• Analytical Science and Technology
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• v.8 no.4
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• pp.707-714
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• 1995

Two types of regularization method (singular system and HMP approaches) for generating depth-concentration profiles from angle-resolved XPS data were evaluated. Both approaches showed qualitatively similar results although they employed different numerical algorithms. The application of the regularization method to simulated data demonstrates its excellent utility for the complex depth profile system. It includes the stable restoration of the depth-concentration profiles from the data with considerable random error and the self choice of smoothing parameter that is imperative for the successful application of the regularization method. The self choice of smoothing parameter is based on generalized cross-validation method which lets the data themselves choose the optimal value of the parameter.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.28 no.4
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• pp.79-84
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• 2005

Some distributions have been used for diagnosing the lead time demand distribution in inventory system. In this paper, we describe the negative binomial distribution as a suitable demand distribution for a specific retail inventory management application. We here assume that customer order sizes are described by the Poisson distribution with the random parameter following a gamma distribution. This implies in turn that the negative binomial distribution is obtained by mixing the mean of the Poisson distribution with a gamma distribution. The purpose of this paper is to give an interpretation of the negative binomial demand process by considering the sources of variability in the unknown Poisson parameter. Such variability comes from the unknown demand rate and the unknown lead time interval.

• Journal of Korean Institute of Industrial Engineers
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• v.31 no.2
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• pp.164-172
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• 2005

A loss function approach to a multiresponse problem is considered, when process parameters are regarded as random variables. The variation of each response may be amplified through so called propagation of error (POE), which is defined as the standard deviation of the transmitted variability in the response as a function of process parameters. The forms of POE for each response and for a pair of responses are proposed and they are reflected in our loss function approach to determine the optimal condition. The proposed method is illustrated using a polymer case. The result is compared with the case where parameter fluctuation is not considered.

• Water for future
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• v.14 no.2
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• pp.71-79
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• 1981

This study is established of simulation models form the stochastic and statistic analysis of monthly rainfall and monthly runoff on south Han river. The time series simulation of monthly runoff is introduced with a linear stochastic model for simulating synthetic monthly runoff data. And, time series model of monthly pricipitation and monthly runoff is introduced to be a pure random time series with known statical parameter, which is characterized by an exponential recession curve with one parameter, and is develope expressing the statistical parameter for length of carryover.

• Communications for Statistical Applications and Methods
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• v.27 no.6
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• pp.625-639
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• 2020

The gamma distribution is a flexible right-skewed distribution widely used in many areas, and it is of great interest to estimate the probability of a random variable exceeding a specified value in survival and reliability analysis. Therefore, the study develops a fixed-accuracy confidence interval for P(X > c) when X follows a gamma distribution, Γ(α, β), and c is a preassigned positive constant through: 1) a purely sequential procedure with known shape parameter α and unknown rate parameter β; and 2) a nonparametric purely sequential procedure with both shape and rate parameters unknown. Both procedures enjoy appealing asymptotic first-order efficiency and asymptotic consistency properties. Extensive simulations validate the theoretical findings. Three real-life data examples from health studies and steel manufacturing study are discussed to illustrate the practical applicability of both procedures.

• Journal of KIISE:Information Networking
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• v.29 no.4
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• pp.437-446
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• 2002

In order to reduce the increasing packet loss rates caused by an exponential increase in network traffic, the IETF (Internet Engineering Task Force) is considering the deployment of active queue management techniques such as RED (Random Early Detection). While active queue management in routers and gateways can potentially reduce packet loss rates in the Internet, this paper has demonstrated the inherent weakness of current techniques and shows that they are ineffective in preventing high loss rates. The inherent problem with these queue management algorithms is that they all use static parameter setting. So, in case where these parameters do not match the requirement of the network load, the performance of these algorithms can approach that of a traditional Drop-tail. In this paper, in order to solve this problem, a new active queue management algorithm called ARED (Active RED) is proposed. ARED computes the parameter based on our heuristic method. This algorithm can effectively reduce packet loss while maintaining high link utilizations.

• The KIPS Transactions:PartC
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• v.12C no.2 s.98
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• pp.281-288
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• 2005

It is generally accepted that self-similar (or fractal) Processes may provide better models for teletraffic in modem computer networks than Poisson processes. f this is not taken into account, it can lead to inaccurate conclusions about performance of computer networks. Thus, an important requirement for conducting simulation studies of telecommunication networks is the ability to generate long synthetic stochastic self-similar sequences. A generator of pseudo-random self similar sequences, based on the SRA (successive random addition) method, is implemented and analysed in this paper. Properties of this generator were experimentally studied in the sense of its statistical accuracy and the time required to produce sequences of a given (long) length. This generator shows acceptable level of accuracy of the output data (in the sense of relative accuracy of the Hurst parameter) and is fast. The theoretical algorithmic complexity is O(n).

• The Korean Journal of Applied Statistics
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• v.36 no.6
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• pp.547-559
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• 2023

Proper handling of nonresponse in sample survey improves the accuracy of the parameter estimation. Various studies have been conducted to properly handle MAR (missing at random) nonresponse or MCAR (missing completely at random) nonresponse. When nonresponse occurs, the PSA (propensity score adjusted) estimator is commonly used as a mean estimator. The PSA estimator is known to be unbiased when known sample weights and properly estimated response probabilities are used. However, for MNAR (missing not at random) nonresponse, which is affected by the value of the study variable, since it is very difficult to obtain accurate response probabilities, bias may occur in the PSA estimator. Chung and Shin (2017, 2022) proposed a post-stratification method to improve the accuracy of mean estimation when MNAR nonresponse occurs under a non-informative sample design. In this study, we propose a double post-stratification method to improve the accuracy of the naive PSA estimator for MNAR nonresponse under an informative sample design. In addition, we perform simulation studies to confirm the superiority of the proposed method.

• Journal of the Korean Society for Advanced Composite Structures
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• v.1 no.2
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• pp.29-35
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• 2010

In addition to the Young's modulus, the Poisson's ratio is also at the center of attention in the field stochastic finite element analysis since the parameters play an important role in determining structural behavior. Accordingly, the sole effect of this parameter on the response variability is of importance from the perspective of estimation of uncertain response. To this end, a formulation to determine the response variability in laminate composite plates due to the spatial randomness of Poisson's ratio is suggested. The independent contributions of random Poisson's ratiocan be captured in terms of sub-matrices which include the effect of the random parameter in the same order, which can be attained by using the Taylor's series expansion about the mean of the parameter. In order to validate the adequacy of the proposed formulation, several example analyses are performed, and then the results are compared with Monte Carlo simulation (MCS). A good agreement between the suggested scheme and MCS is observed showing the adequacy of the scheme.

• Journal of the Korea Society of Computer and Information
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• v.17 no.11
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• pp.11-18
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• 2012

Debris flow deposition model is a model to predict affected areas by debris flow and random walk model (RWM) was used to build the model. Although the model was proved to be effective in the prediction of affected areas, the model has several free parameters decided experimentally. There are several well-known methods to estimate parameters, however, they cannot be applied directly to the debris flow problem due to the small size of training data. In this paper, a modified neural network, called pseudo sample neural network (PSNN), was proposed to overcome the sample size problem. In the training phase, PSNN uses pseudo samples, which are generated using the existing samples. The pseudo samples smooth the solution space and reduce the probability of falling into a local optimum. As a result, PSNN can estimate parameter more robustly than traditional neural networks do. All of these can be proved through the experiments using artificial and real data sets.