• Title/Summary/Keyword: stochastic modeling

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The 3rd order GPS Network Adjustment to Determine KGD2002 Coordinate Sets (GPS망조정에 의한 세계측지계의 3등기준점 성과산정)

  • Lee, Young-Jin;Lee, Hung-Kyu;Jeong, Kwang-Ho;Song, Jun-Ho
    • Proceedings of the Korean Society of Surveying, Geodesy, Photogrammetry, and Cartography Conference
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    • 2007.04a
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    • pp.81-84
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    • 2007
  • This paper describes general procedure and results of the GPS 3rd odor network adjustment which has been carried out for determining coordinates sets with respect to new Korean Geodetic Datum, so-call Korean Geodetic Datum 2002 (KGD 2002). The adjustment begins with minimally constrained adjustments with respect to each of the 69 campaign networks. This was followed by constructing and adjusting sixteen block network. After detecting and removing outliers in the observation file, an attempt was made by applying the empirical stochastic modeling techniques used in the 2nd order network adjustment, so as to determine the magnitude of absolute and relative error for the estimated baseline vector from the GPS data processing. The over constrained adjustment were, in sequence, performed against each of the block network. In this adjustment, both of the 2nd order control points in the block network and the 3rd order control points overlapped with adjacent network whose coordinates were already determined from a preceding adjustment. The final adjustment results have shown that the accuracy of the 3rd order network adjustment was better than 1cm and 2cm in horizontal and vertical component, respectively.

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Rain-wind induced vibration of inclined stay cables -Part II: Mechanical modeling and parameter characterisation

  • Cosentino, Nicola;Flamand, Olivier;Ceccoli, Claudio
    • Wind and Structures
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    • v.6 no.6
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    • pp.485-498
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    • 2003
  • This paper presents a mechanical model of Rain-Wind Induced Vibration (RWIV) of stay cables. It is based on the physical interpretation of the phenomenon as given in Cosentino, et al. (2003, referred as Part I). The model takes into account all the main forces acting on cable, on the upper water rivulet (responsible of the excitation) and the cable-rivulet interaction. It is a simplified (cable cross-sectional and deterministic) representation of the actual (stochastic and three-dimensional) phenomenon. The cable is represented by its cross section and it is subjected to mechanical and aerodynamic (considering the rivulet influence) forces. The rivulet is supposed to oscillate along the cable circumference and it is subjected to inertial and gravity forces, pressure gradients and air-water-cable frictions. The model parameters are calibrated by fitting with experimental results. In order to validate the proposed model and its physical basis, different conditions (wind speed and direction, cable frequency, etc.) have been numerically investigated. The results, which are in very good agreement with the RWIV field observations, confirm the validity of the method and its engineering applicability (to evaluate the RWIV sensitivity of new stays or to retrofit the existing ones). Nevertheless, the practical use of the model probably requires a more accurate calibration of some parameters through new and specifically oriented wind tunnel tests.

A Study on the Voltage Stabilization Method of Distribution System Using Battery Energy Storage System and Step Voltage Regulator

  • Kim, Byung-ki;Park, Jae-Beom;Choi, Sung-Sik;Jang, Moon-Seok;Rho, Dae-Seok
    • Journal of Electrical Engineering and Technology
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    • v.12 no.1
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    • pp.11-18
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    • 2017
  • In order to maintain customer voltages within the allowable limit($220{\pm}13V$) as much as possible, tap operation strategy of SVR(Step Voltage Regulator) which is located in primary feeder, is widely used for voltage control in the utilities. However, SVR in nature has operation characteristic of the delay time ranging from 30 to 150 sec, and then the compensation of BESS (Battery Energy Storage System) during the delay time is being required because the customer voltages in distribution system may violate the allowable limit during the delay time of SVR. Furthermore, interconnection of PV(Photovoltaic) system could make a difficultly to keep customer voltage within the allowable limit. Therefore, this paper presents an optimal coordination operation algorithm between BESS and SVR based on a conventional LDC (Line Drop Compensation) method which is decided by stochastic approach. Through the modeling of SVR and BESS using the PSCAD/EMTDC, it is confirmed that customer voltages in distribution system can be maintained within the allowable limit.

The Impact of Climate Change on the Dynamics of Soil Water and Plant Water Stress (토양수분과 식생 스트레스 동역학에 기후변화가 미치는 영향)

  • Han, Su-Hee;Kim, Sang-Dan
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.52-56
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    • 2009
  • In this study a dynamic modeling scheme is presented to derive the probabilistic structure of soil water and plant water stress when subject to stochastic precipitation conditions. The newly developed model has the form of the Fokker-Planck equation, and its applicability as a model for the probabilistic evolution of the soil water and plant water stress is investigated under climate change scenarios. This model is based on the cumulant expansion theory, and has the advantage of providing the probabilistic solution in the form of probability distribution function (PDF), from which one can obtain the ensemble average behavior of the dynamics. The simulation result of soil water confirms that the proposed soil water model can properly reproduce the results obtained from observations, and it also proves that the soil water behaves with consistent cycle based on the precipitation pattern. The plant water stress simulation, also, shows two different PDF patterns according to the precipitation. Moreover, with all the simulation results with climate change scenarios, it can be concluded that the future soil water and plant water stress dynamics will differently behave with different climate change scenarios.

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Impact of the Change in Market Conditions on a Test for Market Cointegration (시장여건의 변화가 시장통합의 검정에 미치는 영향)

  • Kim, Tae-Ho
    • The Korean Journal of Applied Statistics
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    • v.24 no.1
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    • pp.103-114
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    • 2011
  • Current series for testing stock market cointegrations tend to be restricted to analyzing the relations between stock market prices and may not be able to understand the whole picture of the variations in the stock market system. The nature of the variations in the stock prices, between the countries that experienced economic crisis and those did not, are different for a certain period of time, and accordingly excluding the potentially important variables in the stock market system causes statistical bias. This study considers domestic foreign exchange markets and financial markets in testing for the cointegrating relations of the stock prices in Korea and major investing countries. The results demonstrate the possibility of specification errors unless those markets are included in the statistical modeling process.

Performance Analysis of the Flexible Manufacturing System According to the Strategy of Material Handling System Using Moment Generating Function Based Approach (모멘트 생성 함수 기법을 이용한 물류 운반 시스템 이용에 따른 유연 생산 시스템의 성능 해석)

  • 양희구;김종원
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1995.10a
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    • pp.1186-1190
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    • 1995
  • This paper is focused on the formulation of explicit closed-form functions describing the performance measures of the general flexible manufacturing system (FMS)according to the strategy of material handling system(MHS). the performance measures such as the production rate, the production lead-time and the utilization rate of the general FMS are expressed, respectively, as the explicit closed-form functions of the part processing time, the service rate of the material handling system (MHS) and the number of machine tools in the FMS. For this, the gensral FMS is presented as a generalized stochastic Petri net model, then, the moment generating function (MGF) based approach is applied to obtain the steady-state probabity formulation. Based on the steady-state formulation, the explicit closed-form functions for performance measures of the probability FMS can be obtained. Finally, the analytical results are compared with the Petri net simulation results to verify the validity of the suggested method. The paper is of significance in the sense that it provides a comprehensive formula for performance measures of the FMS even to the industry engineers and academic reademic resuarchers who have no background on Markov chain analysis method or Petrinet modeling

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Application of FE approach to deformation analysis of RC elements under direct tension

  • Jakubovskis, Ronaldas;Kupliauskas, Rimantas;Rimkus, Arvydas;Gribniak, Viktor
    • Structural Engineering and Mechanics
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    • v.68 no.3
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    • pp.345-358
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    • 2018
  • Heterogeneous structure and, particularly, low resistance to tension stresses leads to different mechanical properties of the concrete in different loading situations. To solve this problem, the tension zone of concrete elements is reinforced. Development of the cracks, however, becomes even more complicated in the presence of bar reinforcement. Direct tension test is the common layout for analyzing mechanical properties of reinforced concrete. This study investigates scatter of the test results related with arrangement of bar reinforcement. It employs results of six elements with square $60{\times}60mm$ cross-section reinforced with one or four 5 mm bars. Differently to the common research practice (limited to the average deformation response), this study presents recordings of numerous strain gauges, which allows to monitor/assess evolution of the deformations during the test. A simple procedure for variation assessment of elasticity modulus of the concrete is proposed. The variation analysis reveals different deformation behavior of the concrete in the prisms with different distribution of the reinforcement bars. Application of finite element approach to carefully collected experimental data has revealed the effects, which were neglected during the test results interpretation stage.

Mathematical Review on the Local Linearizing Method of Drift Coefficient (추세계수 국소선형근사법의 특성과 해석)

  • Yoon, Min;Choi, Young-Soo;Lee, Yoon-Dong
    • The Korean Journal of Applied Statistics
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    • v.21 no.5
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    • pp.801-811
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    • 2008
  • Modeling financial phenomena with diffusion processes is a commonly used methodology in the area of modern finance. Recently, various types of diffusion models have been suggested to explain the specific financial processes, and their related inference methodology have been also developed. In particular, likelihood methods for the efficient and accurate inference have been explored in various ways. In this paper, we review the mathematical properties of an approximated likelihood method, which is obtained by linearizing the drift coefficient of a diffusion process.

Determination of the profit-maximizing configuration for the modular cell manufacturing system using stochastic process (실시간 고장포용 생산시스템의 적정 성능 유지를 위한 최적 설계 기법에 관한 연구)

  • Park, Seung-Kyu
    • Journal of Institute of Control, Robotics and Systems
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    • v.5 no.5
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    • pp.614-621
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    • 1999
  • In this paper, the analytical appproaches are presented for jointly determining the profit-miximizing configuration of the fault-tolerance real time modular cell manufacturing system. The transient(time-dependent) analysis of Markovian models is firstly applied to modular cell manufacturing system from a performability viewpoint whose modeling advantage lies in its ability to express the performance that truly matters - the user's perception of it - as well as various performance measures compositely in the context of application. The modular cells are modeled with hybrid decomposition method and then availability measures such as instantaneous availability, interval availability, expected cumulative operational time are evaluated as special cases of performability. In addition to this evaluation, sensitivity analysis of the entire manufacturing system as well as each machining cell is performed, from which the time of a major repair policy and the optimal configuration among the alternative configurations of the system can be determined. Secondly, the recovery policies from the machine failures by computing the minimal number of redundant machines and also from the task failures by computing the minimum number of tasks equipped with detection schemes of task failure and reworked upon failure detection, to meet the timing requirements are optimized. Some numerical examples are presented to demonstrate the effectiveness of the work.

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Comparison of model selection criteria in graphical LASSO (그래프 LASSO에서 모형선택기준의 비교)

  • Ahn, Hyeongseok;Park, Changyi
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.4
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    • pp.881-891
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    • 2014
  • Graphical models can be used as an intuitive tool for modeling a complex stochastic system with a large number of variables related each other because the conditional independence between random variables can be visualized as a network. Graphical least absolute shrinkage and selection operator (LASSO) is considered to be effective in avoiding overfitting in the estimation of Gaussian graphical models for high dimensional data. In this paper, we consider the model selection problem in graphical LASSO. Particularly, we compare various model selection criteria via simulations and analyze a real financial data set.