• Journal of Korean Institute of Industrial Engineers
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• v.24 no.2
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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.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.3A
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• pp.199-207
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• 2009

In this paper, new vehicular load model is developed for reliability-based bridge design code. Rational load model and statistical properties of loads are important for developing reliability-based design code. In the previous paper, truck weight data collected at eight locations using WIM or BWIM system are analyzed to calculate the maximum truck weights for specified bridge lifetime. Probability distributions of upper 20% total truck weight are assumed as Extreme Type I (Gumbel Distribution) and 100 years maximum weights are estimated by linear regression. In this study, effects of multiple presence of trucks are analyzed. Probability of multiple presence of trucks are estimated and corresponding multiple truck weights are calculated using the same probability distribution function as in the previous paper. New vehicular live load model are proposed for span length from 10 m to 200 m. New model is compared with current Korean model and various load models of other countries.

• Communications for Statistical Applications and Methods
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• v.26 no.3
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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.

• Journal of Korean Institute of Industrial Engineers
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• v.42 no.1
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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.

• Journal of the Society of Naval Architects of Korea
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• v.52 no.1
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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.

• Proceedings of the KSRS Conference
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• 2007.10a
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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.

• Journal of Aerospace System Engineering
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• v.11 no.4
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• pp.22-29
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• 2017

A study is performed for the effective detection method of a fault which is occurred during operation in a small turbojet engine with non-linear characteristics used by unmanned air vehicle. For this study the non-linear dynamic model of the engine is derived from transient thermodynamic cycle analysis. Also for inducing real operation conditions the controller is developed associated with unscented Kalman filter to estimate noises. Sequential probability ratio test is introduced as a real time method to detect a fault which is manipulated for simulation as a malfunction of rotational speed sensor contaminated by large amount of noise. The method applied to the fault detection during operation verifies its effectiveness and high feasibility by showing good and definite decision performances of the fault.

• The Korean Journal of Applied Statistics
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• v.25 no.6
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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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• v.21 no.4
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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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• v.41 no.1
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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.