• Journal of the Korean Operations Research and Management Science Society
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• v.12 no.1
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• pp.19-26
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• 1987

In analyzing time series, estimating the level or the current mean of the process plays an important role in understanding its structure and in being able to make forecasts. The studies the class of time series models where the level of the process is assumed to follow a random walk and the deviation from the level follow an ARMA process. The estimation and forecasting problem in a Bayesian framework and uses the Kalman filter to obtain forecasts based on estimates of level. In the analysis of time series, we usually make the assumption that the time series is generated by one model. However, in many situations the time series undergoes a structural change at one point in time. For example there may be a change in the distribution of random variables or in parameter values. Another example occurs when the level of the process changes abruptly at one period. In order to study such problems, the assumption that level follows a random walk process is relaxed to include a major level change at a particular point in time. The major level change is detected by examining the likelihood raio under a null hypothesis of no change and an alternative hypothesis of a major level change. The author proposes a method for estimation the size of the level change by adding one state variable to the state space model of the original Kalman filter. Detailed theoretical and numerical results are obtained for th first order autoregressive process wirth level changes.

• Journal of KSNVE
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• v.8 no.2
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• pp.251-259
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• 1998

The motion of an aircraft landing gear over rough runway at variable speed is nonstationary. In this paper, a method for the computation of nonstationary response variance is presented which uses a state space form for the combination of landing gear and runway excitation. The dynamic characteristics of the landing gear under nonstationary random excitations has also been analyzed using the proposed method. The formulation is for linear systems of arbitrary order and allows any deterministic velocity history. It has been found by a series of simulation that correlation parameter, damping coefficients of landing gear and tire, and velocity profiles play a prominent role on the dynamic characteristics.

• Journal of Korean Society for Quality Management
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• v.47 no.1
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• pp.87-96
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• 2019

Purpose: The purpose of this paper is to determine an optimal production time for economic production quantity model with preventive maintenance and random defective rate as the function of a machinery deteriorates. Methods: If a machinery shifts from "in-control" state to "out-of-control" state, a proportion of defective items being produced increases. It is assumed that time to state shift is a random variable and follows an arbitrary distribution. The elapsed time until process shift decreases stochastically as a production cycle repeats and quasi-renewal process is used to implement for production facilities to deteriorate. Results: When the exponential parameter for exponential distribution increases, the optimal production time increases. When Weibull distribution is considered, the optimal production time is closely affected by the shape parameter of Weibull distribution. Conclusion: A mathematical model is suggested to find optimal production time and optimal number of production cycles and numerical examples are implemented to validate the patterns for changes of optimal times under different parameters assumptions. The real application is implemented using the proposed approach.

• The Transactions of the Korean Institute of Power Electronics
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• v.21 no.3
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• pp.231-237
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• 2016

Recently, the interest in DC systems to achieve more efficient connection with renewable energy sources, energy storage systems, and DC loads has been growing extensively. DC systems are more advantageous than AC systems because of their low conversion losses. However, the DC-link voltage is variable during operation because of different random effects. This study focuses on DC voltage stabilization applied in stand-alone DC microgrids by means of voltage ranges, power management, and coordination scheme. The quality and stability of the entire system are improved by keeping the voltage within acceptable limits. In terms of optimized control, the maximum power should be tracked from renewable resources during different operating modes of the system. The ESS and VSDG cover the power shortage after all available renewable energy is consumed. Keeping the state of charge of the ESS within the allowed bands is the key role of the control system. Load shedding or power generation curtailment should automatically occur if the maximum tolerable voltage variation is exceeded. PSIM-based simulation results are presented to evaluate the performance of the proposed control measures.

• The Journal of the Korea institute of electronic communication sciences
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• v.7 no.1
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• pp.33-38
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• 2012

As underwater channel is very complex and time-varying, don't supports good-quality for communication service. In this paper, a multi-carrier CDMA(MC-CDMA) system for the reliability and robust service in the underwater acoustic channel is proposed and analyzed for its performance. Applied variable rate algorithm to the proposed system gets a channel state information from relationship between SINR and user data-rate. Using channel state information make spectrum usage more efficient and overall system performance improved. In this paper, the performance of proposed system analyzed by simulation. And Pseudo-Random spread codes used in the system are discussed.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.7
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• pp.195-201
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• 2021

This study aims to assess the impact of ownership structure of commercial banks on bank credit risk in Vietnam. The authors used the unbalanced table data of 28 commercial banks in the period from 2004 to 2020 with 439 observations. The ratio of loan loss provisioning to loans (CR) is selected as a dependent variable representing credit risk at commercial banks. The regression methods used include: least squares method (OLS), fixed-effect model (FEM), random-effect model (REM) and general least squares method (GLS). The results reveal that, with interaction variable between the ratio of equity to total assets and foreign ownership, the national GDP annual growth rate is negatively associated with credit risk. With the ratio of equity to total assets, the interaction variable between equity and state ownership, and bank size have a significant positive impact on credit risk. In addition, inflation has negligible impact on the credit risk of commercial banks in Vietnam over the research period. The findings of this study suggest that, if foreign-owned banks increase equity capital, there will be a stronger impact on reducing credit risk than other banks. On the other hand, when state-owned commercial banks in Vietnam increase equity, they will have higher credit risk.

• Proceedings of the Korean Reliability Society Conference
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• 2001.06a
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• pp.301-310
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• 2001

Lim et al.(1998) proposed the Bayesian Imperfect Repair Model, in which a failed system is perfectly repaired with probability P and is minimally repaired with probability 1 - P, where P is not fixed but a random variable with a prior distribution II(p). In this note, the steady state availability of the model is derived and the measure is obtained for several particular prior distribution functions.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.58 no.4
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• pp.700-707
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• 2009

The application of renewable energy in electric power systems is growing rapidly in order to make provision for the inequality of the climate, the dwindling supplies of coal, oil and natural gas and a further rise in oil prices. Solar cell generators(SCG) is one of the fastest growing renewable energy. This paper presents a methodology on probabilistic production cost simulation of a power system including SCGs. The generated power by SCGs is variable due to the random variation of solar radiation. In order to solve this problem, the SCGs is modeled as multi-state operational model in this paper. Probabilistic production cost of a power system can be calculated by proposed method considering SCGs with multi-state. The results show that the impacts of SCGs added to a power system can be analyzed in view point of production cost using the proposed method.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1997.04a
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• pp.60-68
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• 1997

The motion of an aircraft landing gear over rough runway at variable speed is nonstationary. In this paper a method for the computation of nonstationary response variance is presented which uses a state space form for the combination of landing gear and runway excitation. The dynamic characteristics of the landing gear under nonstationary random excitations has also been analyzed using the proposed method. The formulation is for linear systems of arbitrary order and allows any deterministic velocity history. It has been found by a series of simulation that correlation parameter, damping coefficients of landing gear and tire, and velocity profiles plays a prominent role on the dynamic characteristics.

• Earthquakes and Structures
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• v.9 no.5
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• pp.1115-1132
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• 2015

The study considers earthquake shake table testing of bending-torsion coupled structures under multi-component stationary random earthquake excitations. An experimental procedure to arrive at the optimal excitation cross-power spectral density (psd) functions which maximize/minimize the steady state variance of a chosen response variable is proposed. These optimal functions are shown to be derivable in terms of a set of system frequency response functions which could be measured experimentally without necessitating an idealized mathematical model to be postulated for the structure under study. The relationship between these optimized cross-psd functions to the most favourable/least favourable angle of incidence of seismic waves on the structure is noted. The optimal functions are also shown to be system dependent, mathematically the sharpest, and correspond to neither fully correlated motions nor independent motions. The proposed experimental procedure is demonstrated through shake table studies on two laboratory scale building frame models.