• 한국CDE학회논문집
• /
• 제17권2호
• /
• pp.111-122
• /
• 2012

Capacity planning plays an important role not only for master production plan but also for facility or layout design in shipbuilding. Product work breakdown structure, attributes of production resources, and production method or process data are associated in order to make the discrete event simulation model of shipyard layout plan. The production amount of each process and the process time is assumed to be stochastic. Based on the stochastic discrete event simulation model, the production capacity of each facility in shipyard is estimated. The stochastic model of product arrival time, process time and transferring time is introduced for each process. Also, the production capacity is estimated for the assumed master production schedule.

• Journal of the Korean Data and Information Science Society
• /
• 제8권2호
• /
• pp.119-125
• /
• 1997

We handle the stochastic processes of independent and identically distributed random variables. But random variables are usually dependent among themselves in actual life. So in this paper, we find out a new process not satisfying Markov property. We investigate the probability mass functions and study on the probability of the first-passage time. Also we find out the average frequency of continuous successes in from 0 to n time.

• 한국해안·해양공학회논문집
• /
• 제29권2호
• /
• pp.109-120
• /
• 2017

경사제 피복재를 예방적으로 유지관리할 수 있는 조건기반 할인비용모형을 제안하였다. 하중발생 사상을 이산시간 확률과정으로 고려하는 추계학적 누적 피해모형과 보수보강 비용에 대한 경제성 모형을 결합하여 수학적으로 유도하였다. 특히 본 논문에서 유도된 조건기반 유지관리의 할인비용모형은 시간에 따른 비용의 가치 뿐만 아니라 누적피해의 비선형성도 고려할 수 있다. 본 연구의 결과는 기존 모형들의 결과와 비교하여 만족스럽게 검증되었다. 또한 구조물의 중요도와 이자율 변화에 대한 민감도 분석도 수행하여, 구조물의 중요도가 높아질수록 예방적 보수보강의 최적시기는 빨라지나 이자율은 커질수록 반대의 경향이 나타난다는 것을 알았다. 한편 본 연구에서 유도된 추계학적 기대비용모형을 이용하여 여러 조건에 대하여 임의의 경사제 피복재 단면을 해석하였다. 표본경로기법을 적용하여 임의의 태풍 내습에 따른 경사제 피복재의 기대 누적피해수준을 예측하여 피해강도함수의 계수들을 추정할 수 있었다. 특히 하중발생 과정을 HPP(Homogeneous Poisson Process) 뿐만 아니라 DSPP(Doubly Stochastic Poisson Process)로도 해석하여 기대 누적피해수준에 미치는 하중발생의 불확실성에 대한 영향을 분석하여 하중발생사상을 이산시간 확률과정으로 고려해도 된다는 것을 확인하였다. 조건기반 할인비용모형의 해석 결과에 의하면 경사제 피복재의 설계조건에 따라 기대 누적피해수준의 거동특성이 크게 달라지고 이에 따라 예방적 보수보강을 수행하는 최적시기도 변한다는 것을 알 수 있었다. 마지막으로 파괴한계, 구조물의 중요도 그리고 이자율을 변화시키면서 예방적 유지관리를 가장 경제적으로 수행할 수 있는 최적시점과 피해규모를 결정할 수 있었다.

• 대한전기학회논문지
• /
• 제35권11호
• /
• pp.503-510
• /
• 1986

A new algorithm based on the concept of prediction error minimization is suggested to estimate the time varying delay in discrete processes. In spite of the existence of the stochastic noise, this algorithm can estimate time varying delay accurately. Computation time of this algorithm is far less than that of the previous extended parameter methods. With the use of this algorithm, generalized minimum variance control shows good control behavior in simulations.

• 대한교통학회지
• /
• 제8권1호
• /
• pp.55-71
• /
• 1990

The behavioral mechanism underlying the traffic assignment model is a choice, or decision-making process of traveling paths between origins and destinations. The deterministic approach to traffic assignment assumes that travelers choose shortest path from their origin-destination pair. Although this assumption seems reasonable, it presumes that all travelers have perfect information regarding travel time, that they make consistently correct decision, and that they all behave in identical fashion. Stochastic user equilibrium assignment relaxes these presumptions by including a random component in traveler's perception of travel time. The objective of this study is to compare "A Model of Deterministic User Equilibrium Assignment" with "Models of Stochastic User Equilibrium Assignment" in the theoretical and practical aspects. Specifically, SUE models are developed to logit and probit based models according to discrete choice functions. The models were applied to sioux Falls net ork consisting of 24 zones, 24 nodes and 76 links. The distribution of perceived travel time was obtained by using the relationship between speed and traffic flow.

• Journal of Electrical Engineering and Technology
• /
• 제2권4호
• /
• pp.543-548
• /
• 2007

We present a dynamic Bayesian network (DBN) model of a generalized class of nonstationary birth-death processes. The model includes birth and death rate parameters that are randomly selected from a known discrete set of values. We present an on-line algorithm to obtain optimal estimates of the parameters. We provide a simulation of real-time characterization of load traffic estimation using our DBN approach.

• 한국지능시스템학회:학술대회논문집
• /
• 한국퍼지및지능시스템학회 2001년도 추계학술대회 학술발표 논문집
• /
• pp.153-156
• /
• 2001

This paper discusses a stochastic stabilization of Takagi-Sugeno (75) fuzzy system with Markovian input delay. The finite Markovian process is adopted to model the input delay of the overall control system. It is assumed that the zero and hold devices are used for control input. The continuous-time 75 fuzzy system with the Markovian input delay is discretized for easy handling delay, accordingly, the discretized 75 fuzzy system is represented by a discrete-time 75 fuzzy system with jumping parameters. The stochastic stabilizibility of the jump 75 fuzzy system is derived and formulated in terms of linear matrix inequalities (LMls).

• Coupled systems mechanics
• /
• 제11권2호
• /
• pp.167-198
• /
• 2022

In this paper we deal with classical instability problems of heterogeneous Euler beam under conservative loading. It is chosen as the model problem to systematically present several possible solution methods from simplest deterministic to more complex stochastic approach, both of which that can handle more complex engineering problems. We first present classical analytic solution along with rigorous definition of the classical Euler buckling problem starting from homogeneous beam with either simplified linearized theory or the most general geometrically exact beam theory. We then present the numerical solution to this problem by using reduced model constructed by discrete approximation based upon the weak form of the instability problem featuring von Karman (virtual) strain combined with the finite element method. We explain how such numerical approach can easily be adapted to solving instability problems much more complex than classical Euler's beam and in particular for heterogeneous beam, where analytic solution is not readily available. We finally present the stochastic approach making use of the Duffing oscillator, as the corresponding reduced model for heterogeneous Euler's beam within the dynamics framework. We show that such an approach allows computing probability density function quantifying all possible solutions to this instability problem. We conclude that increased computational cost of the stochastic framework is more than compensated by its ability to take into account beam material heterogeneities described in terms of fast oscillating stochastic process, which is typical of time evolution of internal variables describing plasticity and damage.

• Wind and Structures
• /
• 제18권6호
• /
• pp.693-715
• /
• 2014

Stochastic processes are used to represent phenomena in many diverse fields. Numerical simulation method is widely applied for the solution to stochastic problems of complex structures when alternative analytical methods are not applicable. In some practical applications the stochastic processes show non-Gaussian properties. When the stochastic processes deviate significantly from Gaussian, techniques for their accurate simulation must be available. The various existing simulation methods of non-Gaussian stochastic processes generally can only simulate super-Gaussian stochastic processes with the high-peak characteristics. And these methodologies are usually complicated and time consuming, not sufficiently intuitive. By revealing the inherent coupling effect of the phase and amplitude part of discrete Fourier representation of random time series on the non-Gaussian features (such as skewness and kurtosis) through theoretical analysis and simulation experiments, this paper presents a novel approach for the simulation of non-Gaussian stochastic processes with the prescribed amplitude probability density function (PDF) and power spectral density (PSD) by amplitude modulation and phase reconstruction. As compared to previous spectral representation method using phase modulation to obtain a non-Gaussian amplitude distribution, this non-Gaussian phase reconstruction strategy is more straightforward and efficient, capable of simulating both super-Gaussian and sub-Gaussian stochastic processes. Another attractive feature of the method is that the whole process can be implemented efficiently using the Fast Fourier Transform. Cases studies demonstrate the efficiency and accuracy of the proposed algorithm.

• 전자공학회논문지CI
• /
• 제42권6호
• /
• pp.37-46
• /
• 2005

다양하고 많은 양의 정보가 존재하는 웹 환경에서 웹 사이트를 방문하는 사용자의 접근패턴도 매우 다양하며, 웹 환경의 변화에 따라서 이러한 접근패턴은 계속 변화한다. 이러한 이유로, 웹 사이트 개발자가 사전에 사용자의 욕구에 완벽하게 부합하는 완벽한 사이트를 개발하기란 사실상 불가능하다. 이에 대한 해결방안으로, 웹 사이트에 대한 사용자 접근 패턴을 학습해서 웹 사이트의 구조나 외형을 자동적으로 개선시켜 나가는 적응형 웹 사이트 (Adaptive Web site)가 제시되었다. 본, 논문에서는 DTMC(Discrete-Time Markov Chain)에 의거한 확률적 모델을 이용하여 적응형 웹 사이트 구축에 필요한 사용자 접근패턴을 학습하고 이를 적용하기 위한 효과적인 방법론을 제시한다.