• The Journal of Asian Finance, Economics and Business
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• 제7권12호
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• pp.853-861
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• 2020

The study aims to measure the productivity of the Saudi banking sector at the retail level using secondary data for 11 local banks from the period 2015-2019. The study uses an extended version of the Cobb-Douglas production function to account for the fact that as banks openup more retail branches, they will need to employ more labor. The extended Cobb-Douglas production function was estimated using the two-way fixed effect model to account for unobserved heterogeneity across Saudi banks resulting from differences in labor competencies and leadership style. Besides, the model accounts for unobserved heterogeneity among Saudi banks due to the advancement in electronic services over time. The results showed that labor, branches, customers' deposits, and fixed deposits have a positive effect on the total value of generated loans. Conversely, ATM has an insignificant effect on generated loans. The average scale elasticity shows that the Saudi banks at the retail level are operating under decreasing returns to scale. The average marginal rate of technical substitution shows that Saudi banks need at least one ATM to replace one unit of labor at the retail level while keeping the same level of output.

• Structural Engineering and Mechanics
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• 제63권6호
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• pp.809-824
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• 2017

The accurate evaluation of wind characteristics and wind-induced structural responses during a typhoon is of significant importance for bridge design and safety assessment. This paper presents an expectation maximization (EM) algorithm-based angular-linear approach for probabilistic modeling of field-measured wind characteristics. The proposed method has been applied to model the wind speed and direction data during typhoons recorded by the structural health monitoring (SHM) system instrumented on the arch Jiubao Bridge located in Hangzhou, China. In the summer of 2015, three typhoons, i.e., Typhoon Chan-hom, Typhoon Soudelor and Typhoon Goni, made landfall in the east of China and then struck the Jiubao Bridge. By analyzing the wind monitoring data such as the wind speed and direction measured by three anemometers during typhoons, the wind characteristics during typhoons are derived, including the average wind speed and direction, turbulence intensity, gust factor, turbulence integral scale, and power spectral density (PSD). An EM algorithm-based angular-linear modeling approach is proposed for modeling the joint distribution of the wind speed and direction. For the marginal distribution of the wind speed, the finite mixture of two-parameter Weibull distribution is employed, and the finite mixture of von Mises distribution is used to represent the wind direction. The parameters of each distribution model are estimated by use of the EM algorithm, and the optimal model is determined by the values of $R^2$ statistic and the Akaike's information criterion (AIC). The results indicate that the stochastic properties of the wind field around the bridge site during typhoons are effectively characterized by the proposed EM algorithm-based angular-linear modeling approach. The formulated joint distribution of the wind speed and direction can serve as a solid foundation for the purpose of accurately evaluating the typhoon-induced fatigue damage of long-span bridges.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.545-552
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• 2003

Let X$_1$, X$_2$, … be real valued random variables under linearly negatively quadrant dependent (LNQD). In this paper, we discuss the probability inequality of ennett(1962) and Hoeffding(1963) under some suitable random variables. These results are to extend Theorem A and B to LNQD random variables. Furthermore, let ζdenote the ｐth quantile of the marginal distribution function of the $Ｘ_i$'s which is estimated by a smooth estima te $ζ_{pn}$, on the basis of X$_1$, X$_2$, …$X_n$. We establish a convergence of $ζ_{pn}$, under Hoeffding-type probability inequality of LNQD.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1989년도 하계종합학술대회 논문집
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• pp.195-201
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• 1989

Voltage collapse is a serious concern to the electirc utility industry. It is common to associate steady-state stability with the ability of the transmission system to transport real power and to associate voltage collapse with the inability to provide reactive power at the necessary locations within the system. An algorithm to directly calculate the critical point of system voltage collapse was presented by the authors. The method (based on the ordinary power flow equations and explicit requirement of singularity of the Jacobian matrix) is basically one degree of freedom with proper load distribution factors. This paper suggests a modified algorithm to increase the degree of freedom, introducing the nonlinear programming technique. The objective function is a distance measure between the present operating point and the closest voltage collapse point. Knowledge of the distance and the most vulnarable bus from the voltage collapse point of view may be used as a useful index for the secure system operation.

• Journal of Astronomy and Space Sciences
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• 제19권1호
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• pp.1-6
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• 2002

Recently, one interesting possibility is proposed that a magnetar can be a progenitor of short and hard gamma-ray bursts (GRBs). If this is true, one may expect that the short and hard GRBs, at least some of GRBs in this class, are distributed in the Euclidean space and that the angular position of these GRBs is correlated with galaxy clusters. Even though it is reported that the correlation is statistically marginal, the observed value of < $V/V_{max}$ > deviates from the Euclidean value. The latter fact is often used as evidence against a local extragalactic origin for short GRB class. We demonstrate that GRB sample of which the value of < $V/V_{max}$ > deviates from the Euclidean value can be spatially confined within the low value of z. We select very short bursts (TgO < 0.3 sec) from the BATSE 4B catalog. The value of < $V/V_{max}$ > of the short bursts is 0.4459. Considering a conic-beam and a cylindrical beam for the luminosity function, we deduce the corresponding spatial distribution of the GRB sources. We also calculate the fraction of bursts whose redshifts are larger than a certain redshift z', i.e. f>z'. We find that GRBs may be distributed near to us, despite the non-Euclidean value of < $V/V_{max}$ >. A broad and uniform beam pattern seems compatible with the magnetar model in that the magnetar model requires a small $z_{max}$.

• 대한기계학회논문집A
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• 제35권10호
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• pp.1299-1306
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• 2011

본 연구에서는 측정된 균열 데이터를 토대로 변동하중 하에서의 균열성장모델 변수들을 베이지안 모델변수 추정 방법을 통해서 확률적인 분포로 구하는 방법을 제시하였다. 모델변수의 확률분포를 구하기 위해 Markov Chain Monte Carlo (MCMC) 샘플링 방법을 이용하였다. 변동하중 하에서는 균열성장 모델이 더욱 복잡해 짐에 따라 기존의 MCMC 기법으로는 확률분포를 잘 구하지 못하므로 주변확률밀도분포를 제안함수로 사용하는 MCMC 기법을 새롭게 제안하였다. 모델변수의 추정을 위해 여러 크기의 일정 진폭 하중 하에서 시편시험을 수행하여 얻은 균열성장 데이터를 이용하였다. 추정된 변수들을 사용하여 변동하중 하에서의 시편에 대해 균열성장 예측을 수행하였고, 이를 실제 시험 데이터를 통해서 검증하였다.

• 한국지반공학회논문집
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• 제27권10호
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• pp.93-104
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• 2011

본 연구에서는 댐이나 보와 같은 수리구조물이 설치된 포화 기초지반에서의 구속흐름(confined flow)에 대하여 확률론적 침투해석을 수행하였다. 침투해석은 유한요소법을 이용하였으며 투수계수의 수평방향과 연직방향의 공간적 상관성이 상이한 비등방성을 고려하였다. 지정된 입력 확률분포함수와 자기상관함수(autocorrelation function)를 따르는 2차원의 랜덤필드를 생성하기 위하여 Karhunen-Lo$\grave{e}$ve 전개법을 사용하였으며 생성된 랜덤필드를 이용하여 확률론적 응답을 얻기 위해 Monte Carlo 시뮬레이션을 수행하였다. 이로부터 투수계수의 불확실성과 공간적 변동성이 수리구조물과 기초의 침투로 인한 안정성과 관련된 기초를 통한 유량, 구조물 하부에 작용하는 양압력, 하류 유출면에서의 유출동수경사에 미치는 영향을 연구하였다. 해석결과로부터 투수계수의 확률분포와 자기상관 구조를 만족하는 랜덤필드로 고려하여 공간적 변동을 고려하는 방법은 결정론적 해석이나 투수계수를 하나의 랜덤변수로 고려하는 경우에 나타나지 않는 다양한 지반의 침투거동을 효과적으로 고려할 수 있음을 보여준다.

• 한국지반공학회논문집
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• 제28권12호
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• pp.65-76
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• 2012

본 연구에서는 수리구조물이 설치된 2층으로 이루어진 포화 기초지반에서의 구속흐름(confined flow)에 대하여 확률론적 침투해석을 수행하였다. 투수계수는 지반의 층상구조에 따라 명확한 변동성을 보일 뿐 아니라 각각의 층 내에서도 공간적인 변동성을 보인다. 따라서 기존의 결정론적 침투해석기법을 층상지반에서의 투수계수의 불확실성과 공간적 변동성을 고려할 수 있도록 확률론적 해석으로 확장하였다. 각 층에 지정된 입력 확률분포함수와 자기상관함수(autocorrelation function)를 따르는 2차원의 랜덤필드를 생성하기 위하여 Karhunen-Lo$\grave{e}$ve 전개법을 사용하였다. 제안된 절차의 적용성을 검토하고 수리구조물 하부의 2층 지반을 통한 흐름에 공간적 불균질성이 미치는 영향을 연구하기 위해 생성된 랜덤필드를 이용하여 Monte Carlo 시뮬레이션을 수행하였다. 해석결과는 층상지반에서의 침투거동 평가에서 지반의 층상구조와 지층내에서의 투수계수의 공간적 변동성에 의한 지반에서의 다양한 침투패턴을 확률론적 해석기법을 통하여 효율적으로 고려할 수 있음을 보여주었다.

• 한국지반공학회논문집
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• 제24권8호
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• pp.111-123
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• 2008

지반공학 문제는 많은 불확실한 요인을 내포한다. 이러한 불확실성 중 일부는 해석 수행과정에 필요한 지반 물성의 변동성과 관련이 있다. 본 연구에서는 지반물성의 공간적 변동성을 고려한 확률론적 해석을 수행할 수 있는 절차를 제시하였다. 제시된 방법은 유한차분 해석기법과 랜덤필드 이론을 확률론적 해석기법에 통합하게 된다. 지정된 입력 확률분포함수와 자기상관함수를 따르는 non-Gaussian 랜덤필드를 생성하기 위하여 Karhunen-$Lo{\grave{e}}ve$ 전개법을 사용하였다. 생성된 랜덤필드를 이용하여 확률론적 응답을 얻기 위해 Monte Carlo 시뮬레이션을 수행하였다. 지반의 공간적인 변동성에 기인하는 불확실성의 효과를 연구하기 위하여 대상 기초의 침하량과 지지력에 대한 일련의 해석을 수행하였다. 해석결과는 지반공학 문제에서 불확실성을 고려할 수 있는 관점을 제시하며 확률론적 평가의 결과에 미치는 지반물성의 공간적 변동성의 중요성을 보여준다.

• 한국항해학회지
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• 제7권1호
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• pp.1-32
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• 1983

The delay due to congestion has recently attracted widespread attention with the analysis of over-all operation at the port. But, the complexity of the situation is evident in view of the large number of factors which impinge on the considerable end. Queueing theory is applicable to a large scale transportation system which is associated with arrivals of vessels in a large port. The attempt of this paper is to make an extensive analysis of the port transport system and its economic implications from the viewpoint that port is one of the physical distribution facilities and a kind of queueing system which includes ships and cargoes as port customer. By analyzing the real data on the Port of Pusan, it is known that this port can be represented as a set of multi-channel with identical setof Poisson arrival and Erlang service time, and also it is confirmed that the following formula is suitable to calculate the mean delay in this port, namely, $W_4={\frac{\rho}{\lambda(1-\rho)} {\frac{e_N(\rho{\cdot}N)}{D_{N-1}(\rho{\cdot}N)}$ where, ${\lambda}$: mean arrival rate $\mu$: mean servicing rate; N: number of servicing channel; ${\rho}$: utillization rate (${\lambda}/N{\mu}$) $e_N$: the Poisson function Coming to grips with the essentials of the cost of delay due to congestion, a simple ship journey cost model is adopted and the operating profit sensitivity to variation in port time is examined, and for purpose of a future development for port princing service the marginal cost is approximately calculated on the basis of queueing theory.