• Journal of the Korean Operations Research and Management Science Society
• /
• v.39 no.4
• /
• pp.137-152
• /
• 2014

In this paper, I suggest several techniques to estimate covariance matrix and compare the performance of the global minimum variance portfolio (GMVP) in terms of out of sample mean standard deviation and return. As a result, the return differences among the GMVPs are insignificant. The mean standard deviation of the GMVP using historical covariance is sensitive to the estimation window and the number of assets in the portfolio. Among the model covariance, the GMVP using constant systematic risk ratio model or using short sale restriction shows the best performance. The performance difference between the GMVPs using historical covariance and model covariance becomes insignificant as the historical covariance is estimated with longer estimation window. Lastly, the implied volatilities from ELW prices do not lead to superior performance to the historical variance.

• Industrial Engineering and Management Systems
• /
• v.9 no.2
• /
• pp.178-194
• /
• 2010

To improve the ship operation in automated container terminals, it is important to schedule different types of handling equipment to operate synchronously. For example, a vehicle with container receiving and lifting capabilities is used to transport containers from a storage yard to a vessel and vice versa, while a triple quay crane (QC) can handle up to three 40-ft containers simultaneously. This paper discusses the manner in which vehicles should be assigned to containers to support such multi-lifts of QCs by using information about the locations and times of deliveries. A mixed-integer programming model is introduced to optimally assign delivery tasks to vehicles. This model considers the constraint imposed by the limited buffer space under each QC. A procedure for converting buffer-space constraints into time window constraints and a heuristic algorithmfor overcoming the excessive computational time required for solving the mathematical model are suggested. A numerical experiment is conducted to compare the objective values and computational times of the heuristic algorithm with those of the optimizing method to evaluate the performance of the heuristic algorithm.

• Advances in aircraft and spacecraft science
• /
• v.10 no.5
• /
• pp.393-418
• /
• 2023

Drones are increasingly used in logistics delivery due to their low cost, high-speed and straight-line flight. Considering the small cargo capacity, limited endurance and other factors, this paper optimized the pickup and delivery vehicle routing problem with time windows in the mode of "truck+drone". A mixed integer programming model with the objective of minimizing transportation cost was proposed and an improved adaptive large neighborhood search algorithm is designed to solve the problem. In this algorithm, the performance of the algorithm is improved by designing various efficient destroy operators and repair operators based on the characteristics of the model and introducing a simulated annealing strategy to avoid falling into local optimum solutions. The effectiveness of the model and the algorithm is verified through the numerical experiments, and the impact of the "truck+drone" on the route cost is analyzed, the result of this study provides a decision basis for the route planning of "truck+drone" mode delivery.

• Proceedings of the IEEK Conference
• /
• 2006.06a
• /
• pp.61-62
• /
• 2006

In this paper, using Bianchi's model with channel idle probability we analyze performance of power management scheme of IEEE 802.11 DCF according to ATIM window size and number of nodes for wireless ad hoc networks. The analytical results show that, when the number of nodes is given, the selected ATIM window size limits the performance.

• Journal of the Korean Institute of Telematics and Electronics T
• /
• v.36T no.1
• /
• pp.93-102
• /
• 1999

In this paper, we propose a data model and a retrieval method for content-based video query After partitioning a video into frame sets of same length which is called video-window, each video-window can be mapped to a point in a multidimensional space. A video can be represented a trajectory by connection of neighboring video-window in a multidimensional space. The similarity between two video-windows is defined as the euclidean distance of two points in multidimensional space, and the similarity between two video segments of arbitrary length is obtained by comparing corresponding trajectory. A new retrieval method with filtering and refinement step if developed, which return correct results and makes retrieval speed increase by 4.7 times approximately in comparison to a method without filtering and refinement step.

• 제어로봇시스템학회:학술대회논문집
• /
• 2005.06a
• /
• pp.2526-2531
• /
• 2005

A practical pinch torque estimator based on the Kalman filter is proposed for low-cost anti-pinch window control systems. To obtain the accurate angular velocity from Hall-effect sensor measurements, the angular velocity calculation algorithm is executed with additional procedures for removing the measurement noises. Apart from the previous works using the angular velocity estimates and torque estimates for detecting the pinched condition, the torque rate is augmented to the system model and the proposed pinch estimator is derived by applying the steady-state Kalman filter recursion to the model. The motivation of this approach comes from the idea that the bias errors in torque estimates due to the motor parameter uncertainties can be almost eliminated by introducing the torque rate state. For detecting the pinched condition, a systematic way to determine the threshold level of the torque rate estimates is also suggested via the deterministic estimation error analysis. Simulation results are given to certify the pinch detection performance of the proposed algorithm and its robustness against the motor parameter uncertainties.

• Water Engineering Research
• /
• v.6 no.2
• /
• pp.73-89
• /
• 2005

Two kinds of high resolution GCMs with the same spatial resolutions but with different schemes run by domestic and foreign agencies are used to clarify the usefulness and sensitivity of GCM for water resources applications for Korea. One is AMIP-II (Atmospheric Model Intercomparison Project-II) type GCM simulation results done by ECMWF (European Centre for Medium-Range Weather Forecasts) and the other one is AMIP-I type GCM simulation results done by METRI (Korean Meteorological Research Institute). Observed mean areal precipitation, temperature, and discharge values on 7 major river basins were used for target variables. Monte Carlo simulation was used to establish the significance of the estimator values. Sensitivity analyses were done in accordance with the proposed ways. Through the various tests, discrimination condition is sensitive for the distribution of the data. Window size is sensitive for the data variation and the area of the basins. Discrimination abilities of each nodal value affects on the correct association. In addition to theses sensitivity analyses results, we also noticed some characteristics of each GCM. For Korean water resources, monthly and small window setting analyses are recommended using GCMs.

• KIEAE Journal
• /
• v.4 no.4
• /
• pp.61-68
• /
• 2004

Daylight is a critical factor in architecture, as it helps enhance the working efficiency and pleasantness of the people working inside, in addition to reduce the power consumption in heating and cooling and make the interior space brighter. There are many kinds of glazing and daylighting systems. At present, research and efforts for their development are carried out, alongside quantitative evaluation. This study aims to present basic materials to be used to design proper glazing and daylighting systems in architecture based on a quantitative evaluation by scale models of existing office buildings. The result of the study can be summarized as follows. 1)As a result of the experiment, it appeared that the ratio of the interior illumination (i.e. at the working table, ceiling and wall) against the outdoor illumination increases at a constant rate, as the transmittance of the glazing goes up. 2) It was found that the SIR(Sunlight Illuminance Ratio) of a separated window system goes up by 20-50% at the rear part than in the case of an ordinary window system.

• Proceedings of the KIEE Conference
• /
• 2000.07d
• /
• pp.3233-3235
• /
• 2000

A new method for HRV(heart rate variability} detection from the R-wave signal, based on the IPFM (integral pulse frequency modulation) model and its similarity to pulse position modulation, is presented. The proposed method exert lowpass filtering with a Kaiser window. In this paper, The proposed method presents a powerful, but simple, tool for investigation of HRV. It also guarantees real-time behavior, simplicity in design, and phase linearity. Even without the basic assumption of IPFM model, the new algorithm can still be used on-line and with higher performance. It is thoroughly proved that lowpass filtering is an ideal method for PSD (Power Spectrum Density) analysis of HRV.

• Journal of Communications and Networks
• /
• v.9 no.3
• /
• pp.330-341
• /
• 2007

This work analyzes the performance of the parallel packet switch (PPS) with a sliding window (SW) method. The PPS involves numerous packet switches that operate independently and in parallel. The conventional PPS dispatch algorithm adopts a round robin (RR) method. The class of PPS is characterized by deployment of parallel low-speed switches whose all memory buffers run more slowly than the external line rate. In this work, a novel SW packet switching method for PPS, called SW-PPS, is proposed. The SW-PPS employs memory space more effectively than the existing PPS using RR algorithm. Under identical Bernoulli and bursty data traffic, the SW-PPS provided significantly improved performance when compared to PPS with RR method. Moreover, this investigation presents a novel mathematical analytical model to evaluate the performance of the PPS using RR and SW method. Under various operating conditions, our proposed model and analysis successfully exhibit these performance characteristics including throughput, cell delay, and cell drop rate.