• Korea journal of population studies
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• v.33 no.1
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• pp.161-189
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• 2010

Dealing with uncertainty has been a critical issue in demographic and population forecasting since 1980. This study reviews methodological developments in demographic and population forecasting over the last several decades. First, this study reviews the important issue of the uncertainty surrounding demographic forecasts. Several limitations of the traditional scenario approach to dealing with uncertainty are also discussed. Second, in forecasting demographic processes such as mortality, fertility, and migration, three approaches of stochastic forecasting are identified and discussed: expert judgment, statistical modeling, and analysis of historical forecast errors. Finally, this study discusses the current issues and directions for future research in stochastic demographic forecasting.

• The Journal of the Korea Contents Association
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• v.9 no.1
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• pp.45-52
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• 2009

In this paper, we develop queueing network models of communication networks with reliability model considering link failures. The reliability of a communication network with a virtual connection exposed to link failures is analyzed. Stochastic Reward Nets (SRN) is an extension of stochastic Petri nets and provides compact modeling facilities for system analysis. To get the performance index, appropriate reward rates are assigned to its SRN. It is shown that SRN modeling is well suited to specify, automatically generate and solve for reliability under rerouting. Markov models using SRN are developed and solved to depict various rerouting caused by link failures and reliability analysis in communication networks.

• Communications of the Korean Mathematical Society
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• v.26 no.4
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• pp.709-720
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• 2011

We obtain special type of differential equations which their solution are random variable with known continuous density function. Stochastic differential equations (SDE) of continuous distributions are determined by the Fokker-Planck theorem. We approximate solution of differential equation with numerical methods such as: the Euler-Maruyama and ten stages explicit Runge-Kutta method, and analysis error prediction statistically. Numerical results, show the performance of the Rung-Kutta method with respect to the Euler-Maruyama. The exponential two parameters, exponential, normal, uniform, beta, gamma and Parreto distributions are considered in this paper.

• Journal of Electrical Engineering and Technology
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• v.3 no.1
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• pp.14-19
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• 2008

The paper presents an intelligent time series model to predict uncertain electricity market price in the deregulated industry environment. Since the price of electricity in a deregulated market is very volatile, it is difficult to estimate an accurate market price using historically observed data. The parameter of an intelligent time series model is obtained based on the simultaneous perturbation stochastic approximation (SPSA). The SPSA is flexible to use in high dimensional systems. Since prediction models have their modeling error, an error compensator is developed as compensation. The SPSA based intelligent model is applied to predict the electricity market price in the Pennsylvania-New Jersey-Maryland (PJM) electricity market.

• Proceedings of the KIEE Conference
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• 2006.10c
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• pp.181-183
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• 2006

This paper proposes an intelligent decision framework for update of the environment model using GSPN(generalized stochastic petri nets). The GSPN has several advantages over direct use of the Markov Process. The modeling, analysis, and performance evaluation are conducted on the mathematical basis. By adopting the probabilistic approach, our decision framework helps the robot to decide the time to update the map. The robot navigates autonomously for a long time in dynamic environments. Experimental results show that the proposed scheme is useful for service robots which work semi-permanently and improves dependability of navigation in dynamic environments.

• Journal of the Korean Society for Railway
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• v.11 no.1
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• pp.75-80
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• 2008

Human factors still play a significant part in many railway accidents. It is well blown that SPAD (Signal Passed at Danger) remains as the single most cause of railway accidents. In this study a stochastic model is developed to quantify SPAD human reliability. This model provides closed-form mathematical expressions into which multiple factors affecting the reliability of man-machine systems can be incorporated. Two basic elements are combined to form the framework for modeling: random signal occurrence and transient human performance characteristics.

• Journal of Korean Society on Water Environment
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• v.25 no.1
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• pp.112-119
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• 2009

Based on the study of soil water dynamics, this study is to suggest an advanced stochastic soil water model for future study for drought application. One distinguishable remark of this study is the derivation of soil water dynamic controling equation for 3-stage loss functions in order to understand the temporal behaviour of soil water with reaction to the precipitation. In terms of modeling, a model with rather simpler structure can be applied to regenerate the key characteristics of soil water behavior, and especially the probabilistic solution of the derived soil water dynamic equation can be helpful to provide better and clearer understanding of soil water behavior. Moreover, this study will be the future cornerstone of applying to more realistic phenomenon such as drought management.

• Proceedings of the Korean Society of Machine Tool Engineers Conference
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• 2003.04a
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• pp.21-26
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• 2003

The well-conditioned observer in a stochastic system is designed so that the observer is less sensitive to the ill-conditioning factors in transient and steady-state observer performance. These factors include not only deterministic issues such as unknown initial estimation error, round-off error, modeling error and sensing bias, but also stochastic issues such as disturbance and sensor noise. In deterministic perspectives, a small value in the L$_2$ norm condition number of the observer eigenvector matrix guarantees robust estimation performance to the deterministic issues and its upper bound can be minimized by reducing the observer gain and increasing the decay rate. Both deterministic and stochastic issues are considered as a weighted sum with a LMI (Linear Matrix Inequality) formulation. The gain in the well-conditioned observer is optimally chosen by the optimization technique. Simulation examples are given to evaluate the estimation performance of the proposed observer.

• Journal of Institute of Control, Robotics and Systems
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• v.7 no.6
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• pp.540-549
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• 2001

An implementation method for chip-mounter simulator is proposed to improve the productivity and utility of electronic assembly lines. The simulator emulates the assembly sequence graphically to verify the chip mounter program in offline. It also presents functions of time estimation and productivity analysis considering the error probability. To increase the flexibility of simulator, stochastic petri nets are applied to modeling of the assembly sequence. The sequence model is then implemented as extendable classes by an object oriented language. The simulator is applied to a commercial chip mounter to verify the usefulness of the method proposed.

• Journal of Computing Science and Engineering
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• v.7 no.1
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• pp.44-52
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• 2013

This paper addresses the problem of resource scheduling in a grid computing environment. One of the main goals of grid computing is to share system resources among geographically dispersed users, and schedule resource requests in an efficient manner. Grid computing resources are distributed, heterogeneous, dynamic, and autonomous, which makes resource scheduling a complex problem. This paper proposes a new approach to resource scheduling in grid computing environments, the hierarchical stochastic Petri net (HSPN). The HSPN optimizes grid resource sharing, by categorizing resource requests in three layers, where each layer has special functions for receiving subtasks from, and delivering data to, the layer above or below. We compare the HSPN performance with the Min-min and Max-min resource scheduling algorithms. Our results show that the HSPN performs better than Max-min, but slightly underperforms Min-min.