• 한국통계학회:학술대회논문집
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• 한국통계학회 2005년도 춘계 학술발표회 논문집
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• pp.17-23
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• 2005

In this paper we consider the well-known semiparametric proportional hazards models for survival analysis. These models are usually used with few covariates and many observations (subjects). But, for a typical setting of gene expression data from DNA microarray, we need to consider the case where the number of covariates p exceeds the number of samples n. For a given vector of response values which are times to event (death or censored times) and p gene expressions(covariates), we address the issue of how to reduce the dimension by selecting the significant genes. This approach enables us to estimate the survival curve when n ${\ll}$p. In our approach, rather than fixing the number of selected genes, we will assign a prior distribution to this number. The approach creates additional flexibility by allowing the imposition of constraints, such as bounding the dimension via a prior, which in effect works as a penalty To implement our methodology, we use a Markov Chain Monte Carlo (MCMC) method. We demonstrate the use of the methodology to diffuse large B-cell lymphoma (DLBCL) complementary DNA (cDNA) data and Breast Carcinomas data.

• 산업경영시스템학회지
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• 제32권2호
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• pp.57-65
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• 2009

In continuous review inventory model, (${\varrho}$, ${\gamma}$) system, order quantity(${\varrho}$) and reorder point(${\gamma}$) should be determined to calculate inventory-related cost that consists of setup, holding, and penalty costs. The procedure to obtain the exact value of ${\varrho}$ and ${\gamma}$ is complex. In this paper, a regression analysis is proposed to get the approximate inventory-related cost without the determination of ${\varrho}$ and ${\gamma}$ in the case that the standard deviation(${\sigma}$) of the lead time demand is small or that the mean(${\mu}$) of the lead time demand is proportional to ${\sigma}$. To save inventory-related cost, central warehouses with (${\varrho}$, ${\gamma}$) system can be built. Central warehouse can provide some stores with products with the consideration of the tradeoff between inventory-related cost and transportation cost. The number and the location of central warehouses to cover all the stores are determined by a regression-based approach. The performance of the proposed approach is tested by using some computational experiments.

• Communications for Statistical Applications and Methods
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• 제27권2호
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• pp.225-239
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• 2020

Analysis approaches for single compositional data are well established; however, effective analysis strategies for paired compositional data remain to be investigated. The current project was motivated by studies of age-related hearing loss (presbyacusis), where subjects are classified into four audiometric phenotypes that need to be ranked within these phenotypes based on their paired compositional data. We address this challenge by formulating this problem as a classification problem and integrating a penalized multinomial logistic regression model with compositional data analysis approaches. We utilize Elastic Net for a penalty function, while considering average, absolute difference, and perturbation operators for compositional data. We applied the proposed approach to the presbyacusis study of 532 subjects with probabilities that each ear of a subject belongs to each of four presbyacusis subtypes. We further investigated the ranking of presbyacusis subjects using the proposed approach based on previous literature. The data analysis results indicate that the proposed approach is effective for ranking subjects based on paired compositional data.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 2002년도 춘계공동학술대회
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• pp.1044-1051
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• 2002

This paper proposes a two-phase mathematical programming approach by considering classification gap to solve the proposed credit scoring problem so as to complement any theoretical shortcomings. Specifically, by using the linear programming (LP) approach, phase 1 is to make the associated decisions such as issuing grant of credit or denial of credit to applicants. or to seek any additional information before making the final decision. Phase 2 is to find a cut-off value, which minimizes any misclassification penalty (cost) to be incurred due to granting credit to 'bad' loan applicant or denying credit to 'good' loan applicant by using the mixed-integer programming (MIP) approach. This approach is expected to and appropriate classification scores and a cut-off value with respect to deviation and misclassification cost, respectively. Statistical discriminant analysis methods have been commonly considered to deal with classification problems for credit scoring. In recent years, much theoretical research has focused on the application of mathematical programming techniques to the discriminant problems. It has been reported that mathematical programming techniques could outperform statistical discriminant techniques in some applications, while mathematical programming techniques may suffer from some theoretical shortcomings. The performance of the proposed two-phase approach is evaluated in this paper with line data and loan applicants data, by comparing with three other approaches including Fisher's linear discriminant function, logistic regression and some other existing mathematical programming approaches, which are considered as the performance benchmarks. The evaluation results show that the proposed two-phase mathematical programming approach outperforms the aforementioned statistical approaches. In some cases, two-phase mathematical programming approach marginally outperforms both the statistical approaches and the other existing mathematical programming approaches.

• 한국정보처리학회논문지
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• 제4권9호
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• pp.2412-2420
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• 1997

본 논문에서는 디지털 선도형의 특징점 검출의 새로운 기법을 제안한다. 이 기법은 구하려는 특징점의 수를 특징점 검출에 앞서 규정하고, 이를 제약조건으로 하여 주어진 윤곽선 도형 상의 점으로부터 특징점을 검출하는 기법이다. 특징점 검출은 주어진 윤곽선 도형과 특징점으로 구성되는 근사 선도형과의 유사도를 나타내는 목적함수를 극소화함에 의하여 행햐여진다. 목적함수에 제약조건으로부터 구하여지는 패날티함수를 첨가한 확장 라그란지함수를 생각하여, 이의 해법으로 페날티승수법을 이용한다. 이때 확장 라그란지함수의 극소화는 부분문제 분할에 의한 국소탐색법에 의하여 연산이 가능함을 보인다. 본 기법은 구하려는 특징점의 수를 제약조건으로 하여 주어진 윤곽선 도형 상의 전체의 점으로부터 특징점 검출이라는 방식을 취하므로, 다양한 크기의 특징으로 구성되어 있는 도형 및 이의 상사도형에 대하여도 안정된 특징점 검출이 가능하다는 장점을 가지고 있다. 몇 개의 도형을 이용한 실험을 통하여 기존의 기법들과 비교${\cdot}$평가하여 제안 기법이 특징점 검출에 적절한 기법임을 검증하고 있다.

• 산업경영시스템학회지
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• 제40권4호
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• pp.105-111
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• 2017

Vendor Managed Inventory is a well-known vendor-retailer coordination approach in supply chain management where the vendor manages inventory of the retailer and determines the order interval and order quantity for the retailer. To consider practical situation, the upper limit of inventory for the retailer is set. If the inventory level for the retailer exceeds the upper limit, then the penalty cost is charged to the retailer. Furthermore, maximum allowable inventory level is set for the vendor to prevent the vendor from keeping much inventory. Single-vendor multi-retailer supply chain model with upper limit of inventory for vendor and retailers is studied. All the retailers' are assumed to have the common cycle time, and a vendor manages retailers' inventory and replenishes products. The mathematical formulation is introduced to minimize the total cost including the penalty cost violating the upper limit of inventory for retailers with the constraint of maximum allowable inventory level. The solution procedure based on Karush-Kuhn-Tucker (KKT) conditions is derived. KKT conditions are often applied to find an optimal solution of nonlinear programming problem with constraints. An illustrative example is used to show the application of the proposed solution procedure. Furthermore, sensitivity analysis is done to find out the relationship between maximum allowable inventory level and other values such as order quantity, the number of shipment, vendor's cost, retailer's cost, and total cost. As maximum allowable inventory level decreases, the number of shipment decreases but total cost increases. Order quantity has the trend of decline and is affected by the number of shipment.

• 한국정밀공학회지
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• 제16권7호
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• pp.178-187
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• 1999

In order to identify a transfer function model with noise, penalty function method has been widely used. In this method, estimation process for possible model parameters from low to higher order proceeds the model identification process. In this study, based on linear estimation method, a new approach unifying the estimation and the identification of ARMAX model is proposed. For the parameter estimation of a transfer function model with noise, linear estimation method by noise separation is suggested instead of nonlinear estimation method. The feasibility of the proposed model identification and estimation method is verified through simulations, namely by applying the method to time series model. In the case of time series model with noise, the proposed method successfully identifies the transfer function model with noise without going through model parameter identification process in advance. A new algorithm effectively achieving model identification and parameter estimation in unified frame has been proposed. This approach is different from the conventional method used for identification of ARMAX model which needs separate parameter estimation and model identification processes. The consistency and the accuracy of the proposed method has been verified through simulations.

• 대한산업공학회지
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• 제30권2호
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• pp.146-158
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• 2004

This paper considers a continuous-review two-echelon inventory control problem with one-to-one replenishment policy incorporated and with lost sales allowed where demand arrives in a stationary Poisson process. The problem is formulated using METRIC-approximation in a combined approach of pricing and (S-l, S) inventory policy, for which a heuristic solution algorithm is derived with respect to the corresponding one-warehouse multi-retailer supply chain. Specifically, decisions on retail pricing and warehouse inventory policies are made in integration to maximize total profit in the supply chain. The objective function of the model consists of sub-functions of revenue and cost (holding cost and penalty cost). To test the effectiveness and efficiency of the proposed algorithm, numerical experiments are performed with two cases. The first case deals with identical retailers and the second case deals with different retailers with different market sizes. The computational results show that the proposed algorithm is efficient and derives quite good decisions.

• Structural Engineering and Mechanics
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• 제27권4호
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• pp.409-424
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• 2007

In this paper, an identification method of impact force is proposed for composite structures. In this method, the relation between force histories and strain responses is first formulated. The transfer matrix, which relates the strain responses of sensors and impact force information, is constructed from the finite element method (FEM). Based on this relation, an optimization model to minimize the difference between the measured strain responses and numerically evaluated strain responses is built up to obtain the impact force history. The identification of force history is performed by a modified least-squares method that imposes the penalty on the first-order derivative of the force history. Moreover, from the relation of strain responses and force history, an error vector indicating the force location is defined and used for the force location identification. The above theory has also been extended into the cases when using acceleration information instead of strain information. The validity of the present method has been verified through two experimental examples. The obtained results demonstrate that the present approach works very well, even when the internal damages in composites happen due to impact events. Moreover, this method can be used for the real-time health monitoring of composite structures.

• Steel and Composite Structures
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• 제23권1호
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• pp.41-51
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• 2017

A $C^0$ FE model developed based on an efficient higher order zigzag theory is used for hygrothermal analysis of laminated composite plates. The $C^0$ FE model satisfies the inter-laminar shear stress continuity at the interfaces and zero transverse shear stress conditions at plate top and bottom. In this model the first derivatives of transverse displacement have been treated as independent variables to circumvent the problem of $C^1$ continuity associated with the above plate theory. In the present theory the above mentioned $C^0$ continuity of the present element is compensated in the stiffness matrix formulation by using penalty parameter approach. In order to avoid stress oscillations observed in the displacement based finite element, the stress field derived from temperature/moisture fields (initial strains) must be consistent with total strain field. Special steps are introduced by field consistent approach (e.g., sampling at gauss points) to compensate this problem. A nine noded $C^0$ continuous isoparametric element is used in the proposed FE model. Comparison of present numerical results with other existing solutions shows that the proposed FE model is efficient, accurate and free of locking.