• 제목/요약/키워드: Stochastic order

검색결과 581건 처리시간 0.032초

Gamma 분포모델에 의한 하천유량의 Simulation에 관한 연구 (Stochastic Simulation of Monthly Streamflow by Gamma Distribution Model)

  • 이중석;이순택
    • 물과 미래
    • /
    • 제13권4호
    • /
    • pp.41-50
    • /
    • 1980
  • 본 연구는 Gamma 분포의 이론적 검토와 이의 수공학에의 적용, 즉 Gamma 분포의 적합성 및 Gamma 모델에 의한 하천유량의 Simulation에 대한 연구와 검토를 행하는데 그 목적을 두고 있다. 분석에 있어서 우리나라 주요하천(낙동강, 한강 및 금강)의 월유량자료를 사용하였으며 분석을 간단하게 하기 위하여 자료를 Modular coefficient로 변환시켰다. 먼저 이변수 Gamma 분포형에 대한 월류량에의 적합성을 검정하였으며 이로부터 Gamma 분포형과 Monto Carlo 기법을 기초로 한 Gamma 모델에 의하여 월류량의 Simulation을 행하였다. 그 결과 기록치와 매우 근접한 Simulation 자료를 얻을 수 있었다.

  • PDF

임무수행 경과에 따른 항공기 생존성 평가기법 연구 (A Study of the Evaluating Method for the Survivability of Aircraft during Mission Completion)

  • 윤봉수
    • 한국국방경영분석학회지
    • /
    • 제22권2호
    • /
    • pp.166-181
    • /
    • 1996
  • Aircraft survivability is determined by the susceptibility and the vulnerability. The aircraft susceptibility and vulnerability depend upon the hardware and software factors. Each of the hardware and software factors consisted of the qualitative and quantitative attributes varies according to the time of the mission. In order to establish the mathermatical model to analyze and evaluate the aircraft survivability, qualitative factors have to be transformed into quantitative factors. Even if many researches in the area of dynamic concept analysis and conversion of qualitative factors into the quantitative factors has been insufficient. This research enhances these insufficient area by developing a reliable aircarft survivability analysis method. The major areas of this research are as follows. First, a method for the conversion of the qualitative factors into the quantitative factors is developed by combining the Fuzzy Set Theory concept and the Delphi Technique. Second, by using the stochastic network diagram for the dynamic survivability analysis, the aircraft survivability and the probability of kill are calculated from the state probability for the situation during mission. The advantage of the analysis technique developed in this research includes ease of use and flexibility. In other words, in any given aircraft's mission execution under any variable probability density function, the developed computer program is able to analyze and evaluate the aircraft survivability.

  • PDF

센서 네트워크 환경에서 움직이는 소스 신호의 협업 검출 기법 (Cooperative Detection of Moving Source Signals in Sensor Networks)

  • 뉴엔후낫민;팜츄안;홍충선
    • 정보과학회 논문지
    • /
    • 제44권7호
    • /
    • pp.726-732
    • /
    • 2017
  • 무선 센서 네트워크의 분산 센싱 및 예측에 대한 실제 Application에서 네트워크 환경 센싱 기능은 움직이는 소스 신호의 잡음 및 많은 센싱 정보들 때문에 매우 동적인 기능을 요구한다. 최근의 Distributed Online Convex Optimization 프레임워크는 분산된 방식으로 센서 네트워크를 통해 확률적인 학습 문제를 해결하기 위한 유망한 접근법으로 개발되었다. 기존의 Distributed Saddle Point Algorithm (DSPA)의 학습 결과에서 수렴 속도와 안정성은 이동성의 영향을 받을 수 있다. 이에 본 논문에서는 움직이는 소스 신호 시나리오의 동시 검출에서 예측을 안정화하고 보다 나은 수렵 속도를 달성하기 위해 통합 Sliding Windows 메커니즘을 제안한다.

Polymer Quality Control Using Subspace-based Model Predictive Control with BLUE Filter

  • Song, In-Hyoup;Yoo, Kee-Youn;Rhee, Hyun-Ku
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
    • /
    • pp.357-357
    • /
    • 2000
  • In this study, we consider a multi-input multi-output styrene polymerization reactor system for which the monomer conversion and the weight average molecular weight are controlled by manipulating the jacket inlet temperature and the feed flow rate. The reactor system is identified by using a linear subspace identification method and then the output feedback model predictive controller is constructed on the basis of the identified model. Here we use the Best Linear Unbiased Estimation (BLUE) filter as a stochastic estimator instead of the Kalman filter. The BLUE filter observes the state successfully without any a priori information of initial states. In contrast to the Kalman filter, the BLUE filter eliminates the offset by observing the state of the augmented system regardless of a priori information of the initial state for an integral white noise augmented system. A BLUE filter has a finite impulse response (FIR) structure which utilizes finite measurements and inputs on the most recent time interval [i-N, i] in order to avoid long processing times.

  • PDF

Derivation of analytical fragility curves using SDOF models of masonry structures in Erzincan (Turkey)

  • Karimzadeh, Shaghayegh;Kadas, Koray;Askan, Aysegul;Erberik, M. Altug;Yakut, Ahmet
    • Earthquakes and Structures
    • /
    • 제18권2호
    • /
    • pp.249-261
    • /
    • 2020
  • Seismic loss estimation studies require fragility curves which are usually derived using ground motion datasets. Ground motion records can be either in the form of recorded or simulated time histories compatible with regional seismicity. The main purpose of this study is to investigate the use of alternative ground motion datasets (simulated and real) on the fragility curves. Simulated dataset is prepared considering regional seismicity parameters corresponding to Erzincan using the stochastic finite-fault technique. In addition, regionally compatible records are chosen from the NGA-West2 ground motion database to form the real dataset. The paper additionally studies the effects of hazard variability and two different fragility curve derivation approaches on the generated fragility curves. As the final step for verification purposes, damage states estimated for the fragility curves derived using alternative approaches are compared with the observed damage levels from the 1992 Erzincan (Turkey) earthquake (Mw=6.6). In order to accomplish all these steps, a set of representative masonry buildings from Erzincan region are analyzed using simplified structural models. The results reveal that regionally simulated ground motions can be used alternatively in fragility analyses and damage estimation studies.

연유출량의 추계학적 모의발생에 관한 연구 (A study on the stochastic generation of annual runoff)

  • 이순혁;박명근;맹승진
    • 한국농공학회지
    • /
    • 제37권2호
    • /
    • pp.31-40
    • /
    • 1995
  • This study was conducted to get best fitting frequency distribution for the annual run- off and to simulate long series of annual flows by single-season first order Markov Model with comparison of statistical parameters which were derived from observed and synthetic flows at four watersheds in Seom Jin and Yeong San river systems. The results summarized through this study are as follows. 1. Hydrologic persistence of observed flows was acknowledged by the correlogram analysis. 2. A normal distribution of the annual runoff for the applied watersheds was confirmed as the best one among others by Kolmogorov-Smirnov test. 3. Statistical parameters were calculated from synthetic flows simulated by normal dis- tribution. In was confirmed that mean and standard deviation of simulated flows are much closer to those of observed data than except coefficient of skewness. 4. Hydrologic persistence between observed flows and synthetic flows simulated was also confirmed by the correlogram analysis. 5. It is to be desired that generation technique of synthetic flow in this study would be compared with other simulation techniques for the objective time series.

  • PDF

파고, 주기, 파향의 결합확율분포에 미치는 입사파랑의 방향분산성의 영향 (The Effect of Directional Dispersion of Frequency Spectrum on the Joint Distribution of Wave Height, Period and Wave Direction)

  • 권정곤
    • 한국해안해양공학회지
    • /
    • 제2권3호
    • /
    • pp.143-151
    • /
    • 1990
  • 해안변형을 일으키는 표사이동의 대부분은 쇄파대내에서 생긴다. 표사이동에 대해서는 종래에 많은 연구가 행해져 왔고 여러 가지 종류의 표사수송 모델에 근거를 둔 정량화가 이루어져 있다. 현지해안에서 일어나는 표사이동량에 대해서 보다 정도높은 정량화를 행하기 위해서는 현지해안에서의 입사파랑의 방향분산성의 영향이 고려된 파고, 주기, 파향의 결합확률분포의 특성을 명확히 해 둘 필요가 있다. 본 연구는 파별로 해석되어진 개개파의 정의법 및 파고, 주기, 파향의 결합확률분포에 미치는 각종 물리량 중 특히 천해역에 있어서 무시할 수 없는 방향분산의 비대칭성의 영향에 대해서 검토한 것이다.

  • PDF

물류센터의 경제성 평가를 위한 수리모델 및 고려요소에 관한 제언 (The Value of a Warehouse : Whether to have a warehouse or not)

  • 김종대;강경식
    • 산업경영시스템학회지
    • /
    • 제18권34호
    • /
    • pp.193-204
    • /
    • 1995
  • Many studies show that the value of the warehouse is good. However, studies explicitly mention the tradeoff between costs of operating the warehouse and benefits from the warehouse. Also, it is important to know when the benefits overcome the costs. We study a one-warehouse/N-retailer(s,Q) distribution system with stochastic lead times in order to answer two questions: "What are the optimal policies of the system that minimizes total system costs\ulcorner" and given the optimal policies, "Is the value of the warehouse always good\ulcorner" We use an analytical model for answering the questions. We find that the optimal policies are different from those with deterministic lead times. In fact it is reverse. We alse find the existence of the breakeven point beyond which the benefits starts overcomming the costs. And, we show that one of the breakeven points is the mean ratio of a supplier's lead time to transportation lead time between the warehouse and the retailer. Finally, we show that the breakeven point is sensitive to the ratio of holding costs of the warehouse and the retailer and it is also sensitive to the unit backorder costs at the retailer.sts at the retailer.

  • PDF

원형 실린더를 지나는 난류 유동장의 직접수치해석과 큰 에디모사를 위한 스케일 간 상호작용 연구 (DNS and Analysis on the Interscale Interactions of the Turbulent Flow past a Circular Cylinder for Large Eddy Simulation)

  • 김택근;박노마;유정열
    • 대한기계학회:학술대회논문집
    • /
    • 대한기계학회 2004년도 춘계학술대회
    • /
    • pp.1801-1806
    • /
    • 2004
  • Stochastic nature of subgrid-scale stress causes the predictability problem in large eddy simulation (LES) by which the LES solution field decorrelates with field from filtered directnumerical simulation (DNS). In order to evaluate the predictability limit in a priori sense, the information on the interplay between resolved scale and subgrid-scale (SGS) is required. In this study, the analysis on the inter-scale interaction is performed by applying tophat and cutoff filters to DNS database of flow over a circular cylinder at Reynolds number of 3900. The effect of filter shape is investigated on the interpretation of correlation between scales. A critique is given on the use of tophat filter for SGS analysis using DNS database. It is shown that correlations between Karman vortex and SGS kinetic energy drastically decrease when the cutoff filter is used, which implies that the small scale universality holds even in the presence of the large scale coherent structure.

  • PDF

Metamodeling of nonlinear structural systems with parametric uncertainty subject to stochastic dynamic excitation

  • Spiridonakos, Minas D.;Chatzia, Eleni N.
    • Earthquakes and Structures
    • /
    • 제8권4호
    • /
    • pp.915-934
    • /
    • 2015
  • Within the context of Structural Health Monitoring (SHM), it is often the case that structural systems are described by uncertainty, both with respect to their parameters and the characteristics of the input loads. For the purposes of system identification, efficient modeling procedures are of the essence for a fast and reliable computation of structural response while taking these uncertainties into account. In this work, a reduced order metamodeling framework is introduced for the challenging case of nonlinear structural systems subjected to earthquake excitation. The introduced metamodeling method is based on Nonlinear AutoRegressive models with eXogenous input (NARX), able to describe nonlinear dynamics, which are moreover characterized by random parameters utilized for the description of the uncertainty propagation. These random parameters, which include characteristics of the input excitation, are expanded onto a suitably defined finite-dimensional Polynomial Chaos (PC) basis and thus the resulting representation is fully described through a small number of deterministic coefficients of projection. The effectiveness of the proposed PC-NARX method is illustrated through its implementation on the metamodeling of a five-storey shear frame model paradigm for response in the region of plasticity, i.e., outside the commonly addressed linear elastic region. The added contribution of the introduced scheme is the ability of the proposed methodology to incorporate uncertainty into the simulation. The results demonstrate the efficiency of the proposed methodology for accurate prediction and simulation of the numerical model dynamics with a vast reduction of the required computational toll.