• 전자공학회논문지A
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• 제32A권4호
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• pp.1-14
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• 1995

A new stochastic Petri nets model, called Stochastic Petri Nets Reward Model(SPNRM) is used for modeling and evaluating the performance of telecommunication protocols. We have developed a SPNRM of the TDX-10 Internal protocol, which has a packet data exchange facility between DCEs, Especially a timer and retransmission handling model is presented for error control of the data transmission phase. The stochastic Petri nets package(SPNP), a software package for SPNRM used in this paper, has been used to generate numerical results by analytical-numerical method rather than simulation. From the steady state solution of the net, it is possible to calculate automatically the performance measure of the protocol medeled with both end-to-end and link-by-link method, which are the mean response times and the throughputs.

• 한국소음진동공학회논문집
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• 제13권1호
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• pp.48-55
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• 2003

Hidden Markov Model(HMM) has a doubly embedded stochastic process with an underlying stochastic process that can be observed through another set of stochastic processes. This structure of HMM is useful for modeling vector sequence that doesn't look like a stochastic process but has a hidden stochastic process. So, HMM approach has become popular in various areas in last decade. The increasing popularity of HMM is based on two facts : rich mathematical structure and proven accuracy on critical application. In this paper, we applied continuous HMM (CHMM) approach with AR coefficient to detect and predict the chatter of lathe bite and to diagnose the wear of oil Journal bearing using rotor shaft displacement. Our examples show that CHMM approach is very efficient method for machine health monitoring and prediction.

• 경영과학
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• 제33권1호
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• pp.35-47
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• 2016

Generation of electricity using wind power has received considerable attention worldwide in recent years mainly due to its minimal environmental impact. However, volatility of wind power production causes additional problems to provide reliable electricity to an electrical grid regarding power system operations, power system planning, and wind farm operations. Those problems require appropriate stochastic models for the electricity generation output of wind power. In this study, we review previous literatures for developing the stochastic model for the wind power generation, and propose a systematic procedure for developing a stochastic model. This procedure shows a way to build an ARIMA model of volatile wind power generation using historical data, and we suggest some important considerations. In addition, we apply this procedure into a case study for a wind farm in the Republic of Korea, Shinan wind farm, and shows that our proposed model is helpful for capturing the volatility of wind power generation.

• 한국국방경영분석학회지
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• 제31권2호
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• pp.28-44
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• 2005

The previous studies approach the field artillery fire scheduling problem as deterministic and do not explicitly include information on the potential scenario changes. Unfortunately, the effort used to optimize fire sequences and reduce the total time of engagement is often inefficient as the collected military intelligence changes. Instead of modeling the fire sequencing problem as deterministic model, we consider a stochastic artillery fire scheduling model and devise a solution methodology to integrate possible enemy attack scenarios in the evaluation of artillery fire sequences. The goal is to use that information to find robust solutions that withstand disruptions in a better way, Such an approach is important because we can proactively consider the effects of certain unique scheduling decisions. By identifying more robust schedules, cascading delay effects will be minimized. In this paper we describe our stochastic model for the field artillery fire sequencing problem and offer revised robust stochastic model which considers worst scenario first. The robust stochastic model makes the solution more stable than the general two-stage stochastic model and also reduces the computational cost dramatically. We present computational results demonstrating the effectiveness of our proposed method by EVPI, VSS, and Variances.

• 한국측량학회지
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• 제33권2호
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• pp.123-129
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• 2015

알고리즘의 유연성 및 효율성으로 인해 GPS 이동측위 시 칼만필터가 주로 사용되어 왔으며 동시에 다양한 계통오차의 제거가 가능한 상대측위 기법이 널리 사용되어 왔다. 하지만 기선의 길이가 길어지게 되면 상대측위 기법을 사용하더라도 대기효과를 충분히 제거하기 어렵기 때문에 이 경우 제거되지 않고 남아 있는 대기효과를 상태벡터에 추가하여 추정을 하기도 한다. 칼만필터를 이용하는 경우 일반적으로 대기효과는 랜덤워크 혹은 일차가우스-마르코프 프로세스로 모델링하게 되는데 이때 프로세스 잡음에 대한 정확한 모델링이 필수적이다. 본 연구에서는 대기효과에 해당되는 프로세스 잡음 모델링을 위해 필요한 매개변수를 결정하였다. 이를 위해 이중차분 전리층 지연값과 천정방향 습윤지연값을 이용하여 실험적 자기상관함수를 계산하였으며 이를 통해 프로세스 잡음 모델링에 필요한 매개변수를 계산하였다. 결정된 매개변수값들은 유사한 대기환경에서 취득된 데이터에 대한 프로세스 잡음 모델링 시 직접 사용될 수 있으며 유사한 대기환경이 아닌 경우일 지라도 초기 근사값으로 활용될 수 있을 것이다.

• 한국측량학회:학술대회논문집
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• 한국측량학회 2005년도 Proceedings of Aisa-Pacific International Seminar on Geomatics
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• pp.51-62
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• 2005

• 한국정보통신학회논문지
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• 제19권12호
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• pp.2828-2835
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• 2015

본 논문에서는 다양한 다중화 모형과 논스톱 포워딩 기능이 네트워크 서비스의 가용도에 미치는 영향을 비교 분석한다. 다중화 모형 중 no redundancy, 2N redundancy, N-way redundancy, N-way active redundancy 모형에 대한 확률적 리워드 네트(Stochastic Reward Net, SRN) 모델을 설계하고, 각각의 모형에 대해 논스톱 포워딩 기능을 추가한 SRN 모델을 설계한다. 확률적 페트리 네트 패키지(Stochastic Petri Net Package, SPNP)를 활용하여 설계한 SRN 모델의 가용도를 구한다.

• 대한수학회지
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• 제57권5호
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• pp.1167-1186
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• 2020

This paper considers the case of pricing discretely-sampled variance swaps under the class of equity-interest rate hybridization. Our modeling framework consists of the equity which follows the dynamics of the Heston stochastic volatility model, and the stochastic interest rate is driven by the Cox-Ingersoll-Ross (CIR) process with full correlation structure imposed among the state variables. This full correlation structure possesses the limitation to have fully analytical pricing formula for hybrid models of variance swaps, due to the non-affinity property embedded in the model itself. We address this issue by obtaining an efficient semi-closed form pricing formula of variance swaps for an approximation of the hybrid model via the derivation of characteristic functions. Subsequently, we implement numerical experiments to evaluate the accuracy of our pricing formula. Our findings confirm that the impact of the correlation between the underlying and the interest rate is significant for pricing discretely-sampled variance swaps.

• 한국콘텐츠학회:학술대회논문집
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• 한국콘텐츠학회 2007년도 추계 종합학술대회 논문집
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• pp.197-200
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• 2007

동적 전력 관리는 서로 다른 전력소모를 갖는 전력상태들을 시스템 구성 요소에 할당하고 상황별로 전력상태를 관리함으로써 시스템의 전력 소모를 현저하게 줄여줄 수 있다. 전력관리의 주 기능은 구성요소의 상태천이를 언제 수행하느냐 이며 이를 위하여 추계적 프로세스에 기반한 동적 전력관리 모델을 개발한다. 동적 모델은 시스템 큐와 다양한 모델링 기능을 표현할 수 있는 페트리 네트의 확장형인 SRN(Stochastic Reward Nets)을 이용하여 개발되며 성능분석을 함께 수행한다.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1999년도 하계학술대회 논문집 A
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• pp.200-202
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• 1999

A method of stochastic finite element analysis is developed for yield a uncertainty of engineering problems. Where, a stochastic finite-element method for shapes modeling is proposed a6 a means to solve the models with the uncertainty and variety. This method is based on the probability and illustrated by a first-Order Second-Moment Method and considering the covariance of random variables. The validity and accuracy of the stochastic finite element method is verified through comparing with those solved by the conventional 2-D finite element method.