• 제목/요약/키워드: Constrained Monte-Carlo Simulation

검색결과 19건 처리시간 0.031초

우리나라 대도시권 통근 효율성 비교: MAUP 회피를 위한 Constrained Monte-Carlo Simulation의 활용 (Commuting Efficiency Comparison of Metropolitan Areas in South Korea: Application of Constrained Monte-Carlo Simulation to Avoid the MAUP)

  • 윤현성;김승남
    • 토지주택연구
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    • 제15권2호
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    • pp.73-87
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    • 2024
  • 통근 패턴의 효율성을 평가하기 위해 초과 통근율과 통근 잠재력 사용률과 같은 다양한 통근 지표들이 개발되고 사용되어 왔다. 이들 지표들을 활용하여 대도시권의 통근 패턴 차이를 밝히고, 이를 통근 정책 수립 과정에서 고려할 수 있기에 지표를 합리적으로 산출하는 것은 매우 중요하다. 그런데, 통근 지표는 일반적으로 행정구역 단위로 산출되기 때문에 공간단위 수정가능성의 문제(MAUP)로부터 자유롭지 못하다는 한계가 있다. 이 문제는 대도시권 간 통근 효율성 비교의 합리성을 저해하기 때문에 통근 지표 산출 과정에서 조심스럽게 다뤄져야 할 필요가 있다. 따라서, 본 연구는 몬테 카를로 시뮬레이션을 활용하여 최적, 실제, 그리고 최대 통근 거리를 산출하고, 이를 통해 초과 통근율과 통근 잠재력 사용률을 제시한다. 몬테 카를로 시뮬레이션을 우리나라의 사정에 맞게 적용하기 위해서, 시뮬레이션에 사용되는 주거지와 근무지가 실제 건물의 위치에서 선택되어야 한다는 제약 조건을 가한 제약조건부 몬테카를로 시뮬레이션을 실시한다. 2016년 가구통행실태조사 데이터를 이용하여 광역도시계획이 수립된 13개 대도시권을 대상으로 분석을 진행한다. 시뮬레이션을 통해 산출된 통근 지표는 기존 방법을 통해 산출된 결과와 미미한 수준의 차이를 보였다. 대도시권 간 통근 효율성 비교 결과 직주의 물리적 균형의 정도가 유사하더라도 실제 통근 패턴은 상이하게 나타난다는 점이 확인되었다. 향후 면적과 같은 대도시권별 특성을 고려한 추가적인 연구가 필요할 것으로 생각된다.

Dynamic Analysis of Multi-body Systems Considering Probabilistic Properties

  • Choi, Dong-Hwan;Lee, Se-Jeong;Yoo, Hong-Hee
    • Journal of Mechanical Science and Technology
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    • 제19권spc1호
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    • pp.350-356
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    • 2005
  • A method of dynamic analysis of mechanical systems considering probabilistic properties is proposed in this paper. Probabilistic properties that result from manufacturing tolerances can be represented by means and standard deviations (or variances). The probabilistic characteristics of dynamic responses of constrained multi-body systems are obtained by two ways : the proposed analytical approach and the Monte Carlo simulation. The formerpaper, necessitates sensitivity information to calculate the standard deviations. In this a direct differentiation method is employed to find the sensitivities of constrained multi-body systems. To verify the accuracy of the proposed method, numerical examples are solved and the results obtained by using the proposed method are compared to those obtained by Monte Carlo simulation.

Linearly Constrained Constant Modulus Algorithm을 이용한 MC-CDMA 시스템에서의 MAI 완화 기법 (An Multiple Access Interference Mitigation Technique Using Linearly Constrained Constant Modulus Algorithm in MC-CDMA Systems)

  • 김동주;김주응;정성순;홍대식;강창언
    • 한국통신학회논문지
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    • 제27권1A호
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    • pp.73-79
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    • 2002
  • 본 논문에서는 MC-CDMA 시스템에 적용 가능한 LCCMA(Linearly Constrained Constant Modulus Algorithm)와 HIC(Hybrid Interference Canceller)형태의 두 가지 간섭 제거 구조를 제안하였다. 제안된 구조는 사용자의 확산 부호만을 요구하므로 여러 가지 제한이 있는 이동국에서도 적용이 가능한 장점이 있다. 이와 더불어, 본 논문에서는 LCCMA와 PIC(Parallel Interference Canceller)를 결합한 새로운 구조의 HIC를 제안하였다. 다양한 환경에서 Monte Carlo 모의시험이 수행한 결과, 제안된 LCCMA 및 HIC 구조를 사용한 시스템이 역방향 링크와 순방향 링크에서 각각 MRC(Maximum Ratio Combining)와 EGC(Equal Gain Combining)를 사용한 시스템보다 실험 환경에 따라 1.4~3배정도 용량이 증가되며, MRC나 EGC에서 얻을 수 없었던 경로 다이버시티의 이용이 가능하여, 경로수가 증가할 경우 성능이 향상됨을 실험을 통하여 확인하였다.

다변량 Monte Carlo 기법을 이용한 추계학적 강우 변동 생성기법에 관한 연구 (A Study on Generation of Stochastic Rainfall Variation using Multivariate Monte Carlo method)

  • 안기홍;한건연
    • 한국방재학회 논문집
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    • 제9권3호
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    • pp.127-133
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    • 2009
  • 본 연구에서는 다변량 Monte Carlo 기법을 이용하여 무차원 누가강우량 곡선을 생성하였다. 이를 위해 30년 이상의 관측년수를 갖는 강우자료를 활용하여 강우사상을 분리하고 이를 무차원화하여 강우의 지역적, 시간적 변동성을 제거하였다. 그리고 이들 무차원화된 누가강우량곡선을 4가지 형태로 구분하여 강우자료 특성을 반영한 누가강우량 곡선을 생성하였다. 무차원 누가 강우량 곡선의 절점이 항상 0이상이고 전체의 합이 1이 되어야 하는 제약조건을 극복하기 위해 log-ratio 기법을 도입하였고 Monte Carlo 기법을 이용한 다변량 생성시 요구되는 정규화와 상관계수 반영의 문제점을 Johnson 시스템과 직교변환을 도입하여 모형에 적용함으로서 제약조건을 극복할 수 있었다. 본 연구에서 적용한 다변량 Monte Carlo 기법을 이용한 강우변동생성기법은 실제 강우량 자료의 특성을 가공없이 반영할 수 있어 해당 유역의 특성을 정확히 반영할 수 있었고 유역의 홍수대책 수립, 수공구조물 설계 및 분석 등 활용성이 매우 클 것으로 판단된다.

선형계통의 파라미터 추정을 위한 최적 입력의 설계 (Design of the optimal inputs for parameter estimation in linear dynamic systems)

  • 양흥석;이석원;정찬수
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1986년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 17-18 Oct. 1986
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    • pp.73-77
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    • 1986
  • Optimal input design problem for linear regression model with constrained output variance has been considered. It is shown that the optimal input signal for the linear regression model can also be realized as an ARMA process. Monte-Carlo simulation results show that the optimal stochastic input leads to comparatively better estimation accuracy than white input signal.

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Impacts of Wind Power Integration on Generation Dispatch in Power Systems

  • Lyu, Jae-Kun;Heo, Jae-Haeng;Kim, Mun-Kyeom;Park, Jong-Keun
    • Journal of Electrical Engineering and Technology
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    • 제8권3호
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    • pp.453-463
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    • 2013
  • The probabilistic nature of renewable energy, especially wind energy, increases the needs for new forms of planning and operating with electrical power. This paper presents a novel approach for determining the short-term generation schedule for optimal operations of wind energy-integrated power systems. The proposed probabilistic security-constrained optimal power flow (P-SCOPF) considers dispatch, network, and security constraints in pre- and post-contingency states. The method considers two sources of uncertainty: power demand and wind speed. The power demand is assumed to follow a normal distribution, while the correlated wind speed is modeled by the Weibull distribution. A Monte Carlo simulation is used to choose input variables of power demand and wind speed from their probability distribution functions. Then, P-SCOPF can be applied to the input variables. This approach was tested on a modified IEEE 30-bus system with two wind farms. The results show that the proposed approach provides information on power system economics, security, and environmental parameters to enable better decision-making by system operators.

Dynamic Economic Dispatch for Microgrid Based on the Chance-Constrained Programming

  • Huang, Daizheng;Xie, Lingling;Wu, Zhihui
    • Journal of Electrical Engineering and Technology
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    • 제12권3호
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    • pp.1064-1072
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    • 2017
  • The power of controlled generators in microgrids randomly fluctuate because of the stochastic volatility of the outputs of photovoltaic systems and wind turbines as well as the load demands. To address and dispatch these stochastic factors for daily operations, a dynamic economic dispatch model with the goal of minimizing the generation cost is established via chance-constrained programming. A Monte Carlo simulation combined with particle swarm optimization algorithm is employed to optimize the model. The simulation results show that both the objective function and constraint condition have been tightened and that the operation costs have increased. A higher stability of the system corresponds to the higher operation costs of controlled generators. These operation costs also increase along with the confidence levels for the objective function and constraints.

몬테카를로 시뮬레이션을 이용한 하안단구 10Be 수직단면 연대측정 (Cosmogenic 10Be Depth Profile Dating of Strath Terrace Abandonment using Monte Carlo Simulation)

  • 김동은;성영배;김종근
    • 한국지형학회지
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    • 제26권4호
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    • pp.21-31
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    • 2019
  • Timing of terrace formation is a key information for understanding the evolution of fluvial systems. In particular, dating strath terrace (i.e. timing of terrace abandonment) is more difficult than depositional terrace that is conventionally constrained by radiocarbon, OSL and other dating methods targeting samples within terrace deposit. Surface exposure dating utilizing cosmogenic 10Be provides more reliability because it can be applied directly to the surface of a fluvial terrace. Thus, this method has been increasingly used for alluvial deposits. As well as other geomorphic surfaces over the last decades. Some inherent conditions, however, such as post-depositional 10Be concentration (i.e. inheritance), surface erosion rate, and density change challenge the application of cosmogenic 10Be to depositional terrace surface against simple bedrock surface. Here we present the first application of 10Be depth profile dating to a thin-gravel covered strath terrace in Korea. Monte Carlo simulation (MCS) helped us in better constraining the timing of abandonment of the strath terrace, since which its surface stochastically denuded with time, causing unexpected change of 10Be production with depth. The age of the strath terrace estimated by MCS was 109 ka, ~4% older than the one (104 ka) calculated by simple depth profile dating, which yielded the best-fit surface erosion rate of 2.1 mm/ka. Our study demonstrates that the application of 10Be depth profile dating of strath terrace using MCS is more robust and reliable because it considers post-depositional change of initial conditions such as erosion rate.

Damage identification of 2D and 3D trusses by using complete and incomplete noisy measurements

  • Rezaiee-Pajand, M.;Kazemiyan, M.S.
    • Structural Engineering and Mechanics
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    • 제52권1호
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    • pp.149-172
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    • 2014
  • Four algorithms for damage detection of trusses are presented in this paper. These approaches can detect damage by using both complete and incomplete measurements. The suggested methods are based on the minimization of the difference between the measured and analytical static responses of structures. A non-linear constrained optimization problem is established to estimate the severity and location of damage. To reach the responses, the successive quadratic method is used. Based on the objective function, the stiffness matrix of the truss should be estimated and inverted in the optimization procedure. The differences of the proposed techniques are rooted in the strategy utilized for inverting the stiffness matrix of the damaged structure. Additionally, for separating the probable damaged members, a new formulation is proposed. This scheme is employed prior to the outset of the optimization process. Furthermore, a new tactic is presented to select the appropriate load pattern. To investigate the robustness and efficiency of the authors' method, several numerical tests are performed. Moreover, Monte Carlo simulation is carried out to assess the effect of noisy measurements on the estimated parameters.

설계 민감도와 신뢰도 분석에 근거한 전자기기의 다목적 최적화 (Multi-Objective Optimization of Electromagnetic Device Based on Design Sensitivity Analysis and Reliability Analysis)

  • 렌지얀;장전해;박찬혁;고창섭
    • 전기학회논문지
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    • 제62권1호
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    • pp.49-56
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    • 2013
  • In this paper, for constrained optimization problem, one multi-objective optimization algorithm that ensures both performance robustness and constraint feasibility is proposed when uncertainties are involved in design variables. In the proposed algorithm, the gradient index of objective function assisted by design sensitivity with the help of finite element method is applied to evaluate robustness; the reliability calculated by the sensitivity-assisted Monte Carlo simulation method is used to assess the feasibility of constraint function. As a demonstration, the performance and numerical efficiency of the proposed method is investigated through application to the optimal design of TEAM problem 22--a superconducting magnetic energy storage system.