• The Korean Journal of Applied Statistics
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• v.22 no.6
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• pp.1167-1176
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• 2009

Few studies have investigated the quantitative relationship between port ownership structure and port efficiency with mixed results. This paper therefore contributes to the empirical literature by investigating the impact of port privatization on port efficiency using sample data drawn from the world's major ports. Moreover, this study applies the Bayesian approach to estimate the impact of port ownership on port efficiency. We fit Bayesian stochastic frontier model which is introduced by Griffin and Steel (2007) by WinBUGS. World's 25 main ports data are used for analysis. Based on MCMC sampling, we estimate parameters of the model and efficiency index of each ports. Moreover, we add estimates from package Frontier 4.1c in order to compare them with Bayesian results.

• Korean Journal of Optics and Photonics
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• v.5 no.2
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• pp.319-325
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• 1994

The performance of Manchester-coded DPSK optical wavelength division multiplexing (WDM) systems using a stochastic approach is evaluated taking into account the shot noise and the four-wave mixing (FWM) caused by fiber nonlinearities. The result of Manchester-coded system is compared to conventional non-return-to-zero (NRZ) systems for DPSK modulation formats. Further, the dynamic range, defined as the ratio of the maximum input power (limited by the FWM), to the minimum input power (limited by receiver sensitivity), is evaluated. For $1.55.{\mu}m$16 channel WDM systems, the dynamic range of DPSK Manchester coded systems shows a 2.1 dB improvement with respect to the NRZ. This result holds true for both dispersion-shifted fiber and conventional fiber; it has been obtained for 10 GHz channel spacing, 1 Gbps/channel bit rate.t rate.

• Computers and Concrete
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• v.20 no.1
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• pp.99-110
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• 2017

Service life assessments which do not include the synergy between mechanical and environmental loading are neglecting a factor that can have a significant impact on structural safety and durability assessment. The degradation of concrete structure is a result of the combined effect of environmental and mechanical factors. In order to make service life design realistic it is necessary to consider both of these factors acting simultaneously. This paper deals with the advanced modelling of concrete carbonation and chloride ingress into concrete using stochastic 1D and 2D models. Widely accepted models incorporated into the new fib Model Code 2010 are extended to include factors that reflect the coupled effects of mechanical and environmental loads on the durability and reliability of reinforced concrete structures. An example of cooling tower degradation by carbonation and an example of a bended reinforced concrete beam kept for several years in salt fog are numerically studied to show the capability of the stochastic approach. The modelled degradation measures are compared with experimental results, leading to good agreement.

• The Journal of Engineering Geology
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• v.5 no.2
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• pp.155-165
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• 1995

Fluid flow studies of fractured rocks require three-dimensional modeling of the fracture system. The stochastic discrete fracture models constructed by Monte Carlo simulation technique were applied to the analysis of groundwater flow and mass transport in fractured rock for the assessment of tightness criteria of underground LPG storage cavern. The parameters that most affect the conceptual discrete fracture modeling proved either fracture orientation or size and on the fract'lre flow interpretation proved conductive fracture intensity. The fracture transmissivity played important role in solute transport in fractured rock simulated by particle tracking approach. It was partly recognized that the calibrated stochastic discrete fracture model can be used for the tightness criteria of underground LPG storage cavern.

• Journal of the Institute of Electronics and Information Engineers
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• v.51 no.12
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• pp.12-19
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• 2014

In this paper, an advanced UWB (ultra wideband) Rake receiving technique based on the statistical distribution model is studied in the M-ary TH-PPM system with multiple access interference (MAI). In order to improve the performance of the Rake receiver, the stochastic model, which can flexibly express the behavior of MAI-plus-noise, is required and the Laplace distribution and the generalized normal Laplace (GNL) model applied by the curtosis matching method are considered. The performance of Rake receiver based on each probability distribution is evaluated in the IEEE multipath fading channel and compared to that of the conventional Rake receiver. The suggested approach shows a superior BER performance than that of conventional Rake receiver.

• Journal of the Society of Naval Architects of Korea
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• v.28 no.2
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• pp.228-240
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• 1991

Many experimental data of fatigue crack propagation show that the fatigue crack propagation process is stochastic. Therefore, the study on the crack propagation must be based on the probabilistic approach. In the present paper, fatigue crack propagation process is assumed to be a discrete Markov process and the method is developed, which can evaluate the reliability of the structural component by using Markov chain model(Unit step B-model) suggested by Bogdanoff. In this method, leak failure, plastic collapse and brittle fracture of the critical component are taken as failure modes, and the effects of initial crack distribution, periodic and non-periodic inspection on the probability of failure are considered. In this method, an equivalent load value for random loading such as wave load is used to facilitate the analysis. Finally some calculations are carried out in order to show the usefulness and the applicability of this method. And then some remarks on this method are mentioned.

• Nuclear Engineering and Technology
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• v.53 no.3
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• pp.715-731
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• 2021

Uncertainties are calculated for pressurized water reactor (PWR) spent nuclear fuel (SNF) characteristics. The deterministic code STREAM is currently being used as an SNF analysis tool to obtain isotopic inventory, radioactivity, decay heat, neutron and gamma source strengths. The SNF analysis capability of STREAM was recently validated. However, the uncertainty analysis is yet to be conducted. To estimate the uncertainty due to nuclear data, STREAM is used to perturb nuclear cross section (XS) and resonance integral (RI) libraries produced by NJOY99. The perturbation of XS and RI involves the stochastic sampling of ENDF/B-VII.1 covariance data. To estimate the uncertainty due to modeling parameters (fuel design and irradiation history), surrogate models are built based on polynomial chaos expansion (PCE) and variance-based sensitivity indices (i.e., Sobol' indices) are employed to perform global sensitivity analysis (GSA). The calculation results indicate that uncertainty of SNF due to modeling parameters are also very important and as a result can contribute significantly to the difference of uncertainties due to nuclear data and modeling parameters. In addition, the surrogate model offers a computationally efficient approach with significantly reduced computation time, to accurately evaluate uncertainties of SNF integral characteristics.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.4
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• pp.849-855
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• 2021

The purpose of this study is to analyze and compare Islamic commercial banks and Islamic banking units with the stochastic frontier analysis (SFA) method during 2014-2018. The data in research using Islamic commercial banks and Islamic banking units. There are 10 Islamic commercial banks and 5 Islamic banking units that meet the criteria of purposive sampling. The calculation of efficiency level using the SFA method with the function of production shows that Islamic commercial banks and Islamic banking units always experience an increase in efficiency every year with the average level of efficiency of Islamic commercial banks being 0.43994, while the average rate of efficiency of Islamic banking units is slightly higher at 0.47654. This shows that Islamic banking units are slightly more optimal in generating total financing in the period 2010-2014. The test results using Independent Sample T-Test can be concluded that there is no difference in the efficiency value between Islamic commercial banks and Islamic banking units. Operating costs are not significant and have a positive effect on the total financing; total assets have a significant effect and a positive impact on total financing; labor costs are not significant and have a negative effect on total financing.

• Journal of Korean Society for Quality Management
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• v.50 no.4
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• pp.717-734
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• 2022

Purpose: The purpose of this study is to effectively detect violations that occur simultaneously against Good Manufacturing Practice, which were concealed by drug manufacturers. Methods: In this study, we present an analysis framework for analyzing regulatory violation patterns using Association Rule Mining (ARM), Text Mining, and t-distributed Stochastic Neighbor Embedding (t-SNE) to increase the effectiveness of on-site inspection. Results: A number of simultaneous violation patterns was discovered by applying Association Rule Mining to FDA's inspection data collected from October 2008 to February 2022. Among them there were 'concurrent violation patterns' derived from similar regulatory ranges of two or more regulations. These patterns do not help to predict violations that simultaneously appear but belong to different regulations. Those unnecessary patterns were excluded by applying t-SNE based on text-mining. Conclusion: Our proposed approach enables the recognition of simultaneous violation patterns during the on-site inspection. It is expected to decrease the detection time by increasing the likelihood of finding intentionally concealed violations.

• Advances in aircraft and spacecraft science
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• v.9 no.3
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• pp.263-278
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• 2022

The time-varying structural reliability of an aeroelastic launch vehicle subjected to stochastic parameters is investigated. The launch vehicle structure is under the combined action of several stochastic loads that include aerodynamics, thrust as well as internal combustion pressure. The launch vehicle's main body structural flexibility is modeled via the normal mode shapes of a free-free Euler beam, where the aerodynamic loadings on the vehicle are due to force on each incremental section of the vehicle. The rigid and elastic coupled nonlinear equations of motion are derived following the Lagrangian approach that results in a complete aeroelastic simulation for the prediction of the instantaneous launch vehicle rigid-body motion as well as the body elastic deformations. Reliability analysis has been performed based on two distinct limit state functions, defined as the maximum launch vehicle tip elastic deformation and also the maximum allowable stress occurring along the launch vehicle total length. In this fashion, the time-dependent reliability problem can be converted into an equivalent time-invariant reliability problem. Subsequently, the first-order reliability method, as well as the Monte Carlo simulation schemes, are employed to determine and verify the aeroelastic launch vehicle dynamic failure probability for a given flight time.