• Title/Summary/Keyword: stochastic modeling

Search Result 322, Processing Time 0.033 seconds

Determination of Economic Inventory Quantity under Probabilistic Demands and Cancellation of Orders in Production System with Two Different Production Speeds (이중생산속도를 가지는 생산시스템에서 확률적인 수요와 주문취소를 고려한 경제적 재고량 결정)

  • Lim, Si Yeong;Hur, Sun;Park, You-Jin
    • Journal of Korean Institute of Industrial Engineers
    • /
    • v.40 no.3
    • /
    • pp.313-320
    • /
    • 2014
  • We consider the problem to find economic inventory quantity of a single commodity under stochastic demands and order cancellation. In contrast to the traditional economic production quantity (EPQ) model, we assume that once the amount of inventory reaches to a predetermined level of quantity then the production is not halted but its production speed decreases until the inventory level drops to zero. We establish two probabilistic models representing the behaviors of both the high-production period and low-production period, respectively, and derive the relationship between the level of inventory and costs of production, cancellation, and holding, from which the quantity of economic inventory is obtained.

Analysis Task Scheduling Models based on Hierarchical Timed Marked Graph

  • Ro, Cheul-Woo;Cao, Yang
    • International Journal of Contents
    • /
    • v.6 no.3
    • /
    • pp.19-24
    • /
    • 2010
  • Task scheduling is an integrated component of computing with the emergence of grid computing. In this paper, we address two different task scheduling models, which are static Round-Robin (RR) and dynamic Fastest Site First (FSF) task scheduling method, using extended timed marked graphs, which is a special case of Stochastic Petri Nets (SPN). Stochastic reward nets (SRN) is an extension of SPN and provides compact modeling facilities for system analysis. We build hierarchical SRN models to compare two task scheduling methods. The upper level model simulates task scheduling and the lower level model implements task serving process for different sites with multiple servers. We compare these two models and analyze their performances by giving reward measures in SRN.

A Study on Class Extraction Based on Multiply-Selectable Stochastic Refinement Decision and Semantic Modeling for Re-engineering of Procedural S/W (절차중심 S/W의 재공학을 위한 다중선택 확률론적인 정제 결정의 모델링에 기반한 클래스 추출에 관한 연구)

  • 박성옥;이문근
    • Proceedings of the Korean Information Science Society Conference
    • /
    • 1998.10b
    • /
    • pp.508-510
    • /
    • 1998
  • 기존의 절차 지향 프로그램을 이해하고 유지.보수하기 위해서는 많은 비용이 필요하다. 이러한 절차 지향 프로그램에서 객체/클래스를 추출한다면 프로그램을 이해하고 유지.보수하는데 많은 비용을 절감할 수 있을 뿐 아니라, 객체 지향 프로그램으로 변환하는데 많은 도움이 된다. 본 논문에서는 객체/클래스를 추출하기 위한 절차와 구조를 제시하였다. 객체/클래스 추출기는 Clustering Engine, Stochastic Refinement and Decision Engine, Domain Modelling와 Comparison and Intergration Engine의 4부분으로 구성된다. 이러한 과정을 거치면서 기존의 연구 방법과는 다르게 가중치 주는 기준, 다중 객체 후보, 통계적 방법으로의 정재와 결정, 요구사항의 의미적 관점에 기초한 방법을 사용하였다.

Development of Distributed Interactive Stochastic Combat Simulation (DISCSIM) Model (확률적 전투모형과 분산 네트워크 적용)

  • Hong, Yoon-Gee;Kwon, Soon-Jong
    • Proceedings of the Korea Society for Simulation Conference
    • /
    • 1999.10a
    • /
    • pp.210-216
    • /
    • 1999
  • Todays computer communication technology let people to do many unrealistic things possible and the use of those technologies is becoming increasingly prevalent throughout the military operation. Both DIS and ADS are welled defined computer aided military simulations. This study discusses a simulation of stochastic combat network modeling through Internet. We have developed two separate simulation models, one for clients and another for server, and validated for conducting studies with these two models. The object-oriented design was necessary to define the system entities and their relationship, to partition functionality into system entities, and to transform functional metrics into realizations derived from system component behaviors. Heterogeneous forces for each side are assumed at any battle node. The time trajectories for mean number of survivors at each node, some important combat measures, and relative difference computations between models were made. We observe and may conclude that the differences exist and some fo these are significant based on a limited number of experiments.

  • PDF

Modeling of Hydrologic Time Series using Stochastic Neural Networks Approach (추계학적 신경망 접근법을 이용한 수문학적 시계열의 모형화)

  • Kim, Seong-Won;Kim, Jeong-Heon;Park, Gi-Beom
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2010.05a
    • /
    • pp.1346-1349
    • /
    • 2010
  • The goal of this research is to apply the neural networks models for the disaggregation of the pan evaporation (PE) data, Republic of Korea. The neural networks models consist of generalized regression neural networks model (GRNNM) and multilayer perceptron neural networks model (MLP-NNM), respectively. The disaggregation means that the yearly PE data divides into the monthly PE data. And, for the performances of the neural networks models, they are 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 GRNNM and MLP-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.

  • PDF

Stochastic Combat Simulation with Variable Hit Probabilities (명중확률의 변화를 고려한 확률과정 전투 시뮬레이션)

  • 홍윤기
    • Journal of the military operations research society of Korea
    • /
    • v.27 no.2
    • /
    • pp.76-87
    • /
    • 2001
  • The effect of variable hit probabilities in the stochastic duel are examined. The objective of this study is to evaluate the outcomes of combat under the situations which we assume either round dependent hit probabilities or time dependent hit probabilities. Due to the complexity of an analytic approach to large-sized battles, a simulation modeling technique has been introduced. several specific examples are demonstrated fire allocation strategies. Output measures are compared among cases each with its own type of hit probability fashion such as constant, round to round, or time dependent manners. For these specific cases, the advantages of round to round improvement or increasing function of time for the hit probability are displayed.

  • PDF

Robust Kalman Filter Design via Selecting Performance Indices (성능지표 선정을 통한 강인한 칼만필터 설계)

  • Jung Jongchul;Huh Kunsoo
    • Transactions of the Korean Society of Mechanical Engineers A
    • /
    • v.29 no.1 s.232
    • /
    • pp.59-66
    • /
    • 2005
  • In this paper, a robust stationary Kalman filter is designed by minimizing selected performance indices so that it is less sensitive to uncertainties. The uncertainties include not only stochastic factors such as process noise and measurement noise, but also deterministic factors such as unknown initial estimation error, modeling error and sensing bias. To reduce the effect on the uncertainties, three performance indices that should be minimized are selected based on the quantitative error analysis to both the deterministic and the stochastic uncertainties. The selected indices are the size of the observer gain, the condition number of the observer matrix, and the estimation error variance. The observer gain is obtained by optimally solving the multi-objectives optimization problem that minimizes the indices. The robustness of the proposed filter is demonstrated through the comparison with the standard Kalman filter.

Dynamic and Stochastic Modeling of Litten´s space Inertial Reference Unit(SIRU)

  • Park, H.T.;K.Y Yong;B.S. Suk
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2001.10a
    • /
    • pp.167.4-167
    • /
    • 2001
  • Accurate mathematical models of spacecraft components are an essential of spacecraft attitude control system design, analysis and simulation. Gyro is one of the most important spacecraft components used for attitude propagation and control. Gyro errors may seriously degrade the accuracy of the calculated spacecraft angular rate and of attitude estimates due to inherent drift and bias errors. In this paper, a detailed mathematical model of gyro containing the relationships for predicting spacecraft angular rate and disturbances is proposed. Stochastic model describing random drift behavior is discussed in frequency domain and time domain. In order to illustrate this approach, we analyze the behavior for Litton´s Space Inertial Reference Uint(SIRU).

  • PDF

Direct Depth and Color-based Environment Modeling and Mobile Robot Navigation (스테레오 비전 센서의 깊이 및 색상 정보를 이용한 환경 모델링 기반의 이동로봇 주행기술)

  • Park, Soon-Yong;Park, Mignon;Park, Sung-Kee
    • The Journal of Korea Robotics Society
    • /
    • v.3 no.3
    • /
    • pp.194-202
    • /
    • 2008
  • This paper describes a new method for indoor environment mapping and localization with stereo camera. For environmental modeling, we directly use the depth and color information in image pixels as visual features. Furthermore, only the depth and color information at horizontal centerline in image is used, where optical axis passes through. The usefulness of this method is that we can easily build a measure between modeling and sensing data only on the horizontal centerline. That is because vertical working volume between model and sensing data can be changed according to robot motion. Therefore, we can build a map about indoor environment as compact and efficient representation. Also, based on such nodes and sensing data, we suggest a method for estimating mobile robot positioning with random sampling stochastic algorithm. With basic real experiments, we show that the proposed method can be an effective visual navigation algorithm.

  • PDF

Windborne debris risk analysis - Part I. Introduction and methodology

  • Lin, Ning;Vanmarcke, Erik
    • Wind and Structures
    • /
    • v.13 no.2
    • /
    • pp.191-206
    • /
    • 2010
  • Windborne debris is a major cause of structural damage during severe windstorms and hurricanes owing to its direct impact on building envelopes as well as to the 'chain reaction' failure mechanism it induces by interacting with wind pressure damage. Estimation of debris risk is an important component in evaluating wind damage risk to residential developments. A debris risk model developed by the authors enables one to analytically aggregate damage threats to a building from different types of debris originating from neighboring buildings. This model is extended herein to a general debris risk analysis methodology that is then incorporated into a vulnerability model accounting for the temporal evolution of the interaction between pressure damage and debris damage during storm passage. The current paper (Part I) introduces the debris risk analysis methodology, establishing the mathematical modeling framework. Stochastic models are proposed to estimate the probability distributions of debris trajectory parameters used in the method. It is shown that model statistics can be estimated from available information from wind-tunnel experiments and post-damage surveys. The incorporation of the methodology into vulnerability modeling is described in Part II.