• 제목/요약/키워드: Stochastic order

검색결과 581건 처리시간 0.03초

An One-for-One Ordering Inventory Policy with Poisson Demands and Losses with Order Dependent Leadtimes

  • Choi, Jin-Yeong;Kim, Man-Sik
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • 제12권1호
    • /
    • pp.27-33
    • /
    • 1987
  • A stochastic model for an inventory system in which depletion of stock takes place due to random demand as well as random loss of items is studied under the assumption that the intervals between cussessive unit demands as well as those between cussessive unit losses, are independently and identically distributed random variables having negative exponential distributions with respective parameters .mu. and .lambda. It is further assumed that leadtime for each order is an outstanding-order-dependent random variable. The steady state probability distribution of the net inventory level is derived under the continuous review (S -1, S) inventory policy, from which the total expected coast expression is formulated.

  • PDF

Performance Enhancement of Auto-Depth Control System for Submersed Body in Near Surface Environment (자유표면에서의 수중함 심도제어 시스템 성능 개선)

  • 이석필;윤형식;박상희
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1991년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 22-24 Oct. 1991
    • /
    • pp.637-641
    • /
    • 1991
  • One of the most difficult problems in depth control for underwater vehicle is the effect of seaway disturbance. When a underwater vehicle operates in a near surface environment, the seaway generates essentially two types of stochastic disturbances that influence the boat notion. One component of the seaway forces is of large magnitude with a relatively narrow-band, first order component. The other component is generally of somewhat smaller magnitude, second order component. Since the magnitude of the first order component is generally such greater than the compensating force that can be generating by the planes, it is undesirable for the controller to generate a control command. In this paper, we used LPC(Linear Predictive Coding) processing to uncontrollable seaway disturbance. This method can be used extensively in sensor signal processing of underwater vehicles.

  • PDF

BSR (Buzz, Squeak, Rattle) noise classification based on convolutional neural network with short-time Fourier transform noise-map (Short-time Fourier transform 소음맵을 이용한 컨볼루션 기반 BSR (Buzz, Squeak, Rattle) 소음 분류)

  • Bu, Seok-Jun;Moon, Se-Min;Cho, Sung-Bae
    • The Journal of the Acoustical Society of Korea
    • /
    • 제37권4호
    • /
    • pp.256-261
    • /
    • 2018
  • There are three types of noise generated inside the vehicle: BSR (Buzz, Squeak, Rattle). In this paper, we propose a classifier that automatically classifies automotive BSR noise by using features extracted from deep convolutional neural networks. In the preprocessing process, the features of above three noises are represented as noise-map using STFT (Short-time Fourier Transform) algorithm. In order to cope with the problem that the position of the actual noise is unknown in the part of the generated noise map, the noise map is divided using the sliding window method. In this paper, internal parameter of the deep convolutional neural networks is visualized using the t-SNE (t-Stochastic Neighbor Embedding) algorithm, and the misclassified data is analyzed in a qualitative way. In order to analyze the classified data, the similarity of the noise type was quantified by SSIM (Structural Similarity Index) value, and it was found that the retractor tremble sound is most similar to the normal travel sound. The classifier of the proposed method compared with other classifiers of machine learning method recorded the highest classification accuracy (99.15 %).

Kalman filter modeling for the estimation of tropospheric and ionospheric delays from the GPS network (망기반 대류 및 전리층 지연 추출을 위한 칼만필터 모델링)

  • Hong, Chang-Ki
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
    • /
    • 제30권6_1호
    • /
    • pp.575-581
    • /
    • 2012
  • In general, various modeling and estimation techniques have been proposed to extract the tropospheric and ionospheric delays from the GPS CORS. In this study, Kalman filter approach is adopted to estimate the tropospheric and ionospheric delays and the proper modeling for the state vector and the variance-covariance matrix for the process noises are performed. The coordinates of reference stations and the zenith wet delays are estimated with the assumption of random walk stochastic process. Also, the first-order Gauss-Markov stochastic process is applied to compute the ionospheric effects. For the evaluation of the proposed modeling technique, Kalman filter algorithm is implemented and the numerical test is performed with the CORS data. The results show that the atmospheric effects can be estimated successfully and, as a consequence, can be used for the generation of VRS data.

Application of Adaptive Control Theory to Nuclear Reactor Power Control (적응제어 기법을 이용한 원자로 출력제어)

  • Ha, Man-Gyun
    • Nuclear Engineering and Technology
    • /
    • 제27권3호
    • /
    • pp.336-343
    • /
    • 1995
  • The Self Tuning Regulator(STR) method which is an approach of adaptive control theory, is ap-plied to design the fully automatic power controller of the nonlinear reactor model. The adaptive control represent a proper approach to design the suboptimal controller for nonlinear, time-varying stochastic systems. The control system is based on a third­order linear model with unknown, time-varying parameters. The updating of the parameter estimates is achieved by the recursive extended least square method with a variable forgetting factor. Based on the estimated parameters, the output (average coolant temperature) is predicted one-step ahead. And then, a weighted one-step ahead controller is designed so that the difference between the output and the desired output is minimized and the variation of the control rod position is small. Also, an integral action is added in order to remove the steady­state error. A nonlinear M plant model was used to simulate the proposed controller of reactor power which covers a wide operating range. From the simulation result, the performances of this controller for ramp input (increase or decrease) are proved to be successful. However, for step input this controller leaves something to be desired.

  • PDF

Predicting concrete's compressive strength through three hybrid swarm intelligent methods

  • Zhang Chengquan;Hamidreza Aghajanirefah;Kseniya I. Zykova;Hossein Moayedi;Binh Nguyen Le
    • Computers and Concrete
    • /
    • 제32권2호
    • /
    • pp.149-163
    • /
    • 2023
  • One of the main design parameters traditionally utilized in projects of geotechnical engineering is the uniaxial compressive strength. The present paper employed three artificial intelligence methods, i.e., the stochastic fractal search (SFS), the multi-verse optimization (MVO), and the vortex search algorithm (VSA), in order to determine the compressive strength of concrete (CSC). For the same reason, 1030 concrete specimens were subjected to compressive strength tests. According to the obtained laboratory results, the fly ash, cement, water, slag, coarse aggregates, fine aggregates, and SP were subjected to tests as the input parameters of the model in order to decide the optimum input configuration for the estimation of the compressive strength. The performance was evaluated by employing three criteria, i.e., the root mean square error (RMSE), mean absolute error (MAE), and the determination coefficient (R2). The evaluation of the error criteria and the determination coefficient obtained from the above three techniques indicates that the SFS-MLP technique outperformed the MVO-MLP and VSA-MLP methods. The developed artificial neural network models exhibit higher amounts of errors and lower correlation coefficients in comparison with other models. Nonetheless, the use of the stochastic fractal search algorithm has resulted in considerable enhancement in precision and accuracy of the evaluations conducted through the artificial neural network and has enhanced its performance. According to the results, the utilized SFS-MLP technique showed a better performance in the estimation of the compressive strength of concrete (R2=0.99932 and 0.99942, and RMSE=0.32611 and 0.24922). The novelty of our study is the use of a large dataset composed of 1030 entries and optimization of the learning scheme of the neural prediction model via a data distribution of a 20:80 testing-to-training ratio.

Analysis of solute transport in rivers using a stochastic storage model (확률론적 저장대모형을 이용한 하천에서의 물질혼합거동 해석)

  • Kim, Byunguk;Seo, Il Won;Kwon, Siyoon;Jung, Sung Hyun;Yun, Se Hun
    • Journal of Korea Water Resources Association
    • /
    • 제54권5호
    • /
    • pp.335-345
    • /
    • 2021
  • The one-dimensional solute transport models have been developed for recent decades to predict behavior and fate of solutes in rivers. Transient storage model (TSM) is the most popular model because of its simple conceptualization to consider the complexity of natural rivers. However, the TSM is highly dependent on its parameters which cannot be directly measured. In addition, the TSM interprets the late-time behavior of concentration curves in the shape of an exponential function, which has been evaluated as not suitable for actual solute behavior in natural rivers. In this study, we suggested a stochastic approach to the solute transport analysis. We delineated the model development and model application to a natural river, and compared the results of the proposed model to those of the TSM. To validate the proposed model, a tracer test was carried out in the 4.85 km reach of Gam Creek, one of the first-order tributaries of Nakdong River, South Korea. As a result of comparing the power-law slope of the tail of breakthrough curves, the simulation results from the stochastic storage model yielded the average error rate of 0.24, which is more accurate than the 14.03 and 1.87 from advection-dispersion model and TSM, respectively. This study demonstrated the appropriateness of the power-law residence time distribution to the hyporheic zone of the Gam Creek.

The 3rd order GPS Network Adjustment to Determine KGD2002 Coordinate Sets (GPS망조정에 의한 세계측지계의 3등기준점 성과산정)

  • Lee, Young-Jin;Lee, Hung-Kyu;Jeong, Kwang-Ho;Song, Jun-Ho
    • Proceedings of the Korean Society of Surveying, Geodesy, Photogrammetry, and Cartography Conference
    • /
    • 한국측량학회 2007년도 춘계학술발표회 논문집
    • /
    • pp.81-84
    • /
    • 2007
  • This paper describes general procedure and results of the GPS 3rd odor network adjustment which has been carried out for determining coordinates sets with respect to new Korean Geodetic Datum, so-call Korean Geodetic Datum 2002 (KGD 2002). The adjustment begins with minimally constrained adjustments with respect to each of the 69 campaign networks. This was followed by constructing and adjusting sixteen block network. After detecting and removing outliers in the observation file, an attempt was made by applying the empirical stochastic modeling techniques used in the 2nd order network adjustment, so as to determine the magnitude of absolute and relative error for the estimated baseline vector from the GPS data processing. The over constrained adjustment were, in sequence, performed against each of the block network. In this adjustment, both of the 2nd order control points in the block network and the 3rd order control points overlapped with adjacent network whose coordinates were already determined from a preceding adjustment. The final adjustment results have shown that the accuracy of the 3rd order network adjustment was better than 1cm and 2cm in horizontal and vertical component, respectively.

  • PDF

Blind channel equalization using fourth-order cumulants and a neural network

  • Han, Soo-whan
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • 제5권1호
    • /
    • pp.13-20
    • /
    • 2005
  • This paper addresses a new blind channel equalization method using fourth-order cumulants of channel inputs and a three-layer neural network equalizer. The proposed algorithm is robust with respect to the existence of heavy Gaussian noise in a channel and does not require the minimum-phase characteristic of the channel. The transmitted signals at the receiver are over-sampled to ensure the channel described by a full-column rank matrix. It changes a single-input/single-output (SISO) finite-impulse response (FIR) channel to a single-input/multi-output (SIMO) channel. Based on the properties of the fourth-order cumulants of the over-sampled channel inputs, the iterative algorithm is derived to estimate the deconvolution matrix which makes the overall transfer matrix transparent, i.e., it can be reduced to the identity matrix by simple recordering and scaling. By using this estimated deconvolution matrix, which is the inverse of the over-sampled unknown channel, a three-layer neural network equalizer is implemented at the receiver. In simulation studies, the stochastic version of the proposed algorithm is tested with three-ray multi-path channels for on-line operation, and its performance is compared with a method based on conventional second-order statistics. Relatively good results, withe fast convergence speed, are achieved, even when the transmitted symbols are significantly corrupted with Gaussian noise.

A Study on Financial Loss Assessment of Voltage Sags (순간전압강하 경제적 손실 평가 연구)

  • Park, Jomg-Il;Song, Young-Won;Park, Chang-Hyun;Jang, Gil-Soo
    • Proceedings of the KIEE Conference
    • /
    • 대한전기학회 2011년도 제42회 하계학술대회
    • /
    • pp.324-325
    • /
    • 2011
  • This paper addresses the assessment of voltage sag costs based on the stochastic prediction of voltage sags. When voltage sags below a certain voltage threshold occur at sensitive industrial process, the industrial customer will experience financial damage. In order to mitigate voltage sag costs and devise efficient solutions to mitigate damage, a study on the financial loss assessment of voltage sags is basically needed. In order to assess the voltage sag costs, the expected sag frequency at a sensitive load point should be calculated by using the concept of the area of vulnerability and historical fault statistics. Then, financial loss due to voltage sags can be obtained by multiplying the expected sag frequency by the cost per sag event.

  • PDF