• Title/Summary/Keyword: stochastic approach

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A Study on the Stochastic Sensitivity in Structural Dynamics (구조물의 동적 응답에 대한 확률 민감도 해석에 관한 연구)

  • 최찬문
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.32 no.2
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    • pp.177-190
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    • 1996
  • 구조물의 동적 응답 해석 문제에 대해서, 확률 유한요소법을 논의코자, 기조의 유한요소 해석법에 수반 변수법(adjoint variable approach)과 2차 섭동법(second order perturbation method)을 적용한다. 동적 민감도의 시간 응답을 고려하기 위해서 모든 시간에 대해서 갖는 구속 조건의 범함수 형태를 취하고, 시간 적분에 있어서 중첩법(fold superposition technique)에 근거를 둔 수치 해석이 훨씬 더 효과적임을 보인다. 본 논문의 확률 유한요소 해석법은 기존의 유한요소 해석법은 기존의 유한요소 코드에 맞추어 쉽게 적용할 수 있는 이점이 있음을 보이며, 이의 검정을 위해서, 2차원과 3차원 프레임 구조물에 대한 수치 해석을 하고 그 결과를 검토해 보았다.

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A Production Planning for a Semiconductor Supply Chain Network with Volatilities (변동성이 존재하는 반도체 공급사슬 망을 위한 생산계획)

  • Shin, Hyun-Joon;Ryu, Jae-Pil
    • Journal of the Semiconductor & Display Technology
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    • v.10 no.4
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    • pp.71-77
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    • 2011
  • This paper presents a production planning methodology for semiconductor manufacturing supply chain network with volatilities caused by uncertainties such as unstable demand and price. In order to take volatilities into account, we develop two approaches; 1) stochastic model with consideration of various cases and 2) deterministic model considering replanning cost, and propose efficient solution methods. Computational experiments show that the performance of the proposed method is superior to that of deterministic approach using various scenarios.

Probabilistic free vibration analysis of Goland wing

  • Kumar, Sandeep;Onkar, Amit Kumar;Manjuprasad, M.
    • International Journal of Aerospace System Engineering
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    • v.6 no.2
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    • pp.1-10
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    • 2019
  • In this paper, the probabilistic free vibration analysis of a geometrically coupled cantilever wing with uncertain material properties is carried out using stochastic finite element (SFEM) based on first order perturbation technique. Here, both stiffness and damping of the system are considered as random parameters. The bending and torsional rigidities are assumed as spatially varying second order Gaussian random fields and represented by Karhunen Loeve (K-L) expansion. Here, the expected value, standard deviation, and probability distribution of random natural frequencies and damping ratios are computed. The results obtained from the present approach are also compared with Monte Carlo simulations (MCS). The results show that the uncertain bending rigidity has more influence on the damping ratio and frequency of modes 1 and 3 while uncertain torsional rigidity has more influence on the damping ratio and frequency of modes 2 and 3.

Simulation model-based evaluation of a survey program with reference to risk analysis

  • Chang, Ki-Yoon;Pak, Son-Il
    • Korean Journal of Veterinary Research
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    • v.46 no.2
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    • pp.159-164
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    • 2006
  • A stochastic simulation model incorporated with Reed-Frost approach was derived for evaluating diagnostic performance of a test used for a screening program of an infectious disease. The Reed-Frost model was used to characterize the within-herd spread of the disease using a hypothetical example. Specifically, simulation model was aimed to estimate the number infected animals in an infected herd, in which imperfect serologic tests are performed on samples taken from herds and to illustrate better interpreting survey results at herd-level when uncertainty inevitably exists. From a risk analysis point of view, model output could be appropriate in developing economic impact assessment models requiring probabilistic estimates of herd-level performance in susceptible populations. The authors emphasize the importance of knowing the herd-level diagnostic performance, especially in performing emergency surveys in which immediate control measures should be taken following the survey. In this context this model could be used in evaluating efficacy of a survey program and monitoring infection status in the area concerned.

Combined Discrete-Continuous Modeling Methodology for Supply Chain Simulation (공급사슬 시뮬레이션을 위한 이산-연속 혼합 모델링 방법에 관한 연구)

  • 김서진;이영해;조민관
    • Journal of the Korea Society for Simulation
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    • v.10 no.2
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    • pp.75-89
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    • 2001
  • Many simulation models have been built to facilitate simulation technique in designing, evaluating, and optimizing supply chains. Simulation is preferred to deal with stochastic natures existing in the supply chain. Moreover simulation has a capability to find local optimum value within each component through entire supply chain. Most of supply chain simulation models have been developed on the basis of discrete-event simulation. Since supply chain systems are neither completely discrete nor continuous, the need of constructing a model with aspects of both discrete-event and continuous simulation is provoked, resulting in a combined discrete-continuous simulation. In this paper, an architecture of combined modeling for supply chain simulation is proposed, which includes the equation of continuous portion in supply chain and how these equations are used in the supply chain simulation models. A simple example of supply chain model dealing with the strategic level of supply chain presented in this paper shows the possibility and the prospect of this approach.

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On the Implementation of Fuzzy Arithmetic for Prediction Model Equation of Corrosion Initiation

  • Do Jeong-Yun;Song Hun;Soh Yang-Seob
    • Journal of the Korea Concrete Institute
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    • v.17 no.6 s.90
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    • pp.1045-1051
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    • 2005
  • For critical structures and application, where a given reliability must be met, it is necessary to account for uncertainties and variability in material properties, structural parameters affecting the corrosion process, in addition to the statistical and decision uncertainties. This paper presents an approach to the fuzzy arithmetic based modeling of the chloride-induced corrosion of reinforcement in concrete structures that takes into account the uncertainties in the physical models of chloride penetration into concrete and corrosion of steel reinforcement, as well as the uncertainties in the governing parameters, including concrete diffusivity, concrete cover depth, surface chloride concentration and critical chloride level for corrosion initiation. The parameters of the models are regarded as fuzzy numbers with proper membership function adapted to statistical data of the governing parameters and the fuzziness of the corrosion time is determined by the fuzzy arithmetic of interval arithmetic and extension principle

An Adaptive Approach to Learning the Preferences of Users in a Social Network Using Weak Estimators

  • Oommen, B. John;Yazidi, Anis;Granmo, Ole-Christoffer
    • Journal of Information Processing Systems
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    • v.8 no.2
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    • pp.191-212
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    • 2012
  • Since a social network by definition is so diverse, the problem of estimating the preferences of its users is becoming increasingly essential for personalized applications, which range from service recommender systems to the targeted advertising of services. However, unlike traditional estimation problems where the underlying target distribution is stationary; estimating a user's interests typically involves non-stationary distributions. The consequent time varying nature of the distribution to be tracked imposes stringent constraints on the "unlearning" capabilities of the estimator used. Therefore, resorting to strong estimators that converge with a probability of 1 is inefficient since they rely on the assumption that the distribution of the user's preferences is stationary. In this vein, we propose to use a family of stochastic-learning based Weak estimators for learning and tracking a user's time varying interests. Experimental results demonstrate that our proposed paradigm outperforms some of the traditional legacy approaches that represent the state-of-the-art technology.

A Study on the manufacturing process using the sensitivity analysis of stochastic network (감도분석에 의한 제조공정연구)

  • 박기주
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.24 no.63
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    • pp.65-77
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    • 2001
  • A more technical perspective is needed in estimating the effect of the Manufacturing Process for improving the Productivity, there are many statistical evaluation methods, convenience sampling, frequencies, histogram, QC seven tools, control chart etc. It is more important for the companies to use six sigma to reduce defective and improve the process control than the technical definition as a disciplined quantitative approach for improvement of process control and a new way of quality innovation. Process network analysis is a technique which has the potentiality for a wide use to improve the manufacturing process which other techniques can't be used to analyze effectively. It has some problems to analyze the process with feedback loops. The branch probabilities during quality inspections depend upon the number of times the product has been rejected. This paper presents how to improve the manufacturing process by statistical process control using branch probabilities, Moment Generating Function(MGF) and Sensitivity Equation.

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Balanced Accuracy and Confidence Probability of Interval Estimates

  • Liu, Yi-Hsin;Stan Lipovetsky;Betty L. Hickman
    • International Journal of Reliability and Applications
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    • v.3 no.1
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    • pp.37-50
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    • 2002
  • Simultaneous estimation of accuracy and probability corresponding to a prediction interval is considered in this study. Traditional application of confidence interval forecasting consists in evaluation of interval limits for a given significance level. The wider is this interval, the higher is probability and the lower is the forecast precision. In this paper a measure of stochastic forecast accuracy is introduced, and a procedure for balanced estimation of both the predicting accuracy and confidence probability is elaborated. Solution can be obtained in an optimizing approach. Suggested method is applied to constructing confidence intervals for parameters estimated by normal and t distributions

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Disaggregation Approach of the Pan Evaporation using SVM-NNM (SVM-NNM을 이용한 증발접시 증발량자료의 분해기법)

  • Kim, Seong-Won
    • Proceedings of the Korea Water Resources Association Conference
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    • 2010.05a
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    • pp.1560-1563
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    • 2010
  • The goal of this research is to apply the neural networks model for the disaggregation of the pan evaporation (PE) data, Republic of Korea. The neural networks model consists of support vector machine neural networks model (SVM-NNM). The disaggregation means that the yearly PE data divides into the monthly PE data. And, for the performances of the neural networks model, it is composed of training and test performances, respectively. The training and test performances consist of the historic, the generated, and the mixed data, respectively. From this research, we evaluate the impact of SVM-NNM for the disaggregation of the nonlinear time series data. We should, furthermore, construct the credible data of the monthly PE from the disaggregation of the yearly PE data, and can suggest the methodology for the irrigation and drainage networks system.

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