• 제목/요약/키워드: sampling model

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대용변수를 이용한 가변형 부분군 채취 간격 X 관리도의 경제적 설계 (Economic Design of Variable Sampling Interval X Control Chart Using a Surrogate Variable)

  • 이태훈;이주호;이민구
    • 대한산업공학회지
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    • 제39권5호
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    • pp.422-428
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    • 2013
  • In many cases, an $\bar{X}$ control chart which is based on the performance variable is used in industrial fields. However, if the performance variable is too costly or impossible to measure and a less expensive surrogate variable is available, the process may be more efficiently controlled using surrogate variables. In this paper, we propose a model for the economic design of a VSI (Variable Sampling Interval) $\bar{X}$ control chart using a surrogate variable that is linearly correlated with the performance variable. The total average profit model is constructed, which involves the profit per cycle time, the cost of sampling and testing, the cost of detecting and eliminating an assignable cause, and the cost associated with production during out-of-control state. The VSI $\bar{X}$ control charts using surrogate variables are expected to be superior to the Shewhart FSI (Fixed Sampling Interval) $\bar{X}$ control charts using surrogate variables with respect to the expected profit per unit cycle time from economic viewpoint.

Factors Affecting Acceptance and Use of E-Tax Services among Medium Taxpayers in Phnom Penh, Cambodia

  • ANN, Samnang;DAENGDEJ, Jirapun;VONGURAI, Rawin
    • The Journal of Asian Finance, Economics and Business
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    • 제8권7호
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    • pp.79-90
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    • 2021
  • The purpose of this research is to identify factors affecting the acceptance and use of e-tax services among medium taxpayers in Phnom Penh, Cambodia. The researcher conducted the study based on a quantitative approach by using multi-stage sampling method, which selects a sample size by two or more stages. The first stage sampling was the stratified random sampling and the subsequent stage was purposive sampling. In this study, the stratified random sampling was first used, followed by purposive sampling. The data were collected from 450 medium taxpayers who experienced using e-tax services located in three tax branches in Phnom Penh. This study adapted the confirmatory factor analysis (CFA) and structural equation model (SEM) to analyze the model accuracy, reliability and influence of various variables. The primary result showed that behavioral intention has a significant effect on user behavior of e-tax services among medium taxpayers in Phnom Penh, Cambodia. Moreover, the results revealed that performance expectancy, effort expectancy, social influence, and anxiety have significant impact on behavioral intention. In addition, social influence has the strongest impact on behavioral intention, followed by anxiety, performance expectancy and effort expectancy. Conversely, facilitating conditions, trust in government, and trust in internet do not influence behavioral intention.

층화 집락 반복계통 무관질문모형에 관한 연구 (A Study on the Stratified Cluster Replicated Systematic Unrelated Question Model)

  • 이기성
    • 응용통계연구
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    • 제26권2호
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    • pp.209-222
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    • 2013
  • 본 논문에서는 대규모 표본조사에서 많이 나타나는 모집단이 층으로 형성되어 있고, 각 층들이 집락으로 구성되어 있을 때 사용 가능한 층화 집락추출법을 얻고자 하는 정보가 민감할 때 반복계통 무관질문모형에 적용하였다. 먼저 모집단이 집락으로 구성되어 있고, 추출된 집락으로부터 계통표본을 반복적으로 추출하여 민감한 정보를 얻는 데 무관질문모형을 사용한 집락 반복계통 무관질문모형을 제안하였다. 다음으로 제안한 모형을 층화된 모집단에서도 사용할 수 있도록 층화집락 반복계통추출법에 의한 무관질문모형으로 발전시켰으며, 각 층의 집락을 확률비례복원추출 또는 확률비례비복원추출하는 층화 확률비례 반복계통 무관질문모형을 제안하였다. 또한 제안한 층화집락 반복계통 추출법에 의한 무관질문모형에서 각 층의 표본배분하는 문제를 비례배분과 최적배분 측면에서 다루었다. 마지막으로 제안한 층화집락 반복계통추출법에 의한 무관질문모형과 집락 반복계통추출법에 의한 무관질문모형과의 효율성을 비교하였다.

공간 기준 디지털 도파관 모델의 지연 특성과 합성음의 음질 (Delay Characteristics and Sound Quality of Space Based Digital Waveguide Model)

  • 강명수;김규년
    • 한국음향학회지
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    • 제22권8호
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    • pp.680-686
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    • 2003
  • 디지털 도파관 모델은 악기의 물리적 모델링에 사용되는 일반적인 방법이다. 디지털 도파관 모델에서 파동의 움직임은 시간 또는 공간을 기준으로 해석 가능하다. 음의 샘플링이 시간을 기준으로 이루어지므로 악기 모델은 시간에 의한 파동의 움직임으로 묘사되는 것이 일반적이다. 본 논문에서는 현에 대한 공간 기준의 디지털 도파관 모델에 악기 몸체 모델을 추가해 악기 음을 합성하였다. 그렇게 함으로써 합성 음의 음질을 향상시키고 악기 모델의 음색 조절 변수들을 효과적으로 처리할 수 있었다. 공간 기준 샘플링에서 현 및 몸체에서 발생하는 미소 지연 오차에 대해 설명하고 FD (Fractional Delay) 필터를 이용해 미소 지연을 처리하는 방법을 보였다. 그리고 지연에 수에 따른 합성음의 변화를 설명하고 그 결과를 시간 기준 디지털 도파관 모델과 비교하였다.

적응거리 조건을 이용한 순차적 실험계획의 민감도법 (Sensitivity Approach of Sequential Sampling Using Adaptive Distance Criterion)

  • 정재준;이태희
    • 대한기계학회논문집A
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    • 제29권9호
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    • pp.1217-1224
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    • 2005
  • To improve the accuracy of a metamodel, additional sample points can be selected by using a specified criterion, which is often called sequential sampling approach. Sequential sampling approach requires small computational cost compared to one-stage optimal sampling. It is also capable of monitoring the process of metamodeling by means of identifying an important design region for approximation and further refining the fidelity in the region. However, the existing critertia such as mean squared error, entropy and maximin distance essentially depend on the distance between previous selected sample points. Therefore, although sufficient sample points are selected, these sequential sampling strategies cannot guarantee the accuracy of metamodel in the nearby optimum points. This is because criteria of the existing sequential sampling approaches are inefficient to approximate extremum and inflection points of original model. In this research, new sequential sampling approach using the sensitivity of metamodel is proposed to reflect the response. Various functions that can represent a variety of features of engineering problems are used to validate the sensitivity approach. In addition to both root mean squared error and maximum error, the error of metamodel at optimum points is tested to access the superiority of the proposed approach. That is, optimum solutions to minimization of metamodel obtained from the proposed approach are compared with those of true functions. For comparison, both mean squared error approach and maximin distance approach are also examined.

Acceptance Sampling Plans in the Rayleigh Model

  • Baklizi Ayman;El-Masri Abedel-Qader;AL-Nasser Amjad
    • Communications for Statistical Applications and Methods
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    • 제12권1호
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    • pp.11-18
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    • 2005
  • Assume that the life times of the units under test follow the Rayleigh distribution and the test is terminated at a pre assigned time. Acceptance sampling plans are developed for this situation. The minimum sample size necessary to ensure the specified average life are obtained and the operating characteristic values of the sampling plans and producer's risk are given. An example is given to illustrate the methodology.

이단계 Latin Hypercube 추출법과 그 응용 (Two-stage Latin hypercube sampling and its application)

  • 임미정;권우주;이주호
    • 응용통계연구
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    • 제8권2호
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    • pp.99-108
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    • 1995
  • 본 논문에서는 컴퓨터 모델을 이용하여 복잡한 시스템을 모형화할 때 결과값의 분포를 보다 정확히 추정하기 위한 입력변수의 추출방법으로서 McKay 등(1979)이 제안한 Latin Hypercube 추출법을 개선한 이단계 Latin Hypercube 추출법을 제시하고 모의 실험을 통하여 새로운 표본추출법이 기존의 표본추출법들보다 더 효율적임을 보였다.

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Adaptive Frequency Sampling 을 이용한 등가회로 모델링 (Equivalent Circuit Modeling applying Adaptive Frequency Sampling)

  • 백현;김군태;강승택;김형석
    • 한국정보통신설비학회:학술대회논문집
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    • 한국정보통신설비학회 2009년도 정보통신설비 학술대회
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    • pp.281-284
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    • 2009
  • In this paper, we propose a method that applies Adaptive Frequency Sampling(AFS) technique to the equivalent circuit model for RF passive components. Thes days wireless communication system is getting smaller and smaller. So EMI/EMC is an issue in RF. We can solve PI(Power Integrity)/SI(Signal Integrity) that one of EMI/EMC problem apply IFFT for 3D EM simulation multiple with input signal. That is time comuming task. Therefore equivalent circuit model using RF passive component is important. AFS schemes are implemented to obtain the rational functions. S parameters of the equivalent circuit moldel is compared to those of EM simulation in case of the microstrip line structure.

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Importance sampling with splitting for portfolio credit risk

  • Kim, Jinyoung;Kim, Sunggon
    • Communications for Statistical Applications and Methods
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    • 제27권3호
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    • pp.327-347
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    • 2020
  • We consider a credit portfolio with highly skewed exposures. In the portfolio, small number of obligors have very high exposures compared to the others. For the Bernoulli mixture model with highly skewed exposures, we propose a new importance sampling scheme to estimate the tail loss probability over a threshold and the corresponding expected shortfall. We stratify the sample space of the default events into two subsets. One consists of the events that the obligors with heavy exposures default simultaneously. We expect that typical tail loss events belong to the set. In our proposed scheme, the tail loss probability and the expected shortfall corresponding to this type of events are estimated by a conditional Monte Carlo, which results in variance reduction. We analyze the properties of the proposed scheme mathematically. In numerical study, the performance of the proposed scheme is compared with an existing importance sampling method.

MMAP 이산시간 큐잉 시스템의 속산 시뮬레이션 (An Efficient Simulation of Discrete Time Queueing Systems with Markov-modulated Arrival Processes)

  • 국광호;강성열
    • 한국시뮬레이션학회논문지
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    • 제13권3호
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    • pp.1-10
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    • 2004
  • The cell loss probability required in the ATM network is in the range of 10$^{-9}$ ∼10$^{-12}$ . If Monte Carlo simulation is used to analyze the performance of the ATM node, an enormous amount of computer time is required. To obtain large speed-up factors, importance sampling may be used. Since the Markov-modulated processes have been used to model various high-speed network traffic sources, we consider discrete time single server queueing systems with Markov-modulated arrival processes which can be used to model an ATM node. We apply importance sampling based on the Large Deviation Theory for the performance evaluation of, MMBP/D/1/K, ∑MMBP/D/1/K, and two stage tandem queueing networks with Markov-modulated arrival processes and deterministic service times. The simulation results show that the buffer overflow probabilities obtained by the importance sampling are very close to those obtained by the Monte Carlo simulation and the computer time can be reduced drastically.

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