• Title/Summary/Keyword: autocorrelation system

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The Tradeoff of Bullwhip Effect with Inventory Costs in a Supply Chain (공급사슬에서 채찍효과와 재고비용 사이의 상충)

  • Heung-Kyu Kim
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.46 no.4
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    • pp.93-100
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    • 2023
  • In this paper, an alternative inventory policy that trades off the bullwhip effect at an upstream facility with cost minimization at a current facility, with the goal of reducing system wide total expected inventory costs, when external demand distributjon is autocorrelated, is considered. The alternative inventory policy has a form that is somewhere between one that completely neglects the autocorrleation and one that actively utilizes the autocorrelation. For this purpose, a mathematical model that allows us to evaluate system wide total expected inventory costs for a periodic review system is developed. This model enables us to identify an optimal inventory policy at a current facility that minimizes system wide total expected inventory costs by the best tradeoff of the bullwhip effect at an upstream facility with cost minimization at a current facility. From numerical experiments, it has been found that (i) when the autocorrelation is negative, the optimal policy is one that actively utilizes the autocorrelation, (ii) when the autocorrelation is small and positive, the optimal policy is one that neglects the autocorrelation, and (iii) when the autocorrelation is large and positive, the optimal policy is somewhere between one that actively utilizes the autocorrelation and one that neglect the autocorrelation.

New Peak-to-Average Power Ratio Reduction Scheme for an OFKM-CDMA System (OFDM-CDMA 시스템에서 새로운 PAPR 감쇄기법)

  • 주양익;이연우;차균현
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.7B
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    • pp.1320-1325
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    • 2000
  • A very simple and effective peak power reduction scheme for a downlink OFDM-CDMA system is proposed using the relationship between peak-to-average power ratio (PAPR) and out-of-phase autocorrelation. Since power spectrum and autocorrelation function are Fourier transform pair, the PAPR property of the sequences can be estimated by the out-of-phase autocorrelation function of the spreading sequences. Thus, by scrambling the spread data in the frequency domain, we can reduce the sidelobe energy of autocorrelation, and at last, suppress PAPR in the proposed OFDM-CDMA system.

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Study on Acquisition Method for GAS-CP-CDMA (Cyclic-Prefix Code Division Multiple Access using Good-Autocorrelation-Sequence) (GAS-CP-CDMA 동기 포착 방법 연구)

  • Lee, Seong-Min;Kim, Young-Je;Kim, Whan-Woo
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.11A
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    • pp.1087-1094
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    • 2008
  • In this paper, we propose the acquisition method of the Cyclic-Prefix CDMA using Good-Autocorrelation-Sequence (GAS-CP-CDMA) system. The sequences for GAS-CP-CDMA are m-sequence and constant amplitude zero autocorrelation code (CAZAC) with good autocorrelation property. The GAS-CP-CDMA system is proposed for interference cancellation in multi-user and -path environment in co-cell. However, the reliable initial acquisition in multi-path fading channel and multi-user system environment is crucial. In this paper, non-coherent power detector and threshold value are used for discriminating signal acquisition. The sequence used for computer simulation is CAZAC. The simulation results show proper threshold value depends on the number of users. Through the computer simulation, we draw setting up method of the optimum threshold value for the GAS-CP-CDMA system.

Performance Analysis of Burst-Format DS-SS Acquisition system Using a Serial-Maximum Likelihood Search- A Modified State Transition diagram Approach (직렬-최대 공차 탐색을 사용한 비스트형 DS-SS 초기 동기 시스템의 성능 분석-수정된 상태 천이도 접근법-)

  • 이독욱;김근묵;황금찬
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.28A no.11
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    • pp.855-865
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    • 1991
  • A simple method for analysis of serial search burst-format direct-sequence spread-spectrum (DS-SS) code acquisition system had been recently proposed, and therein, the effect of the code autocorrelation sidelobes on the performance of DS-SS code acquisition system has been assessed [4],[5]. In this paper, a new hybrid scheme which combines the serial search with maximum likelihood search is proposed to eliminate the deleterious effect of code autocorrelation sidelobes, and the performance is analyzed for the additive withe Gaussian noise (AWGN) channels. To analyze the performance of this system, we have generalized the method used in [4],[5] to arbitrary burst-format DS-SS acquisition schemes. The results show that a new hybrid scheme has good immunity against the effect of code autocorrelation sidelobes. Thevalidity of the presented approach has been confirmed form the results of simulation.

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Multipath Error Mitigation using Differenced Autocorrelation Function (자기 상관 차분 함수를 이용한 다중 경로 오차 감쇄 기법)

  • 최일흥;이상정
    • Journal of the Korea Institute of Military Science and Technology
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    • v.6 no.1
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    • pp.59-67
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    • 2003
  • Multipath is an inevitable error source in radio navigation system such as GPS, it causes signal tracking errors such as carrier tracking errors, code tracking errors. Since code tracking error is a dominant error in absolute positioning, this paper focuses on the improvement of code tracking performance. This paper proposes a method that detects the change of autocorrelation function's slope and mitigates the multipath error. Also, this paper shows the performance evaluation results by post-processing the digitized RF samples.

LS code pair setting and sequential allocation methods

  • Wook, Roh-Dong
    • Proceedings of the IEEK Conference
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    • 2001.06a
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    • pp.221-224
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    • 2001
  • A new code: LS code was proposed for IMT-2000 CDMA system. The code has special properties during a certain time of interval: 1) perfect autocorrelation 2) perfect crosscorrelation. The perfect autocorrelation means that the autocorrelation has nMaximum for zero time-offset and zero for other times during a certain time. Moreover the perfect crosscorrelation means that the crosscorrelation has zero during a time of interest. In the LAS-DMA system, the LS code is only used in the spreading of data bits in contrast to the conventional CDMA system. Therefore the LS code pair setting and allocation order should be dealt with carefully considering the special properties of LS code. This paper is intended as an investigation of the setting LS code pair and the sequential allocation method. Firstly, the optimum LS code pair set is proposed in order to minimize PAPR. Secondly, the sequential allocation method is studied to either minimize PAPR or expand IFW.

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Multiple Access Interference Rejection Code: LS Code

  • Roh, Dong-Wook;Kim, Dong-Ku
    • Journal of Communications and Networks
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    • v.5 no.1
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    • pp.19-24
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    • 2003
  • A new code, LS code, was proposed for the IMT-2000 CDMA system. The code has special properties during a specific time interval: 1) perfect autocorrelation, and 2) perfect crosscorrelation. Perfect autocorrelation means maximum autocorrelation for zero time-offset and zero autocorrelation for all other times during a specific time interval. Moreover, perfect crosscorrelation means that the crosscorrelation has zero value during a certain time, you can remove all the MAI within that time. However, the detailed properties of LS code and its exact generation method have been previously unknown. Therefore, we investigate the LS code in regards to its exact generating method, properties, and performances in this paper.

Quantitative Effect Evaluation and Spatial Autocorrelation Analysis of Rural Development Projects (농촌개발사업 효과의 정량적 평가 및 공간적 연관 분석)

  • Lee, Jimin;Bae, Yeonjoung;Kim, Taegon;Lee, JeongJae;Suh, Kyo
    • Journal of Korean Society of Rural Planning
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    • v.19 no.2
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    • pp.107-120
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    • 2013
  • A lot of rural development projects have been planned and implemented for revitalizing rural areas in South Korea. However, it is not easy to properly evaluate and quantitatively analyze project outcomes. For this reason only selected regions have been evaluated for rural projects by government agencies. In this study, we analyzed the purpose and the contents of the Rural Village Development Project (RVDP) and Green Tourism Village Project (GTVP) to find indicators for evaluating results of rural projects using logistic regression analysis. Outputs of this study show that RVDPs increase regional population and GTVPs positively affect the sales of agricultural products. We also estimated the spatial distribution of project effects through spatial autocorrelation analysis and local-spatial autocorrelation analysis. Results show that the Moran's I values for the proportion of farmers with avocational jobs, product sales changes, and population growth in Jeol-La province are positive and the biggest one is population growth. Especially, key areas of agricultural product sales are widely distributed.

A Study on a Control Model for the Diagnostic and Nonconformity Rate in an Instrumental Process Involving Autocorrelation (자기상관이 있는 장치산업에서 공정 진단 및 부적합품률 제어모형에 관한 연구)

  • Koo, Ja-Hwal;Cho, Jin-Hyung
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.33 no.1
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    • pp.33-40
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    • 2010
  • Because sampling interval for data collection tends to be short compared with the overall processing time, in chemical process, instrumental process related tanks or furnace collected data have a significant autocorrelation. Insufficient control technique and frequent control actions cause unstable condition of the process. Traditional control charts which were developed based on iid (independently and identically distributed) among data cannot be applied on the existence of autocorrelation. Also unstable process is difficult to identity or diagnose. Because large-scale process has a lot of measurable variables and multi-step-structures among data, it is difficult to find relation between measurable variables and nonconformity. In this paper, we suggested an appicable model to diagnose the process and to find relation between measurable variables (CTQ) and nonconformity in the process having autocorrelation, unstable condition frequently, a lot of measurable variables, and multi-step-structure. And we applied this model to real process, to verify that the process engineers could easily and effectively diagnose the process and control the nonconformity.

DYNAMIC AUTOCORRELATION TEMPERATURE MODELS FOR PRICING THE WEATHER DERIVATIVES IN KOREA

  • Choi, H.W;Chung, S.K
    • Journal of applied mathematics & informatics
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    • v.9 no.2
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    • pp.771-785
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    • 2002
  • Many industries like energy, utilities, ice cream and leisure sports are closely related to the weather. In order to hedge weather related risks, they invest their assets with portfolios like option, coupons, future, and other weather derivatives. Among weather related derivatives, CDD and HDD index options are mainly transacted between companies. In this paper, the autocorrelation system of temperature will be checked for several cities in Korea and the parameter estimation will be carried based on the maximum likelihood estimation. Since the log likelihood increase as the number of parameters increases, we adopt the Schwarz information criterion .