• Title/Summary/Keyword: stochastic comparison

Search Result 183, Processing Time 0.027 seconds

Clearing and Labeling Techniques for Large-Scale Biological Tissues

  • Seo, Jinyoung;Choe, Minjin;Kim, Sung-Yon
    • Molecules and Cells
    • /
    • v.39 no.6
    • /
    • pp.439-446
    • /
    • 2016
  • Clearing and labeling techniques for large-scale biological tissues enable simultaneous extraction of molecular and structural information with minimal disassembly of the sample, facilitating the integration of molecular, cellular and systems biology across different scales. Recent years have witnessed an explosive increase in the number of such methods and their applications, reflecting heightened interest in organ-wide clearing and labeling across many fields of biology and medicine. In this review, we provide an overview and comparison of existing clearing and labeling techniques and discuss challenges and opportunities in the investigations of large-scale biological systems.

Supply Chain Contract with Put and Call Option: The Case of Non-Linear Option Premium Price

  • Saithong, Chirakiat;Luong, Huynh Trung
    • Industrial Engineering and Management Systems
    • /
    • v.12 no.2
    • /
    • pp.85-94
    • /
    • 2013
  • This research investigates the supply chain contract between a distributor and a supplier in which the selling period is relatively short in comparison with long production lead time. At the first stage, supplier who is a Stackelberg leader offers the distributor a contract with a set of parameters, and subjected to those parameters, the distributor places the number of initial orders as well as options. In order to purchase the option, the distributor pays non-linear option premium price with respect to the number of purchased options. At the second stage, based on realized demand, the distributor has the right to exercise option as either put or call which is limited up to the number of purchased options. The wholesale price contract is used as a benchmarking contract. This research has confirmed that the supply chain contract with a non-linear option premium price can help to coordinate the supply chain.

Site characteristics and classification of seismic stations based on observed earthquake data (지진관측 자료를 이용한 국내 지진관측소의 지반특성 분류)

  • 박동희;연관희;장천중
    • Proceedings of the Earthquake Engineering Society of Korea Conference
    • /
    • 2003.03a
    • /
    • pp.61-68
    • /
    • 2003
  • The H/V ratio (Horizontal to Vertical spectral ratio) has been used to infer site amplification without previous knowledge of near-surface geology and in fact may provide useful general site condition information. This method is used to classify the site characteristics of seismic stations in Korea by comparison with known H/V ratios representative of various sites all over the world. In addition, differences between horizontal and vertical kappa values were evaluated for each seismic stations by comparing WV ratio and Weak Motion amplification derived from inversion of stochastic ground motion parameters and were used as index to quantitatively classify the site characteristics.

  • PDF

Ice forces acting on towed ship in level ice with straight drift. Part II: Numerical simulation

  • Zhou, Li;Chuang, Zhenju;Bai, Xu
    • International Journal of Naval Architecture and Ocean Engineering
    • /
    • v.10 no.2
    • /
    • pp.119-128
    • /
    • 2018
  • A numerical method is proposed to simulate level ice interaction with ship in transverse and longitudinal directions in time domain. A novel method is proposed to simulate non-symmetric transverse force in a stochastic way. On the basis of observations from the model tests, the simulation of longitudinal force combines the ice bending force acting on the waterline, submersion force below the waterline and ice friction forces caused by transverse force and ice floes rotation amidships. In the simulations the ship was fixed and towed through an intact ice sheet at a certain speed. The setup of the numerical simulation is similar to the ice tank setup as much as possible. The simulated results are compared with model tests data and the results show good agreement with the measurement.

Linear prediction and z-transform based CDF-mapping simulation algorithm of multivariate non-Gaussian fluctuating wind pressure

  • Jiang, Lei;Li, Chunxiang;Li, Jinhua
    • Wind and Structures
    • /
    • v.31 no.6
    • /
    • pp.549-560
    • /
    • 2020
  • Methods for stochastic simulation of non-Gaussian wind pressure have increasingly addressed the efficiency and accuracy contents to offer an accurate description of the extreme value estimation of the long-span and high-rise structures. This paper presents a linear prediction and z-transform (LPZ) based Cumulative distribution function (CDF) mapping algorithm for the simulation of multivariate non-Gaussian fluctuating wind pressure. The new algorithm generates realizations of non-Gaussian with prescribed marginal probability distribution function (PDF) and prescribed spectral density function (PSD). The inverse linear prediction and z-transform function (ILPZ) is deduced. LPZ is improved and applied to non-Gaussian wind pressure simulation for the first time. The new algorithm is demonstrated to be efficient, flexible, and more accurate in comparison with the FFT-based method and Hermite polynomial model method in two examples for transverse softening and longitudinal hardening non-Gaussian wind pressures.

Fitting acyclic phase-type distributions by orthogonal distance

  • Pulungan, Reza;Hermanns, Holger
    • Advances in Computational Design
    • /
    • v.7 no.1
    • /
    • pp.37-56
    • /
    • 2022
  • Phase-type distributions are the distributions of the time to absorption in finite and absorbing Markov chains. They generalize, while at the same time, retain the tractability of the exponential distributions and their family. They are widely used as stochastic models from queuing theory, reliability, dependability, and forecasting, to computer networks, security, and computational design. The ability to fit phase-type distributions to intractable or empirical distributions is, therefore, highly desirable for many practical purposes. Many methods and tools currently exist for this fitting problem. In this paper, we present the results of our investigation on using orthogonal-distance fitting as a method for fitting phase-type distributions, together with a comparison to the currently existing fitting methods and tools.

Sustainability of pensions in Asian countries

  • Hyunoo, Shim;Siok, Kim;Yang Ho, Choi
    • Communications for Statistical Applications and Methods
    • /
    • v.29 no.6
    • /
    • pp.679-694
    • /
    • 2022
  • Mortality risk is a significant threat to individual life, and quantifying the risk is necessary for making a national population plan and is a traditionally fundamental task in the insurance and annuity businesses. Like other advanced countries, the sustainability of life pensions and the management of longevity risks are becoming important in Asian countries entering the era of aging society. In this study, mortality and pension value sustainability trends are compared and analyzed based on national population and mortality data, focusing on four Asian countries from 1990 to 2017. The result of analyzing the robustness and accuracy of generalized linear/nonlinear models reveals that the Cairns-Blake-Dowd model, the nonparametric Renshaw-Haberman model, and the Plat model show low stability. The Currie, CBD M5, M7, and M8 models have high stability against data periods. The M7 and M8 models demonstrate high accuracy. The longevity risk is found to be high in the order of Taiwan, Hong Kong, Korea, and Japan, which is in general inversely related to the population size.

An Analysis on the Efficiency and Productivity of Korean Rail Transit Authorities Using a Stochastic Cost Frontier Approach (A Comparison with the Estimation Results by DEA) (확률적 비용변경접근법을 이용한 도시철도 운영기관의 효율성과 생산성 분석 (자료포락분석기법을 이용한 추정결과와의 비교를 중심으로))

  • Kim, Min-Jung;Kim, Sung-Soo
    • Journal of Korean Society of Transportation
    • /
    • v.23 no.5 s.83
    • /
    • pp.15-25
    • /
    • 2005
  • Using a stochastic cost frontier approach(SCFA), this paper annually estimates the efficiency and productivity with same data in the papers which analyze the efficiency and productivity using data envelopment analysis(DEA) to compare the results and suggest the political findings of raising the efficiency and productivity for three publicly-owned rail transit properties. the Seoul Subway Corporation (SSC), the Seoul Metropolitan Electrified Railways Sector of Korea National Railroad (SMESRS) and the Busan Urban Transit Authority (BUTA). The results show that the results of SCFA are higher than DEA for efficiency and lower for productivity in that DEA regards the stochastic error and measurement error as the inefficiency contrary to SFCA. But the political findings from these results appears to be similar as follows. First, the productivity of the three properties should be first improved by using existing technologies efficiently and then by introducing new ones. Second, the three properties should improve the technical efficiency through reducing input quantities to raise their efficiency. Finally, all the three components of the productivity such as productive efficiency change, technical change, and scale change should be considered to evaluate their productivity more correctly.

Measuring the Revenue Efficiency of Korean and Japanese Railways Using a Stochastic Frontier Approach (A Comparison with Their Cost Efficiency (확률적 변경 접근법을 이용한 한국과 일본 철도산업의 수입 효율성 분석 (비용 효율성과의 비교를 중심으로))

  • Park, Jin-Gyeong;Kim, Seong-Su
    • Journal of Korean Society of Transportation
    • /
    • v.27 no.4
    • /
    • pp.63-76
    • /
    • 2009
  • On the basis of a Stochastic Frontier Approach (SFA), this paper analyses revenue efficiencies for the same sample of Korean and Japanese railways in the papers which analyze cost efficiencies using a generalized translog functional form. The paper also compares the results of revenue efficiencies with cost efficiencies and evaluates the effects of managerial autonomy and privatization on the firm-specific efficiencies. The results show that the average estimate of revenue inefficiency is 7.02% when the term of inefficiency is assumed to be distributed as a half-normal and 6.98% as a exponential for the total sample. Also, standardized inefficiencies in revenues (7.5%) are greater than those in costs (2.1%). JR East and JR West are found to be most efficient on the revenue side and on the cost side respectively while JNR and JR Kyushu are worst efficient on the both sides. Finally, the correlations between efficiencies in revenues and costs also between efficiencies and privatization are positively correlated. The results suggest that the most independent companies, with increased managerial autonomy via privatization, are the most efficient in both revenues and costs.

On the Numerical Stability of Dynamic Reliability Analysis Method (동적 신뢰성 해석 기법의 수치 안정성에 관하여)

  • Lee, Do-Geun;Ok, Seung-Yong
    • Journal of the Korean Society of Safety
    • /
    • v.35 no.3
    • /
    • pp.49-57
    • /
    • 2020
  • In comparison with the existing static reliability analysis methods, the dynamic reliability analysis(DyRA) method is more suitable for estimating the failure probability of a structure subjected to earthquake excitations because it can take into account the frequency characteristics and damping capacity of the structure. However, the DyRA is known to have an issue of numerical stability due to the uncertainty in random sampling of the earthquake excitations. In order to solve this numerical stability issue in the DyRA approach, this study proposed two earthquake-scale factors. The first factor is defined as the ratio of the first earthquake excitation over the maximum value of the remaining excitations, and the second factor is defined as the condition number of the matrix consisting of the earthquake excitations. Then, we have performed parametric studies of two factors on numerical stability of the DyRA method. In illustrative example, it was clearly confirmed that the two factors can be used to verify the numerical stability of the proposed DyRA method. However, there exists a difference between the two factors. The first factor showed some overlapping region between the stable results and the unstable results so that it requires some additional reliability analysis to guarantee the stability of the DyRA method. On the contrary, the second factor clearly distinguished the stable and unstable results of the DyRA method without any overlapping region. Therefore, the second factor can be said to be better than the first factor as the criterion to determine whether or not the proposed DyRA method guarantees its numerical stability. In addition, the accuracy of the numerical analysis results of the proposed DyRA has been verified in comparison with those of the existing first-order reliability method(FORM), Monte Carlo simulation(MCS) method and subset simulation method(SSM). The comparative results confirmed that the proposed DyRA method can provide accurate and reliable estimation of the structural failure probability while maintaining the superior numerical efficiency over the existing methods.