• 제목/요약/키워드: Dynamic optimal allocation

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Optimal Coordination and Penetration of Distributed Generation with Shunt FACTS Using GA/Fuzzy Rules

  • Mahdad, Belkacem;Srairi, Kamel;Bouktir, Tarek
    • Journal of Electrical Engineering and Technology
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    • 제4권1호
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    • pp.1-12
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    • 2009
  • In recent years, integration of new distributed generation (DG) technology in distribution networks has become one of the major management concerns for professional engineers. This paper presents a dynamic methodology of optimal allocation and sizing of DG units for a given practical distribution network, so that the cost of active power can be minimized. The approach proposed is based on a combined Genetic/Fuzzy Rules. The genetic algorithm generates and optimizes combinations of distributed power generation for integration into the network in order to minimize power losses, and in second step simple fuzzy rules designs based upon practical expertise rules to control the reactive power of a multi dynamic shunt FACTS Compensator (SVC, STATCOM) in order to improve the system loadability. This proposed approach is implemented with the Matlab program and is applied to small case studies, IEEE 25-Bus and IEEE 30-Bus. The results obtained confirm the effectiveness in sizing and integration of an assigned number of DG units.

국내 주식과 미 달러를 이용한 투자전략에 관한 연구 (An Investigation of Trading Strategies using Korean Stocks and U.S. Dollar)

  • 박찬;양기성
    • 아태비즈니스연구
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    • 제13권2호
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    • pp.123-138
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    • 2022
  • Purpose - This study compares the performances of dynamic asset allocation strategies using Korean stocks and U.S. dollar, which have been negatively correlated for a long time, to examine the diversification effects in the portfolios of them. Design/methodology/approach - In the current study, we use KOSPI200 index, as a proxy of the aggregated portfolio of Korean stocks, and USDKRW foreign exchange rate to implement various portfolio management strategies. We consider the equally-weighted, risk-parity, minimum variance, most diversified, and growth optimal portfolios for comparison. Findings - We first find the enhancement of risk adjusted returns due to risk reduction rather than return increasement for all the portfolios of consideration. Second, the enhancement is more pronounced for the trading strategies using correlations as well as volatilities compared to those using volatilities only. Third, the diversification effect has become stronger after the global financial crisis in 2008. Lastly, we find that the performance of the growth optimal portfolio can be improved by utilizing the well-known momentum phenomenon in stock markets to select the length of the sample period to estimate the expected return. Research implications or Originality - This study shows the potential benefits of adding the U.S. dollar to the portfolios of Korean stocks. The current study is the first to investigate the portfolio of Korean stocks and U.S. dollar from investment perspective.

롤러코스터의 모니터링을 위한 최적 센서 구성 (Optimal Sensor Allocation for Health Monitoring of Roller-Coaster Structure)

  • 허광희;전승곤;박인준
    • 한국구조물진단유지관리공학회 논문집
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    • 제15권4호
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    • pp.165-174
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    • 2011
  • 본 연구는 롤러코스터 구조물의 구조적인 결함을 검출하기 위해서 요구되는 최적의 센서를 구성하기 위한 연구이다. 특수한 목적과 구조적인 형태의 롤러코스터를 3차원 FE 모델링을 통해 구조적 거동특성을 분석하고, 최적계측/센서 이론을 통해 합리적인 센서 위치 및 개수를 구성하였으며, 구성된 최적 센서 위치 및 개수를 바탕으로 손상 전 후에 따른 수치적인 모달 특성값을 추출해 손상평가에 활용될 기본 구조물에 대한 기초자료를 제공하였다. 본 연구의 대상구조물로 서울 어린이대공원에 위치한 롤러코스터 구조물을 선정하였고, 1/20 크기로 축소한 모형 구조물을 제작 활용하였다. 또한, 롤로코스트의 공간적인 구조의 특성으로 운동학(Kinetics)적 거둥에 따른 운동역학(Kinematics)적인 특성이 포함되도록 Spline 함수를 이용해 대상 모형 구조물을 정확히 3차원 FE 모델을 구성 후, 가이언 소거법에 근거한 모달 특성값을 추출하였고, 유효독립법(EIM) 및 최적운동에너지법(EOT) 이론을 바탕으로 최적계측/센서 위치 및 개수를 구성하였으며, 손상 전 후에 따른 모달 특성값을 추출해 크게 강성도, 유연도, 모드상관도의 관계로부터 손상(결함)을 평가하였다. 최종적으로, 본 논문에서 구성된 최적 계측/센서 이론이 타당함을 확인하였고, 강성도 및 유연도 변화를 통해 만족할 수준으로 손상이 규명되었다. 이 결과 롤러코스터 구조물의 건전도 모니터링에 필요한 거동특성 분석 및 결함검출기술 개발에 관한 최적 센서의 구성을 제시 하였다.

ATM 망의 ABR 서비스에서 최적 대역할당 기법에 대한 연구 (Optimal Transmission Rate Allocation Algorithm in ABR Service of ATM Network)

  • 김용진;김중규
    • 한국산업정보학회:학술대회논문집
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    • 한국산업정보학회 1999년도 추계공동학술대회 논문집:21세기지식경영과 정보기술
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    • pp.103-111
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    • 1999
  • ATM 망의 혼잡상태를 회피하기 위하여 다양한 방법들이 제안되고 있으며, 이들 중에는 전송시스템에 존재하는 스위치의 버퍼 값에 지능형 마킹을 표시함으로서 각 전송회선에 공평한 대역폭을 할당하며 혼잡상태를 회피하는 방법이 있다 ATM Forum은 ATM 망에서 ABR 서비스의 혼잡제어를 위한 표준으로서 셀률 기반 혼잡제어기법을 적용하고 있다. EPRCA(Enhanced Proprotional Rate Control Algorithm)은 망의 상태를 항상 검사하는 것이 아니라 망의 혼잡이 발생하였을 때만 작동하기 때문에 부정확한 셀률 정보를 가질 수 있다. DMRCA(Dynamic Max Rate Control Algorithm)은 혼잡의 정도에 따라서 적절한 셀률을 부여하기 위하여 스위치에 임계값을 지정하며, 셀률은 스위치에서 제공되는 증가계수와 감소계수에 비례하여 변하게 된다. 본 논문은 DMRCA에서 혼잡제어를 위해서 적용하는 증가/감소변수의 크기 변화에 따른 공평대역할당의 수렴속도를 평가하여 최적의 변수값을 찾고자 한다.

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A Mechanism for Dynamic Allocation of Frame Size in RFID System

  • Lim, In-Taek
    • Journal of information and communication convergence engineering
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    • 제6권4호
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    • pp.364-369
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    • 2008
  • The FSA algorithm for identifying multiple tags in RFID systems is based on the slotted ALOHA scheme with a fixed frame size. The performance of FSA algorithm is dependent on the frame size and the number of tags in the reader's identification range. Therefore, this paper proposes a new ODFSA. The proposed ODFSA algorithm dynamically allocates the optimal frame size at every frame based on the number of tags in the reader's identification range. According to the simulation results, the system efficiency of the proposed algorithm should be maintained optimally. Also, the proposed algorithm always obtained the minimum tag identification delay.

An Optimal Power-Throughput Tradeoff Study for MIMO Fading Ad-Hoc Networks

  • Yousefi'zadeh, Homayoun;Jafarkhani, Hamid
    • Journal of Communications and Networks
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    • 제12권4호
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    • pp.334-345
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    • 2010
  • In this paper, we study optimal tradeoffs of achievable throughput versus consumed power in wireless ad-hoc networks formed by a collection of multiple antenna nodes. Relying on adaptive modulation and/or dynamic channel coding rate allocation techniques for multiple antenna systems, we examine the maximization of throughput under power constraints as well as the minimization of transmission power under throughput constraints. In our examination, we also consider the impacts of enforcing quality of service requirements expressed in the form of channel coding block loss constraints. In order to properly model temporally correlated loss observed in fading wireless channels, we propose the use of finite-state Markov chains. Details of fading statistics of signal-to-interference-noise ratio, an important indicator of transmission quality, are presented. Further, we objectively inspect complexity versus accuracy tradeoff of solving our proposed optimization problems at a global as oppose to a local topology level. Our numerical simulations profile and compare the performance of a variety of scenarios for a number of sample network topologies.

대규모 시스템의 실시간 컴퓨터 제어를 위한 전문가 시스템 (An Expert System for the Real-Time Computer Control of the Large-Scale System)

  • 고윤석
    • 대한전기학회논문지:전력기술부문A
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    • 제48권6호
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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.

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불확실한 상황하에서의 다복적 R & D 투자계획수립에 관한 연구-최적화 기법과 계층화 분석과정의 통합접 접근방안을 중심으로- (Multiobjective R&D Investment Planning under Uncertainty)

  • 이영찬;민재형
    • 한국경영과학회지
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    • 제20권2호
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    • pp.39-60
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    • 1995
  • In this paper, an integration of stochastic dynamic programming (SDP), integer goal programming (IGP) and analytic hierarchy process (AHP) is proposed to handle multiobjective-multicriteria sequential decision making problems under uncertainty inherent in R & D investment planning. SDP has its capability to handle problems which are sequential and stochastic. In the SDP model, the probabilities of the funding levels in any time period are generated using a subjective model which employs functional relationships among interrelated parameters, scenarios of future budget availability and subjective inputs elicited from a group of decision makers. The SDP model primarily yields an optimal investment planning policy considering the possibility that actual funding received may be less than anticipated one and thus the projects being selected under the anticipated budget would be interrupted. IGP is used to handle the multiobjective issues such as tradoff between economic benefit and technology accumulation level. Other managerial concerns related to the determination of the optimal project portifolio within each stage of the SDP model. including project selection, project scheduling and annual budget allocation are also determined by the IGP. AHP is proposed for generating scenario-based transformation probabilities under budgetary uncertainty and for quantifying the environmental risk to be considered.

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다종제품 동적로트사이징에 관한 연구 (A Study on Multiple Product Dynamic Lot-sizing)

  • 강용하
    • 한국산학기술학회논문지
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    • 제13권7호
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    • pp.2955-2963
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    • 2012
  • 본 논문은 다품종 동적 로트사이징 문제를 풀기 위하여 열생성 기법에 기반한 알고리즘을 제안한다. 제안한 알고리즘의 기본 개념은 한정된 생산 용량을 주문제를 통하여 n개의 제품에 할당하고, 주문제에 의하여 할당된 생산용량을 기반으로 하여 각각의 제품에 대하여 최적화된 로트사이징 문제를 반복적으로 풀어나감으로써 해를 구해나가는 것이다. 부문제를 풀기 위해 본 논문은 로트사이즈, 재공재고 그리고 생산량 간에 존재하는 비선형관계를 기반으로 한 M/G/1모델 기반의 최적화 로트사이징 모델을 제안한다. 실험을 통하여 제안한 알고리즘이 비교적 짧은 시간안에 좋은 해를 생성함을 보여준다.

Dimensioning of linear and hierarchical wireless sensor networks for infrastructure monitoring with enhanced reliability

  • Ali, Salman;Qaisar, Saad Bin;Felemban, Emad A.
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제8권9호
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    • pp.3034-3055
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    • 2014
  • Wireless Sensor Networks have extensively been utilized for ambient data collection from simple linear structures to dense tiered deployments. Issues related to optimal resource allocation still persist for simplistic deployments including linear and hierarchical networks. In this work, we investigate the case of dimensioning parameters for linear and tiered wireless sensor network deployments with notion of providing extended lifetime and reliable data delivery over extensive infrastructures. We provide a single consolidated reference for selection of intrinsic sensor network parameters like number of required nodes for deployment over specified area, network operational lifetime, data aggregation requirements, energy dissipation concerns and communication channel related signal reliability. The dimensioning parameters have been analyzed in a pipeline monitoring scenario using ZigBee communication platform and subsequently referred with analytical models to ensure the dimensioning process is reflected in real world deployment with minimum resource consumption and best network connectivity. Concerns over data aggregation and routing delay minimization have been discussed with possible solutions. Finally, we propose a node placement strategy based on a dynamic programming model for achieving reliable received signals and consistent application in structural health monitoring with multi hop and long distance connectivity.