• Title/Summary/Keyword: Stochastic order

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A Comparison of Univariate and Multivariate AR Models for Monthly River Flow Series (월유량에 대한 일변량 및 다변량 AR모형의 비교)

  • 이원환;심재현
    • Water for future
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    • v.23 no.1
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    • pp.99-107
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    • 1990
  • The statistical analysis based on the past hydrologic data required to set up the water resources development plan and design the hydraulic structres rationally. Because hydrologic events have random factors implied, the sotchastic analysis is necessary. In this paper, same order of stochastic models of monthly runoff data(multivariate AR(1) and AR(2) models, univariate AR(1) and AR(2) models) are applied to compare the statistical characteristics. The other purpose of this paper is to compare the monthly series, which is generated by univariate and multivariate models. By comparing and estimating of each simulated series, it is known that the multivariate models, including the time and spatial colinearity, are better in prediction than univariate models in the analysis of monthly flow at south Han river basin.

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A Study on the Computer Intergrated Manufacturing System Using LAN (LAN을 이용한 생산공정 감시 제어 시스템에 관한 연구)

  • 이상훈;박동준;강준길
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.16 no.10
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    • pp.992-1000
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    • 1991
  • At present, using different method, in the view of point of that factory to the rising of the productivity, they try to rise productivity by factory automation. First, it is the automation of each unit process. In out country, in the case of a few developed factory. they are realized by line automation. The majority factories are established by automation device of unit process. But, as the established devices, it must be connect between unit processes or mutual assistance and offical automation in order to raise up productivity highly. In this paper, process inspection control system is installed by each unit process automation and connect main computer with them. So, we try to rise high productivity using stochastic process and supervision function.

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Developing a New Risk Assessment Methodology for Distribution System Operators Regulated by Quality Regulation Considering Reclosing Time

  • Saboorideilami, S.;Abdi, Hamdi
    • Journal of Electrical Engineering and Technology
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    • v.9 no.4
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    • pp.1154-1162
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    • 2014
  • In the restructured electricity market, Performance-Based Regulation (PBR) regime has been introduced to the distribution network. To ensure the network stability, this regime is used along with quality regulations. Quality regulation impose new financial risks on distribution system operators (DSOs). The poor quality of the network will result in reduced revenues for DSOs. The mentioned financial risks depend on the quality indices of the system. Based on annual variation of these indices, the cost of quality regulation will also vary. In this paper with regard to reclosing fault in distribution network, we develop a risk-based method to assess the financial risks caused by quality regulation for DSOs. Furthermore, in order to take the stochastic behavior of the distribution network and quality indices variations into account, time-sequential Monte Carlo simulation method is used. Using the proposed risk method, the effect of taking reclosing time into account will be examined on system quality indicators and the cost of quality regulation in Swedish rural reliability test system (SRRTS). The results show that taking reclosing fault into consideration, affects the system quality indicators, particularly annual average interruption frequency index of the system (SAIFI). Moreover taking reclosing fault into consideration also affects the quality regulations cost. Therefore, considering reclosing time provides a more realistic viewpoint about the financial risks arising from quality regulation for DSOs.

Defect Detection in Laser Welding Using Multidimensional Discretization and Event-Codification (Multidimensional Discretization과 Event-Codification 기법을 이용한 레이저 용접 불량 검출)

  • Baek, Su Jeong;Oh, Rocku;Kim, Duck Young
    • Journal of the Korean Society for Precision Engineering
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    • v.32 no.11
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    • pp.989-995
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    • 2015
  • In the literature, various stochastic anomaly detection methods, such as limit checking and PCA-based approaches, have been applied to weld defect detection. However, it is still a challenge to identify meaningful defect patterns from very limited sensor signals of laser welding, characterized by intermittent, discontinuous, very short, and non-stationary random signals. In order to effectively analyze the physical characteristics of laser weld signals: plasma intensity, weld pool temperature, and back reflection, we first transform the raw data of laser weld signals into the form of event logs. This is done by multidimensional discretization and event-codification, after which the event logs are decoded to extract weld defect patterns by $Na{\ddot{i}}ve$ Bayes classifier. The performance of the proposed method is examined in comparison with the commercial solution of PRECITEC's LWM$^{TM}$ and the most recent PCA-based detection method. The results show higher performance of the proposed method in terms of sensitivity (1.00) and specificity (0.98).

Probabilistic shear strength models for reinforced concrete beams without shear reinforcement

  • Song, Jun-Ho;Kang, Won-Hee;Kim, Kang-Su;Jung, Sung-Moon
    • Structural Engineering and Mechanics
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    • v.34 no.1
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    • pp.15-38
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    • 2010
  • In order to predict the shear strengths of reinforced concrete beams, many deterministic models have been developed based on rules of mechanics and on experimental test results. While the constant and variable angle truss models are known to provide reliable bases and to give reasonable predictions for the shear strengths of members with shear reinforcement, in the case of members without shear reinforcement, even advanced models with complicated procedures may show lack of accuracy or lead to fairly different predictions from other similar models. For this reason, many research efforts have been made for more accurate predictions, which resulted in important recent publications. This paper develops probabilistic shear strength models for reinforced concrete beams without shear reinforcement based on deterministic shear strength models, understanding of shear transfer mechanisms and influential parameters, and experimental test results reported in the literature. Using a Bayesian parameter estimation method, the biases of base deterministic models are identified as algebraic functions of input parameters and the errors of the developed models remaining after the bias-correction are quantified in a stochastic manner. The proposed probabilistic models predict the shear strengths with improved accuracy and help incorporate the model uncertainties into vulnerability estimations and risk-quantified designs.

Nonlinear self-induced vibration and operability envelope analysis of production strings in marine natural gas development

  • Liu, Kang;Chen, Guoming;Zhu, Gaogeng;Zhu, Jingyu
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.11 no.1
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    • pp.344-352
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    • 2019
  • Marine production strings are continuously affected by unstable internal fluid during operation. In this paper, the structural governing equation for marine production string self-induced vibration is constructed. A finite element analysis model is established based on Euler-Bernoulli theory and solved by the Newmark method. Furthermore, based on reliability theory, a self-design procedure is developed to determine the operability envelope for marine production string self-induced vibration. Case studies show: the response frequency of the production strings is consistent with the excitation frequency under harmonic fluctuation and mainly determined by the first-order natural frequency under stochastic fluctuation. The operability envelope for marine production string self-induced vibration is a near symmetrical trapezium. With the increasing of natural gas output, the permissible fluctuation coefficient dramatically decreases. A reasonable centralizer spacing, increasing top tension, and controlling natural gas output are of great significance to the risk control in marine production string operation.

Study of Integrated Production-Distribution Planning Using Simulation and Genetic Algorithm in Supply Chain Network (공급사슬네트워크에서 시뮬레이션과 유전알고리즘을 이용한 통합생산분배계획에 대한 연구)

  • Lim, Seok-Jin
    • Journal of the Korea Safety Management & Science
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    • v.22 no.4
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    • pp.65-74
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    • 2020
  • Many of companies have made significant improvements for globalization and competitive business environment The supply chain management has received many attentions in the area of that business environment. The purpose of this study is to generate realistic production and distribution planning in the supply chain network. The planning model determines the best schedule using operation sequences and routing to deliver. To solve the problem a hybrid approach involving a genetic algorithm (GA) and computer simulation is proposed. This proposed approach is for: (1) selecting the best machine for each operation, (2) deciding the sequence of operation to product and route to deliver, and (3) minimizing the completion time for each order. This study developed mathematical model for production, distribution, production-distribution and proposed GA-Simulation solution procedure. The results of computational experiments for a simple example of the supply chain network are given and discussed to validate the proposed approach. It has been shown that the hybrid approach is powerful for complex production and distribution planning in the manufacturing supply chain network. The proposed approach can be used to generate realistic production and distribution planning considering stochastic natures in the actual supply chain and support decision making for companies.

Stability Analysis Using the Amplitude Envelope of Dynamic Pressure in the Rocket Combustor (로켓 연소기의 동압 진폭엔벨롭을 이용한 안정성 해석)

  • Lee, Soo Yong
    • Journal of the Korean Society of Propulsion Engineers
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    • v.25 no.1
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    • pp.42-49
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    • 2021
  • As a measure of susceptibility on the combustion instability, thermo-acoustic instabilities in rocket combustion system was considered for the estimation of the operational stability margin. Growth rate, which governs the asymptotic stability behavior of the system, was determined from the dynamic data measured during combustion tests in order to understand the dynamic characteristics of combustor system. Frequency transform technique was first applied to determine the system parameters such as growth rate and/or damping coefficient for an interested mode from the time series pressure data, and the PDFs of pressure amplitude were extracted from the amplitude envelope of pressure oscillation for the stochastic analysis.

Compound damping cable system for vibration control of high-rise structures

  • Yu, Jianda;Feng, Zhouquan;Zhang, Xiangqi;Sun, Hongxin;Peng, Jian
    • Smart Structures and Systems
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    • v.29 no.4
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    • pp.641-652
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    • 2022
  • High-rise structures prone to large vibrations under the action of strong winds, resulting in fatigue damage of the structural components and the foundation. A novel compound damping cable system (CDCS) is proposed to suppress the excessive vibrations. CDCS uses tailored double cable system with increased tensile stiffness as the connecting device, and makes use of the relative motion between the high-rise structure and the ground to drive the damper to move back-and-forth, dissipating the vibration mechanical energy of the high-rise structure so as to decaying the excessive vibration. Firstly, a third-order differential equation for the free vibration of high-rise structure with CDCS is established, and its closed form solution is obtained by the root formulas of cubic equation (Shengjin's formulas). Secondly, the analytical solution is validated by a laboratory model experiment. Thirdly, parametric analysis is conducted to investigate how the parameters affect the vibration control performance. Finally, the dynamic responses of the high-rise structure with CDCS under harmonic and stochastic excitations are calculated and its vibration mitigation performance is further evaluated. The results show that the CDCS can provide a large equivalent additional damping ratio for the vibrating structures, thus suppressing the excessive vibration effectively. It is anticipated that the CDCS can be used as a good alternative energy dissipation system for vibration control of high-rise structures.

Ontology for estimating excavation duration for smart construction of hard rock tunnel projects under resource constraint

  • Yang, Shuhan;Ren, Zhihao;Kim, Jung In
    • International conference on construction engineering and project management
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    • 2022.06a
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    • pp.222-229
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    • 2022
  • Although stochastic programming and feedback control approaches could efficiently mitigate the overdue risks caused by inherent uncertainties in ground conditions, the lack of formal representations of planners' rationales for resource allocation still prevents planners from applying these approaches due to the inability to consider comprehensive resource allocation policies for hard rock tunnel projects. To overcome the limitations, the authors developed an ontology that represents the project duration estimation rationales, considering the impacts of ground conditions, excavation methods, project states, resources (i.e., given equipment fleet), and resource allocation policies (RAPs). This ontology consists of 5 main classes with 22 subclasses. It enables planners to explicitly and comprehensively represent the necessary information to rapidly and consistently estimate the excavation durations during construction. 10 rule sets (i.e., policies) are considered and categorized into two types: non-progress-related and progress-related policies. In order to provide simplified information about the remaining durations of phases for progress-related policies, the ontology also represents encoding principles. The estimation of excavation schedules is carried out based on a hypothetical example considering two types of policies. The estimation results reveal the feasibility, potential for flexibility, and comprehensiveness of the developed ontology. Further research to improve the duration estimation methodology is warranted.

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