• Title/Summary/Keyword: probability theory

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A Preventive Maintenance Scheduling Model of the Cluster Tool (클러스터 툴의 예방유지보수 스케줄링 모형)

  • Lee, Hyun;Park, You-Jin;Hur, Sun
    • IE interfaces
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    • v.25 no.1
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    • pp.127-133
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    • 2012
  • This paper considers the preventive maintenance scheduling problem of the cluster tool which is one of the most important manufacturing equipments in the next-generation semiconductor production environment. We define a random process that expresses the successive amount of chemicals accumulating inside the tool. Based on the renewal theory, we find the expected value and probability distribution of the time that the amount of accumulated chemicals exceeds a predetermined level. For a given probability that the accumulated chemicals exceeds the predetermined level we present a method to obtain the number of chamber operations to perform the preventive maintenance of that chamber. In addition, a method to get the preventive maintenance schedule for the whole cluster tool is presented. A numerical example is provided to illustrate our method.

Development of an Optimization Technique for Robust Design of Mechanical Structures (기계 구조의 강건 설계를 위한 최적화 기법의 개발)

  • Jeong, Do-Hyeon;Lee, Byeong-Chae
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.24 no.1 s.173
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    • pp.215-224
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    • 2000
  • In order to reduce the variation effects of uncertainties in the engineering environments, new robust optimization method, which considers the uncertainties in design process, is proposed. Both design variables and system parameters are considered as random variables about their nominal values. To ensure the robustness of performance function, a new objective is set to minimize the variance of that function. Constraint variations are handled by introducing probability constraints. Probability constraints are solved by the advanced first order second moment (AFOSM) method based on the reliability theory. The proposed robust optimization method has an advantage that the second derivatives of the constraints are not required. The suggested method is examined by solving three examples and the results are compared with those for deterministic case and those available in literature.

Convergence rate of a test statistics observed by the longitudinal data with long memory

  • Kim, Yoon Tae;Park, Hyun Suk
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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    • pp.481-492
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    • 2017
  • This paper investigates a convergence rate of a test statistics given by two scale sampling method based on $A\ddot{i}t$-Sahalia and Jacod (Annals of Statistics, 37, 184-222, 2009). This statistics tests for longitudinal data having the existence of long memory dependence driven by fractional Brownian motion with Hurst parameter $H{\in}(1/2,\;1)$. We obtain an upper bound in the Kolmogorov distance for normal approximation of this test statistic. As a main tool for our works, the recent results in Nourdin and Peccati (Probability Theory and Related Fields, 145, 75-118, 2009; Annals of Probability, 37, 2231-2261, 2009) will be used. These results are obtained by employing techniques based on the combination between Malliavin calculus and Stein's method for normal approximation.

No-Arbitrage Interest Rate Models Under the Fractional Brownian Motion (Fractional Brownian Motion을 이용한 이자율모형)

  • Rhee, Joon-Hee
    • The Korean Journal of Financial Management
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    • v.25 no.1
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    • pp.85-108
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    • 2008
  • In this paper, the fBm interest rate theory is investigated by using Wick integral. The well-known Affine, Quadratic and HJM are derived from fBm framework, respectively. We obtain new theoretical results, and zero coupon bond pricing formula from newly obtained probability measure.

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Quantum-behaved Electromagnetism-like Mechanism Algorithm for Economic Load Dispatch of Power System

  • Zhisheng, Zhang;Wenjie, Gong;Xiaoyan, Duan
    • Journal of Electrical Engineering and Technology
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    • v.10 no.4
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    • pp.1415-1421
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    • 2015
  • This paper presents a new algorithm called Quantum-behaved Electromagnetism-like Mechanism Algorithm which is used to solve economic load dispatch of power system. Electromagnetism-like mechanism algorithm simulates attraction and repulsion mechanism for particles in the electromagnetic field. Every solution is a charged particle, and it move to optimum solution according to certain criteria. Quantum-behaved electromagnetism-like mechanism algorithm merges quantum computing theory with electromagnetism-like mechanism algorithm. Superposition characteristic of quantum methodology can make a single particle present several states, and the characteristic potentially increases population diversity. Probability representation of quantum methodology is to make particle state be presented according to a certain probability. And the quantum rotation gates are used to realize update operation of particles. The algorithm is tested for 13-generator system and 40-generator system, which validates it can effectively solve economic load dispatch problem. Through performance comparison, it is obvious the solution is superior to other optimization algorithm.

Reweighted L1 Minimization for Compressed Sensing

  • Lee, Hyuk;Park, Sun-Ho;Shim, Byong-Hyo
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2010.07a
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    • pp.61-63
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    • 2010
  • Recent work in compressed sensing theory shows that m${\times}$n independent and identically distributed sensing matrices whose entries are drawn independently from certain probability distributions guarantee exact recovery of a sparse signal with high probability even if m${\ll}$n. In particular, it is well understood that the L1 minimization algorithm is able to recover sparse signals from incomplete measurements. In this paper, we propose a novel sparse signal reconstruction method that is based on the reweighted L1 minimization via support recovery.

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Fault Tree Analysis and Reliability Analysis by Fuzzy Set Approach (퍼지집합에 의한 FT 분석 및 신뢰성분석)

  • Kim, Gil-Dong;Cho, Am
    • Journal of the Korean Society of Safety
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    • v.12 no.3
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    • pp.155-160
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    • 1997
  • The conventional fault tree and reliability analysis gives in many cases insufficient information concerning the relative frequencies of hazard events. This stems from that the basic events are not stationary and ergodic, and therefore the tolerances of the induced and top events cannot be calculated reliably based on the classical probability theory. To overcome this difficulty, the paper considers the relative frequencies of the basic events as fuzzy numbers and uses instead of probability, possible considerations for evaluating the mean values and tolerances of the top events. The possibility distribution of the basic events can be approximated based on heuristic considerations. This paper shows the use of these operators for constructing fault trees. The use of the method for numerical calculation is demonstrated on a field safety problem.

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A Faster Algorithm for Target Search (근사적 확률을 이용한 표적 탐색)

  • Jeong, Seong-Jin;Hong, Seong-Pil;Jo, Seong-Jin;Park, Myeong-Ju
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2006.11a
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    • pp.57-59
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    • 2006
  • The purpose of search problem is to maximize the probability of target detection as limited search capability. Especially, as elapsing of time at a point of time of initial information received the target detection rate for searching an expected location due to a moving target such that wrecked ship or submarine decrease in these problems. The algorithm of search problem to a moving target having similar property of above targets should solve the search route as quickly as possible. In existing studies, they have a limit of applying in practice due to increasing computation time required by problem size (i.e., number of search area, search time). In this study, we provide that it takes more reasonable computation time than preceding studies even though extending a problem size practically using an approximate computation of probability.

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An Experimental Study on The Tribological Characteristics of The Magnetic Recording Disk Surfacd (자기저장 디스크 표면의 윤활 특성에 관한 실험적 연구)

  • Kim, Do-Hyung;Hwang, Pyung;Kim, Jang-Gyo
    • Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
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    • 1998.04a
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    • pp.263-270
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    • 1998
  • 상용화된 박막 코팅 자기 저장 디스크의 기계역학 및 윤활적 물성치를 도출하기 위하여 Nano-Indentation 과 Nano-Scratch 실험이 수행되었다. 자기 디스크는 원주방향으로 일정한의 분석을 위하여 AFM(Atomic Force Microscopy)이 사용되었다. 텍스처 방향에 따른 표면조도의 변화는 가우스 확률 분포(Gaussian probability distribution)와 Weibull누적 확률 이론(Weibull cumulative probability theory)에 의하여 분석되었다. 표면 조도와 마찰계수는 텍스처의 스캐닝(scanning) 방향에 의존한다는 것이 확인 되었다.

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Fitness Change of Mission Scheduling Algorithm Using Genetic Theory According to the Control Constants (유전 이론을 이용한 위성 임무 스케줄링 알고리즘의 제어상수에 따른 적합도 변화 연구)

  • Cho, Kyeum-Rae;Baek, Seung-Woo;Lee, Dae-Woo
    • Journal of Institute of Control, Robotics and Systems
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    • v.16 no.6
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    • pp.572-578
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    • 2010
  • In this paper, the final fitness results of the satellite mission scheduling algorithm, which is designed by using the genetic algorithm, are simulated and compared with respect to the control constants. Heuristic algorithms, including the genetic algorithm, are good to find global optima, however, we have to find the optimal control constants before its application to a problem, because the algorithm is strongly effected by the control constants. In this research, the satellite mission scheduling algorithm is simulated with different crossover probability and mutation probability, which is major control constant of the genetic algorithm.