• 제목/요약/키워드: stochastic modeling

검색결과 322건 처리시간 0.036초

절삭가공시 절삭력 신호의 카오스적거동에 관한 규명 (Verification on Chaotic Behavior of Cutting Force in Metal Cutting)

  • 구세진
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 1996년도 추계학술대회 논문
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    • pp.96-100
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    • 1996
  • So far the analysis and modeling of cutting process is studied commonly assumed as being linear stochastic or chaotic without experimental verification. So we verified force signals of cutting process(ball end-milling) is low-dimensional chaos by calculating Lyapunov Exponents. reconstructing attractor using time delay coordinates and calcula-ting it's fractal dimension.

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추계적 고장률의 시계열 모델링 (Time Series Modeling of Stochastic Failure Rates)

  • Sungwoon Choi
    • 산업경영시스템학회지
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    • 제21권47호
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    • pp.69-85
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    • 1998
  • 본 연구에서는 부품 및 시스템 고장률 모형에 대한 추계적 과정 접근법을 제시하고 기존의 이론 분포 중심 접근법에서 탈피하여 부품고장률을 시계열 모형으로 설정하고 이에 따른 복합시스템 고장율의 선형결합에 대한 모델을 제시하며 주요 모델에 대한 수치예를 든다. 또한 Burn-In 테스트에 사용되는 욕조(Bathtub) 고장률 모형에 대한 기존의 혼합분포 접근법의 대체 방법으로 비선형 시계열 모형을 제안한다.

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Improved Excitation Modeling for Low-Rate CELP Speech Coding

  • Kwon, Chul-Hong
    • The Journal of the Acoustical Society of Korea
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    • 제18권2E호
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    • pp.24-30
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    • 1999
  • In this paper, we propose a weighting dependent mixed source model (WD-MSM) coder that is an improved version of a CELP-based mixed source model (C-MSM) coder. The coder classifies speech segments into three types : voiced, unvoiced and mixed. The excitation for a voiced frame is an adaptive source, and the excitation for an unvoiced frame is a stochastic source. The coder has a modified mixed source for a mixed frame. We apply different weighting functions for three classes. Simulation results show that the proposed coder at 4 kbits/s yields very good performance both subjectively and objectively.

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산지사면의 실측토양수분을 이용한 전이함수 모형의 적용 (Transfer Functional Modeling Using Soil Moisture Measurements at a Steep Forest Hillslope)

  • 김상현
    • 한국환경과학회지
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    • 제22권4호
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    • pp.415-424
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    • 2013
  • In this paper, time series of soil moisture were measured for a steep forest hillslope to model and understand distinct hydrological behaviours along two different transects. The transfer function analysis was presented to characterize temporal response patterns of soil moisture for rainfall events. The rainfall is a main driver of soil moisture variation, and its stochastic characteristic was properly treated prior to the transfer function delineation between rainfall and soil moisture measurements. Using field measurements for two transects during the rainy season in 2007 obtained from the Bumrunsa hillslope located in the Sulmachun watershed, a systematic transfer functional modeling was performed to configure the relationships between rainfall and soil moisture responses. The analysis indicated the spatial variation pattern of hillslope hydrological processes, which can be explained by the relative contribution of vertical, lateral and return flows and the impact of transect topography.

Selection of Optimal Values in Spatial Estimation of Environmental Variables using Geostatistical Simulation and Loss Functions

  • Park, No-Wook
    • 한국지구과학회지
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    • 제31권5호
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    • pp.437-447
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    • 2010
  • Spatial estimation of environmental variables has been regarded as an important preliminary procedure for decision-making. A minimum variance criterion, which has often been adopted in traditional kriging algorithms, does not always guarantee the optimal estimates for subsequent decision-making processes. In this paper, a geostatistical framework is illustrated that consists of uncertainty modeling via stochastic simulation and risk modeling based on loss functions for the selection of optimal estimates. Loss functions that quantify the impact of choosing any estimate different from the unknown true value are linked to geostatistical simulation. A hybrid loss function is especially presented to account for the different impact of over- and underestimation of different land-use types. The loss function-specific estimates that minimize the expected loss are chosen as optimal estimates. The applicability of the geostatistical framework is demonstrated and discussed through a case study of copper mapping.

함포교전 시뮬레이션 시스템 (Gun-oriented Engagement Simulation System)

  • 이동훈;김철호;김태수
    • 한국군사과학기술학회지
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    • 제10권1호
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    • pp.78-85
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    • 2007
  • A gun is still one of the major weapons of a combat ship. To assess the ship's fire control capability which is influenced by tracking system, fire control algorithm, gun, the ship itself, target behavior, environment and engagement situation, simulation system for gun-oriented engagement for surface ship is needed. This paper proposes the process for designing and implementing a gun-oriented engagement simulation system using DEVS(Discrete Event Simulation Specification), which is a formalism based on the set theory. It consists of the following activities : 1) analyzing the characteristics of a gun-oriented engagement, 2) constructing the deterministic model of the combat ship of study with DEVS, 3) modeling properties of each entity showing as stochastic errors. With this process, the gun-oriented engagement simulation system is developed and applied for the combat system under development.

Combined Discrete-Continuous Modeling for Supply Chain Simulation

  • Cho, Min-Kwan;Lee, Young-Hae;Kim, Seo-Jin
    • 한국시뮬레이션학회:학술대회논문집
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    • 한국시뮬레이션학회 2001년도 The Seoul International Simulation Conference
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    • pp.405-424
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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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도시 간선도로 교통류관리를 위한 교통모형의 개발 및 검증 (Development and Test of a Macro Traffic Simulation Model for Urban Traffic Management)

  • 이인원
    • 대한교통학회지
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    • 제13권4호
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    • pp.79-103
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    • 1995
  • The elasticity of a model is considered most important. Without showing the proper elasticity any model cannot provide useful information for decision making. This paper demonstrates a macro model which can generate dynamic transport informations every 15 minutes. Without the Wardrop principles and the monotonicity assumptions for the link travel time and link volume relationship, the basic elements of this new modeling approache are composed of link density simulation, stochastic incremental route choice, departure time choice, destination choice and mode choice. The elasticity of the proposed model is examined based on elasticity equations and simulation results. Also the transferability from a mega city like Seoul to a big city like Daejon is demonstrated for the choice model. The issues centering around the dynamic relations among density(k), speed(u), and flow rate(v) are also discussed for the modeling of highly congested situations.

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An Adaptive Recommendation System for Personalized Stock Trading Advice Using Artificial Neural Networks

  • Kaensar, Chayaporn;Chalidabhongse, Thanarat
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2005년도 ICCAS
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    • pp.931-934
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    • 2005
  • This paper describes an adaptive recommendation system that provides real-time personalized trading advice to the investors based on their profiles and trading information environment. A proposed system integrates Stochastic technical analysis and artificial neural network that incorporates an adaptive user modeling. The user model is constructed and updated based on initial user profile and recorded user interactions with the system. The information presented to each individual user is also tailor-made to fit the user's behavior and preference. A system prototype was implemented in JAVA. Experiments used to evaluate the system's performance were done on both human subjects and synthetic users. The results show our proposed system is able to rapidly learn to provide appropriate advice to different types of users.

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칼만-버쉬 필터 이론 기반 미분 신경회로망 학습 (Learning of Differential Neural Networks Based on Kalman-Bucy Filter Theory)

  • 조현철;김관형
    • 제어로봇시스템학회논문지
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    • 제17권8호
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    • pp.777-782
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    • 2011
  • Neural network technique is widely employed in the fields of signal processing, control systems, pattern recognition, etc. Learning of neural networks is an important procedure to accomplish dynamic system modeling. This paper presents a novel learning approach for differential neural network models based on the Kalman-Bucy filter theory. We construct an augmented state vector including original neural state and parameter vectors and derive a state estimation rule avoiding gradient function terms which involve to the conventional neural learning methods such as a back-propagation approach. We carry out numerical simulation to evaluate the proposed learning approach in nonlinear system modeling. By comparing to the well-known back-propagation approach and Kalman-Bucy filtering, its superiority is additionally proved under stochastic system environments.