• The Journal of Korean Institute of Communications and Information Sciences
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• v.30 no.6C
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• pp.523-531
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• 2005

We derive decision regions of the maximum likelihood(ML) and suboptimum ML(S-ML) detectors in the first order moving average(FOMA) of an impulsive process. The ML and S-ML detectors are compared in terms of the bit-error-rate in the antipodal signaling system. Numerical results show that the S-ML detector, despite its reduced complexity and simpler structure, exhibits practically the same performance as the optimum ML detector. It is also shown that the performance gap between detectors for FOMA and independent and identically distributed noise becomes larger as the degree of noise impulsiveness increases.

• 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.

• Journal of the Korea Safety Management & Science
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• v.12 no.3
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• pp.257-262
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• 2010

The study investigates the various Acceptance Control Charts (ACCs) based on the factors that include process independence, data weighting scheme, subgrouping, and use of control charts. USL - LSL > $6{\sigma}$ that used in the good condition processes in the ACCs are designed by considering user's perspective, producer's perspective and both perspectives. ACCs developed from the research is efficiently applied by using the simple control limit unified with APL (Acceptable Process Level), RLP (Rejectable Process Level), Type I Error $\alpha$, and Type II Error $\beta$. Sampling interval of subgroup examines i.i.d. (Identically and Independent Distributed) or auto-correlated processes. Three types of weight schemes according to the reliability of data include Shewhart, Moving Average(MA) and Exponentially Weighted Moving Average (EWMA) which are considered when designing ACCs. Two types of control charts by the purpose of improvement are also presented. Overall, $\alpha$, $\beta$ and APL for nonconforming proportion and RPL of claim proportion can be designed by practioners who emphasize productivity and claim defense cost.

• Journal of Information Processing Systems
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• v.1 no.1 s.1
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• pp.62-69
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• 2005

This paper presents a queuing analysis model of a PC-based software router supporting IPv6-IPv4 translation for residential gateway. The proposed models are M/G/1/K or MMPP-2/G/1/K by arrival process of the software PC router. M/G/1/K is a model of normal traffic and MMPP-2/G/1/K is a model of burst traffic. In M/G/1/K, the arriving process is assumed to be a Poisson process, which is independent and identically distributed. In MMPP-2/G/1/K, the arriving process is assumed to be two-state Markov Modulated Poisson Process (MMPP) which is changed from one state to another state with intensity. The service time distribution is general distribution and the service discipline of the server is processor sharing. Also, the total number of packets that can be processed at one time is limited to K. We obtain performance metrics of PC-based software router for residential gateway such as system sojourn time blocking probability and throughput based on the proposed model. Compared to other models, our model is simpler and it is easier to estimate model parameters. Validation results show that the model estimates the performance of the target system.

• Journal of the Korea Society of Computer and Information
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• v.27 no.6
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• pp.167-174
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• 2022

In this paper we investigate the permutation test for the equality of correlation coefficients in several independent populations. Permutation test is a non-parametric testing methodology based upon the exchangeability of observations. Exchangeability is a generalization of the concept of independent, identically distributed random variables. Using permutation method, we may construct asymptotically exact test. This method is asymptotically as powerful as standard parametric tests and is a valuable tool when the sample sizes are small and normality assumption cannot be met. We first review existing parametric approaches to test the equality of correlation coefficients and compare them with the permutation test. At the end, all the approaches are illustrated using Iris data example.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.15 no.12
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• pp.4567-4583
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• 2021

This study proposes an analytical approximation algorithm based on extreme value theory (EVT) for the inverse of the power of the incomplete Gamma function. First, the Gumbel function is used to approximate the power of the incomplete Gamma function, and the corresponding inverse problem is transformed into the inversion of an exponential function. Then, using the tail equivalence theorem, the normalized coefficient of the general Weibull distribution function is employed to replace the normalized coefficient of the random variable following a Gamma distribution, and the approximate closed form solution is obtained. The effects of equation parameters on the algorithm performance are evaluated through simulation analysis under various conditions, and the performance of this algorithm is compared to those of the Newton iterative algorithm and other existing approximate analytical algorithms. The proposed algorithm exhibits good approximation performance under appropriate parameter settings. Finally, the performance of this method is evaluated by calculating the thresholds of space-time block coding and space-frequency block coding pattern recognition in multiple-input and multiple-output orthogonal frequency division multiplexing. The analytical approximation method can be applied to other related situations involving the maximum statistics of independent and identically distributed random variables following Gamma distributions.

• International conference on construction engineering and project management
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• 2013.01a
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• pp.21-27
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• 2013

Construction safety is a predominant hindrance in in-situ workflow and considered an unresolved issue. Current methods used for safety optimization and prediction, with limited exceptions, are paper-based, thus error prone, as well as time and cost ineffective. In an attempt to exploit the potential of BIM for safety, the objective of the proposed methodology is to automatically predict hazardous on-site conditions related to the route that the dozers follow during the different phases of the project. For that purpose, safety routes used by construction equipment from an origin to multiple destinations are computed using video cameras and their cycle times are calculated. The cycle times and factors; including weather and light conditions, are considered to be independent and identically distributed random variables (iid); and simulated using the Arena software. The simulation clock is set to 100 to observe the minor changes occurring due to external parameters. The validation of this technology explores the capabilities of BIM combined with simulation for enhancing productivity and improving safety conditions a-priori. Preliminary results of 262 measurements indicate that the proposed methodology has the potential to predict with 87% the location of exclusion zones. Also, the cycle time is estimated with an accuracy of 89%.

• Journal of Korea Society of Industrial Information Systems
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• v.23 no.5
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• pp.19-32
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• 2018

This study focuses on an M/M/1 queue with an attached continuous-type inventory. The customers arrive into the system according to the Poisson process, and are served in their arrival order; i.e., first-come-first-served. The service times are assumed to be independent and identically distributed exponential random variable. At a service completion epoch, the customer consumes a random amount of inventory. The inventory is controlled by the traditional (s, S)-inventory policy with a generally distributed lead time. A customer that arrives during a stock-out period assumed to be lost. For the number of customers and the inventory size, we derive a product-form stationary joint probability distribution and provide some numerical examples. Besides, an operational strategy for the inventory that minimizes the long-term cost will also be discussed.

• The Pure and Applied Mathematics
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• v.11 no.1
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• pp.97-102
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• 2004

In this paper we establish some recurrence relations satisfied by quotient moments of upper record values from the Pareto distribution. Let ｛$X_n,n\qeq1$｝be a sequence of independent and identically distributed random variables with a common continuous distribution function(cdf) F($chi$) and probability density function(pdf) f($chi$). Let $Y_n\;=\;mas{X_1,X_2,...,X_n}$ for $ngeq1$. We say $X_{j}$ is an upper record value of {$X_{n},n\geq1$}, if $Y_{j}$＞$Y_{j-1}$,j＞1. The indices at which the upper record values occur are given by the record times ${u( n)}n,\geq1$, where u(n) = min{j｜j ＞u(n-l), $X_{j}$＞$X_{u(n-1)}$,n\qeq2$ and u(l) = 1. Suppose $X{\epsilon}PAR(\frac{1}{\beta},\frac{1}{\beta}$ then E$(\frac{{X^\tau}}_{u(m)}}{{X^{s+1}}_{u(n)})\;=\;\frac{1}{s}E$ E$(\frac{{X^\tau}}_{u(m)}{{X^s}_{u(n-1)}})$ - $\frac{(1+\betas)}{s}E(\frac{{X^\tau}_{u(m)}}{{X^s}_{u(n)}}$ and E$(\frac{{X^{\tau+1}}_{u(m)}}{{X^s}_{u(n)}})$ = $\frac{1}{(r+1)\beta}$ [E$(\frac{{X^{\tau+1}}}_u(m)}{{X^s}_{u(n-1)}})$ - E$(\frac{{X^{\tau+1}}_u(m)}}{{X^s}_{u(n-1)}})$ - (r+1)E$(\frac{{X^\tau}_{u(m)}}{{X^s}_{u(n)}})$]

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.11 no.3
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• pp.40-47
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• 2012

In dual-hop relaying systems, the conventional partial relay selection is based on the channel information only for the first hop. On the other hand, the efficient partial relay selection is based on the channel information for the hop with the minimum of the average channel powers for the first and second hops at each end-to-end link since the correlation coefficient between the end-to-end link quality and the link quality of the hop with the minimum of the average channel powers for the first and second hops is larger than that between the end-to-end link quality and the link quality of the other hop. In this paper, the outage probability of the conventional partial relay selection and the efficient partial relay selection in dual-hop decode-and-forward relaying systems is analyzed for non-identically distributed Rayleigh fading channels. Through numerical investigation, the outage performance of the efficient partial relay selection is compared with the outage performances of the conventional partial relay selection and the best relay selection based on all the channel information for the first and second hops.