• Journal of the Korea Society for Simulation
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• v.12 no.4
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• pp.1-15
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• 2003

To satisfy and respond quickly to customers' demand, many companies are now aggressively focusing on supply chain management in order to strengthen their competitiveness. The modeling and analysis of supply chain environment have been widely studied. This study is concerned with the development of supply chain simulator which deals with stochastic natures existing in the supply chain environment. We proposed the mathematical model for the efficient cost analysis and developed the supply chain simulator based on the proposed mathematical model with object-oriented language C++. The simple experiment which find the best combination of policies considering the whole cost shows the possibility and reasonability of the developed simulator.

• International Journal of Control, Automation, and Systems
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• v.2 no.3
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• pp.310-318
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• 2004

In this paper, an unscented Kalman filter (UKF) for curvilinear motions in an interacting multiple model (IMM) algorithm to track a maneuvering vehicle on a road is investigated. Driving patterns of vehicles on a road are modeled as stochastic hybrid systems. In order to track the maneuvering vehicles, two kinematic models are derived: A constant velocity model for linear motions and a constant-speed turn model for curvilinear motions. For the constant-speed turn model, an UKF is used because of the drawbacks of the extended Kalman filter in nonlinear systems. The suggested algorithm reduces the root mean squares error for linear motions and rapidly detects possible turning motions.

• Proceedings of the IEEK Conference
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• 2002.06d
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• pp.121-124
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• 2002

This paper presents an adaptive digital image watermarking scheme that uses successive subband quantization (SSQ) and perceptual modeling. Our approach performs a multiwavelet transform to determine the local image properties optimal and the watermark embedding location. The multiwavelet used in this paper is the DGHM multiwavelet with approximation order 2 to reduce artifacts in the reconstructed image. A watermark is embedded into the perceptually significant coefficients (PSC) of the image in each subband. The PSCs in high frequency subbands are selected by setting the thresholds to one half of the largest coefficient in each subband. After the PSCs in each subband are selected, a perceptual model is combined with a stochastic approach based on the noise visibility function to produce the final watermark.

• Industrial Engineering and Management Systems
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• v.15 no.4
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• pp.354-363
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• 2016

Due to uncertain environment, various parameters such as price, queuing length, warranty, and so on influence on inventory models. In this paper, an inventory-queuing-pricing problem with continuous review inventory control policy and batch arrival queuing approach, is presented. To best of our knowledge, (I) demand function is stochastic and price dependent; (II) due to the uncertainty in real-world situations, a fuzzy programming approach is applied. Therefore, the presented model with goal of maximizing total profit of system analyzes the price and order quantity decision variables. Since the proposed model belongs to NP-hard problems, Pareto-based approaches based on non-dominated ranking and sorting genetic algorithm are proposed and justified to solve the model. Several numerical illustrations are generated to demonstrate the model validity and algorithms performance. The results showed the applicability and robustness of the proposed soft-computing-based approaches to analyze the problem.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.51 no.3
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• pp.109-117
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• 2002

High accuracy of the load forecasting for power systems improves the security of the power system and generation cost. However, the forecasting problem is difficult to handle due to the nonlinear and the random-like behavior of system loads as well as weather conditions and variation of economical environments. So far. many studies on the problem have been made to improve the prediction accuracy using deterministic, stochastic, knowledge based and artificial neural net(ANN) method. In the conventional load forecasting method, the load forecasting maximum error occurred for the holidays on Saturday and Monday. In order to reduce the load forecasting error of the daily peak load for the holidays on Saturday and Monday, fuzzy concept and linear regression theory have been adopted into the load forecasting problem. The proposed algorithm shows its good accuracy that the average percentage errors are 2.11% in 1996 and 2.84% in 1997.

• Proceedings of the KIEE Conference
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• 1998.11b
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• pp.420-422
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• 1998

In this paper, we propose a position-speed control of servo system with a state estimator. And also we utilized two mass modelling in order to deals with real system accurately. The overall control system consists of two parts: the position-speed controller and state estimator. The Kalman filter applied as state - feedback controller is an optimal state estimator applied to a dynamic system that involves random perturbations and gives a linear,unbiased and minimun error variance recursive algorithm to estimate the unknown state optimally. Therefore we consider the error problem about the servo system modelling, the measurement noise at low-speed ranges a stochastic system, and implement a optimal state observer. Performance of the proposed state estimator are demonstrated by computer simulations.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2002.04a
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• pp.369-376
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• 2002

The stochastic analysis of semi-infinite domain is presented using the weighted integral method, which is improved to include the higher order terms in expanding the displacement vector. To improve the weighted integral method, the Lagrangian remainder is taken into account in the expansion of the status variable with respect to the mean value of the random variables. In the resulting formulae only the 'proportionality coefficients' are introduced in the resulting equation, therefore no additional computation time and memory requirement is needed. The equations are applied in analyzing the semi-infinite domain. The results obtained by the improved weighted integral method are reasonable and are in good agreement with those of the Monte Carlo simulation. To model the semi-infinite domain, the Bettess's infinite element is adopted, where the theoretical decomposition of the strain-displacement matrix to calculate the deviatoric stiffness of the semi-infinite domains is introduced. The calculated value of mean and the covariance of the displacement are revealed to be larger than those given by the finite domain assumptions which is thought to be rational and should be considered in the design of structures on semi-infinite domains.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.3 no.3
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• pp.13-22
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• 1980

Research and Development has a property that involves uncertainity and risk in itself. Therefore, in order to scheduling of R & D activity, it Is needed of a certain probabilistic network technique with due regard to feedback process used to occur in the R & D proceeding. It is GERT that was developed as the need arises . In this study, the network structure of GERT-I and GERT-II was combined and then simulation analysis was used to it. According to that analysis , an advanced GERT model which covers the following stochastic problems was examined. 1 Evaluating success feasibility under the complex condition (time and cost). 2 Selecting acceptance range for the worst. 3. Selecting optimum path on basis of time, cost and success. 4. Evaluating project utility among the project alternatives. It is for managing R&D projects more effectively.

• Water for future
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• v.23 no.3
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• pp.341-350
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• 1990

Precise run-off forecasting depends on the ability to predict quantitative rainfall intensity. This study suggests a stochastic model for 1 hour order rainfall prediction. The model simultaneously predicts rainfall intensity at all telemetered rain-gauge locations. All model parameters, velocity and direction of storm movement, radial spectrum, dimensionless time distribution of rainfall, are estimated from telemetered and historical data for the basin being predicted. Also the estimated parameters are based on the previous study. The results are the influence of dimensionless time distributions on the prediction and the model on run-off.

• Journal of the Korean Society of Safety
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• v.28 no.1
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• pp.74-80
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• 2013

This study describes structural reliability analysis of actively-controlled structure for which random vibration analysis is incorporated into the first-order reliability method (FORM) framework. The existing approaches perform the reliability analysis based on the RMS response, whereas the proposed study uses the peak response for the reliability analysis. Therefore, the proposed approach provides us a meaningful performance measure of the active control system, i.e., realistic failure probability. In addition, it can deal with the uncertainties in the system parameters as well as the excitations in single-loop reliability analysis, whereas the conventional random vibration analysis requires double-loop reliability analysis; one is for the system parameters and the other is for stochastic excitations. The effectiveness of the proposed approach is demonstrated through a numerical example where the proposed approach shows fast and accurate reliability (or inversely failure probability) assessment results of the dynamical active control system against random seismic excitations in the presence of parametric uncertainties of the dynamical structural system.