• Journal of Korean Society of Industrial and Systems Engineering
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• v.13 no.21
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• pp.143-151
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• 1990

This paper studies a single machine scheduling problem in which all jobs have the common due date and penalties are assessed for jobs at different rates. The scheduling objective is to minimize the weighted mean absolute deviations(WMAD). This problem may provide greater flexibility in achieving scheduling objectives than the mean absolute deviation (MAD) problem. We propose three heuristic solution methods based on several dominance conditions. Numerical examples are presented. This article extends the results to the problem to the problem of scheduling n-jobs on m-parallel identical processors in order to minimize the weighted mean absolute deviation.

• Journal of the Korean Statistical Society
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• v.33 no.3
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• pp.323-337
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• 2004

This article coined a general class of estimators for various measures in normal population when some' a priori' or guessed value of standard deviation a is available in addition to sample information. The class of estimators is primarily defined for a function of standard deviation. An unbiased estimator and the minimum mean squared error estimator are worked out and the suggested class of estimators is compared with these classical estimators. Numerical computations in terms of percent relative efficiency and absolute relative bias established the merits of the proposed class of estimators especially for small samples. Simulation study confirms the excellence of the proposed class of estimators. The beauty of this article lies in estimation of various measures like standard deviation, variance, Fisher information, precision of sample mean, process capability index $C_{p}$, fourth moment about mean, mean deviation about mean etc. as particular cases of the proposed class of estimators.

• Wind and Structures
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• v.26 no.6
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• pp.383-395
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• 2018

An accurate determination of wind speed distribution is the basis for an evaluation of the wind energy potential required to design a wind turbine, so it is important to estimate unknown parameters of wind speed distribution. In this paper, Gumbel distribution is used in modelling wind speed data, and alternative robust estimation methods to estimate its parameters are considered. The methodologies used to obtain the estimators of the parameters are least absolute deviation, weighted least absolute deviation, median/MAD and least median of squares. The performances of the estimators are compared with traditional estimation methods (i.e., maximum likelihood and least squares) according to bias, mean square deviation and total mean square deviation criteria using a Monte-Carlo simulation study for the data with and without outliers. The simulation results show that least median of squares and median/MAD estimators are more efficient than others for data with outliers in many cases. However, median/MAD estimator is not consistent for location parameter of Gumbel distribution in all cases. In real data application, it is firstly demonstrated that Gumbel distribution fits the daily mean wind speed data well and is also better one to model the data than Weibull distribution with respect to the root mean square error and coefficient of determination criteria. Next, the wind data modified by outliers is analysed to show the performance of the proposed estimators by using numerical and graphical methods.

• Industrial Engineering and Management Systems
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• v.15 no.1
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• pp.63-76
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• 2016

Multiperiod portfolio selection problem attracts more and more attentions because it is in accordance with the practical investment decision-making problem. However, the existing literature on this field is almost undertaken by regarding security returns as random variables in the framework of probability theory. Different from these works, we assume that security returns are uncertain variables which may be given by the experts, and take absolute deviation as a risk measure in the framework of uncertainty theory. In this paper, a new multiperiod mean absolute deviation uncertain portfolio selection models is presented by taking transaction costs, borrowing constraints and threshold constraints into account, which an optimal investment policy can be generated to help investors not only achieve an optimal return, but also have a good risk control. Threshold constraints limit the amount of capital to be invested in each stock and prevent very small investments in any stock. Based on uncertain theories, the model is converted to a dynamic optimization problem. Because of the transaction costs, the model is a dynamic optimization problem with path dependence. To solve the new model in general cases, the forward dynamic programming method is presented. In addition, a numerical example is also presented to illustrate the modeling idea and the effectiveness of the designed algorithm.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.14 no.24
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• pp.111-121
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• 1991

This paper considers a non preemtive single processor scheduling problem in which each set have the two common due dates. The objective of the problem is to minimize the weighted mean absolute deviation of job completion times about such two common due dates under the assumption that each job has a different weight. Such a job sequence is an W-shaped sequence. We propose three heuristic solution methods based on several dominance conditions. Numerical examples are presented. The performance comparison is made among three heuristic scheduling procedures.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.12 no.6
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• pp.10-21
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• 2013

This study suggested combined filtering model to eliminate outlier travel time data in transportation information system, and it was based on Median Absolute Deviation and Voting Rule. This model applied Median Absolute Deviation (MAD) method to follow normal distribution as first filtering process. After that, Voting rule is applied to eliminate remaining outlier travel time data after Median Absolute Deviation. In Voting Rule, travel time samples are judged as outliers according to travel-time difference between sample data and mean data. Elimination or not of outliers are determined using a majority rule. In case study of national highway No. 3, combined filtering model selectively eliminated outliers only and could improve accuracy of estimated travel time.

• IE interfaces
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• v.17 no.2
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• pp.242-248
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• 2004

Lot-streaming is the process of splitting a job (lot) into a number of smaller sublots to allow the overlapping of operations between successive machines in a multi-stage production system. A new genetic algorithm (NGA) is proposed for minimizing the mean weighted absolute deviation of job completion times from due dates when jobs are scheduled in a no-wait lot-streaming flow shop. In a no-wait flow shop, each sublot must be processed continuously from its start in the first machine to its completion in the last machine without any interruption on machines and without any waiting in between the machines. NGA replaces selection and mating operators of genetic algorithms (GAs), which often lead to premature convergence, by new operators (marriage and pregnancy operators) and adopts the idea of inter-chromosomal dominance. The performance of NGA is compared with that of GA and the results of computational experiments show that NGA works well for this type of problem.

• Journal of Korean Institute of Industrial Engineers
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• v.30 no.2
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• pp.159-164
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• 2004

Lot-streaming is the process of splitting a job (lot) into a number of smaller sublots and then scheduling these sublots in order to accelerate the completion of jobs in a multi-stage production system. Anew genetic algorithm (NGA) is proposed for an-job, m-machine, equal-size sublot lot-streaming flow shop scheduling problem with delivery windows in which the objective is to minimize the mean weighted absolute deviation of job completion times from due dates. The performance of NGA is compared with that of an adjacent pairwise interchange (API) method and the results of computational experiments show that NGA works well for this type of problem.

• Journal of the Korea Society for Simulation
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• v.3 no.1
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• pp.17-28
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• 1994

A statistical procedure is developed to estimate the relative difference between two parameters each obtained from either true model or approximate model. Double sample procedure is applied to find the additional number of simulation runs satisfying the preassigned absolute precision of the confidence interval. Two types of parameters, mean and standard deviation, are considered as the performance measures and tried to show the validity of the model by examining both queues and inventory systems. In each system it is assumed that there are three distinct means and their own standard deviations and they form the simultaneous confidence intervals but with control in the sense that the absolute precision for each confidence interval is bounded on the limits with preassigned confidence level. The results of this study may contribute to some situations, for instance, first, we need a statistical method to compare the effectiveness between two alternatives, second, we find the adquate number of replications with any level of absolute precision to avoid the unrealistic cost of running simulation models, third, we are interested in analyzing the standard deviation of the output measure, ..., etc.

• Journal of the Korea Society of Computer and Information
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• v.27 no.12
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• pp.277-284
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• 2022

In this paper, we proposes a method of optimizing the processing order of skids to minimize the span time in a conveyor environment of the shipbuilding subassembly process. The subassembly process consists of a series of fixed tasks where the required work time is varied according to the skid type. The loading order of skids on a conveyor which determines the span time should be properly optimized and the problem size exponentially increases with the number of skids. In this regard, we propose a novel method called UniDev by defining a measure of the mean-absolute-deviation about the time difference among simultaneously processed tasks and iteratively improving it. Through simulations with various numbers of skids and processes, it was observed that our proposed method can efficiently reduce the overall work time compared with the multi-start and the 2-OPT methods.