• Title/Summary/Keyword: stochastic delay model

Search Result 56, Processing Time 0.023 seconds

A Vine-Based Stochastic Loading Technique in Pedestrian Networks Considering Space Syntax Theory (Space Syntax Theory를 반영한 덩굴망기반 확률적 보행네트워크 배정기법)

  • Kim, Jong Hyung;Lee, Mee Young;Nam, Doo Hee
    • The Journal of The Korea Institute of Intelligent Transport Systems
    • /
    • v.15 no.6
    • /
    • pp.71-79
    • /
    • 2016
  • Evaluation of the walkability of the urban pedestrian network requires construction of a pedestrian network model that reflects Space Syntax Theory. Space Syntax Theory deduces an integration value through which materials for evaluation of the pedestrian network's connectivity can be produced; and can aid in illustrating the ease of walkability through the model's calculation of pedestrian indices such as movability, comfort, and safety. But the representation of space syntax theory in the pedestrian network requires that turn delay be added by means of a network-type construction method. While tree-based Dial Algorithm proposed for the logit-based probability walkability distribution model may be effective for link-based pedestrian volume distribution, it requires further network expansion to reflect turn delays. In this research, Vine-based Dial Algorithm is executed in order to obtain a measure reflecting the integration value for Space Syntax Theory. The Vine-based Dial Algorithm of two adjacent links, which forms the minimum unit of the Vine network, has the advantage of encompassing turn delay, and thus eliminates the need for network expansion. Usage of the model to evaluation of complicated pedestrian spheres such as urban roads is left to further research. Especially the progression of the proposed method is deduced through case study.

Using Mobile Data Collectors to Enhance Energy Efficiency a nd Reliability in Delay Tolerant Wireless Sensor Networks

  • Yasmine-Derdour, Yasmine-Derdour;Bouabdellah-Kechar, Bouabdellah-Kechar;Faycal-Khelfi, Mohammed
    • Journal of Information Processing Systems
    • /
    • v.12 no.2
    • /
    • pp.275-294
    • /
    • 2016
  • A primary task in wireless sensor networks (WSNs) is data collection. The main objective of this task is to collect sensor readings from sensor fields at predetermined sinks using routing protocols without conducting network processing at intermediate nodes, which have been proved as being inefficient in many research studies using a static sink. The major drawback is that sensor nodes near a data sink are prone to dissipate more energy power than those far away due to their role as relay nodes. Recently, novel WSN architectures based on mobile sinks and mobile relay nodes, which are able to move inside the region of a deployed WSN, which has been developed in most research works related to mobile WSN mainly exploit mobility to reduce and balance energy consumption to enhance communication reliability among sensor nodes. Our main purpose in this paper is to propose a solution to the problem of deploying mobile data collectors for alleviating the high traffic load and resulting bottleneck in a sink's vicinity, which are caused by static approaches. For this reason, several WSNs based on mobile elements have been proposed. We studied two key issues in WSN mobility: the impact of the mobile element (sink or relay nodes) and the impact of the mobility model on WSN based on its performance expressed in terms of energy efficiency and reliability. We conducted an extensive set of simulation experiments. The results obtained reveal that the collection approach based on relay nodes and the mobility model based on stochastic perform better.

Chaotic Analysis of Water Balance Equation (물수지 방정식의 카오스적 분석)

  • 이재수
    • Water for future
    • /
    • v.27 no.3
    • /
    • pp.45-54
    • /
    • 1994
  • Basic theory of fractal dimension is introduced and performed for the generated time series using the water balance model. The water balance equation over a large area is analyzed at seasonal time scales. In the generation and modification of mesoscale circulation local recycling of precipitation and dynamic effects of soil moisture are explicitly included. Time delay is incorporated in the analysis. Depending on the parameter values, the system showed different senarios in the evolution such as fixed point, limit cycle, and chaotic types of behavior. The stochastic behavior of the generated time series is due to deterministic chaos which arises from a nonlinear dynamic system with a limited number of equations whose trajectories are highly sensitive to initial conditions. The presence of noise arose from the characterization of the incoming precipitation, destroys the organized structure of the attractor. The existence of the attractor although noise is present is very important to the short-term prediction of the evolution. The implications of this nonlinear dynamics are important for the interpretation and modeling of hydrologic records and phenomena.

  • PDF

A User Optimer Traffic Assignment Model Reflecting Route Perceived Cost (경로인지비용을 반영한 사용자최적통행배정모형)

  • Lee, Mi-Yeong;Baek, Nam-Cheol;Mun, Byeong-Seop;Gang, Won-Ui
    • Journal of Korean Society of Transportation
    • /
    • v.23 no.2
    • /
    • pp.117-130
    • /
    • 2005
  • In both deteministic user Optimal Traffic Assignment Model (UOTAM) and stochastic UOTAM, travel time, which is a major ccriterion for traffic loading over transportation network, is defined by the sum of link travel time and turn delay at intersections. In this assignment method, drivers actual route perception processes and choice behaviors, which can become main explanatory factors, are not sufficiently considered: therefore may result in biased traffic loading. Even though there have been some efforts in Stochastic UOTAM for reflecting drivers' route perception cost by assuming cumulative distribution function of link travel time, it has not been fundamental fruitions, but some trials based on the unreasonable assumptions of Probit model of truncated travel time distribution function and Logit model of independency of inter-link congestion. The critical reason why deterministic UOTAM have not been able to reflect route perception cost is that the route perception cost has each different value according to each origin, destination, and path connection the origin and destination. Therefore in order to find the optimum route between OD pair, route enumeration problem that all routes connecting an OD pair must be compared is encountered, and it is the critical reason causing computational failure because uncountable number of path may be enumerated as the scale of transportation network become bigger. The purpose of this study is to propose a method to enable UOTAM to reflect route perception cost without route enumeration between an O-D pair. For this purpose, this study defines a link as a least definition of path. Thus since each link can be treated as a path, in two links searching process of the link label based optimum path algorithm, the route enumeration between OD pair can be reduced the scale of finding optimum path to all links. The computational burden of this method is no more than link label based optimum path algorithm. Each different perception cost is embedded as a quantitative value generated by comparing the sub-path from the origin to the searching link and the searched link.

Robust Design Method for Complex Stochastic Inventory Model

  • Hwang, In-Keuk;Park, Dong-Jin
    • Proceedings of the Korean Operations and Management Science Society Conference
    • /
    • 1999.04a
    • /
    • pp.426-426
    • /
    • 1999
  • ;There are many sources of uncertainty in a typical production and inventory system. There is uncertainty as to how many items customers will demand during the next day, week, month, or year. There is uncertainty about delivery times of the product. Uncertainty exacts a toll from management in a variety of ways. A spurt in a demand or a delay in production may lead to stockouts, with the potential for lost revenue and customer dissatisfaction. Firms typically hold inventory to provide protection against uncertainty. A cushion of inventory on hand allows management to face unexpected demands or delays in delivery with a reduced chance of incurring a stockout. The proposed strategies are used for the design of a probabilistic inventory system. In the traditional approach to the design of an inventory system, the goal is to find the best setting of various inventory control policy parameters such as the re-order level, review period, order quantity, etc. which would minimize the total inventory cost. The goals of the analysis need to be defined, so that robustness becomes an important design criterion. Moreover, one has to conceptualize and identify appropriate noise variables. There are two main goals for the inventory policy design. One is to minimize the average inventory cost and the stockouts. The other is to the variability for the average inventory cost and the stockouts The total average inventory cost is the sum of three components: the ordering cost, the holding cost, and the shortage costs. The shortage costs include the cost of the lost sales, cost of loss of goodwill, cost of customer dissatisfaction, etc. The noise factors for this design problem are identified to be: the mean demand rate and the mean lead time. Both the demand and the lead time are assumed to be normal random variables. Thus robustness for this inventory system is interpreted as insensitivity of the average inventory cost and the stockout to uncontrollable fluctuations in the mean demand rate and mean lead time. To make this inventory system for robustness, the concept of utility theory will be used. Utility theory is an analytical method for making a decision concerning an action to take, given a set of multiple criteria upon which the decision is to be based. Utility theory is appropriate for design having different scale such as demand rate and lead time since utility theory represents different scale across decision making attributes with zero to one ranks, higher preference modeled with a higher rank. Using utility theory, three design strategies, such as distance strategy, response strategy, and priority-based strategy. for the robust inventory system will be developed.loped.

  • PDF

A Study on Industries's Leading at the Stock Market in Korea - Gradual Diffusion of Information and Cross-Asset Return Predictability- (산업의 주식시장 선행성에 관한 실증분석 - 자산간 수익률 예측 가능성 -)

  • Kim Jong-Kwon
    • Proceedings of the Safety Management and Science Conference
    • /
    • 2004.11a
    • /
    • pp.355-380
    • /
    • 2004
  • I test the hypothesis that the gradual diffusion of information across asset markets leads to cross-asset return predictability in Korea. Using thirty-six industry portfolios and the broad market index as our test assets, I establish several key results. First, a number of industries such as semiconductor, electronics, metal, and petroleum lead the stock market by up to one month. In contrast, the market, which is widely followed, only leads a few industries. Importantly, an industry's ability to lead the market is correlated with its propensity to forecast various indicators of economic activity such as industrial production growth. Consistent with our hypothesis, these findings indicate that the market reacts with a delay to information in industry returns about its fundamentals because information diffuses only gradually across asset markets. Traditional theories of asset pricing assume that investors have unlimited information-processing capacity. However, this assumption does not hold for many traders, even the most sophisticated ones. Many economists recognize that investors are better characterized as being only boundedly rational(see Shiller(2000), Sims(2201)). Even from casual observation, few traders can pay attention to all sources of information much less understand their impact on the prices of assets that they trade. Indeed, a large literature in psychology documents the extent to which even attention is a precious cognitive resource(see, eg., Kahneman(1973), Nisbett and Ross(1980), Fiske and Taylor(1991)). A number of papers have explored the implications of limited information- processing capacity for asset prices. I will review this literature in Section II. For instance, Merton(1987) develops a static model of multiple stocks in which investors only have information about a limited number of stocks and only trade those that they have information about. Related models of limited market participation include brennan(1975) and Allen and Gale(1994). As a result, stocks that are less recognized by investors have a smaller investor base(neglected stocks) and trade at a greater discount because of limited risk sharing. More recently, Hong and Stein(1999) develop a dynamic model of a single asset in which information gradually diffuses across the investment public and investors are unable to perform the rational expectations trick of extracting information from prices. Hong and Stein(1999). My hypothesis is that the gradual diffusion of information across asset markets leads to cross-asset return predictability. This hypothesis relies on two key assumptions. The first is that valuable information that originates in one asset reaches investors in other markets only with a lag, i.e. news travels slowly across markets. The second assumption is that because of limited information-processing capacity, many (though not necessarily all) investors may not pay attention or be able to extract the information from the asset prices of markets that they do not participate in. These two assumptions taken together leads to cross-asset return predictability. My hypothesis would appear to be a very plausible one for a few reasons. To begin with, as pointed out by Merton(1987) and the subsequent literature on segmented markets and limited market participation, few investors trade all assets. Put another way, limited participation is a pervasive feature of financial markets. Indeed, even among equity money managers, there is specialization along industries such as sector or market timing funds. Some reasons for this limited market participation include tax, regulatory or liquidity constraints. More plausibly, investors have to specialize because they have their hands full trying to understand the markets that they do participate in

  • PDF