• 대한산업공학회지
• /
• 제24권1호
• /
• pp.127-136
• /
• 1998

This paper presents a stochastic partial backorder inventory model for the situation in which demand follows normal distribution and back order ratio during that stockout period decreases exponentially according to the length of backorder period. In the paper, an objective function is formulated to minimize the average annual cost, which is the sum of the ordering, carrying, time-proportional backordering, and lost sales cost. And then sensitivity analysis for various exponential backorder ratios and standard deviations of leadtime demand are presented. The inventory model in the paper is reduced to a backorder model and lost sales model, when backorder ratio is 1 and 0, respectively.

• Journal of Electrical Engineering and Technology
• /
• 제13권6호
• /
• pp.2236-2244
• /
• 2018

We make optimal consecutive offer curves for an energy storage system (ESS) integrated wind power producer (WPP) in the co-optimized day-ahead energy and regulation markets. We build the offer curves by solving multi-stage stochastic optimization (MSSO) problems based on the scenarios of pairs consisting of real-time price and wind power forecasts through the progressive hedging method (PHM). We also use the rolling horizon method (RHM) to build the consecutive offer curves for several hours in chronological order. We test the profitability of the offer curves by using the data sampled from the Iberian Peninsula. We show that the offer curves obtained by solving MSSO problems with the PHM and RHM have a higher profitability than offer curves obtained by solving deterministic problems.

• 한국소음진동공학회:학술대회논문집
• /
• 한국소음진동공학회 1998년도 춘계학술대회논문집; 용평리조트 타워콘도, 21-22 May 1998
• /
• pp.399-406
• /
• 1998

An investigation into the stochastic bifurcation and response statistits of an autoparameteric system under broad-band random excitation is made. The specific system examined is a spring-pendulum system with internal resonance, which is known to be a good model for a variety of engineering systems, including ship motions with nonlinear coupling between pitching and rolling motions. The Fokker-Planck equations is used to generate a general first-order differential equation in the dynamic moment of response coordinates. By means of the Gaussian and non-Gaussian closure methods the dynamic moment equations for the random responses of the system are reduced to a system of autonomous ordinary differential equations. In view of equilibrium solutions of this system and their stability we examine the stochastic bifurcation and response statistics. The analytical results are compared with results obtained by Monte Carlo simulation.

• 한국경영과학회지
• /
• 제21권1호
• /
• pp.71-80
• /
• 1996

This paper presents a stochastic partial inventory model for the situation in which demand is deterministic, lead time follows normal distribution and backorder ratio during the stockout period decreases exponentially according to the length of backorder period. In this situation, an objective function is formulated to minimize the average annual cost, which is the sum of the ordering, carrying time-proportional backordering, quantity-proportional backordering and lost sales costs. And then the procedure of iterative solution method for the model is developed to find optimal reorder point and order quantity and numerical example to illustrate the proposed method is presented.

• 한국멀티미디어학회논문지
• /
• 제9권12호
• /
• pp.1572-1579
• /
• 2006

An usual acoustic emission(AE) event has two widely characterized parameters in time domain, peak amplitude and event duration. But noise in AE measuring may disturb the signals with its parameters and aggrandize the signal incertitude. Experiment activity of detection of the nick inside of porcelain with AE was made and study on AE signal processing with statistic be presented in this paper in order to pick-up information expected from the signal with noise. Effort is concentrated on developing a novel arithmetic to improve extraction of the characteristic from stochastic signal and to enhance the voracity of detection. The main purpose discussed in this paper is to treat with signals on amplitudes with statistic mutuality and power density spectrum in frequency domain, and farther more to select samples for neural networks training by means of least-squares algorithm between real measuring signal and deterministic signals under laboratory condition. By seeking optimization with the algorithm, the parameters representing characteristic of the porcelain object are selected, while the stochastic interfere be weakened, then study for detection on neural networks is developed based on processing above.

• Wind and Structures
• /
• 제15권3호
• /
• pp.247-261
• /
• 2012

Some numerical investigations are presented concerning the response of a given plate under turbulence driven excitations. Three different input loads are simulated according to the wall pressure distributions derived from the models proposed by Corcos, Efimtsov and Chase, respectively. Modal solutions (finite element based) are used for building the modal stochastic responses in the sub-critical aerodynamic frequency range. The parametric investigations concern two different values of the structural damping and three values of the boundary layer thickness. A final comparison with available experimental data is also discussed. The results demonstrate that the selection of the adequate TBL input model is still the most critical step in order to get a good prediction.

• 한국경영과학회지
• /
• 제32권1호
• /
• pp.147-160
• /
• 2007

In this paper, the optimal decision making strategy for resource management is viewed in terms of a combined strategy of planting and producing time. A model which can be used to determine the optimal management strategy is developed, and focuses on how to design the operation of a Markov chain so as to optimize its performance. This study estimated a dynamic stochastic model to compare alternative production style and used the net present value of returns to evaluate the scenarios. The managers in this study may be able to increase economic returns by delaying produce in order to market larder, more valuable commodities.

• 대한전기학회:학술대회논문집
• /
• 대한전기학회 2006년도 제37회 하계학술대회 논문집 A
• /
• pp.64-65
• /
• 2006

This paper presents a user-friendly application for stochastic assessment of voltage sag and effective visualization for analysis data. This developed tool provides basic functions for voltage sag assessment such as load flow analysis, short circuit analysis and vulnerability analysis. Particularly it has the ability to edit one-line diagram of power system and to visualize analysis results effectively using computer graphic and animation. In order to give the real sense, analysis results are displayed with geographical information in an intuitive and rapid manner.

• 대한전기학회:학술대회논문집
• /
• 대한전기학회 2006년도 추계학술대회 논문집 전력기술부문
• /
• pp.351-353
• /
• 2006

Preventive maintenance can avail the generating unit to reduce cost and gain more profit in a competitive supply-side power market. so, it is necessary to perform reliability analysis on the systems in which reliability is essential. In this paper, FMECA assessment adopted using real historical failure data in Korean power plants for apply RCM analytical method. The stochastic FMECA is an engineering analysis and a core activity performed by reliability engineers to review the effects of probable failure modes of generating unit and assemblies of the power system on system performance. Optimal RCM schedule which is considered the severity level of each generating unit and failure probability from failure prediction of generating unit can be planned using proposed FMECA with IOE index.

• 제어로봇시스템학회:학술대회논문집
• /
• 제어로봇시스템학회 1994년도 Proceedings of the Korea Automatic Control Conference, 9th (KACC) ; Taejeon, Korea; 17-20 Oct. 1994
• /
• pp.152-155
• /
• 1994

The presence of joint elasticity or the arm flexibility causes low damped oscillatory position error along a desired trajectory. We utilize a stochastic model for describing the fast dynamics and the approximation error. A second order shaping filter is synthesized such that its spectrum matches that of the fast dynamics. Augmenting the state vector of slow part with that of shaping filter, we obtain a nonlinear dynamics to which a Gaussian white noise is injected. This modeling approach leads us to the design of an extended Kalman filter(KEF) and a linear quadratic Gaussian(LQG) control scheme. We present the simulation results of this control method. The simulation results show us that our Kalman filtering approach is one of prospective methods in controlling the flexible arms.