• Korean Management Science Review
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• v.25 no.1
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• pp.93-106
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• 2008

This study is focused on the problem of seat allocation for group travel demand in airlines. We first explain the characteristic of group demand and its seat allocation process. The group demand in air travel markets can be classified into two types : incentive and package groups. Allocating seats for group demand depends on the types of group demand and the relationship between airlines and travel agents. In this paper we concentrate on the package group demand and develop an optimization model for seat allocation on the demand to maximize the total revenue. With some assumptions on the demand distribution and the linear approximation technique, we develop a mixed IP model for solving our problem optimally. From the computational experiments, we can find our optimization model can be applied well for real-world application.

• Journal of the Korean Data and Information Science Society
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• v.27 no.5
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• pp.1389-1397
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• 2016

Semi-parametric frailty model with nonparametric baseline hazards has been widely used for the analyses of clustered survival-time data. The frailty models can be fitted via an auxiliary Poisson hierarchical generalized linear model (HGLM). For the inferences of the frailty model marginal likelihood, which gives MLE, is often used. The marginal likelihood is usually obtained by integrating out random effects, but it often requires an intractable integration. In this paper, we propose to obtain the MLE via Laplace approximation using a Poisson HGLM approach for semi-parametric frailty model. The proposed HGLM approach uses hierarchical-likelihood (h-likelihood), which avoids integration itself. The proposed method is illustrated using a numerical study.

• ETRI Journal
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• v.33 no.6
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• pp.914-923
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• 2011

This paper concerns robust and reliable speaker model training for text-independent speaker verification. The baseline speaker modeling approach is the Gaussian mixture model (GMM). In text-independent speaker verification, the amount of speech data may be different for speakers. However, we still wish the modeling approach to perform equally well for all speakers. Besides, the modeling technique must be least vulnerable against unseen data. A traditional approach for GMM training is expectation maximization (EM) method, which is known for its overfitting problem and its weakness in handling insufficient training data. To tackle these problems, variational approximation is proposed. Variational approaches are known to be robust against overtraining and data insufficiency. We evaluated the proposed approach on two different databases, namely KING and TFarsdat. The experiments show that the proposed approach improves the performance on TFarsdat and KING databases by 0.56% and 4.81%, respectively. Also, the experiments show that the variationally optimized GMM is more robust against noise and the verification error rate in noisy environments for TFarsdat dataset decreases by 1.52%.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 1993.06a
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• pp.1230-1233
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• 1993

Numerical solution of inverse problem of Takagi-Sugeno fuzzy model is proposed. The method is located on the application of numerical optimization to the fuzzy model. Steepest descent method is used for the numerical optimization. We use the linear approximation of fuzzy model, called pseudo first order approximation, by fixing the membership value on the neighborhood of the corresponding input. It is introduced in order to reduce the difficulty of optimization process. The efficiency of this method is shown by a numerical experiment.

• Journal of the Korean Mathematical Society
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• v.59 no.6
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• pp.1153-1170
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• 2022

In this paper, we investigate the portfolio optimization problem under the SVCEV model, which is a hybrid model of constant elasticity of variance (CEV) and stochastic volatility, by taking into account of minimum-entropy robustness. The Hamilton-Jacobi-Bellman (HJB) equation is derived and the first two orders of optimal strategies are obtained by utilizing an asymptotic approximation approach. We also derive the first two orders of practical optimal strategies by knowing that the underlying Ornstein-Uhlenbeck process is not observable. Finally, we conduct numerical experiments and sensitivity analysis on the leading optimal strategy and the first correction term with respect to various values of the model parameters.

• The Korean Journal of Applied Statistics
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• v.28 no.1
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• pp.33-47
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• 2015

We consider an $M/E_n/1$ queueing model where customers arrive at a facility with a single server according to a Poisson process with customer service times assumed to be independent and identically distributed with Erlang distribution. We concentrate on the overshoot of the workload process in the queue. The overshoot means the excess over a threshold at the moment where the workload process exceeds the threshold. The approximation of the distribution of the overshoot was proposed by Bae et al. (2011); however, but the accuracy of the approximation was unsatisfactory. We derive an advanced approximation using the property of the Erlang distribution. Finally the newly proposed approximation is compared with the results of the previous study.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.25 no.3
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• pp.237-243
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• 2012

The thickness optimization of the gearbox housing for 5MW wind turbine is carried out with the help of the efficient structure analysis model and the approximation model of objective function. Wind turbine gearbox is a complex structural system composed of a number of gear trains, shafts, bearing and gearbox housing, requiring a tremendous number of elements for the structural analysis and design. In this paper, an effective analysis and design model considering the tooth stiffness of helical gears is proposed. It enables to significantly reduce the total element number and the analysis time. Through the numerical optimization of housing thickness making use of the effective gearbox model and the approximate model of objective function, the total weight of the gearbox housing is minimized. It has been observed from the numerical experiment that the approximation model is reliable and the optimization result is acceptable and verified analysis.

• Journal of Nuclear Fuel Cycle and Waste Technology(JNFCWT)
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• v.5 no.1
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• pp.29-37
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• 2007

A conventional single compartment model cannot simulate reasonably the migration phenomenon of contaminants through unsaturated zone, due to the intrinsic unrealistic assumption of the compartment model that contaminants entering a compartment are immediately and uniformly mixed. Although, a multi-compartments model, in which even physically identical layer is divided into multiple compartments, may be used for explaining the retardation of contaminant mass flux along with increasing number of compartments, its numerical modeling is usually time-consuming and appropriate analytical solutions have not been reported yet. In order to improve the conventional compartment models on contaminant migration through unsaturated zone, a series of analytical solutions for multi-compartments model were derived and a generalized constraint under which the results from multi-compartments model can be simply approximated by single compartment model was proposed. The simplified approximation method was verified by a simple numerical analysis on the constraint under hypothetical conditions. It was also proved that the influent contaminant transfer rate from the bulk unsaturated zone can be generally represented into a time-dependent nominal transfer rate rather than a constant. In addition, the nominal transfer rate turned out to be very sensitive to the contaminant transfer rate between compartments in unsaturated zone, but to be almost insensitive to the transfer rate from contaminated zone. It is expected that the simplified approximation method developed in this study can be used for rapid and reasonable estimation of the migration phenomenon of contaminant through unsaturated zone, instead of time-consuming multi-compartments modeling.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.14 no.3
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• pp.240-246
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• 2002

Hydraulic model experiments were conducted fur a series of regular and uni-directional irregular waves propagating over a submerged elliptic shoal. Two different sets of experiments have been studied； one considers regular wave transformation with no breaking, and the other considers uni-directional irregular wave with partial breaking on top of the shoal. The numerical experiments are also performed using a numerical model based on the parabolic approximation equation. The result of the numerical experiments are compared with that of hydraulic experiments.

• 한국방재학회:학술대회논문집
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• 2007.02a
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• pp.140-143
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• 2007

A continuing elevated bridge is replaced with mass-spring system model, and a part of the bridge is cut out as an analytical area. A viscous boundary is installed at both ends, and dynamic analyses are carried out changing the wave velocity of the viscous boundary, The result is compared with a result of a very long model corresponding to the solution with infinite length. A wave velocity is chosen so that the good performance of a viscous boundary is exhibited. The parametric analyses are carried out changing the model of various structural properties, and an approximation expression is suggested to obtain the wave velocity easily for setting a viscous boundary.