• Title/Summary/Keyword: Forward simulation

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Nonlinear Optimization Analysis of the Carryover Policy in the 2nd Compliance Period of the Korean Emissions Trading Scheme (배출권거래제 2차 계획기간 중 이월한도 정책에 대한 비선형최적화 분석)

  • Jongmin Yu;Seojin Lee
    • Environmental and Resource Economics Review
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    • v.32 no.3
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    • pp.149-166
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    • 2023
  • The emissions trading system, introduced to reduce greenhouse gas emissions, experienced a sharp increase in emission allowance prices during the second plan period (2018-2020), which led to an increase in the demand for smooth supply and demand of emission allowances, while suppliers anticipating a shortage of emission allowances in the future did not participate in trading. Therefore, the authority temporarily revised the guidelines to ensure that the amount of allowances carried forward is proportional to the trading volume as a market stabilization measure. Through an optimization process using a dynamic nonlinear mathematical model, this paper analyzes the impact of the government's intervention on the carryover policy on GHG emission reductions and emission allowance market prices. According to the simulation analysis results, banking regulations could cause a decline in prices during the regulation period, even though the initial policy was predicted to be adopted.

A Study on Application of HWAW Method to the Non-horizontally Layered Soil Structure (HWAW 기법의 비수평 출상구조지반 적용에 대한 고찰)

  • Bang, Eun-Seok;Park, Heon-Joon;Park, Hyung-Choon;Kim, Dong-Soo
    • Journal of the Korean Geotechnical Society
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    • v.25 no.4
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    • pp.5-17
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    • 2009
  • In HWAW method, experimental dispersion curve is obtained through time-frequency analysis, and inversion procedure is based on the forward modeling which considers full wavefield. Therefore, it enables us to use relatively short testing setup and has advantage for two dimensional subsurface imaging compared with another surface wave methods. Numerical study was performed to verify that the HWAW method can be applied to non-horizontally layerd soil structure. The experimental dispersion curves obtained from HWAW method agreed with the theoretical dispersion curves based on full wavefield. Experimental dispersion curves are mainly more affected by the region between two receivers than by the region from source to the first receiver. Fluctuation phenomena of dispersion curve can be reduced by adequate receiver spacing setup. From numerical study, it was thought that reliable Vs distribution map can be constructed by HWAW method and finally subsurface imaging was tried in the real field.

Assessment of INSPYRE-extended fuel performance codes against the SUPERFACT-1 fast reactor irradiation experiment

  • L. Luzzi;T. Barani;B. Boer;A. Del Nevo;M. Lainet;S. Lemehov;A. Magni;V. Marelle;B. Michel;D. Pizzocri;A. Schubert;P. Van Uffelen;M. Bertolus
    • Nuclear Engineering and Technology
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    • v.55 no.3
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    • pp.884-894
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    • 2023
  • Design and safety assessment of fuel pins for application in innovative Generation IV fast reactors calls for a dedicated nuclear fuel modelling and for the extension of the fuel performance code capabilities to the envisaged materials and irradiation conditions. In the INSPYRE Project, comprehensive and physics-based models for the thermal-mechanical properties of U-Pu mixed-oxide (MOX) fuels and for fission gas behaviour were developed and implemented in the European fuel performance codes GERMINAL, MACROS and TRANSURANUS. As a follow-up to the assessment of the reference code versions ("pre-INSPYRE", NET 53 (2021) 3367-3378), this work presents the integral validation and benchmark of the code versions extended in INSPYRE ("post-INSPYRE") against two pins from the SUPERFACT-1 fast reactor irradiation experiment. The post-INSPYRE simulation results are compared to the available integral and local data from post-irradiation examinations, and benchmarked on the evolution during irradiation of quantities of engineering interest (e.g., fuel central temperature, fission gas release). The comparison with the pre-INSPYRE results is reported to evaluate the impact of the novel models on the predicted pin performance. The outcome represents a step forward towards the description of fuel behaviour in fast reactor irradiation conditions, and allows the identification of the main remaining gaps.

A Study on the Ray Based Broad Band Modeling for Shallow Water Acoustic Wave Propagations (천해 음파전달 모의에 적합한 음선기반 광대역 신호 모델링 기법에 관한 연구)

  • Park Cheol-Soo;Cho Yong-Jin;Ahn Jong-Woo;Seong Woo-Jae
    • The Journal of the Acoustical Society of Korea
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    • v.25 no.6
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    • pp.298-304
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    • 2006
  • This paper proposes a ray-based forward modeling scheme which is suitable for the shallow water acoustic wave propagation simulations. The proposed model comprises of ray tracings for the layered media of which sound speed profiles are interpolated linearly. considerations of plane and spherical wave reflection coefficients. and calculations of the phases and the amplitudes of eigen rays. The main characteristic of the scheme is fast simulation time due to direct calculation of the broad-band time signals in the time-domain, i.e. without transformation of the frequency-domain solutions to the time si 밍 131s. Finally, we applied the model to 4-types of test environments and compared the resulting signals with those of ORCA and Ram in order to validate the proposed model.

Development of a Stock Trading System Using M & W Wave Patterns and Genetic Algorithms (M&W 파동 패턴과 유전자 알고리즘을 이용한 주식 매매 시스템 개발)

  • Yang, Hoonseok;Kim, Sunwoong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.25 no.1
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    • pp.63-83
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    • 2019
  • Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.

A Relay Selection Scheme with Q-Learning (Q-Learning을 이용한 릴레이 선택 기법)

  • Jung, Hong-Kyu;Kim, Kwang-Yul;Shin, Yo-An
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.49 no.6
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    • pp.39-47
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    • 2012
  • As a scheme to efficiently reduce the effects of multipath fading in next generation wireless communication systems, cooperative communication systems have recently come into the spotlight. Since these cooperative communication systems use cooperative relays with diverse fading coefficients to transmit information, having all relays participate in cooperative communication may result in unnecessary waste of resources, and thus relay selection schemes are required to efficiently use wireless resources. In this paper, we propose an efficient relay selection scheme through self-learning in cooperative wireless networks using Q-learning algorithm. In this scheme, we define states, actions and two rewards to achieve good SER (Symbol Error Rate) performance, while selecting a small number of cooperative relays. When these parameters are well-defined, we can obtain good performance. For demonstrating the superiority of the proposed Q-learning, We compared the proposed scheme with Q-learning and a relay selection scheme with a mathematical analysis. The simulation results show that, compared to a scheme that obtains optimum relays through a mathematical analysis, the proposed scheme uses resources efficiently by using smaller numbers of relays with comparable SER performance. According to these simulation results, the proposed scheme can be considered as a good attempt for future wireless communication.

The Effect of Wireless Channel Models on the Performance of Sensor Networks (채널 모델링 방법에 따른 센서 네트워크 성능 변화)

  • 안종석;한상섭;김지훈
    • Journal of KIISE:Information Networking
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    • v.31 no.4
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    • pp.375-383
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    • 2004
  • As wireless mobile networks have been widely adopted due to their convenience for deployment, the research for improving their performance has been actively conducted. Since their throughput is restrained by the packet corruption rate not by congestion as in wired networks, however, network simulations for performance evaluation need to select the appropriate wireless channel model representing the behavior of propagation errors for the evaluated channel. The selection of the right model should depend on various factors such as the adopted frequency band, the level of signal power, the existence of obstacles against signal propagation, the sensitivity of protocols to bit errors, and etc. This paper analyzes 10-day bit traces collected from real sensor channels exhibiting the high bit error rate to determine a suitable sensor channel model. For selection, it also evaluates the performance of two error recovery algorithms such as a link layer FEC algorithm and three TCPs (Tahoe, Reno, and Vegas) over several channel models. The comparison analysis shows that CM(Chaotic Map) model predicts 3-time less BER variance and 10-time larger PER(Packet Error Rate) than traces while these differences between the other models and traces are larger than 10-time. The simulation experiments, furthermore, prove that CM model evaluates the performance of these algorithms over sensor channels with the precision at least 10-time more accurate than any other models.

A Demodulation Method for DS/CDMA Systems (DS/CDMA 시스템을 위한 새로운 복조 방식)

  • Jung, Bum-Jin;Jin, Ming-Lu;Kwak, Kyung-Sup
    • Journal of IKEEE
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    • v.2 no.2 s.3
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    • pp.212-224
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    • 1998
  • There are two major factors of degrading the performance in the forward link of DS/CDMA systems. One is the multiple access interference (MAI) caused by using the same frequency bands simultaneously and the other is the multipath lading due to multipath propagation. PN codes which have minimum cross correlation properties among spread spectrum codes are necessary to reduce the MAI. In the conventional IS-95A system, the PN sequence has the period of $2^{15}$ and is of the length of 64 chips for spreading each data. In this case, since the length of PN code per bit is very short compared to the period of the PN code, the performance of the conventional system is not satisfied in view of suppressing the multipath interference. However, the correlation property of the PN codes at the demodulation can be improved by increasing the interval of Integration at the demodulation. This paper proposes a demodulation method to reduce the cross correlation among PN codes. The performance of the proposed demodulation method is investigated through computer simulations. We used multipath Ray lading channel and AWGN channel in the simulation. Our simulation results show the improved performance of $0.25{\sim}0.5dB$ SNR in a given BER compared to the conventional demodulation scheme.

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A Study on the Feedforward Control Algorithm for Dynamic Positioning System Using Ship Motion Prediction (선체운동 예측을 이용한 Dynamic Positioning System의 피드포워드 제어 알고리즘에 관한 연구)

  • Song, Soon-Seok;Kim, Sang-Hyun;Kim, Hee-Su;Jeon, Ma-Ro
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.22 no.1
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    • pp.129-137
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    • 2016
  • In the present study we verified performance of feed-forward control algorithm using short term prediction of ship motion information by taking advantage of developed numerical simulation model of FPSO motion. Up until now, various studies have been conducted about thrust control and allocation for dynamic positioning systems maintaining positions of ships or marine structures in diverse sea environmental conditions. In the existing studies, however, the dynamic positioning systems consist of only feedback control gains using a motion of vessel derived from environmental loads such as current, wind and wave. This study addresses dynamic positioning systems which have feedforward control gain derived from forecasted value of a motion of vessel occurred by current, wind and wave force. In this study, the future motion of vessel is forecasted via Brown's Exponential Smoothing after calculating the vessel motion via a selected mathematical model, and the control force for maintaining the position and heading angle of a vessel is decided by the feedback controller and the feedforward controller using PID theory and forecasted vessel motion respectively. For the allocation of thrusts, the Lagrange Multiplier Method is exploited. By constructing a simulation code for a dynamic positioning system of FPSO, the performance of feedforward control system which has feedback controller and feedforward controller was assessed. According to the result of this study, in case of using feedforward control system, it shows smaller maximum thrust power than using conventional feedback control system.

Dynamics modeling and performance analysis for the underwater glider (수중 글라이더의 운동특성을 고려한 동역학 모델링 및 운동성능 해석)

  • Nam, Keon-Seok;Bae, Jae-Hyeon;Jeong, Sang-Ki;Lee, Shin-Je;Kim, Joon-Young
    • Journal of Advanced Marine Engineering and Technology
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    • v.39 no.7
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    • pp.709-715
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    • 2015
  • Underwater gliders do not typically have separate propellers for forward motion. They generate propulsive forces based on the difference between their buoyancy and gravity. They can control the volume from the buoyancy engine to adjust the propulsive force. In addition, the attitude of the underwater glider is controlled by a rubberless motion controller. The motion controller can change the mass center and moment of inertia of the inner moving mass. Owing to the change in these parameters, the attitude of the underwater glider is changed. In this study, we derive nonlinear, six degree of freedom (DOF) mathematical models for the motion controller and buoyancy engine. Using these equations, we perform dynamic simulations of the proposed underwater glider, and verify the suitability of the design and dynamic performances of the proposed underwater glider. We then perform the motion control simulation for the pitch and roll angle, and analyze the dynamic performance according to the pitch and roll angles.