• Journal of Korean Society of Industrial and Systems Engineering
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• v.38 no.2
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• pp.40-46
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• 2015

The modular assembly system can make it possible for the variety of products to be assembled in a short lead time. In this system, necessary components are assembled to optional components tailor to customers' orders. Budget for inventory investments composed of inventory and purchasing costs are practically limited and the purchasing cost is often paid when an order is arrived. Service cost is assumed to be proportional to service level and it is included in budget constraint. We develop a heuristic procedure to find a good solution for a continuous review inventory system of the modular assembly system with a budget constraint. A regression analysis using a quadratic function based on the exponential function is applied to the cumulative density function of a normal distribution. With the regression result, an efficient heuristics is proposed by using an approximation for some complex functions that are composed of exponential functions only. A simple problem is introduced to illustrate the proposed heuristics.

• Communications for Statistical Applications and Methods
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• v.30 no.2
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• pp.163-178
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• 2023

GARCH-X(1, 1) model specifies that conditional variance follows an AR(1) process and includes a past exogenous variable. This study proposes a new class from that model by allowing a more general (non-linear) variance function to follow an AR(1) process. The functions applied to the variance equation include exponential, Tukey's ladder, and Yeo-Johnson transformations. In the framework of normal and student-t distributions for return errors, the empirical analysis focuses on two stock indices data in developed countries (FTSE100 and SP500) over the daily period from January 2000 to December 2020. This study uses 10-minute realized volatility as the exogenous component. The parameters of considered models are estimated using the adaptive random walk metropolis method in the Monte Carlo Markov chain algorithm and implemented in the Matlab program. The 95% highest posterior density intervals show that the three transformations are significant for the GARCHX(1, 1) model. In general, based on the Akaike information criterion, the GARCH-X(1, 1) model that has return errors with student-t distribution and variance transformed by Tukey's ladder function provides the best data fit. In forecasting value-at-risk with the 95% confidence level, the Christoffersen's independence test suggest that non-linear models is the most suitable for modeling return data, especially model with the Tukey's ladder transformation.

• Journal of the Korean Society of Safety
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• v.32 no.5
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• pp.115-121
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• 2017

This paper is to introduce the main modeling assumptions and data structures associated with right-censored data to describe the successful methodological ideas for analyzing such a field-failure-data when components operating in different environments. The Kaplan - Meier method is the most popular method used for survival analysis. Together with the log-rank test, it may provide us with an opportunity to estimate survival probabilities and to compare survival between groups. An important advantage of the Kaplan - Meier curve is that the method can take into account some types of censored data, particularly right-censoring. The above non-parametric method was used to verify the equality of parts life used in different environments. After that, we performed the life distribution analysis using the parametric method. We simulated data from three distributions: exponential, normal, and Weibull. This allowed us to compare the results of the estimates to the known true values and to quantify the reliability indices. Here we used the Akaike information criterion to find a suitable life time distribution. If the Akaike information criterion is the smallest, the best model of failure data is presented. In this paper, no-nparametrics and parametrics methods are analyzed using R program which is a popular statistical program.

• The Korean Journal of Applied Statistics
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• v.31 no.5
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• pp.621-636
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• 2018

Research on the application of informative sampling technique has been conducted in order to reduce the influence of non-response. Chung and Shin (Korean Journal of Applied Statistics, 30, 993-1004, 2017) showed that the estimation accuracy improved when using exponential response rate information for the parameter estimation if the distribution of errors included in the super population model follows normal distribution. However this method divides the stratum into equally spaced substrata to obtain the sample weight of the informative sampling technique and shows that the accuracy of the estimation improves as the number of substrata increases. In this study, with the given number of total sample size, the optimal substratum boundary points are calculated using equal space, quantile, and LH algorithm; consequently, the results using those methods are compared through simulation. We also studied the criteria to determine the number of substrata and substratum boundaries that can be used in practice with various types of auxiliary variable distributions.

• Journal of Korea Water Resources Association
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• v.39 no.7 s.168
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• pp.575-581
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• 2006

This paper presents a systematic approach for the economical design of stormwater quality control systems. For the design of runoff quality control system (RQCS), the rainfall-runoff process requires the local rainfall data recorded continuously. In this study the rainfall probability distribution is assumed to follow an exponential decay function. Applying the exponential decay function, the normalized curves are derived to explain the non-exceedance probability distributions. The optimal curves for the determination of the RQCS size are derived based on the overflow risk. Comparison of the optimal capture volume and peak runoff rate to those computed by an urban rainfall-runoff model(ILLUDAS) demonstrates that the optimal CSOs(Combined Sewer Overflows) curves derived in this study can be utilized for the design of stormwater quality control systems in Korea avoiding an excessive computational effort based on over flow risks.

• Journal of the Korea Society of Computer and Information
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• v.12 no.4
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• pp.33-42
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• 2007

Accurate predictions of software release times, and estimation of the reliability and availability of a software product require quantification of a critical element of the software testing process : test coverage. This model called Enhanced non-homogeneous poission process(ENHPP). In this paper, exponential coverage and S-shaped model was reviewed, proposes the Kappa coverage model, which maked out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE statistics and Kolmogorov distance, for the sake of efficient model, was employed. From the analysis of mission time, the result of this comparative study shows the excellent performance of Burr coverage model rather than exponential coverage and S-shaped model using NTDS data. This analysis of failure data compared with the Kappa coverage model and the existing model(using arithmetic and Laplace trend tests, bias tests) is presented.

• The Korean Journal of Ecology
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• v.18 no.1
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• pp.189-201
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• 1995

In order to clarify regeneration processes and mechanisms of the disturbed Pinus densiflora forest, responses of Pinus densiflora to gap formed by disturbance were analysed by growth of saplings and mature and growth equations were obtained from branch growth of mature trees and height growth of saplings, and age distribution of saplings and young trees recruited within gap was analysed in relation to gap age. Height growth of saplings within gaps was accelerated after gap formation. Such abrupt increases of growth of saplings after the gap formation might be resulted in the difference of growth of saplings between gap and non-gap areas. In fact, height and diameter of saplings in the central part of gap were larger than those of saplings in marginal parts of gap and non-gap area. However, density of saplings was not different in both parts. In addition, growth of annual rings of mature trees bordering on gap also increased after gap formation. Branch growth of mature trees bodering on gap was 6.3 - 6.5 cm /year and the mean radius of gaps created by death of only one canopy tree was about 3 m. Therefore, for those gaps to be closed by branch growth it will take 46 years. Growth of saplings within gap showed exponential equation. Fifty years will be required for the saplings to enter the forest canopy by the exponential growth equation. Therefore, gap created by only one tree might be closed by branch growth of surrounding canopy trees in advance of being done by height growth of saplings. But gaps created by death of trees more than 2 will be closed by the growth of saplings. Among the regenerating saplings and young trees within gaps, individuals established in advance of gap formation were more than those established after the gap formation. From these results, it was assumed that the disturbed Pinus densiflora forests in these sites were regenerated by height growth of saplings recruited in advance of gap formation.

• Journal of Korean Institute of Industrial Engineers
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• v.3 no.2
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• pp.83-91
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• 1977

This paper investigates the reliability characteristics of a system consisting of a unit operating on-line and backed by n spares among which m units are kept "warm" as standbys ready to go on-line. The on-line unit has an arbitrary lifetime distribution, while the warm standbys have exponential failure time distributions. The Failed units are repaired and brought back to service. The cold spares do not fail while in storage. Solution of this extremely complicated queuing problem using a "renewal counting" approach is presented and extended to the situation where the warming-up takes non-negligible time. Finally, an approach to the economic system management is discussed, considering the long-run availability, cost of keeping spares and repair facility, and the associated cost of restarting the system, after a system failure. The model presented in this paper will have many applications including the determination of the spares inventory and the number of field spares to be "carried".

• Structural Engineering and Mechanics
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• v.44 no.2
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• pp.139-161
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• 2012

In this paper, the static behavior of bi-directional functionally graded (FG) non-uniform thickness circular plate resting on quadratically gradient elastic foundations (Winkler-Pasternak type) subjected to axisymmetric transverse and in-plane shear loads is carried out by using state-space and differential quadrature methods. The governing state equations are derived based on 3D theory of elasticity, and assuming the material properties of the plate except the Poisson's ratio varies continuously throughout the thickness and radius directions in accordance with the exponential and power law distributions. The stresses and displacements distribution are obtained by solving state equations. The effects of foundation stiffnesses, material heterogeneity indices, geometric parameters and loads ratio on the deformation and stress distributions of the FG circular plate are investigated in numerical examples. The results are reported for the first time and the new results can be used as a benchmark solution for future researches.

• Asian Pacific Journal of Cancer Prevention
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• v.13 no.7
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• pp.3229-3232
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• 2012

In this study, cancer incidence data were assessed to provide various rates of five year age groups for a given year, lying between two census years. The individual exponential growth rate method is most useful in both population-based and non-population cased cancer registries in India to estimate the population by five yearly age groups and also find the rates of crude rates, age standard rates and cumulative rates. This method has been shown to endure from bias and often results sacrificing the overall growth rate and correction factor must be needful in five year age group population to maintain it. A second method, the difference distribution method is also able to maintain the overall growth rate and overcome the bias in estimation of five yearly age group populations. From this point of view these methods serving a new technique for population estimation by five yearly age groups for inter census years.