• Interaction and multiscale mechanics
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• v.1 no.1
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• pp.103-121
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• 2008

This paper presents an optimization-based method for computing a minimal bounding ellipsoid that contains the set of static responses of an uncertain braced frame. Based on a non-stochastic modeling of uncertainty, we assume that the parameters both of brace stiffnesses and external forces are uncertain but bounded. A brace member represents the sum of the stiffness of the actual brace and the contributions of some non-structural elements, and hence we assume that the axial stiffness of each brace is uncertain. By using the $\mathcal{S}$-lemma, we formulate a semidefinite programming (SDP) problem which provides an outer approximation of the minimal bounding ellipsoid. The minimum bounding ellipsoids are computed for a braced frame under several uncertain circumstances.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2004.10a
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• pp.63-66
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• 2004

The SGA(stochastic gradient ascent) algorithm is one of the most important tools in the area of reinforcement learning, and has been applied to a wide range of practical problems. In particular, this learning method was successfully applied by Kimura et a1. [1] to the control of a simple creeping robot which has finite number of control input choices. In this paper, we considered the application of the SGA algorithm to Kimura's robot control problem for the case that the control input is not confined to a finite set but can be chosen from a infinite subset of the real numbers. We also developed a MATLAB-based robot animation program, which showed the effectiveness of the training algorithms vividly.

• Journal of the Korea Institute of Military Science and Technology
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• v.7 no.3 s.18
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• pp.47-58
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• 2004

This paper focuses on the technical information about the development of the submarine operational effectiveness simulation model for the feasibility study stage of the submarine design. The simulation model is classified into simulation control model and system model. Using user input and related performance parameters, it can simulate various scenarios by no change of the program because it includes tactic manager which makes decision about every situation. And the Monte-Carlo simulation mode which provides the stochastic results is available. Through the test simulation, the usefulness of the simulation model was verified. It should be helpful for the analysis of the submarine operational effectiveness by diversified scenarios in the concept design phase..

• 한국신재생에너지학회:학술대회논문집
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• 2011.11a
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• pp.41.2-41.2
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• 2011

NREL NWTC Deside codes are analyzed and introduced to develop the system performance simulation program for wind turbine generator systems. In this paper, The AirfoilPrep generating the airfoil data, the IECWind generating hub-height wind data with extreme condition following IEC 61400-1, the TurbSim generating stochastic full-field turbulent wind data, the PreComp calculating structural and dynamic properties of composite blade and the BModes making mode shapes of blade and tower are explained respectively.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 1997.10a
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• pp.223-230
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• 1997

A method of stochastic dynamic analysis of suspension bridge subjected to random wind loads has been developed in this paper. Example analyses are carried out by mode superposition method(MSM), mode acceleration method(MAM) and advanced mode acceleration method(AMAM) in frequency domain for the Nam-Hae Bridge. In this study the statistical characterics of random wind loads we assumed to be Gaussian stationary zero mean processes. The considered structural response quanties are displacements, shear forces and bending moments. The mean extreme responses are approximately calculated by three times of standard deviations. The followings are the conclusions from this study. 1. Numerical results which obtained by three methods of computer program developed in this paper agree reasonably well when the numbers of modes increase. 2. AMAM is simple, accurate, economic and reliable method compared with the MSM and the MAM.

• Korean Journal of Human Ecology
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• v.12 no.2
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• pp.237-251
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• 2003

The purpose of this study was to investigate the relationship between psychological characteristics(needs, self-consciousness, self-esteem), attitude toward appearance and clothing attitude of high school students. Method of posing a questionnaire was adopted to obtain stochastic data required for pertinent analysis. This is the investigation of which 489(male 236, female 253) high school students located in Chungnam and Jeollabukdo province. In this statistical analysis, SPSS 10.0 for Windows Program was utilized to calculate percentage, mean and standard deviation Also, these materials were verified by factor analysis, t-test, multiple regression analysis. The results of this research were as follows: The results of analysing the factors to the response attitude toward appearance emerged three factors(conformity value needs toward appearance). Gender had the significant effects on the psychological characteristics, attitude toward appearance and clothing attitude of high school students. Psychological characteristics, attitude toward appearance of high school students had an effects on clothing attitude, i.e. gender attractiveness, fashion pursuit, self-expression aesthetic, and modesty.

• Korean Management Science Review
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• v.10 no.1
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• pp.107-125
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• 1993

Modern telecommunication switching systems are SPC(Stored Program Control) machines handling voice, data and other kinds of traffic, in an environment which tends to be fully digital switching and transmission. The throughput of such systems is determined by the real time capacity of its centralized or distributed control processors and by the traffic capacity of the switching network. Designers must verify the traffic and call processing capacity of the switching system and check its performance under traffic load before it is put into service. Verification of traffic and call processing capacity of switching systems is one of the problems treated by teletraffic studies ; teletraffic studies are based on stochastic process, queueing theory, simulations and other quantitative methods of decision making. This study suggests the general methodology to evaluate the throughput and performance of the ISDN switching system. TDX-10 ISDN switching system are employed to give illustrative examples of the methodologies discussed in this study.

• Korean Management Science Review
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• v.31 no.1
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• pp.49-61
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• 2014

We investigate the hedging effectiveness of incorporating single-stock futures into the corresponding stocks. Investing in only stocks frequently causes too much risk when market volatility suddenly rises. We found that single-stock futures help reduce the variance and risk levels of the corresponding stocks invested. We use daily prices of Korean stocks and their corresponding futures for the time period from December 2009 to August 2013 to test the hedging effect. We also use system trading technique that uses automatic trading program which also has several simulation functions. Moving average strategy, Stochastic's strategy, Larry William's %R strategy have been considered for hedging strategy of the futures. Hedging effectiveness of each strategy was analyzed by percent reduction in the variance between the hedged and the unhedged variance. The results clearly showed that examined hedging strategies reduce price volatility risk compared to unhedged portfolio.

• Journal of Korean Institute of Industrial Engineers
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• v.13 no.2
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• pp.17-34
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• 1987

Modern telecommunication switching systems are SPC (Stored Program Control) machines handling voice, data and other kinds of traffic, in an environment which tends to be fully digital switching and transmission. The throughput of such systems is determined by the real time capacity of its centralized or distributed control processors and by the traffic capacity of the switching network. Designers must verify the traffic and call processing capacity of the switching system and check its performance under traffic load before it is put into service. Verification of traffic and call processing capacity of switching systems is one of the problems treated by teletraffic studies; teletraffic studies are based on stochastic process, queueing theory, simulations and other quantitative methods of decision making. This paper reviews the general methodologies to evaluate the throughput and performance of the digital switching system. TDX-10, which is a fully digital switching system under development in ETRI, is employed to give illustrative examples of the methodologies discussed in this paper.

• Proceedings of the KIEE Conference
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• 1998.07c
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• pp.923-925
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• 1998

Electric arc furnaces (EAFs) are a main cause of voltage flicker due to the interaction of the high demand currents of the load with the supply system impedance. The stochastic models have described the physical phenomena of EAFs. An alternative approach is to include deterministic chaos in the characterization of the arc currents. In this paper, a chaotic approach to such modeling is described and justified. At the same time, a DLL (Dynamic Link Library) module, which is a FORTRAN interface with TACS (Transient Analysis of Control Systems), is developed to implement the chaotic load model in the Electromagnetic Transients Program (EMTP). The details of the module and the results of tests performed on the module to verify the model and to illustrate its capabilities are presented in this paper.