• 제목/요약/키워드: Stochastic order

검색결과 581건 처리시간 0.027초

횡성댐 상류유역에 대한 수질관리모형의 적용 (Application of Water-Quality Management Model for Upstream Basin of Hoengsung Dam)

  • 김상호;이을래
    • 한국물환경학회지
    • /
    • 제24권2호
    • /
    • pp.239-246
    • /
    • 2008
  • In this study, an optimized deterministic water-quality model was constructed to estimate water quality of a river and lake in the upstream basin of a dam. A stochastic water-quality analysis using reliability analysis technique was applied to the model. The model was tested in the 13.9 km reach from Maeil stage station of Kyechun to Hoengsung Dam of Sum River. After finding hydraulic characteristics from nonuniform flow analysis, Broyden-Fletcher-Goldfarb-Shanno (BFGS) optimization technique for model calibration was applied to determine optimum reaction parameters, and model verification was performed based on these. The stochastic model, using Mean First­Order Second­-Moment (MFOSM) and Monte-Carlo methods, was applied to the same reach as the deterministic study. Variations of discharge and water quality in headwater were considered, as well as variations of hydraulic coefficients and reaction coefficients. The statistical results of output variables from MFOSM were similar to those from the Monte-Carlo method. Risk analysis using MFOSM and Monte-Carlo methods presented the probabilities of some locations in the Hoengsung Lake violating existing water-quality standards in terms of DO and BOD.

시나리오 모델을 활용한 수요 및 가격 불확실성이 존재하는 TFT-LCD 산업에서의 Robust 생산 및 수송계획 (Robust production and transportation planning for TFT-LCD industry under demand and price uncertainties using scenario model)

  • 신현준;유재필
    • 한국산학기술학회논문지
    • /
    • 제11권9호
    • /
    • pp.3304-3310
    • /
    • 2010
  • 연구는 가격 및 수요 불확실성하의 강건한 (robust) 생산 및 수송 전략을 수립함으로써 수요 및 가격 불확실성이 존재하는 TFT-LCD 제조업 공급사슬망의 의사결정 문제를 해결하고자 한다. 품질로 구분되는 제품들의 생산, 재고 및 물류에 관한 의사결정을 조정하기 위해, 본 연구에서는 생산용량 제약, 해상/항공 수송 리드타임 및 용량 제약 등의 현실적인 제약조건들을 반영하는 확정적 모델을 정의하고, 시나리오 모델을 이용하여 수요 및 가격 불확실성을 함께 반영하는 확률적 혼합정수선형계획법모형들을 개발한다. 또한 개발된 확률적 모형들의 robust 솔루션을 도출하기 위한 휴리스틱 알고리즘을 제안한다. 그리고 이들 모형들로부터 산출된 솔루션의 성능을 실험을 통하여 다양한 시나리오 하에서 평가하도록 한다.

공급사슬 내의 재고관리를 위한 모의실험에 기초한 발견적 기법: 봉사척도 관점 (A Simulation-based Heuristic Algorithm for Determining a Periodic Order Policy at the Supply Chain: A Service Measure Perspective)

  • 박창규
    • 산업공학
    • /
    • 제13권3호
    • /
    • pp.424-430
    • /
    • 2000
  • Supply chain management (SCM) is an area that has recently received a great deal of attention in the business community. While SCM is relatively new, the idea of coordinated planning is not. During the last decades, many researchers have investigated multi-stage inventory problems. However, only a few papers address the problem of cost-optimal coordination of multi-stage inventory control with respect to service measures. Even published approaches have a shortcoming in dealing with a delivery lead time consisted of a shipping time and a waiting time. Assumed that there is no waiting time, or that the delivery lead time is implicitly compounded of a shipping time and a waiting time, the problem is often simplified into a multi-stage buffer allocation and a single-stage stochastic buffer sizing problem at all installations. This paper presents a simulation-based heuristic algorithm and a comparison with others for the problem that cannot be decomposed into a multi-stage buffer allocation and a single-stage stochastic buffer sizing problem because the waiting time ties together all stages. The comparison shows that the simulation-based heuristic algorithm performs better than other approaches in saving average inventory cost for both Poisson and Normal demands.

  • PDF

Small Target Detection with Clutter Rejection using Stochastic Hypothesis Testing

  • Kang, Suk-Jong;Kim, Do-Jong;Ko, Jung-Ho;Bae, Hyeon-Deok
    • 한국멀티미디어학회논문지
    • /
    • 제10권12호
    • /
    • pp.1559-1565
    • /
    • 2007
  • The many target-detection methods that use forward-looking infrared (FUR) images can deal with large targets measuring $70{\times}40$ pixels, utilizing their shape features. However, detection small targets is difficult because they are more obscure and there are many target-like objects. Therefore, few studies have examined how to detect small targets consisting of fewer than $30{\times}10$ pixels. This paper presents a small target detection method using clutter rejection with stochastic hypothesis testing for FLIR imagery. The proposed algorithm consists of two stages; detection and clutter rejection. In the detection stage, the mean of the input FLIR image is first removed and then the image is segmented using Otsu's method. A closing operation is also applied during the detection stage in order to merge any single targets detected separately. Then, the residual of the clutters is eliminated using statistical hypothesis testing based on the t-test. Several FLIR images are used to prove the performance of the proposed algorithm. The experimental results show that the proposed algorithm accurately detects small targets (Jess than $30{\times}10$ pixels) with a low false alarm rate compared to the center-surround difference method using the receiver operating characteristics (ROC) curve.

  • PDF

Optimal design of Base Isolation System considering uncertain bounded system parameters

  • Roy, Bijan Kumar;Chakraborty, Subrata
    • Structural Engineering and Mechanics
    • /
    • 제46권1호
    • /
    • pp.19-37
    • /
    • 2013
  • The optimum design of base isolation system considering model parameter uncertainty is usually performed by using the unconditional response of structure obtained by the total probability theory, as the performance index. Though, the probabilistic approach is powerful, it cannot be applied when the maximum possible ranges of variations are known and can be only modelled as uncertain but bounded type. In such cases, the interval analysis method is a viable alternative. The present study focuses on the bounded optimization of base isolation system to mitigate the seismic vibration effect of structures characterized by bounded type system parameters. With this intention in view, the conditional stochastic response quantities are obtained in random vibration framework using the state space formulation. Subsequently, with the aid of matrix perturbation theory using first order Taylor series expansion of dynamic response function and its interval extension, the vibration control problem is transformed to appropriate deterministic optimization problems correspond to a lower bound and upper bound optimum solutions. A lead rubber bearing isolating a multi-storeyed building frame is considered for numerical study to elucidate the proposed bounded optimization procedure and the optimum performance of the isolation system.

장기유출량의 추계학적 모의 발생에 관한 연구 (II) (Studies on the Stochastic Generation of Long Term Runoff (2))

  • 이순혁;맹승진;박종국
    • 한국농공학회지
    • /
    • 제35권3호
    • /
    • pp.117-129
    • /
    • 1993
  • This study was conducted to get reasonable and abundant hydrological time series of monthly flows simulated by a best fitting stochastic simulation model for the establishment of rational design and the rationalization of management for agricultural hydraulic structures including reservoirs. Comparative analysis carried out for both statistical characteristics and synthetic monthly flows simulated by the multi-season first order Markov model based on Gamma distribution which is confirmed as good one in the first report of this study and by Harmonic synthetic model analyzed in this report for the six watersheds of Yeong San and Seom Jin river systems. 1.Arithmetic mean values of synthetic monthly flows simulated by Gamma distribution are much closer to the results of the observed data than those of Harmonic synthetic model in the applied watersheds. 2.In comparison with the coefficients of variation, index of fluctuation for monthly flows simulated by two kinds of synthetic models, those based on Gamma distribution are appeared closer to the observed data than those of Harmonic synthetic model both in Yeong San and Seom Jin river systems. 3.It was found that synthetic monthly flows based on Gamma distribution are considered to give better results than those of Harmonic synthetic model in the applied watersheds. 4.Continuation studies by comparison with other simulation techniques are to be desired for getting reasonable generation technique of synthetic monthly flows for the various river systems in Korea.

  • PDF

몬테 카를로 시뮬레이션 기반 변동성을 고려한 에너지 저장 시스템 용량 계산에 대한 고찰 (A Study on Computing Stochastic Capacity of Energy Storage Systems using Monte Carlo Simulations)

  • 김수환;류준형
    • Korean Chemical Engineering Research
    • /
    • 제58권3호
    • /
    • pp.424-429
    • /
    • 2020
  • 에너지 시스템의 다양한 수요와 공급 대응 문제를 해결하기 위해 에너지 저장시스템이 새로운 해결책으로 주목 받고 있다. 특히 재생에너지의 공급 비중이 커져가면서 에너지 공급과 수요의 불확실성을 고려하는 것이 에너지 시스템의 운영에 가장 어려운 문제가 되었다. 본 논문에서는 에너지 저장 시스템이 필요한 용량을 산정하는데, 수요와 공급의 불확실성을 몬테 카를로 시뮬레이션 기법으로 반영하고 이에 연관된 이슈들을 다루었다. 본 연구에서 제기된 이슈들은 에너지 시스템이 가지고 있는 불확실성속에서도 향후 에너지 저장 시스템의 안정적 운영에 활용되어 후속 연구들의 기반이 될 수 있을 것이다.

항만 소유구조에 따른 효율성 모형 비교연구 (A Comparative Study of the Relationship between Port Effeciency and Ownership Structure)

  • 황진수;전홍석;강성
    • 응용통계연구
    • /
    • 제22권6호
    • /
    • pp.1167-1176
    • /
    • 2009
  • 항만이나 공항의 소유구조에 대한 효율성 분석은 지금까지 서로 엇갈리는 결과를 제시하고 있다. 즉, 민영화 또는 공영화로 인한 효율성 효과가 자료 또는 분석 방법에 따라서 일치된 결과를 보여주지 않고 있다. 본 논문은 국내의 항만이 포함된 국제 항만 교역데이터베이스를 기반으로 베이지안 확률적 프런티어 모형을 적용하여 항만의 소유 구조에 따른 효율성 분석을 하였다. 소유 구조는 Tongzon과 Heng (2005)의 방법을 따랐으며 제안된 몇 가지 모형과 그들의 모형을 DIC 통계량을 이용하여 비교하였다. 베이지안 추론에 필요한 MCMC 방법은 Griffin과 Steel (2007)에서 소개된 WinBUGS 프로그램을 이용하여 구현하였다.

온실가스 감축에 대비한 에너지 효율의 계측 (Measurement of Energy Efficiency For the Reduction of Greenhouse Gases)

  • 강상목
    • 환경정책연구
    • /
    • 제11권1호
    • /
    • pp.75-97
    • /
    • 2012
  • 본 논문의 목적은 OECD국가를 중심으로 온실가스 감축에 대비하여 에너지 원단위(原單位) 측정의 다른 방법으로서 에너지효율함수와 원단위의 효율함수의 추정을 통하여 에너지효율을 측정하는 것이다. 실증결과는 기존의 전통적 에너지원단위와 확률변경함수에 의한 에너지 효율이 크게 연관되어 있지 않았음을 보여준다. 에너지효율 함수와 원단위 효율함수의 효율도 다소 상이하였다. 에너지 투입효율함수에 의한 에너지효율은 GDP, 자본스톡, 노동, 에너지투입량의 순서로 민감하게 반응하는 것으로 보인다. 향후 투입요소 간 최적 결합을 통한 에너지 절감이 필요하고 에너지 소비가 작은 제품의 생산을 통한 저탄소 경제성장의 추구가 요구된다

  • PDF

Concrete structures under combined mechanical and environmental actions: Modelling of durability and reliability

  • Vorechovska, Dita;Somodikova, Martina;Podrouzek, Jan;Lehky, David;Teply, Bretislav
    • Computers and Concrete
    • /
    • 제20권1호
    • /
    • pp.99-110
    • /
    • 2017
  • Service life assessments which do not include the synergy between mechanical and environmental loading are neglecting a factor that can have a significant impact on structural safety and durability assessment. The degradation of concrete structure is a result of the combined effect of environmental and mechanical factors. In order to make service life design realistic it is necessary to consider both of these factors acting simultaneously. This paper deals with the advanced modelling of concrete carbonation and chloride ingress into concrete using stochastic 1D and 2D models. Widely accepted models incorporated into the new fib Model Code 2010 are extended to include factors that reflect the coupled effects of mechanical and environmental loads on the durability and reliability of reinforced concrete structures. An example of cooling tower degradation by carbonation and an example of a bended reinforced concrete beam kept for several years in salt fog are numerically studied to show the capability of the stochastic approach. The modelled degradation measures are compared with experimental results, leading to good agreement.