• Industrial Engineering and Management Systems
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• 제1권1호
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• pp.87-92
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• 2002

A stochastic process {$A_n$, n = 1, 2, ...} is an arithmetic process (AP) if there exists some real number, d, so that {$A_n$ + (n-1)d, n =1, 2, ...} is a renewal process (RP). AP is a stochastically monotonic process and can be used for modeling a point process, i.e. point events occurring in a haphazard way in time (or space), especially with a trend. For example, the vents may be failures arising from a deteriorating machine; and such a series of failures id distributed haphazardly along a time continuum. In this paper, we discuss estimation procedures for an AP, similar to those for a geometric process (GP) proposed by Lam (1992). Two statistics are suggested for testing whether a given process is an AP. If this is so, we can estimate the parameters d, ${\mu}_{A1}$ and ${\sigma}^{2}_{A1}$ of the AP based on the techniques of simple linear regression, where ${\mu}_{A1}$ and ${\sigma}^2_{A1}$ are the mean and variance of the first random variable $A_1$ respectively. In this paper, the procedures are, for the most part, discussed in reliability terminology. Of course, the methods are valid in any area of application, in which case they should be interpreted accordingly.

• 대한전기학회논문지:전력기술부문A
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• 제48권8호
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• pp.996-1003
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• 1999

This paper propose a position-speed controller with an estimator which can estimate states and disturbance. The overall control system consists of two parts: the position-speed controller and an estimator. The Kalman filter applied as state-feedback controller is an optimal state estimator applied to a dynamic system that involves random perturbations and gives a linear, unbiased and minimum error variance recursive algorithm to optimally estimate the unknown state. Therefore, we consider the error problem about the servo system modeling and the measurement noise as a stochastic system and implement a optimal state observer, and enhance the estimate performance of position and speed using that. Using two-degree-of freedom(TDOF) conception, we design the command input response and the closed loop characteristics independently. The servo system is to improve the closed loop characteristics without affecting the command imput response. The characteristics of the closed loop system is improved by suppressing disturbance torque effectively with the disturbance observer using a inverse-transfer matrix. Therefore, the performance of overall position-speed controller is enhanced. Finally, the performance of the proposed controller is exemplified by some simulations and by applying the real servo system.

• 물과 미래
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• 제24권4호
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• pp.59-66
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• 1991

단기간의 실측자료를 이용하여 다변량 추계학적 모형에 의해 월유량 자료를 모의발생 시키는 목적은 수자원 시스템의 운영 조작 방침을 결정하기 위한 풍부한 입력자료를 제공하는데 있다. 본연구에서는 2종류의 다변량 모형(Thomas-Fiering 과 Matalas)을 서로 근접해 있는 두 지점에 적용하여 각각의 모형에 의한 모의 결과의 우수성과 적용가능성을 검토하여 보았으며, 이를 위해 모멘트법과 Fourier 분석에 의한 실측자료의 통계특성치를 구하였으며 비교의 기준으로는 실측치와 모의발생 자료의 통계특성을 이용하였다. 본 연구에 사용한 자료를 이용한 연구분석결과로는 다변량 Matalas 모형이 좀더 좋은 결과를 얻을 수 있었으며 변수추정도 수월함을 보였다.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2019년도 학술발표회
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• pp.224-224
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• 2019

국제기상기구의 Global Framework for Climate Services (GFCS)의 관점에서 살펴보면 국내의 기상 기후 정보는 기상청을 중심으로 관측 자료와 중장기 예측 및 기후변화 시나리오 정보 등의 다양한 시간규모로 생산되고 있다. 하지만 사용자가 직접적으로 다양한 기후정보를 상세화하여 활용하기 위해서는 기후정보의 구축 및 전처리를 수행해야하는 어려움이 있다. 따라서 APEC Climate Center (APCC)에서 다학제 융합 기반 기후정보 서비스를 중심으로 사용자 인터페이스 플랫폼 (User Interface Platform: UIP)의 기술적 플랫폼으로 APCC Integrated Modeling Solution (AIMS)를 개발하였다. AIMS는 사용자의 관점으로 상세화를 수행할 수 있고, 다양한 응용 분야에 적용하기 쉽게 데이터를 생성하여 연구에 도움을 주고 있다. 본 연구는 AIMS에서 제공하고 있는 기존의 국가별로 제공하는 제 5차 결합 기후모델 비교사업 (The $5^{th}$ phase of the coupled model intercomparision project, CMIP5)에서 해석한 전구기후모델 (General Circulation Model, GCM)의 통계적 상세화 방법인 Simple Quantile Mapping (SQM)과 Spatial Disaggregation Quantile Delta Mapping (SDQDM)를 포함하여 AIMS에 새롭게 추가 된 통계적 상세화 방법인 Bias Correction and Stochastic Analog (BCSA) 방법을 소개하고자 한다. 또한 60개의 종관기상관측 (Automated Surface Observing System, ASOS)자료를 중심으로 생성한 세 가지 통계적 상세화방법의 과거재현성과 RCP4.5, RCP8.5 시나리오를 활용한 미래 불확실성 평가 결과를 이용하여 연구자들의 맞춤형 자료를 생산하고 평가하는데 도움을 줌으로써 다양한 기후자료의 효과적인 활용이 가능할 것으로 기대된다.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제13권8호
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• pp.3880-3899
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• 2019

Distributive desynchronization algorithms based on pulse-coupled oscillator (PCO) models have been proposed for achieving collision-free wireless transmissions. These algorithms do not depend on a global clock or infrastructure overheads. Moreover, they gradually converge to fair time-division multiple access (TDMA) scheduling by broadcasting a periodic pulse signal (called a 'firing') and adjusting the next firing time based on firings from other nodes. The time required to achieve constant spacing between phase neighbors is estimated in a closed form or via stochastic modeling. However, because these algorithms cannot guarantee the completion of desynchronization in a short and bounded timeframe, they are not practical. Motivated by the limitations of these methods, we propose a practical solution called PD-DESYNC that provides a short and deterministic convergence time using a flag firing to indicate the beginning of a cycle. We demonstrate that the proposed method guarantees the completion of desynchronization within three cycles, regardless of the number of nodes. Through extensive simulations and experiments, we confirm that PD-DESYNC not only outperforms other algorithms in terms of convergence time but also is a practical solution.

• Nuclear Engineering and Technology
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• 제51권6호
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• pp.1616-1625
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• 2019

Measuring occurrence times of random events, aimed to determine the statistical properties of the governing stochastic process, is a basic topic in science and engineering, and has been the subject of numerous mathematical modeling approaches. Often, true statistical properties deviate from measured properties due to the so called dead time phenomenon, where for a certain time period following detection, the detection system is not operational. Understanding the dead time effect is especially important in radiation measurements, often characterized by high count rates and a non-reducible detector dead time (originating in the physics of particle detection). The effect of dead time can be interpreted as a suitable rarefied sequence of the original time sequence. This paper provides a limit theorem for a high rate (diffusion-scale) counter with extendable (Type II) dead time, where the underlying counting process is a renewal process with finite second moment for the inter-event distribution. The results are very general, in the sense that they refer to a general inter arrival time and a random dead time with general distribution. Following the theoretical results, we will demonstrate the applicability of the results in three applications: serially connected components, multiplicity counting and measurements of aerosol spatial distribution.

• Wind and Structures
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• 제28권4호
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• pp.225-238
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• 2019

In this paper a novel and efficient computational framework to estimate the stress range versus number of cycles curves experienced by a cable due to external excitations (e.g., seismic excitations, traffic and wind-induced vibrations, among others) is proposed. This study is limited to the wind-cable interaction governed by the Vortex Shedding mechanism which mainly rules cables vibrations at low amplitudes that may lead to their failure due to bending fatigue damage. The algorithm relies on a stochastic approach to account for the uncertainties in the cable properties, initial conditions, damping, and wind excitation which are the variables that govern the wind-induced vibration phenomena in cables. These uncertainties are propagated adopting Monte Carlo simulations and the concept of importance sampling, which is used to reduce significantly the computational costs when new scenarios with different probabilistic models for the uncertainties are evaluated. A high fidelity cable model is also proposed, capturing the effect of its internal wires distribution and helix angles on the cables stress. Simulation results on a 15 mm diameter high-strength steel strand reveal that not accounting for the initial conditions uncertainties or using a coarse wind speed discretization lead to an underestimation of the stress range experienced by the cable. In addition, parametric studies illustrate the computational efficiency of the algorithm at estimating new scenarios with new probabilistic models, running 3000 times faster than the base case.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2021년도 학술발표회
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• pp.69-69
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• 2021

From the unprecedented 2011 spring flood, the residens reside by Lake Champlain and Richelieu River encountered enormous damages. The International Joint Committee (IJC) released the Lake Champlain-Richelieu River (LCRR) Plan of Study (PoS). One of the major tasks for the PoS is to investigate the possible scenarios that might happen in the LCRR basin based on the stochastic simulation of the Net Basin Supplies that calculates the amount of flow into the lake and the river. Therefore, the current study proposed a novel apporach that simulate the annual NBS teleconnecting the climate index. The proposed model employed the bivariate empirical decomposition to contamporaneously model the long-term evolution of nonstationary oscillation embeded in the annual NBS and the climate signal (here, Artic Oscillation: AO). In order to represent the variational behavior of NBS correlation structure along with the temporal revolution of the climate index, a new nonstationary parameterization concept is proposed. The results indicate that the proposed model is superior performance in preserving long and short temporal correlation. It can even preserve the hurst coefficient better than any other tested models.

• ETRI Journal
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• 제45권5호
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• pp.768-780
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• 2023

The application of unmanned aerial vehicles (UAVs) has recently attracted considerable interest in various areas. A three-dimensional multiple-input multiple-output concentric two-hemisphere model is proposed to characterize the scattering environment around a vehicle in an urban UAV-to-vehicle communication scenario. Multipath components of the model consisted of lineof-sight and single-bounced components. This study focused on the key parameters that determine the scatterer distribution. A time-variant process was used to analyze the nonstationarity of the proposed model. Vital statistical properties, such as the space-time-frequency correlation function, Doppler power spectral density, level-crossing rate, average fade duration, and channel capacity, were derived and analyzed. The results indicated that with an increase in the maximum scatter radius, the time correlation and level-crossing rate decreased, the frequency correlation function had a faster downward trend, and average fade duration increased. In addition, with the increase of concentration parameter, the time correlation, space correlation, and level-crossing rate increased, average fade duration decreased, and Doppler power spectral density became flatter. The proposed model was compared with current geometry-based stochastic models (GBSMs) and showed good consistency. In addition, we verified the nonstationarity in the temporal and spatial domains of the proposed model. These conclusions can be used as references in the design of more reasonable communication systems.

• 한국통신학회논문지
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• 제33권8B호
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• pp.667-680
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• 2008

본 논문에서는 802.11 무선 랜 네트워크 트래픽의 실제 관측 자료에 대한 연구 결과를 보인다. 패킷 트레이스는 대학 캠퍼스의 무선 랜 시설에서 얻은 자료로서 총합된 트래픽(aggregate traffic), 업스트림 트래픽(upstream traffic), 다운스트림 트래픽(downstream traffic), 그리고 TCP 패킷으로만 구성된 통합된 트래픽으로 이 4개의 트래픽 데이터를 수집하였다. 수집한 데이터에서 byte count 프로세스와 packet count 프로세스로 구성된 트래픽의 시계열과 시계열의 주변분포, 그리고 패킷 크기 분포에 대한 분석을 한다. 4개의 모든 데이터의 byte count 프로세스와 packet count 프로세스에서 장기 의존성 성질이 나타났다. 사용자가 인터넷으로 접속하는 없트�� 트래픽의 평균 패킷 크기는 151.7 byte였는데 다른 데이터의 평균 패킷 크기는 모드 260 byte 이상이었다. 최대 크기를 갖는 패이로드(payload)는 업스트림에서 3%, 그리고 나온트림에서 10%로 나타났다. 이런 분명한 패킷 크기 분포의 차이에도 불구하고 모든 4개의 데이터에서는 허스트(Hurst) 값이 모두 유사하게 나왔다. 허스트 값만으로는 트래픽의 확률적 특성을 충분히 설명할 수가 없다. 트래픽의 특성을 fractional-ARIMA(FARINA) 그리고 fractional Gaussian noise(FGN)으로 모델링을 한다. FGN은 연산을 하는데 있어서는 더 효율적이었고, FARINA는 트래픽 특성을 정확하게 모델링하는데 더 좋은 결과를 얻었다.