• The Korean Journal of Applied Statistics
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• v.24 no.3
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• pp.523-533
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• 2011

Most nancial preference methods for market risk management are to estimate VaR. In many real cases, it happens to obtain the VaRs of the univariate as well as multivariate distributions based on multivariate data. Copula functions are used to explore the dependence of non-normal random variables and generate the corresponding multivariate distribution functions in this work. We estimate Archimedian Copula functions including Clayton Copula, Gumbel Copula, Frank Copula that are tted to the multivariate earning rate distribution, and then obtain their VaRs. With these Copula functions, we estimate the VaRs of both a certain integrated industry and individual industries. The parameters of three kinds of Copula functions are estimated for an illustrated stock data of two Korean industries to obtain the VaR of the bivariate distribution and those of the corresponding univariate distributions. These VaRs are compared with those obtained from other methods to discuss the accuracy of the estimations.

• Proceedings of the KIEE Conference
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• 2015.07a
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• pp.1034-1035
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• 2015

Watertight 25.8 kV/600 A/12.5 kA fault current limiters (FCLs) have successfully installed in five areas (Incheon, Seoul, Gyeong-gi, Daejeon, Suwon) on KEPCO power distribution line for the purpose of commercial demonstrations. The fault current limiting operation of this FCL, which includes functions of sensing, commutation, and reduction of fault currents, is perfectly completed within 1 cycle immediately after fault occurs. The performance of FCL was verified by short circuit test, impedance test, insulation test, temperature-rise test, and control test, etc at PT&T in LS industrial systems, which is the official certification institute in Korea. In 2013, and also the FCL field test was performed in order to test the protection coordination between conventional relays and FCL, on the 1.5 kA and 5.0 kA faults, which were made by connecting the Artificial Fault Generator (AFG) to the distribution line in test grid at KEPCO Power Testing Center. The next step of this project is to check the FCL conditions caused by real external environment, and acquire the various data from five regions installed with FCL. In this paper, we intend to explain the FCL specifications and performance characteristics, and check the expected effect by application of FCL to power distribution line based on the power system analysis of an application site.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.20 no.8
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• pp.181-189
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• 2019

An aircraft power distribution device distributes and controls the power generated by the generator and provides overcurrent protection. There are many defect phenomena that make AC power distribution impossible during flight, which poses a problem in because some electronic equipment cannot be operated. We describe a process of deriving the root cause of defects by using vibration testing equipment to simulate the vibration conditions during aircraft flight, which result in defects. The results show that the cause of the defect is internal wiring damage caused by the vibration of the contactor of the AC power distribution device. Therefore, the shape of the contactor was improved to solve this problem. We also improved the test procedure by performing defect detection tests using vibration testing equipment to detect a faulty contactor. As a result of the improvements, a component certification test and flight test proved that the defect phenomena of the AC electrical master box were improved.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.33 no.10
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• pp.757-766
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• 2009

In the present study, the effect of delta-wing vortex generators(DWVG) on the local heat transfer of the plate fin-oval tube was experimentally analyzed for Reynolds numbers for 2000, 2500 and 3200. The local heat transfer coefficient of the fin surface for four type DWVGs was measured by the naphthalene sublimation technique. As the results, the distribution of the heat transfer coefficient at rear of DWVGs showed longitudinal contours for common flow down DWVGs and wavy contours for common flow up DWVGs. The distribution showed many cell type contours at near wall and downstream for all DWVGs. Compared to case without DWVGs in present experimental tests, all DWVGs showed the best enhancement of heat transfer at Re=2000. Of 4 cases of DWVGs, D type showed the best enhancement of heat transfer.

• Journal of the Korean Society of Safety
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• v.30 no.5
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• pp.131-137
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• 2015

For the evaluation of safety margin of a nuclear power plant using a conservative methodology, the influence of applied assumptions such as initial conditions and boundary conditions needs to be assessed deliberately. Usually, a combination of the most conservative initial conditions is determined, and the safety margin for the transient is evaluated through the analysis for this conservative conditions. In existing conservative methodologies, a most-conservative condition is searched through the analyses for the maximum, minimum, and nominal values of the major parameters. In the present study, we investigates a new approach which can be applied to choose a most-conservative initial condition effectively when a best-estimate computer code and a conservative evaluation methodology are utilized for the evaluation of safety margin of transients. By constituting the band of various initial conditions using the random sampling of input parameters, the sensitivity study for various parameters are performed systematically. A method of sampling the value of control or operation parameters for a certain range is adopted by use of MOSAIQUE program, which enables to minimize the efforts for achieving the steady-state for various different conditions. A representative control parameter is identified, which governs the reactor coolant flow rate, pressurizer pressure, pressurizer level, and steam generator level, respectively. It is shown that an appropriate distribution of input parameter is obtained by adjusting the range and distribution of the control parameter.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.48 no.6
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• pp.781-788
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• 1999

In this paper, an expert system is proposed, which can be effectively applied to the large-scale systems with the diversity time constraints, the objectives and the unfixed system structure. The inference scheme of the expert system have the integrated structure composed of the intuitive inference module and logical inference module in order to support effectively the operating constraints of system. The intuitive inference module is designed using the pattern matching or pattern recognition method in order to search a same or similar pattern under the fixed system structure. On the other hand, the logical inference module is designed as the structure with the multiple inference mode based on the heuristic search method in order to determine the optimal or near optimal control strategies satisfing the time constraints for system events under the unfixed system structure, and in order to use as knowledge generator. Here, inference mode consists of the best-first, the local-minimum tree, the breadth-iterative, the limited search width/time method. Finally, the application results for large-scale distribution SCADA system proves that the inference scheme of the expert system is very effective for the large-scale system. The expert system is implemented in C language for the dynamic mamory allocation method, database interface, compatability.

• Proceedings of the KIEE Conference
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• 1998.07d
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• pp.1441-1443
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• 1998

In this work, the effects of space charge was analyzed in removal efficiency of pollutant using dielectric barrier discharges. In order to investigate effects of space charge, two dielectrics(XLPE and TR-XLPE) was chosen which are different in space charge distribution. The simultaneously measurement of space charge and discharge current was carried out in XLPE and TR-XLPE with air gap by Pulsed-Electro-Acoustic Method in ac. Also, the removal efficiency is measured by classical ozone generator(von Siemens 1875). From the experimental results, we knew that the space charge distribution affects the discharge patterns. The more space charge is in surface, the quickly discharge initiates and the magnitude of discharge is increased when polarity changes. And these affect the removal efficiency of pollutant.

• The Proceedings of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.10 no.5
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• pp.101-107
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• 1996

This paper proposed the voltage compensation analysis method in distribution system by EMTP. SVC (Static Var Compensator) of the thyristor controlled reactor type is used for compensation system. EMTP(E1ectr-o Magnetic Transient Program) model of SVC is proposed to analysis the voltage improvement characteristics at the high voltage system bus. It is composed with three parts ; rms detector, voltage regulator and gate pulse generator. The control signal of TCR is determined by rms value which was measured in system. As the result of EMTP simulation, all of the SVC characteristics like TCR current, firing pulse and bus voltage is very reliable. This method could be used to analysis the planning and the operation of compensation system in the large scale factory.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.17 no.5
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• pp.118-125
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• 2003

This paper presents a scheme for the placement of dispersed generator systems(DGs) based on load model in unbalanced systems. Groups of each individual load model consist of residential, industrial, commercial, official and agricultural load The main idea of solving fuzzy goal programming is to transform the original objective function and constraints into the equivalent multi-objectives functions with fuzzy sets to evaluate their imprecise nature for the criterion of power loss minimization, the number or total capacity of DGs and the bus voltage deviation, and then solve the problem using genetic algorithm The method proposed is applied to IEEE 13 bus unbalanced distribution systems to demonstrate its effectiveness.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.53 no.3
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• pp.129-134
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• 2004

The Available Transfer Capability (ATC) is defined as the measure of the transfer capability remaining in the physical transmission network for further commercial activity above already committed uses. The ATC determination s related with Total Transfer Capability (TTC) and two reliability margins-Transmission Reliability Capability (TRM) and Capacity Benefit Margin(CBM) The TRM is the component of ATC that accounts for uncertainties and safety margins. Also the TRM is the amount of transmission capability necessary to ensure that the interconnected network is secure under a reasonable range of uncertainties in system conditions. The CBM is the translation of generator capacity reserve margin determined by the Load Serving Entities. This paper describes a method for determining the TTC and TRM to calculate the ATC in the Bulk power system (HL II). TTC and TRM are calculated using Power Transfer Distribution Factor (PTDF). PTDF is implemented to find generation quantifies without violating system security and to identify the most limiting facilities in determining the network’s TTC. Reactive power is also considered to more accurate TTC calculation. TRM is calculated by alternative cases. CBM is calculated by LOLE. This paper compares ATC and TRM using suggested PTDF with using CPF. The method is illustrated using the IEEE 24 bus RTS (MRTS) in case study.