• Journal of the Korean Institute of Telematics and Electronics A
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• v.32A no.4
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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.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.13 no.1
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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.

• Korean Management Science Review
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• v.33 no.1
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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.

• Journal of the military operations research society of Korea
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• v.31 no.2
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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.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.33 no.2
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• pp.123-129
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• 2015

The Kalman filter has been widely used in the kinematic GPS positioning due to its flexibility and efficiency in computational points of view. At the same time, the relative positioning technique also provided the high precision positioning results by removing the systematic errors in the measurements significantly. However, the positioning quality may be degraded following to longer in baseline length. For this case, it is required that the remaining atmospheric effects, such as double-difference ionospheric delay and zenith wet delay, should be properly modeled by examining the characteristics of the stochastic processes. In general, atmospheric effects are estimated with the assumption of random walk, or the first-order Gauss-Markov stochastic process, which requires the precise modeling on the corresponding process noises. Therefore, we determined and provided the parameters for modelling the process noises for atmospheric effects. The auto-correlation functions are empirically determined at first, and then the parameters are extracted from the empirical auto-correlation function. In fact, the test results can be either applied directly, or used as guidance values for the modeling of process noises in the kinematic GPS positioning.

• Proceedings of the Korean Society of Surveying, Geodesy, Photogrammetry, and Cartography Conference
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• 2005.02a
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• pp.51-62
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• 2005

• Journal of the Korea Institute of Information and Communication Engineering
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• v.19 no.12
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• pp.2828-2835
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• 2015

In this paper, we analyse the effect of redundancy types and non-stop forwarding scheme on network service availability. We use stochastic reward net models as enabling modeling approach for the analytical evaluation. We first design stochastic reward nets for redundancy models with or without non-stop forwarding and then evaluate their availability using Stochastic Petri Net Package.

• Journal of the Korean Mathematical Society
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• v.57 no.5
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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.

• Proceedings of the Korea Contents Association Conference
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• 2007.11a
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• pp.197-200
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• 2007

Dynamic power management reduces the power consumption of the system by switching system components into different power states, which have different power consumption levels. The main function of a power management is to decide when to perform state transitions. In this paper, a power management model based on stochastic processes is introduced. This model is developed using SRN (Stochastic Reward Nets), which has facilities to represent system queue and various modeling functions.

• Proceedings of the KIEE Conference
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• 1999.07a
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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.