• 대한산업공학회지
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• 제24권2호
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• pp.241-249
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• 1998

In this paper, we seek to find an optimal allocation of link capacity in a data communication network. The architecture of the data communication network considered in the study is an online-service network based on public switched telephone network(PSTN) and packet switched data network(PSDN). In designing the architecture of the network, we need to deal with various measures of quality of service(QoS). Two important service measures are the call blocking probability in PSTN and the data transfer delay time in PSDN. Considering the tradeoff between the call blocking probability and the data transfer delay time in the network, we have developed the optimal link capacity allocation model that minimizes the total link cost, while guarantees the call blocking probability and the data transfer delay time within an acceptable level of QoS. This problem can be formulated as a non-linear integer programming model. We have solved the problem with tabu search and simulated annealing methods. In addition, we have analyzed the sensitivity of the model and provided the insight of the model along with computational results.

• 대한토목학회논문집
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• 제29권3A호
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• pp.199-207
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• 2009

본 논문에서는 신뢰도기반 도로교설계기준을 위한 새로운 활하중모형을 개발하였다. 합리적 하중모형과 함께 하중의 통계적 특성의 구축은 신뢰도기반 설계기준의 개발에 매우 중요하다. 이전 논문에서는 WIM 또는 BWIM시스템을 이용하여 수집된 국내 8개 지역의 자료를 분석하여 교량수명기간동안의 예상최대중량을 구하였다. 차종별 총중량의 확률분포는 상위 20%의 자료를 이용하여 극한분포(Gumbel분포)로 가정되었으며 이 확률분포를 사용하여 교량수명기간동안의 최대중량을 예측하였다. 이 논문에서는 교량상에 두 대 이상의 차량이 동시에 재하되는 경우를 분석하였다. 여러 자료를 이용하여 동시재하의 확률을 구하였으며 이에 따른 동시재하차량의 총중량을 이전 논문과 같은 확률분포를 이용하여 구하였다. 10-200 m까지의 지간별로 예측된 하중효과를 모사할 수 있는 공칭하중모형이 제안되었다. 제안된 하중모형은 기존의 하중모형 뿐만 아니라 국외의 여러 기준들과 비교분석되었다.

• Communications for Statistical Applications and Methods
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• 제26권3호
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• pp.273-293
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• 2019

We consider the problem of model selection in multiple linear regression with outliers and non-normal error distributions. In this article, the robust model selection criterion is proposed based on the robust estimation method with the least absolute deviation (LAD). The proposed criterion is shown to be consistent. We suggest proposed criterion based algorithms that are suitable for a large number of predictors in the model. These algorithms select only relevant predictor variables with probability one for large sample sizes. An exhaustive simulation study shows that the criterion performs well. However, the proposed criterion is applied to a real data set to examine its applicability. The simulation results show the proficiency of algorithms in the presence of outliers, non-normal distribution, and multicollinearity.

• 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.

• 대한조선학회논문집
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• 제52권1호
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• pp.88-95
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• 2015

For the frequency-domain spectral fatigue analysis, the probability density function of stress range needs to be estimated based on the stress spectrum only, which is a frequency domain representation of the response. The probability distribution of the stress range of the narrow-band spectrum is known to follow the Rayleigh distribution, however the PDF of wide-band spectrum is difficult to define with clarity due to the complicated fluctuation pattern of spectrum. In this paper, efforts have been made to figure out the links between the probability density function of stress range to the structural response of wide-band Gaussian random process. An artificial neural network scheme, known as one of the most powerful system identification methods, was used to identify the multivariate functional relationship between the idealized wide-band spectrums and resulting probability density functions. To achieve this, the spectrums were idealized as a superposition of two triangles with arbitrary location, height and width, targeting to comprise wide-band spectrum, and the probability density functions were represented by the linear combination of equally spaced Gaussian basis functions. To train the network under supervision, varieties of different wide-band spectrums were assumed and the converged probability density function of the stress range was derived using the rainflow counting method and all these data sets were fed into the three layer perceptron model. This nonlinear least square problem was solved using Levenberg-Marquardt algorithm with regularization term included. It was proven that the network trained using the given data set could reproduce the probability density function of arbitrary wide-band spectrum of two triangles with great success.

• 대한원격탐사학회:학술대회논문집
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• 대한원격탐사학회 2007년도 Proceedings of ISRS 2007
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• pp.191-194
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• 2007

The paper clarifies all the noise sources of a CMOS image sensor, with which the GOCI (Geostationary Ocean Color Imager) is equipped, and analyzes their contribution to a nonlinear image sensor model. In particular, the noise PDF (Probability Density Function) is derived in terms of sensor-gain coefficients: a linear and a nonlinear gains. As a result, the relation between the noise characteristic and the sensor gains is studied.

• 항공우주시스템공학회지
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• 제11권4호
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• pp.22-29
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• 2017

비선형특성을 갖고 있는 실제 무인기용 소형터보제트엔진의 운전 중 발생하는 결함을 효과적으로 탐지하기 위한 방안에 대해 연구하였다. 이를 위해서 동적 열역학 사이클해석을 통한 비선형 동특성 모델을 도출하였다. 실제적인 운전상황의 연출을 위해 잡음특성의 평가에 부합하는 무향칼만필터를 적용하였고 필터성능이 가미된 제어기를 설계하였다. 엔진회전수 센서의 결함을 통한 엔진 결함발생을 모사하였고, 발생된 결함의 실시간적인 탐지 방안으로 연속확률비 평가기법을 도입하였다. 이를 운전 중 엔진결함탐지에 적용한 결과 분명한 결정양상을 보임으로써 매우 효과적이고 유용함을 확인하였다.

• 응용통계연구
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• 제25권6호
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• pp.1037-1047
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• 2012

The generalized linear mixed model(GLMM) is widely used in fitting categorical responses of clustered data. In the numerical approximation of likelihood function the normality is assumed for the random effects distribution; subsequently, the commercial statistical packages also routinely fit GLMM under this normality assumption. We may also encounter departures from the distributional assumption on the response variable. It would be interesting to investigate the impact on the estimates of parameters under misspecification of distributions; however, there has been limited researche on these topics. We study the sensitivity or robustness of the maximum likelihood estimators(MLEs) of GLMM for counts data when the true underlying distribution is normal, gamma, exponential, and a mixture of two normal distributions. We also consider the effects on the MLEs when we fit Poisson-normal GLMM whereas the outcomes are generated from the negative binomial distribution with overdispersion. Through a small scale Monte Carlo study we check the empirical coverage probabilities of parameters and biases of MLEs of GLMM.

• Journal of the Korean Data and Information Science Society
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• 제21권4호
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• pp.765-775
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• 2010

For the accelerated failure time (AFT) model a lot of effort has been devoted to develop effective estimation methods. AFT model assumes a linear relationship between the logarithm of event time and covariates. In this paper we propose a semiparametric support vector machine to consider situations where the functional form of the effect of one or more covariates is unknown. The proposed estimating equation can be computed by a quadratic programming and a linear equation. We study the effect of several covariates on a censored response variable with an unknown probability distribution. We also provide a generalized approximate cross-validation method for choosing the hyper-parameters which affect the performance of the proposed approach. The proposed method is evaluated through simulations using the artificial example.

• Structural Engineering and Mechanics
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• 제41권1호
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• pp.25-41
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• 2012

Kriging surrogate model provides explicit functions to represent the relationships between the inputs and outputs of a linear or nonlinear system, which is a desirable advantage for response estimation and parameter identification in structural design and model updating problem. However, little research has been carried out in applying Kriging model to crack identification. In this work, a scheme for crack identification based on a Kriging surrogate model is proposed. A modified rectangular grid (MRG) is introduced to move some sample points lying on the boundary into the internal design region, which will provide more useful information for the construction of Kriging model. The initial Kriging model is then constructed by samples of varying crack parameters (locations and sizes) and their corresponding modal frequencies. For identifying crack parameters, a robust stochastic particle swarm optimization (SPSO) algorithm is used to find the global optimal solution beyond the constructed Kriging model. To improve the accuracy of surrogate model, the finite element (FE) analysis soft ANSYS is employed to deal with the re-meshing problem during surrogate model updating. Specially, a simple method for crack number identification is proposed by finding the maximum probability factor. Finally, numerical simulations and experimental research are performed to assess the effectiveness and noise immunity of this proposed scheme.