• 제목/요약/키워드: Stochastic order

검색결과 581건 처리시간 0.02초

공급사슬 설계 및 계획을 위한 시뮬레이터 개발 (The Development of Simulator for Supply Chain Design and Planning)

  • Suk Jae Jeong;Kyung Sup Kim
    • 한국시뮬레이션학회논문지
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    • 제12권4호
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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.

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An IMM Algorithm for Tracking Maneuvering Vehicles in an Adaptive Cruise Control Environment

  • Kim, Yong-Shik;Hong, Keum-Shik
    • International Journal of Control, Automation, and Systems
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    • 제2권3호
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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.

멀티웨이브릿 변환 기반에서 연속 부대역 양자화 및 지각 모델을 이용한 적응 워터마킹 기술 (Adaptive Watermarking Using Successive Subband Quantization and Perceptual Model Based on Mukiwavelet Transform)

  • 권기룡;강균호;조영웅;문광석;이준재
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2002년도 하계종합학술대회 논문집(4)
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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.

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Multi-Objective Soft Computing-Based Approaches to Optimize Inventory-Queuing-Pricing Problem under Fuzzy Considerations

  • Alinezhad, Alireza;Mahmoudi, Amin;Hajipour, Vahid
    • Industrial Engineering and Management Systems
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    • 제15권4호
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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.

특수일의 최대 전력수요예측 알고리즘 개선 (An Improved Algorithm of the Daily Peak Load Forecasting fair the Holidays)

  • 송경빈;구본석;백영식
    • 대한전기학회논문지:전력기술부문A
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    • 제51권3호
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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.

이산형 칼만 필터를 이용한 서보 시스템의 상태 추정자 설계 (A State Estimator for servo system using discrete Kalman Filter)

  • 신두진;염형선;허욱열;이제희
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1998년도 추계학술대회 논문집 학회본부 B
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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.

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개선된 가중적분법과 반무한 영역의 해석 (Improved Weighted Integral Method and Application to Analysis of Semi-infinite Domain)

  • 노혁천;최창근
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2002년도 봄 학술발표회 논문집
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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.

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연구개발 프로젝트를 위한 새로운 GERT평가모델 (An Advanced GERT Evaluation Model for Research and Development)

  • 권철신
    • 산업경영시스템학회지
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    • 제3권3호
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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.

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홍수시 저수지운영을 위한 시우량 모형 - Hyetograph model for Reservoir operation during Flash flood

  • 이재형;선우중호;정동국
    • 물과 미래
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    • 제23권3호
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    • pp.341-350
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    • 1990
  • 정확한 유출수문곡선의 예보는 강우강도의 예측능력에 좌우된다. 1시간 정도의 단기 강우예측을 위한 추계학적인 강우모형을 개발하여 제시하는 것이 연구과제이다. 개발하고자 하는 모형은 다지점에서 동시에 강우강도를 예상 또는 예측할 수 있는 능력이 있다. 모형에 필요한 매개변수는 TM자료를 비롯하여 과거에 축적된 자료들로 부터 평가된 값을 이용한다. 모형은 강우진행속도, 환상스팩트럼, 무차원 시간분포 등이 선행연구 결과를 토대로 한다. 선택한 무차원 시간분포가 예측에 미치는 영향과 예측모형이 유출수문곡선에 미치는 영향을 분석한다.

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동적능동제어시스템의 FORM기반 구조신뢰성해석 (FORM-based Structural Reliability Analysis of Dynamical Active Control System)

  • 옥승용
    • 한국안전학회지
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    • 제28권1호
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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.