• 제목/요약/키워드: Stochastic Models

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PBP(Price Based Pool) 발전경쟁시장에서의 최적입찰전략수립 (Optimal Bidding Strategy of Competitive Generators under Price Based Pool)

  • 강동주;문영환;오태규;김발호
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2001년도 추계학술대회 논문집 전력기술부문
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    • pp.57-59
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    • 2001
  • The restructuring of power industry is still going on all over the world for last several decades. Many kinds of restructuring model has been studied, proposed, and applied. Among those models, power pool is more popular than others. This paper assumes the power pool market structure having competitive generation sector and a new method is presented to build bidding strategy in that market. The utilities participating in the market have the perfect information on their cost and price functions, but they don't know the strategy to be chosen by others. To define one's strategy as a vector, we make utility's cost/price function into discrete step function. An utility knows only his own strategy, so he estimates the other's strategy using stochastic methods. For considering these conditions, we introduce the Bayesian rules and noncooperative game theory concepts. Also additional assumptions are included for simplification of solving process. Each utility builds the strategy to maximize his own expected profit function using noncooperative Bayesian game. A numerical example is given in case study to show essential features of this approach.

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인공 지진 생성에서 Fourier 진폭 스펙트럼과 변수 추정을 위한 신경망 모델의 개발 (Development of Neural-Networks-based Model for the Fourier Amplitude Spectrum and Parameter Identification in the Generation of an Artificial Earthquake)

  • 조빈아;이승창;한상환;이병해
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 1998년도 가을 학술발표회 논문집
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    • pp.439-446
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    • 1998
  • One of the most important roles in the nonlinear dynamic structural analysis is to select a proper ground excitation, which dominates the response of a structure. Because of the lack of recorded accelerograms in Korea, a stochastic model of ground excitation with various dynamic properties rather than recorded accelerograms is necessarily required. If all information is not available at site, the information from other sites with similar features can be used by the procedure of seismic hazard analysis. Eliopoulos and Wen identified the parameters of the ground motion model by the empirical relations or expressions developed by Trifunac and Lee. Because the relations used in the parameter identification are largely empirical, it is required to apply the artificial neural networks instead of the empirical model. Additionally, neural networks have the advantage of the empirical model that it can continuously re-train the new recorded data, so that it can adapt to the change of the enormous data. Based on the redefined traditional processes, three neural-networks-based models (FAS_NN, PSD_NN and INT_NN) are proposed to individually substitute the Fourier amplitude spectrum, the parameter identification of power spectral density function and intensity function. The paper describes the first half of the research for the development of Neural-Networks-based model for the generation of an Artificial earthquake and a Response Spectrum(NNARS).

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강우 빈도와 마코프 연쇄의 상태모형에 의한 일 강우량 모의 (Daily Rainfall Simulation by Rainfall Frequency and State Model of Markov Chain)

  • 정영훈;김병식;김형수;심명필
    • 한국습지학회지
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    • 제5권2호
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    • pp.1-13
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    • 2003
  • In Korea, most of the rainfalls have been concentrated in the flood season and the flood study has received more attention than low flow analysis. One of the reasons that the analysis of low flows has less attention is the lacks of the required data like daily rainfall and so we have used the stochastic processes such as pulse noise, exponential distribution, and state model of Markov chain for the rainfall simulation in short term such as daily. Especially this study will pay attention to the state model of Markov chain. The previous study had performed the simulation study by the state model without considerations of the flood and non-flood periods and without consideration of the frequency of rainfall for the period of a state. Therefore this study considers afore mentioned two cases and compares the results with the known state model. As the results, the RMSEs of the suggested and known models represent the similar results. However, the PRE(relative percentage error) shows the suggested model is better results.

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Reliability of Maintained Hull Girders of Two Bulk Carrier Designs Subjected to Fatigue and Corrosion

  • Soares, C.Guedes;Garbatov, Y.
    • Journal of Ship and Ocean Technology
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    • 제3권1호
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    • pp.27-41
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    • 1999
  • The objective of the paper is to study the impact of changing the traditional hull design of bulk carriers by providing them with a double hull while keeping the same deadweight. It is demonstrated that by introducing the double hull the structural reliability is increased throughout the entire life and also the extend of the needed repair is reduced. The results are obtained with recently developed mathematical tools for the reliability assessment of ship hulls subjected to the existence of multiple cracks both in the stiffeners and in the plating and it models the crack growth process. The effect of corrosion is represented as time dependent. The long-term stress range acting on the elements is defined as a function of the local transverse pressure of the internal cargo and outside sea water combined with the stresses resulting from the longitudinal bending of the hull, which is a combined with the stresses resulting from the longitudinal bending of the hull, which is a combineation of horizontal and vertical bending moments. The effect of maintenance actions is modelled as a stochastic process. The results show that a different design of the midship section improves the structural safety and also the economy with respect to structural repair of bulk carriers.

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선박 종류에 따른 내항성능 평가에 관한 연구 (A Study on the Evaluation of Seakeeping Performance with Ship Types)

  • 김순갑;박문수;공길영
    • 한국항해학회지
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    • 제18권2호
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    • pp.19-40
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    • 1994
  • Several factors can be chosen for evaluating seakeeping performance, such as deck wetness, propeller racing, slamming, rolling, vertical acceleration and vertical bending moment, in consi-deration of the safety of human being, cargo and ship. In fact, there are few developments for an evalua-tion method of seakeepting performance correponding with each ship's characteristics. The purpose of this paper is to develop an quantitative evaluation method of seakeeping performance according to ship types. The scope and the method of this study are as follow. (1) Obtain each response amplitude of ship's motion in waves by Ordinary Strip Method and apply it to short-crested, irregular wave for random process of the factors on seakeeping performance. (2) Define the evaluation index, the dangerousness, the maximum dangerousness and the evaluation diagram. (3) Figure out the different characteristics according to ship types by computer simulation of evaluating seakeeping performance. (4) Adopt vertical acceleration and one of rolling or lateral acceleration as the factors on seakeeping performance by clarifying the correlation of stochastic process. This study developed an evaluation method coincident with each ship's characteristics, and suggested a device for application to actual ship. This method might be useful in developing the practical system of seakeeping performance in accordance with ship types. The ship models for computer simulation are 175m container ship types, 93m tranning ship HANARA as passenger ship type, 259m bulk-carrier type and 164m pure car-carrier type.

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한반도 인근 지진의 Brune 응력강하량(파라미터)추정에 대한 고찰 (Estimation of Brune's Stress Drops around the Korean Peninsula)

  • 연관희;박동희;장천중
    • 한국지진공학회:학술대회논문집
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    • 한국지진공학회 2006년도 학술발표회 논문집
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    • pp.70-77
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    • 2006
  • Stress drops of Brune's single-corner ${\omega}^2$ source model were estimated for the earthquakes (2.0$M3.5{\sim}4.0$ and increase up to $M4.5{\sim}5.0$ above which the level of the stress drop could be assumed to be flat or decrease according to whether the rupture process accompanies buried fault or surface rupturing. The converted data of corner frequency and seismic moment were nicely fitted to the relation of $M_0{\propto}f^3$ but show systematically higher corner frequencies for $M_0>10^15$ Nm. This relationship enables systematic evaluation of a scaling relation between magnitude and stress drop. The inverted level of the stress drop is comparable to the recent studies conducted domestic and abroad. A result of lower stress drop estimated by Jun(1991) is supposed to be due to the use of low frequency spectra and existence of two-comer source model around the Korean Peninsula.

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PD-DESYNC: Practical and Deterministic Desynchronization in Wireless Sensor Networks

  • Hyun, Sang-Hyun;Kim, Geon;Yang, Dongmin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제13권8호
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    • pp.3880-3899
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    • 2019
  • Distributive desynchronization algorithms based on pulse-coupled oscillator (PCO) models have been proposed for achieving collision-free wireless transmissions. These algorithms do not depend on a global clock or infrastructure overheads. Moreover, they gradually converge to fair time-division multiple access (TDMA) scheduling by broadcasting a periodic pulse signal (called a 'firing') and adjusting the next firing time based on firings from other nodes. The time required to achieve constant spacing between phase neighbors is estimated in a closed form or via stochastic modeling. However, because these algorithms cannot guarantee the completion of desynchronization in a short and bounded timeframe, they are not practical. Motivated by the limitations of these methods, we propose a practical solution called PD-DESYNC that provides a short and deterministic convergence time using a flag firing to indicate the beginning of a cycle. We demonstrate that the proposed method guarantees the completion of desynchronization within three cycles, regardless of the number of nodes. Through extensive simulations and experiments, we confirm that PD-DESYNC not only outperforms other algorithms in terms of convergence time but also is a practical solution.

딥러닝과 확률모델을 이용한 실시간 토마토 개체 추적 알고리즘 (Real-Time Tomato Instance Tracking Algorithm by using Deep Learning and Probability Model)

  • 고광은;박현지;장인훈
    • 로봇학회논문지
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    • 제16권1호
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    • pp.49-55
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    • 2021
  • Recently, a smart farm technology is drawing attention as an alternative to the decline of farm labor population problems due to the aging society. Especially, there is an increasing demand for automatic harvesting system that can be commercialized in the market. Pre-harvest crop detection is the most important issue for the harvesting robot system in a real-world environment. In this paper, we proposed a real-time tomato instance tracking algorithm by using deep learning and probability models. In general, It is hard to keep track of the same tomato instance between successive frames, because the tomato growing environment is disturbed by the change of lighting condition and a background clutter without a stochastic approach. Therefore, this work suggests that individual tomato object detection for each frame is conducted by YOLOv3 model, and the continuous instance tracking between frames is performed by Kalman filter and probability model. We have verified the performance of the proposed method, an experiment was shown a good result in real-world test data.

Hysteretic model of isolator gap damper system and its equivalent linearization for random earthquake response analysis

  • Zhang, Hongmei;Gu, Chen
    • Smart Structures and Systems
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    • 제29권3호
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    • pp.485-498
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    • 2022
  • In near-fault earthquake prone areas, the velocity pulse-like seismic waves often results in excessive horizontal displacement for structures, which may result in severe structural failure during large or near-fault earthquakes. The recently developed isolator-gap damper (IGD) systems provide a solution for the large horizontal displacement of long period base-isolated structures. However, the hysteresis characteristics of the IGD system are significantly different from the traditional hysteretic behavior. At present, the hysteretic behavior is difficult to be reflected in the structural analysis and performance evaluation especially under random earthquake excitations for lacking of effective analysis models which prevent the application of this kind of IGD system. In this paper, we propose a mathematical hysteretic model for the IGD system that presents its nonlinear hysteretic characteristics. The equivalent linearization is conducted on this nonlinear model, which requires the variances of the IGD responses. The covariance matrix for the responses of the structure and the IGD system is obtained for random earthquake excitations represented by the Kanai-Tajimi spectrum by solving the Lyapunov equation. The responses obtained by the equivalent linearization are verified in comparison with the nonlinear responses by the Monte Carlo simulation (MCS) analysis for random earthquake excitations.

Role of Mass Inflow and Supernova Feedback on Nuclear Ring Star Formation

  • Moon, Sanghyuk;Kim, Woong-Tae;Kim, Chang-Goo;Ostriker, Eve C.
    • 천문학회보
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    • 제46권2호
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    • pp.37.1-37.1
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    • 2021
  • Observations suggest the star formation in nuclear rings of barred galaxies proceeds episodically in time and sometimes asymmetrically in space. Existing theories and numerical simulations suggest that the episodic star formation is perhaps due to either supernova feedback combined with fluid instabilities or time-varying mass inflow rate. However, it has been challenging to discern what dominates in shaping the star formation history because the effects of the inflow and feedback are blended in global simulations of nuclear rings. To understand their effects separately, we construct semi-global models of nuclear rings, which treat the mass inflow rate as a model parameter. By running simulations with the inflow rates kept constant or oscillating in time, we find that the star formation rate (SFR) of the rings varies coherently with the inflow rate, while the feedback is responsible only for stochastic fluctuations of the SFR within a factor of two. The feedback instead plays an important role in maintaining the vertical dynamical equilibrium and setting the depletion time. While the asymmetry in the inflow does not necessarily lead to the asymmetry in the star formation, we find that the rings undergo a transient period of lopsided star formation when the inflow rate of only one dust lane is suddenly increased.

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