• Title/Summary/Keyword: approximation model

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A Simultaneous Perturbation Stochastic Approximation (SPSA)-Based Model Approximation and its Application for Power System Stabilizers

  • Ko, Hee-Sang;Lee, Kwang-Y.;Kim, Ho-Chan
    • International Journal of Control, Automation, and Systems
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    • v.6 no.4
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    • pp.506-514
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    • 2008
  • This paper presents an intelligent model; named as free model, approach for a closed-loop system identification using input and output data and its application to design a power system stabilizer (PSS). The free model concept is introduced as an alternative intelligent system technique to design a controller for such dynamic system, which is complex, difficult to know, or unknown, with input and output data only, and it does not require the detail knowledge of mathematical model for the system. In the free model, the data used has incremental forms using backward difference operators. The parameters of the free model can be obtained by simultaneous perturbation stochastic approximation (SPSA) method. A linear transformation is introduced to convert the free model into a linear model so that a conventional linear controller design method can be applied. In this paper, the feasibility of the proposed method is demonstrated in a one-machine infinite bus power system. The linear quadratic regulator (LQR) method is applied to the free model to design a PSS for the system, and compared with the conventional PSS. The proposed SPSA-based LQR controller is robust in different loading conditions and system failures such as the outage of a major transmission line or a three phase to ground fault which causes the change of the system structure.

Review on statistical methods for large spatial Gaussian data

  • Park, Jincheol
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.495-504
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    • 2015
  • The Gaussian geostatistical model has been widely used for modeling spatial data. However, this model suffers from a severe difficulty in computation because inference requires to invert a large covariance matrix in evaluating log-likelihood. In addressing this computational challenge, three strategies have been employed: likelihood approximation, lower dimensional space approximation, and Markov random field approximation. In this paper, we reviewed statistical approaches attacking the computational challenge. As an illustration, we also applied integrated nested Laplace approximation (INLA) technology, one of Markov approximation approach, to real data to provide an example of its use in practice dealing with large spatial data.

Transient diffusion approximation for $M/G/m/N$ queue with state dependent arrival rates

  • Shin, Yang-Woo
    • Communications of the Korean Mathematical Society
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    • v.10 no.3
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    • pp.715-733
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    • 1995
  • We present a transient queue size distribution for $M/G/m/N$ queue with state dependent arrival rates, using the diffusion process with piecewise constant diffusion parameters, with state space [0, N] and elementary return boundaries at x = 0 and x = N. The model considered here contains not only many basic model but the practical models such as as two-node cyclic queue, repairmen model and overload control in communication system with finite storage buffer. For the accuracy check, we compare the approximation results with the exact and simulation results.

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A Study on Group Theoretic Approximation Model for Gwaeyul of Geomungo (거문고 괘율에 관한 군론적 근사화 모형 개발 연구)

  • Shin, Hyunyong
    • Communications of Mathematical Education
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    • v.28 no.3
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    • pp.367-374
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    • 2014
  • Recently, interdisciplinary relation is emphasized on and various models are proposed. Since group theory is one of the important areas of modern mathematics, all the mathematics teachers for secondary school are familiar with it. Group theory, the theory of symmetries, are effectively applied to music or arts. In this paper, we understand the approximation model for gwaeyul of geomungo group theoretically to show the relation between mathematics and music(Korean music, in particular). This paper, in fact, proposes a group theoretic approximation model for gwaeyul of geomungo. The materials like this will be of help to teachers who try to integrate mathematics to other areas.

A Study on Approximation Model for Optimal Predicting Model of Industrial Accidents (산업재해의 최적 예측모형을 위한 근사모형에 관한 연구)

  • Leem, Young-Moon;Ryu, Chang-Hyun
    • Journal of the Korea Safety Management & Science
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    • v.8 no.3
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    • pp.1-9
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    • 2006
  • Recently data mining techniques have been used for analysis and classification of data related to industrial accidents. The main objective of this study is to compare algorithms for data analysis of industrial accidents and this paper provides an optimal predicting model of 5 kinds of algorithms including CHAID, CART, C4.5, LR (Logistic Regression) and NN (Neural Network) with ROC chart, lift chart and response threshold. Also, this paper provides an approximation model for an optimal predicting model based on NN. The approximation model provided in this study can be utilized for easy interpretation of data analysis using NN. This study uses selected ten independent variables to group injured people according to a dependent variable in a way that reduces variation. In order to find an optimal predicting model among 5 algorithms, a retrospective analysis was performed in 67,278 subjects. The sample for this work chosen from data related to industrial accidents during three years ($2002\;{\sim}\;2004$) in korea. According to the result analysis, NN has excellent performance for data analysis and classification of industrial accidents.

A Study on a Mathematical Model of the Long-term Track Tamping Scheduling Problem (도상 다짐작업의 장기 일정계획 문제에 관한 수리적 모형 고찰)

  • Oh Seog-Moon;Lee Jeeha;Lee Hee-Up;Park Bum Hwan;Hong Soon-Heum
    • Journal of the Korean Society for Railway
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    • v.9 no.1 s.32
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    • pp.50-56
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    • 2006
  • This paper presents a mathematical model of the long-term track tamping scheduling problem in the Korean highspeed railway system. The presented model encompasses various operational field constraints, moreover improves a state-of-the-art model in extending the feasible space. We show the model is sized up to intractable scale, then propose another approximation model that is possible to handle with the present computer system and commercial optimization package, directly. The aggregated index, lot, is selected, considering the resolution of the planning horizon as well as scheduling purpose. Lastly, this paper presents two test results for the approximation model. The results expose the approximation model to quite promising in deploying it into an operational software program for the long-term track tamping scheduling problem.

Approximation of the Renewal Function for Hjorth Model and Dhillon Model (Hjorth모형과 Dhillon모형에 대한 재생함수 추정)

  • Nam, Kyung-H.;Chang, Seog-Ju;Kim, Do-Hoon
    • Journal of Korean Society for Quality Management
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    • v.34 no.1
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    • pp.34-39
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    • 2006
  • This paper applies approximation of the renewal function for Hjorth model and Dhillon model which show the trend change in its aging properties. We obtain the renewal function for Hjorth model and Dhillon model by a numerical solution of an approximate integral. We observe the influence of each parameter in these models. The results of the computation are described and their corresponding graphs are provided.

ON THE CURIE-WEISS MODEL WITH A NEW HAMILTONIAN

  • Lee, Sang Ho
    • Korean Journal of Mathematics
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    • v.7 no.2
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    • pp.301-313
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    • 1999
  • In this paper we obtain similar limit theorems of the Generalized Curie - Weiss model for a new class Hamiltonian. We expressed the saddlepoint approximation by large deviation rate and then obtain the limit theorems.

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Numerical Comparisons for the Null Distribution of the Bagai Statistic

  • Ha, Hyung-Tae
    • Communications for Statistical Applications and Methods
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    • v.19 no.2
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    • pp.267-276
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    • 2012
  • Bagai et al. (1989) proposed a distribution-free test for stochastic ordering in the competing risk model, and recently Murakami (2009) utilized a standard saddlepoint approximation to provide tail probabilities for the Bagai statistic under finite sample sizes. In the present paper, we consider the Gaussian-polynomial approximation proposed in Ha and Provost (2007) and compare it to the saddlepoint approximation in terms of approximating the percentiles of the Bagai statistic. We make numerical comparisons of these approximations for moderate sample sizes as was done in Murakami (2009). From the numerical results, it was observed that the Gaussianpolynomial approximation provides comparable or greater accuracy in the tail probabilities than the saddlepoint approximation. Unlike saddlepoint approximation, the Gaussian-polynomial approximation provides a simple explicit representation of the approximated density function. We also discuss the details of computations.

RC Tree Delay Estimation (RC tree의 지연시간 예측)

  • 유승주;최기영
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.32A no.12
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    • pp.209-219
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    • 1995
  • As a new algorithm for RC tree delay estimation, we propose a $\tau$-model of the driver and a moment propagation method. The $\tau$-model represents the driver as a Thevenin equivalent circuit which has a one-time-constant voltage source and a linear resistor. The new driver model estimates the input voltage waveform applied to the RC more accurately than the k-factor model or the 2-piece waveform model. Compared with Elmore method, which is a lst-order approximation, the moment propagation method, which uses $\pi$-model loads to calculate the moments of the voltage waveform on each node of RC trees, gives more accurate results by performing higher-order approximations with the same simple tree walking algorithm. In addition, for the instability problem which is common to all the approximation methods using the moment matching technique, we propose a heuristic method which guarantees a stable and accureate 2nd order approximation. The proposed driver model and the moment propagation method give an accureacy close to SPICE results and more than 1000 times speedup over circuit level simulations for RC trees and FPGA interconnects in which the interconnect delay is dominant.

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