• Title/Summary/Keyword: stochastic approach

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A Synchronized Job Assignment Model for Manual Assembly Lines Using Multi-Objective Simulation Integrated Hybrid Genetic Algorithm (MO-SHGA) (다목적 시뮬레이션 통합 하이브리드 유전자 알고리즘을 사용한 수동 조립라인의 동기 작업 모델)

  • Imran, Muhammad;Kang, Changwook
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.40 no.4
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    • pp.211-220
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    • 2017
  • The application of the theoretical model to real assembly lines has been one of the biggest challenges for researchers and industrial engineers. There should be some realistic approach to achieve the conflicting objectives on real systems. Therefore, in this paper, a model is developed to synchronize a real system (A discrete event simulation model) with a theoretical model (An optimization model). This synchronization will enable the realistic optimization of systems. A job assignment model of the assembly line is formulated for the evaluation of proposed realistic optimization to achieve multiple conflicting objectives. The objectives, fluctuation in cycle time, throughput, labor cost, energy cost, teamwork and deviation in the skill level of operators have been modeled mathematically. To solve the formulated mathematical model, a multi-objective simulation integrated hybrid genetic algorithm (MO-SHGA) is proposed. In MO-SHGA each individual in each population acts as an input scenario of simulation. Also, it is very difficult to assign weights to the objective function in the traditional multi-objective GA because of pareto fronts. Therefore, we have proposed a probabilistic based linearization and multi-objective to single objective conversion method at population evolution phase. The performance of MO-SHGA is evaluated with the standard multi-objective genetic algorithm (MO-GA) with both deterministic and stochastic data settings. A case study of the goalkeeping gloves assembly line is also presented as a numerical example which is solved using MO-SHGA and MO-GA. The proposed research is useful for the development of synchronized human based assembly lines for real time monitoring, optimization, and control.

An Effective Estimation method for Lexical Probabilities in Korean Lexical Disambiguation (한국어 어휘 중의성 해소에서 어휘 확률에 대한 효과적인 평가 방법)

  • Lee, Ha-Gyu
    • The Transactions of the Korea Information Processing Society
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    • v.3 no.6
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    • pp.1588-1597
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    • 1996
  • This paper describes an estimation method for lexical probabilities in Korean lexical disambiguation. In the stochastic to lexical disambiguation lexical probabilities and contextual probabilities are generally estimated on the basis of statistical data extracted form corpora. It is desirable to apply lexical probabilities in terms of word phrases for Korean because sentences are spaced in the unit of word phrase. However, Korean word phrases are so multiform that there are more or less chances that lexical probabilities cannot be estimated directly in terms of word phrases though fairly large corpora are used. To overcome this problem, similarity for word phrases is defined from the lexical analysis point of view in this research and an estimation method for Korean lexical probabilities based on the similarity is proposed. In this method, when a lexical probability for a word phrase cannot be estimated directly, it is estimated indirectly through the word phrase similar to the given one. Experimental results show that the proposed approach is effective for Korean lexical disambiguation.

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Statistical analysis and probabilistic modeling of WIM monitoring data of an instrumented arch bridge

  • Ye, X.W.;Su, Y.H.;Xi, P.S.;Chen, B.;Han, J.P.
    • Smart Structures and Systems
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    • v.17 no.6
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    • pp.1087-1105
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    • 2016
  • Traffic load and volume is one of the most important physical quantities for bridge safety evaluation and maintenance strategies formulation. This paper aims to conduct the statistical analysis of traffic volume information and the multimodal modeling of gross vehicle weight (GVW) based on the monitoring data obtained from the weigh-in-motion (WIM) system instrumented on the arch Jiubao Bridge located in Hangzhou, China. A genetic algorithm (GA)-based mixture parameter estimation approach is developed for derivation of the unknown mixture parameters in mixed distribution models. The statistical analysis of one-year WIM data is firstly performed according to the vehicle type, single axle weight, and GVW. The probability density function (PDF) and cumulative distribution function (CDF) of the GVW data of selected vehicle types are then formulated by use of three kinds of finite mixed distributions (normal, lognormal and Weibull). The mixture parameters are determined by use of the proposed GA-based method. The results indicate that the stochastic properties of the GVW data acquired from the field-instrumented WIM sensors are effectively characterized by the method of finite mixture distributions in conjunction with the proposed GA-based mixture parameter identification algorithm. Moreover, it is revealed that the Weibull mixture distribution is relatively superior in modeling of the WIM data on the basis of the calculated Akaike's information criterion (AIC) values.

A study on Data Preprocessing for Developing Remaining Useful Life Predictions based on Stochastic Degradation Models Using Air Craft Engine Data (항공엔진 열화데이터 기반 잔여수명 예측력 향상을 위한 데이터 전처리 방법 연구)

  • Yoon, Yeon Ah;Jung, Jin Hyeong;Lim, Jun Hyoung;Chang, Tai-Woo;Kim, Yong Soo
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.43 no.2
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    • pp.48-55
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    • 2020
  • Recently, a study of prognosis and health management (PHM) was conducted to diagnose failure and predict the life of air craft engine parts using sensor data. PHM is a framework that provides individualized solutions for managing system health. This study predicted the remaining useful life (RUL) of aeroengine using degradation data collected by sensors provided by the IEEE 2008 PHM Conference Challenge. There are 218 engine sensor data that has initial wear and production deviations. It was difficult to determine the characteristics of the engine parts since the system and domain-specific information was not provided. Each engine has a different cycle, making it difficult to use time series models. Therefore, this analysis was performed using machine learning algorithms rather than statistical time series models. The machine learning algorithms used were a random forest, gradient boost tree analysis and XG boost. A sliding window was applied to develop RUL predictions. We compared model performance before and after applying the sliding window, and proposed a data preprocessing method to develop RUL predictions. The model was evaluated by R-square scores and root mean squares error (RMSE). It was shown that the XG boost model of the random split method using the sliding window preprocessing approach has the best predictive performance.

Quantitative evaluation of radar reflectivity and rainfall intensity relationship parameters uncertainty using Bayesian inference technique (Bayesian 추론기법을 활용한 레이더 반사도-강우강도 관계식 매개변수의 불확실성 정량적 평가)

  • Kim, Tae-Jeong;Park, Moon-Hyeong;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.51 no.9
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    • pp.813-826
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    • 2018
  • Recently, weather radar system has been widely used for effectively monitoring near real-time weather conditions. The radar rainfall estimates are generally relies on the Z-R equation that is an indirect approximation of the empirical relationship. In this regards, the bias in the radar rainfall estimates can be affected by spatial-temporal variations in the radar profile. This study evaluates the uncertainty of the Z-R relationship while considering the rainfall types in the process of estimating the parameters of the Z-R equation in the context of stochastic approach. The radar rainfall estimates based on the Bayesian inference technique appears to be effective in terms of reduction in bias for a given season. The derived Z-R equation using Bayesian model enables us to better represent the hydrological process in the rainfall-runoff model and provide a more reliable forecast.

Optimal Location of FACTS Devices Using Adaptive Particle Swarm Optimization Hybrid with Simulated Annealing

  • Ajami, Ali;Aghajani, Gh.;Pourmahmood, M.
    • Journal of Electrical Engineering and Technology
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    • v.5 no.2
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    • pp.179-190
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    • 2010
  • This paper describes a new stochastic heuristic algorithm in engineering problem optimization especially in power system applications. An improved particle swarm optimization (PSO) called adaptive particle swarm optimization (APSO), mixed with simulated annealing (SA), is introduced and referred to as APSO-SA. This algorithm uses a novel PSO algorithm (APSO) to increase the convergence rate and incorporate the ability of SA to avoid being trapped in a local optimum. The APSO-SA algorithm efficiency is verified using some benchmark functions. This paper presents the application of APSO-SA to find the optimal location, type and size of flexible AC transmission system devices. Two types of FACTS devices, the thyristor controlled series capacitor (TCSC) and the static VAR compensator (SVC), are considered. The main objectives of the presented method are increasing the voltage stability index and over load factor, decreasing the cost of investment and total real power losses in the power system. In this regard, two cases are considered: single-type devices (same type of FACTS devices) and multi-type devices (combination of TCSC, SVC). Using the proposed method, the locations, type and sizes of FACTS devices are obtained to reach the optimal objective function. The APSO-SA is used to solve the above non.linear programming optimization problem for better accuracy and fast convergence and its results are compared with results of conventional PSO. The presented method expands the search space, improves performance and accelerates to the speed convergence, in comparison with the conventional PSO algorithm. The optimization results are compared with the standard PSO method. This comparison confirms the efficiency and validity of the proposed method. The proposed approach is examined and tested on IEEE 14 bus systems by MATLAB software. Numerical results demonstrate that the APSO-SA is fast and has a much lower computational cost.

Reliability Based Design of the Automotive Components considering Degradation Properties of Polymeric Materials (열화물성을 고려한 차량용 플라스틱 부품의 신뢰성 기반 설계)

  • Doh, Jaehyeok;Lee, Jongsoo;Ahn, Hyo-Sang;Kim, Sang-Woo;Kim, Seock-Hwan
    • Transactions of the Korean Society of Automotive Engineers
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    • v.24 no.5
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    • pp.596-604
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    • 2016
  • In this study, we used a stochastic approach for guaranteeing the reliability and robustness of the performance with regard to the design of polymer components, while taking into consideration the degradation properties and operating conditions in automobiles. Creep and tensile tests were performed for obtaining degradation properties. The Prony series, which described the viscoelastic models, were calculated to use the creep data by the Maxwell fluid model. We obtained the stress data from the frequency response analysis of the polymer components while considering the degradation properties. Limit state functions are generated by using these data. Reliability assessments are conducted under the variation of the degradation properties and area of frequency at peak response. For this study, the input parameters are assumed to be a normal distribution, and the reliability under the yield stress criteria is evaluated by using the Monte Carlo Simulation. As a result, the reliabilities, according to the three types of polymer materials in automotive components, are compared to each other and suggested the applicable possibility of polymeric materials in automobiles.

A Stochastic Bilevel Scheduling Model for the Determination of the Load Shifting and Curtailment in Demand Response Programs

  • Rad, Ali Shayegan;Zangeneh, Ali
    • Journal of Electrical Engineering and Technology
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    • v.13 no.3
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    • pp.1069-1078
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    • 2018
  • Demand response (DR) programs give opportunity to consumers to manage their electricity bills. Besides, distribution system operator (DSO) is interested in using DR programs to obtain technical and economic benefits for distribution network. Since small consumers have difficulties to individually take part in the electricity market, an entity named demand response provider (DRP) has been recently defined to aggregate the DR of small consumers. However, implementing DR programs face challenges to fairly allocate benefits and payments between DRP and DSO. This paper presents a procedure for modeling the interaction between DRP and DSO based on a bilevel programming model. Both DSO and DRP behave from their own viewpoint with different objective functions. On the one hand, DRP bids the potential of DR programs, which are load shifting and load curtailment, to maximize its expected profit and on the other hand, DSO purchases electric power from either the electricity market or DRP to supply its consumers by minimizing its overall cost. In the proposed bilevel programming approach, the upper level problem represents the DRP decisions, while the lower level problem represents the DSO behavior. The obtained bilevel programming problem (BPP) is converted into a single level optimizing problem using its Karush-Kuhn-Tucker (KKT) optimality conditions. Furthermore, point estimate method (PEM) is employed to model the uncertainties of the power demands and the electricity market prices. The efficiency of the presented model is verified through the case studies and analysis of the obtained results.

Coupled Hydrological-mechanical Behavior Induced by CO2 Injection into the Saline Aquifer of CO2CRC Otway Project (호주 오트웨이 프로젝트 염수층 내 CO2 주입에 따른 수리-역학적 연계거동 분석)

  • Park, Jung-Wook;Shinn, Young Jae;Rutqvist, Jonny;Cheon, Dae-Sung;Park, Eui-Seob
    • Tunnel and Underground Space
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    • v.26 no.3
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    • pp.166-180
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    • 2016
  • The present study numerically simulated the CO2 injection into the saline aquifer of CO2CRC Otway pilot project and the resulting hydrological-mechanical coupled process in the storage site by TOUGH-FLAC simulator. A three-dimensional numerical model was generated using the stochastic geological model which was established based on well log and core data. It was estimated that the CO2 injection of 30,000t over a period of 200 days increased the pressure near the injection point by 0.5 MPa at the most. The pressure increased rapidly and tended to approach a certain value at an early stage of the injection. The hydrological and mechanical behavior observed from the CO2 flow, effective stress change and stress-strength ratio revealed that the CO2 injection into the saline aquifer under the given condition would not have significant effects on the mechanical safety of the storage site and the hydrological state around the adjacent fault.

Analysis of Accounts Receivable Aging Using Variable Order Markov Model (가변 마코프 모델을 활용한 매출 채권 연령 분석)

  • Kang, Yuncheol;Kang, Minji;Chung, Kwanghun
    • The Journal of Society for e-Business Studies
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    • v.24 no.1
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    • pp.91-103
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    • 2019
  • An accurate prediction on near-future cash flows plays an important role for a company to attenuate the shortage risk of cash flow by preparing a plan for future investment in advance. Unfortunately, there exists a high level of uncertainty in the types of transactions that occur in the form of receivables in inter-company transactions, unlike other types of transactions, thereby making the prediction of cash flows difficult. In this study, we analyze the trend of cash flow related to account receivables that may arise between firms, by using a stochastic approach. In particular, we utilize Variable Order Markov (VOM) model to predict how future cash flows will change based on cash flow history. As a result of this study, we show that the average accuracy of the VOM model increases about 12.5% or more compared with that of other existing techniques.