• Title/Summary/Keyword: Stochastic order

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Location Area Design of a Cellular Network with Time-dependent Mobile flow and Call Arrival Rate (시간에 따른 인구유동/호 발생의 변화를 고려한 이동통신 네트워크의 위치영역 설계)

  • Hong Jung-Sik;Jang Jae-Song;Kim Ji-Pyo;Lie Chang-Hoon;Lee Jin-Seung
    • Journal of the Korean Operations Research and Management Science Society
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    • v.30 no.3
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    • pp.119-135
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    • 2005
  • Design of location erea(LA) in a cellular network is to partition the network into clusters of cells so as to minimize the cost of location updating and paging. Most research works dealing with the LA design problem assume that the call. arrival rate and mobile flow rate are fixed parameters which can be estimated independently. In this aspect, most Problems addressed so far are deterministic LA design problems(DLADP), known to be NP hard. The mobile flow and call arrival rate are, however, varying with time and should be treated simultaneously because the call arrival rate in a cell during a day is influenced by the change of a population size of the cell. This Paper Presents a new model on IA design problems considering the time-dependent call arrival and mobile flow rate. The new model becomes a stochastic LA design problem(SLADP) because It takes into account the possibility of paging waiting and blocking caused by the changing call arrival rate and finite paging capacity. Un order to obtain the optimal solution of the LA design problem, the SIADP is transformed Into the DLADP by introducing the utilization factor of paging channels and the problem is solved iteratively until the required paging quality is satisfied. Finally, an illustrative example reflecting the metropolitan area, Seoul, is provided and the optimal partitions of a cell structure are presented.

Synthetic Streamflow Generation Using Autoregressive Modeling in the Upper Nakdong River Basin

  • Rubio, Christabel Jane P.;Oh, Kuk-Ryul;Ryu, Jae-H.;Jeong, Sang-Man
    • Journal of the Korean Society of Hazard Mitigation
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    • v.10 no.1
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    • pp.81-88
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    • 2010
  • The analysis and synthesis of various types of hydrologic variables such as precipitation, surface runoff, and discharge are usually required in planning and management of water resources. These hydrologic variables are mostly represented using stochastic models. One of which is the autoregressive model, that gives promising results in time series modeling. This study is an application of this model, which aimed to determine the AR model that best represents the historical monthly streamflow of the two gauging stations, namely Andong Dam and Imha Dam, both located in the upper Nakdong River Basin. AR(3) model was found to be the best model for both gauging stations. Parameters of the determined order of AR model ($\phi_1$, $\phi_2$ and $\phi_3$) were also estimated. Using several diagnostic tests, the efficiency of the determined AR(3) model was tested. These tests indicated the accuracy of the determined AR(3) model.

Optimal Sizing Method of Distributed Energy Resources for a Stand-alone Microgrid by using Reliability-based Genetic Algorithm (신뢰도 기반의 유전자알고리즘을 활용한 독립형 마이크로그리드 내 분산형전원 최적용량 산정 방법)

  • Baek, Ja-Hyun;Han, Soo-Kyung;Kim, Dae-Sik;Han, Dong-Hwa;Lee, Hansang;Cho, Soo-Hwan
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.66 no.5
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    • pp.757-764
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    • 2017
  • As the reduction of greenhouse gases(GHGs) emission has become a global issue, the microgrid markets are growing rapidly. With the sudden changes in the market, Korean government suggested a new business model called 'Self-Sufficient Energy Islands'. Its main concern is a stand-alone microgrid composed of Distributed Energy Resources(DERs) such as Renewable Energy Sources(RESs), Energy Storage System(ESS) and Fuel Cell, in order to minimize the emission of GHGs. According to these trend, this paper is written to propose an optimal sizing method of DERs in a stand-alone microgrid by using Genetic Algorithm(GA), one of the representative stochastic methods. It is to minimize the net present cost with the variables, size of RESs and ESS. In the process for optimization, the sunless days are considered as additional constraints. Through the case study analysis, the size of DERs installed in a microgrid system has been computed using the proposed method in MATLAB. And the result of MATLAB is compared with that of HOMER(Hybrid Optimization of Multiple Energy Resources), a well-known energy modeling software.

Adaptive Sliding Mode Traffic Flow Control using a Deadzoned Parameter Adaptation Law for Ramp Metering and Speed Regulation

  • Jin, Xin;Eom, Myunghwan;Chwa, Dongkyoung
    • Journal of Electrical Engineering and Technology
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    • v.12 no.5
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    • pp.2031-2042
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    • 2017
  • In this paper, a novel traffic flow control method based-on ramp metering and speed regulation using an adaptive sliding mode control (ASMC) method along with a deadzoned parameter adaptation law is proposed at a stochastic macroscopic level traffic environment, where the influence of the density and speed disturbances is accounted for in the traffic dynamic equations. The goal of this paper is to design a local traffic flow controller using both ramp metering and speed regulation based on ASMC, in order to achieve the desired density and speed for the maintenance of the maximum mainline throughput against disturbances in practice. The proposed method is advantageous in that it can improve the traffic flow performance compared to the traditional methods using only ramp metering, even in the presence of ramp storage limitation and disturbances. Moreover, a prior knowledge of disturbance magnitude is not required in the process of designing the controller unlike the conventional sliding mode controller. A stability analysis is presented to show that the traffic system under the proposed traffic flow control method is guaranteed to be uniformly bounded and its ultimate bound can be adjusted to be sufficiently small in terms of deadzone. The validity of the proposed method is demonstrated under different traffic situations (i.e., different initial traffic status), in the sense that the proposed control method is capable of stabilizing traffic flow better than the previously well-known Asservissement Lineaire d'Entree Autoroutiere (ALINEA) strategy and also feedback linearization control (FLC) method.

Determining minimum analysis conditions of scale ratio change to evaluate modal damping ratio in long-span bridge

  • Oh, Seungtaek;Lee, Hoyeop;Yhim, Sung-Soon;Lee, Hak-Eun;Chun, Nakhyun
    • Smart Structures and Systems
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    • v.22 no.1
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    • pp.41-55
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    • 2018
  • Damping ratio and frequency have influence on dynamic serviceability or instability such as vortex-induced vibration and displacement amplification due to earthquake and critical flutter velocity, and it is thus important to make determination of damping ratio and frequency accurate. As bridges are getting longer, small scale model test considering similitude law must be conducted to evaluate damping ratio and frequency. Analysis conditions modified by similitude law are applied to experimental test considering different scale ratios. Generally, Nyquist frequency condition based on natural frequency modified by similitude law has been used to determine sampling rate for different scale ratios, and total time length has been determined by users arbitrarily or by considering similitude law with respect to time for different scale ratios. However, Nyquist frequency condition is not suitable for multimode system with noisy signals. In addition, there is no specified criteria for determination of total time length. Those analysis conditions severely affect accuracy of damping ratio. The focus of this study is made on the determination of minimum analysis conditions for different scale ratios. Influence of signal to noise ratio is studied according to the level of noise level. Free initial value problem is proposed to resolve the condition that is difficult to know original initial value for free vibration. Ambient and free vibration tests were used to analyze the dynamic properties of a system using data collected from tests with a two degree-of-freedom section model and performed on full bridge 3D models of cable stayed bridges. The free decay is estimated with the stochastic subspace identification method that uses displacement data to measure damping ratios under noisy conditions, and the iterative least squares method that adopts low pass filtering and fourth order central differencing. Reasonable results were yielded in numerical and experimental tests.

Improving Loss Recovery Performance of TCP SACK by Retransmission Loss Recovery (재전송 손실 복구를 통한 TCP SACK의 성능 향상 모델링 및 분석)

  • 김범준;김동민;이재용
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.29 no.7B
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    • pp.667-674
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    • 2004
  • The performance of transmission control protocol (TCP) is largely dependent upon its loss recovery. Therefore, it is a very important issue whether the packet losses may be recovered without retransmission timeout (RTO) or not. Although TCP SACK can recover multiple packet losses in a window, it cannot avoid RTO if a retransmitted packet is lost again. In order to alleviate this problem, we propose a simple change to TCP SACK, which is called TCP SACK+ in simple. We use a stochastic model to evaluate the performance of TCP SACK+, and compare it with TCP SACK. Numerical results evaluated by simulations show that SACK+ can improve the loss recovery of TCP SACK significantly in presence of random losses.

Finite Element A nalysis of Gradually and Rapidly Varied Unsteady Flow in Open Channel:I.Theory and Stability Analysis (개수로내의 점변 및 급변 부정류에 대한 유한요소해석 :I.이론 및 수치안정성 해석)

  • Han, Kun-Yeun;Park, Jae-Hong;Lee, Jong-Tae
    • Water for future
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    • v.29 no.6
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    • pp.167-178
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    • 1996
  • The simulation techniques of hydrologic data series have been developed for the purposes of the design of water resources system, the optimization of reservoir operation, and the design of flood control of reservoir, etx. While the stochastic models are usually used in most analysis of water resources fields for the generation of data sequences, the indexed sequential modeling (ISM) method based on generation of a series of overlapping short-term flow sequences directly from the historical record has been used for the data generation in western USA since the early of 1980's. It was reported that the reliable results by ISM were obtained in practical applications. In this study, we generate annual inflow series at a location of Hong Cheon Dam site by using ISM method and first order autoregressive model (AR(1)), and estimate the drought characteristics for the comparison aim between ISM and AR(1).

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Budget Estimation Problem for Capacity Enhancement based on Various Performance Criteria (다중 평가지표에 기반한 도로용량 증대 소요예산 추정)

  • Kim, Ju-Young;Lee, Sang-Min;Cho, Chong-Suk
    • Journal of Korean Society of Transportation
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    • v.26 no.5
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    • pp.175-184
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    • 2008
  • Uncertainties are unavoidable in engineering applications. In this paper we propose an alpha reliable multi-variable network design problem under demand uncertainty. In order to decide the optimal capacity enhancement, three performance measures based on 3E(Efficiency, Equity, and Environmental) are considered. The objective is to minimize the total budget required to satisfy alpha reliability constraint of total travel time, equity ratio, and total emission, while considering the route choice behavior of network users. The problem is formulated as the chance-constrained model for application of alpha confidence level and solved as a lexicographic optimization problem to consider the multi-variable. A simulation-based genetic algorithm procedure is developed to solve this complex network design problem(NDP). A simple numerical example ispresented to illustrate the features of the proposed NDP model.

A study on MERS-CoV outbreak in Korea using Bayesian negative binomial branching processes (베이지안 음이항 분기과정을 이용한 한국 메르스 발생 연구)

  • Park, Yuha;Choi, Ilsu
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.1
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    • pp.153-161
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    • 2017
  • Branching processes which is used for epidemic dispersion as stochastic process model have advantages to estimate parameters by real data. We have to estimate both mean and dispersion parameter in order to use the negative binomial distribution as an offspring distribution on branching processes. In existing studies on biology and epidemiology, it is estimated using maximum-likelihood methods. However, for most of epidemic data, it is hard to get the best precision of maximum-likelihood estimator. We suggest a Bayesian inference that have good properties of statistics for small-sample. After estimating dispersion parameter we modelled the posterior distribution for 2015 Korea MERS cases. As the result, we found that the estimated dispersion parameter is relatively stable no matter how we assume prior distribution. We also computed extinction probabilities on branching processes using estimated dispersion parameters.

Robust Speech Recognition Using Missing Data Theory (손실 데이터 이론을 이용한 강인한 음성 인식)

  • 김락용;조훈영;오영환
    • The Journal of the Acoustical Society of Korea
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    • v.20 no.3
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    • pp.56-62
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    • 2001
  • In this paper, we adopt a missing data theory to speech recognition. It can be used in order to maintain high performance of speech recognizer when the missing data occurs. In general, hidden Markov model (HMM) is used as a stochastic classifier for speech recognition task. Acoustic events are represented by continuous probability density function in continuous density HMM(CDHMM). The missing data theory has an advantage that can be easily applicable to this CDHMM. A marginalization method is used for processing missing data because it has small complexity and is easy to apply to automatic speech recognition (ASR). Also, a spectral subtraction is used for detecting missing data. If the difference between the energy of speech and that of background noise is below given threshold value, we determine that missing has occurred. We propose a new method that examines the reliability of detected missing data using voicing probability. The voicing probability is used to find voiced frames. It is used to process the missing data in voiced region that has more redundant information than consonants. The experimental results showed that our method improves performance than baseline system that uses spectral subtraction method only. In 452 words isolated word recognition experiment, the proposed method using the voicing probability reduced the average word error rate by 12% in a typical noise situation.

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