrix and uncertain mechanical properties of composite phases of concrete. Using the proposed homogenization technique, the uncertainty in concrete modulus of elasticity and modulus of rupture (described by numerical cumulative probability density function) are determined. Deflection uncertainty of reinforced concrete (RC) beams, propagated from uncertainties in concrete properties, is quantified using Monte Carlo (MC) simulation. Cracked plane frame analysis is used to account for tension stiffening in concrete. Concrete homogenization enables a unique opportunity to bridge the gap between concrete materials and structural modeling, which is necessary for realistic serviceability prediction.

• 천문학회보
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• 제43권2호
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• pp.52.2-52.2
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• 2018

The shape of a galaxy's spectral energy distribution ranging from ultraviolet (UV) to infrared (IR) wavelengths provides crucial information about the underlying stellar populations, metal contents, and star-formation history. Therefore, analysis of the SED is the main means through which astronomers study distant galaxies. However, interstellar dust absorbs and scatters UV and optical light, re-emitting the absorbed energy in the mid-IR and Far-IR. I present the updated 3D Monte-Carlo radaitive transfer code MoCafe to compute the radiative transfer of stellar, dust emission through a dusty medium. The code calculates the emission expected from dust not only in pure thermal equilibrium state but also in non-thermal equilibrium state. The stochastic heating of very small dust grains and/or PAHs is calculated by solving the transition probability matrix equation between different vibrational, internal energy states. The calculation of stochastic heating is computationally expensive. A pilot study of radiative transfer models of SEDs in clumpy (turbulent), galactic environments, which has been successfully used to understand the Calzetti attenuation curves in Seon & Draine (2016), is also presented.