• 융합보안논문지
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• 제11권3호
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• pp.19-24
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• 2011

소프트웨어 고장 시간은 테스팅 시간과 관계없이 일정하거나, 단조증가 혹은 단조 감소 추세를 가지고 있다. 이러한 소프트웨어 신뢰모형들을 분석하기 위한 자료척도로 자료에 대한 추세 검정이 개발되어 있다. 추세 분석에는 산술평균 검정과 라플라스 추세 검정 등이 있다. 추세분석들은 전체적인 자료의 개요의 정보만 제공한다. 본 논문에서는 고장시간을 측정하다가 시간 절단이 될 경우에 미래의 고장 시간 예측에 관하여 연구 하였다. 시계열 분석에 이용되는 단순이동 평균법과 가중이동평균법, 지수평활법을 이용하여 미래고장 시간을 예측하여 비교하고자 한다. 실증분석에서는 고장간격 자료를 이용하여 모형들에 대한 예측값을 평균자승오차를 이용하여 비교하고 효율적 모형을 선택 하였다.

• Korean Journal of Hydrosciences
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• 제7권
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• pp.125-137
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• 1996

The subject of the paper is the selection of the number and location of raingauge stations among existing ones for the computation of mean areal precipitation and for use as input of real-time flow prediction models. The weighted average method developed by National Weather Service was used to compute MAP over the Boone River basin in Iowa with a 40 year daily data set. Two different searching methods were used to find local optimal solutions. An operational rainfall-runoff model was used to determine the optimal location and number of stations for flow prediction.

• 한국환경과학회지
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• 제22권3호
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• pp.303-308
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• 2013

This paper proposed a new method for estimating missing values in time series rainfall data. The proposed method integrated the two most widely used estimation methods, general linear model(GLM) and ordinary kriging(OK), by taking a weighted average of covariance matrices derived from each of the two methods. The proposed method was cross-validated using daily rainfall data at thirteen rain gauges in the Hyeong-san River basin. The goodness-of-fit of the proposed method was higher than those of GLM and OK, which can be attributed to the weighting algorithm that was designed to minimize errors caused by violations of assumptions of the two existing methods. This result suggests that the proposed method is more accurate in missing values in time series rainfall data, especially in a region where the assumptions of existing methods are not met, i.e., rainfall varies by season and topography is heterogeneous.

• Communications for Statistical Applications and Methods
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• 제31권1호
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• pp.87-104
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• 2024

Most functional magnetic resonance imaging (fMRI) studies in resting state have assumed that the functional connectivity (FC) between time series from distinct brain regions is constant. However, increased interest has recently been in quantifying possible dynamic changes in FC during fMRI experiments. FC study may provide insight into the fundamental workings of brain networks to brain activity. In this work, we focus on the specific problem of estimating the dynamic behavior of pairwise correlations between time courses extracted from two different brain regions. We compare the sliding-window techniques such as moving average (MA) and exponentially weighted moving average (EWMA), dynamic causality with vector autoregressive (VAR) model, dynamic conditional correlation (DCC) based on volatility, and the proposed alternative methods to use differencing and recursive residuals. We investigate the properties of those techniques in a series of simulation studies. We also provide an application with major depressive disorder (MDD) patient fMRI data to demonstrate studying dynamic correlations.

• 대한교통학회지
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• 제28권2호
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• pp.65-75
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• 2010

공공투자사업평가 시 사회적할인율의 높고 낮음에 따라 비용 편익분석의 결과가 상이하다는 점에서 적정 수치는 매우 중요한 요소이다. 그리고 사회적할인율의 개념을 무엇으로 적용하는 것이 합리적인지에 대한 많은 논란과 연구가 현재까지 진행되고 있다. 본 연구에서는 사회적할인율의 개념을 크게 세 가지 사회적 시간선호율, 사회적 투자수익률 그리고 이 둘을 가중평균 한 값으로 구분하였다. 추정방법으로는 사회적 시간선호율의 경우 소비이자율과 Pearce and Ulph식을 사용하였고, 사회적 투자수익률은 민간 총 자본 수익률을 사용하였다. 그리고 가중평균은 투자의 잠재가격을 이용한 Squire, L., Herman G. van der Tak식과 공공투자와 대치되는 민간투자와 민간 소비지출비율을 이용하여 추정하였다. 본 연구에서는 현재 시점의 사회적할인율을 추정하기 위해 연대구분을 1990년대, 2000년~2003년, 2004년~2008년으로 각각 구분한 후, 과거 한국개발연구원에서 제시된 1999년 7.5%, 2004년 6.5%, 그리고 2007년~현재 5.5%와 각각 비교하였다. 추정결과는 1990년대 6.6~10.7%, 2000년~2003년 4.0~7.0%, 2004년~2008년 2.4~3.9%로 각각 추정되었다. 현재 공공투자 사업평가에 사용되고 있는 사회적할인율 5.5%는 본 연구의 추정결과 보다 약1.6~3.1% 높은 것으로 나타났다. IMF이후 급격하게 하락한 소비이자율은 계속적으로 낮아지고 있고 앞으로도 지속될 것으로 예측하고 있다. 따라서 공공투자 사업의 목적인 현 세대부터 장래세대까지 모두를 고려한 사회적 자원의 재분배를 실현시키기 위해 선 현재의 사회적할인율은 점차 하향조정할 필요가 있다.

• 품질경영학회지
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• 제32권4호
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• pp.169-183
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• 2004

The synthetic control chart (SCC) proposed by Wu and Spedding (2000) is to detect shifts in the process mean. The performance was re-evaluated by Davis and Woodall (2002), and the steady-state average run length (ARL) performance was shown to be inferior to cumulative sum (CUSUM) or exponentially weighted moving average (EWMA) chart This paper proposes a simple adaptive scheme to improve the performance of the synthetic control chart. That is, once a non-conforming (NC) sample occurs, we investigate the next L-consecutive samples with larger sample sizes and shorter sampling intervals. We employ a Markov chain model to derive the ARL and the average time to s19na1 (ATS). We also propose a statistical design procedure for determining decision variables. Comprehensive comparative study shows that the proposed control chart is uniformly superior to the original SCC or double sampling (DS) Χ chart and comparable to the EWMA chart in ATS performance.

• 대한안전경영과학회지
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• 제3권4호
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• pp.135-144
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• 2001

The capital cost of the company is one that must be paid to the money owner as the price by using the money. The capital cost according to the source of money supply can be estimated by the expected profit rate undertaken by the use of the capital. But in the area of pre-existent economic evaluation, the evaluation of the company investment has been treated by the profit rate of the capital after considering the repayment conditions of the other's money or the interest. Thus in this study, in case the company makes an investment on various kinds of the capital at the same time, not make use of the capital as a one source, the economic evaluation of an investment should be handled by taking the weighted average cost of capital into consideration in proportion to the constitution of the capital cost by the sources of money supply, Especially, as the cost of the private money is very much connected with the profit rate through the stock market, the Capital Asset Pricing Model (CAPM) will be applied. This kind of economic evaluation method can be said to have much to do with the Economic Value Added : EVA) as well as to be highly thought as a standard to estimate the company' value recently To certify the usefulness of this approach, the case study of the output of the capital cost will be made for the purse of the economic evaluation of the alternative investment by using the financial statements of a motor company H.

• 품질경영학회지
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• 제13권1호
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• pp.56-64
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• 1985

This paper presents a general algorithm of multi-item continuous review models to obtain simultaneous solutions for ordering quantities and reorder points for each item in an inventory, while satisfying constraints on average inventory investment and reordering workload. Two models are formulated'in each model the heuristic method is utilized, and the partial back-logging is considered. In the first model, the objective function is the minimization of total inventory variable cost. In the second model, the objective function is the minimization of total time-weighted shortages, and the ordering, holding, and stockout costs in this model are independent each other. A numerical example is also solved to present application of each model.

• 한국환경과학회지
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• 제19권8호
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• pp.971-981
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• 2010

The objectives of this study were to measure ambient total gaseous mercury (TGM) concentrations in Seoul, to analyze the characteristics of TGM concentration, and to identify of possible source areas for TGM using back-trajectory based hybrid receptor models like PSCF (Potential Source Contribution Function) and RTWC (Residence Time Weighted Concentration). Ambient TGM concentrations were measured at the roof of Graduate School of Public Health building in Seoul for a period of January to October 2004. Average TGM concentration was $3.43{\pm}1.17\;ng/m^3$. TGM had no notable pattern according to season and meteorological phenomena such as rainfall, Asian dust, relative humidity and so on. Hybrid receptor models incorporating backward trajectories including potential source contribution function (PSCF) and residence time weighted concentration (RTWC) were performed to identify source areas of TGM. Before hybrid receptor models were applied for TGM, we analysed sensitivities of starting height for HYSPLIT model and critical value for PSCF. According to result of sensitivity analysis, trajectories were calculated an arrival height of 1000 m was used at the receptor location and PSCF was applied using average concentration as criterion value for TGM. Using PSCF and RTWC, central and eastern Chinese industrial areas and the west coast of Korea were determined as important source areas. Statistical analysis between TGM and GEIA grided emission bolsters the evidence that these models could be effective tools to identify possible source area and source contribution.

• ETRI Journal
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• 제31권2호
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• pp.237-239
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• 2009

A whole-body voxel model of a 7-year-old male volunteer was developed from 384 axial magnetic resonance images (MRIs). The MRIs were acquired with intervals of 3 mm for the entire body in a body coil. In order to reduce the MRI acquisition time for the child, the repetition and echo times under T1 weighted image were chosen to be 566 ms and 8 ms, respectively. The MRIs were classified according to 30 types of tissues with known electrical parameters. The developed voxel model was adjusted to the physical average of 7-year-old Korean boys. The body weight of the adjusted model, calculated with the mass tissue densities, is within a 6% difference from the 50th percentile weight.