• 제목/요약/키워드: Stochastic variable

검색결과 182건 처리시간 0.034초

주간 단위로한 확률론적 년간 최적 저수지 경제 운용에 관한 연구 (A Study on Optimal Economic Operation of Hydro-reservoir System by Stochastic Dynamic Programming with Weekly Interval)

  • 송영길;김영태;한병률
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1987년도 정기총회 및 창립40주년기념 학술대회 학회본부
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    • pp.106-108
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    • 1987
  • Until now, inflow has been handled an independent log-normal random variable in the problem of planning the long-term operation of a multi-reservoir hydrothermal electric power generation system. This paper introduces the detail study for making rule curve by applying weekly time interval for handling inflows. The hydro system model consists of a set of reservoirs and ponds. Thermal units are modeld by one equivalent thermal unit. Objective is minimizing the total cost that the summation of the fuel cost of equivalent thermal unit at each time interval. For optimization, stochastic dynamic programming(SDP) algorithm using successive approximations is used.

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An Analysis on the Factors Affecting Rice Production Efficiency in Myanmar

  • Tun, YuYu;Kang, Hye-Jung
    • East Asian Economic Review
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    • 제19권2호
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    • pp.167-188
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    • 2015
  • The objective of this study is to obtain a better understanding of the current rice production condition in Myanmar through efficiency analysis, especially, to examine the impact of farm mechanization on Myanmar rice production efficiency. For representation of efficiency and the determinants, this paper uses both the data envelopment analysis (DEA) and the stochastic frontier approach (SFA) with variable returns to scale on Myanmar rice production. The efficiency of the rice production was estimated and subsequently the determinants factors were investigated based on the estimated efficiency level of these sample farmers. The empirical evidence finds that farm mechanical tools significantly improve the Myanmar rice production efficiency.

INTRODUCTION OF THREE FUNCTIONAL MODELS MATCHED TO THE STOCHASTIC RESPONSE EVALUATION OF ACOUSTIC ENVIRONMENTAL SYSTEM AND ITS APPLICATION TO A SOUND INSULATION SYSTEM

  • Ohta, Mitsuo;Fujita, Yoshifumi
    • 한국음향학회:학술대회논문집
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    • 한국음향학회 1994년도 FIFTH WESTERN PACIFIC REGIONAL ACOUSTICS CONFERENCE SEOUL KOREA
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    • pp.686-691
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    • 1994
  • For evaluating the response fluctuation of the actual environmental acoustic system excited by arbitrary random inputs, it is important to predict a whole probability distribution form closely connected with evaluation indexes Lx, Leq and so on. In this paper, a new type evaluation method is proposed by introducing three functional models matched to the prediction of the response probability distribution from a problem-oriented viewpoint. Because of the positive variable of the sound intensity, the response probability density function can be reasonably expressed theoretically by a statistical Laguerre expansion series form. The relationship between input and output is described by the regression relationship between the distribution parameters(containing expansion coefficients of this expression) and the stochastic input. These regression functions are expressed in terms of the orthogonal series expansion and their parameters are determined based on the least-squares error criterion and the measure of statistical independency.

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Non-linear rheology of tension structural element under single and variable loading history Part II: Creep of steel rope - examples and parametrical study

  • Kmet, S.;Holickova, L.
    • Structural Engineering and Mechanics
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    • 제18권5호
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    • pp.591-607
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    • 2004
  • The substance of the use of the derived non-linear creep constitutive equations under variable stress levels (see first part of the paper, Kmet 2004) is explained and the strategy of their application is outlined using the results of one-step creep tests of the steel spiral strand rope as an example. In order to investigate the creep strain increments of cables an experimental set-up was originally designed and a series of tests were carried out. Attention is turned to the individual main steps in the production and application procedure, i.e., to the one-step creep tests, definition of loading history, determination of the kernel functions, selection and definition of constitutive equation and to the comparison of the resulting values considering the product and the additive forms of the approximation of the kernel functions. To this purpose, the parametrical study is performed and the results are presented. The constitutive equations of non-linear creep of cable under variable stress history offer a strong tool for the real simulation of stochastic variable load history and prediction of realistic time-dependent response (current deflection and stress configuration) of structures with cable elements. By means of suitable stress combination and its gradual repeating various loads and times effects can be modelled.

Strong Consistent Estimator for the Expectation of Fuzzy Stochastic Model

  • Kim, Yun-Kyong
    • International Journal of Reliability and Applications
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    • 제1권2호
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    • pp.123-131
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    • 2000
  • This paper concerns with the consistent estimator for the fuzzy expectation of a random variable taking values in the space F($R^p$) of upper semicontinuous convex fuzzy subsets of $R^p$ with compact support. We introduce the concept of a fuzzy sample mean and show that the fuzzy sample mean is a strong consistent estimator for the fuzzy expectation. Some examples are given to illustrate the main result.

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패킷 손실을 고려한 네트워크 제어 시스템의 안정성 분석 (Stability Analysis of Networked Control Systems with Packet Dropouts)

  • 김재만;박진배;최윤호
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2009년도 제40회 하계학술대회
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    • pp.1731_1732
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    • 2009
  • This paper presents a stability analysis of networked control systems with packet dropouts. The packet dropouts are modeled as a linear function of the stochastic variable satisfying Bernoulli random binary distribution and weighted moving average (WMA). The observer based controller scheme is designed to exponentially mean square stabilize the NCS. Simulation results is provided to show the applicability of the proposed method.

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확률적 수요를 갖는 단일설비 다종제품의 동적 생산계획에 관한 연구 (A Study on Dynamic Lot Sizing Problem with Random Demand)

  • 김창현
    • 대한산업공학회지
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    • 제31권3호
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    • pp.194-200
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    • 2005
  • A stochastic dynamic lot sizing problem for multi-item is suggested in the case that the distribution of the cumulative demand is known over finite planning horizons and all unsatisfied demand is fully backlogged. Each item is produced simultaneously at a variable ratio of input resources employed whenever setup is incurred. A dynamic programming algorithm is proposed to find the optimal production policy, which resembles the Wagner-Whitin algorithm for the deterministic case problem but with some additional feasibility constraints.

A NOTE ON RANDOM FUZZY RENEWAL PROCESS

  • Hong, Dug-Hun
    • Journal of applied mathematics & informatics
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    • 제27권5_6호
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    • pp.1459-1463
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    • 2009
  • Recently, Zhao et.al [European Journal of Operational Research 169 (2006) 189-201] discussed a random fuzzy renewal process based on random fuzzy theory. They considered the rate of the random fuzzy renewal process and presented a random fuzzy elementary renewal theorem. They also established Blackwell's theorem in random fuzzy sense. But all these results are invalid. We give a counter example in this note.

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MULTI-DIMENSIONAL LIU PROCESS, INTEGRAL AND DIFFERENTIAL

  • You, Cuilian;Huo, Huae;Wang, Weiqing
    • East Asian mathematical journal
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    • 제29권1호
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    • pp.13-22
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    • 2013
  • As a fuzzy counterpart of stochastic calculus, fuzzy calculus including Liu integral and Liu formula were introduced. In order to deal with the problems with several fuzzy dynamic factors, Liu process, Liu integral and Liu formula are extended to the case of multi-dimensional in this paper.

이산형 변수 시스템의 설계를 위한 시뮬레이션 활용 기법 연구 (A Method for Design of Discrete Variable Stochastic Systems using Simulation)

  • 박경종
    • 한국시뮬레이션학회논문지
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    • 제8권3호
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    • pp.1-16
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    • 1999
  • This paper deals with a discrete simulation optimization method for designing a complex probabilistic discrete event system. The proposed algorithm in this paper searches the effective and reliable alternatives satisfying the target values of the system to be designed through a single run in a relatively short time period. It tries to estimate an autoregressive model, and construct mean and confidence interval for evaluating correctly the objective function obtained by small amount of output data. The experimental results using the proposed method are also shown.

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