• Title/Summary/Keyword: stochastic problem

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Wind Power Generation: Its Impact on Peak Time and Future Power Mix (퐁력전원이 피크타임과 발전설비구성에 미치는 영향분석: 제3차 신재생에너지 기술개발 및 이용.보급 기본계획 기준)

  • Lee, Jin-Ho;Kim, Su-Duk
    • Journal of Environmental Science International
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    • v.18 no.8
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    • pp.867-876
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    • 2009
  • Although renewable power is regarded a way to active response to climate change, the stability of whole power system could be a serious problem in the future due to its uncertainties such as indispatchableness and intermittency. From this perspective, the peak time impact of stochastic wind power generation is estimated using simulation method up to year 2030 based on the 3rd master plan for the promotion of new and renewable energy on peak time. Result shows that the highest probability of wind power impact on peak time power supply could be up to 4.41% in 2030. The impact of wind power generation on overall power mix is also analyzed up to 2030 using SCM model. The impact seems smaller than expectation, however, the estimated investment cost to make up such lack of power generation in terms of LNG power generation facilities is shown to be a significant burden to existing power companies.

Optimal Buffer Allocation in Multi-Product Repairable Production Lines Based on Multi-State Reliability and Structural Complexity

  • Duan, Jianguo;Xie, Nan;Li, Lianhui
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.14 no.4
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    • pp.1579-1602
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    • 2020
  • In the design of production system, buffer capacity allocation is a major step. Through polymorphism analysis of production capacity and production capability, this paper investigates a buffer allocation optimization problem aiming at the multi-stage production line including unreliable machines, which is concerned with maximizing the system theoretical production rate and minimizing the system state entropy for a certain amount of buffers simultaneously. Stochastic process analysis is employed to establish Markov models for repairable modular machines. Considering the complex structure, an improved vector UGF (Universal Generating Function) technique and composition operators are introduced to construct the system model. Then the measures to assess the system's multi-state reliability and structural complexity are given. Based on system theoretical production rate and system state entropy, mathematical model for buffer capacity optimization is built and optimized by a specific genetic algorithm. The feasibility and effectiveness of the proposed method is verified by an application of an engine head production line.

Study on Reliability of Water Absorption Diagnosis through Precise Water Absorption Test

  • Kim, Hee-Soo;Bae, Yong-Chae;Kim, Hee-Dong
    • Journal of Electrical Engineering and Technology
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    • v.7 no.5
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    • pp.772-777
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    • 2012
  • Accidents caused by water absorption in water-cooled generator stator windings often occur all over the world. The absorption into the insulator of the coolant, which is used to cool down the heat generated by stator windings during operation, leads to the deterioration of dielectric strength, and insulation breakdown. An insulation breakdown may cause not only an enormous economic loss but also a very serious grid accident that would compromise stable supply of electric power. More than 50 % of domestic generators have been in operation for more than 15 years, and water absorption tests performed on 50 water-cooled generator stator windings during a five-year planned preventive maintenance period beginning in 2006 identified water absorption problems in 10 of them, all of which required repair. Because the existing water absorption test detects this problem by utilizing stochastic methods after measuring the capacitances at the final positions of insulation breakdown, its accuracy is limited. This study demonstrates that water absorption can be more accurately diagnosed by utilizing method along with a more precise one.

Optimal LNG Procurement Policy in a Spot Market Using Dynamic Programming (동적 계획법을 이용한 LNG 현물시장에서의 포트폴리오 구성방법)

  • Ryu, Jong-Hyun
    • Journal of Korean Institute of Industrial Engineers
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    • v.41 no.3
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    • pp.259-266
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    • 2015
  • Among many energy resources, natural gas has recently received a remarkable amount of attention, particularly from the electrical generation industry. This is in part due to increasing shale gas production, providing an environment-friendly fossil fuel, and high risk of nuclear power. Because South Korea, the world's second largest LNG importing nation after Japan, has no international natural gas pipelines and relies on imports in the form of LNG, the natural gas has been traditionally procured by long term LNG contracts at relatively high price. Thus, there is a need of developing an Asian LNG trading hub, where LNG can be traded at more competitive spot prices. In a natural gas spot market, the amount of natural gas to be bought should be carefully determined considering a limited storage capacity and future pricing dynamics. In this work, the problem to find the optimal amount of natural gas in a spot market is formulated as a Markov decision process (MDP) in risk neutral environment and the optimal base stock policy which depends on a stage and price is established. Taking into account price and demand uncertainties, the basestock target levels are simply approximated from dynamic programming. The simulation results show that the basestock policy can be one of effective ways for procurement of LNG in a spot market.

A Study on the Development of DGA based on Deep Learning (Deep Learning 기반의 DGA 개발에 대한 연구)

  • Park, Jae-Gyun;Choi, Eun-Soo;Kim, Byung-June;Zhang, Pan
    • Korean Journal of Artificial Intelligence
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    • v.5 no.1
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    • pp.18-28
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    • 2017
  • Recently, there are many companies that use systems based on artificial intelligence. The accuracy of artificial intelligence depends on the amount of learning data and the appropriate algorithm. However, it is not easy to obtain learning data with a large number of entity. Less data set have large generalization errors due to overfitting. In order to minimize this generalization error, this study proposed DGA which can expect relatively high accuracy even though data with a less data set is applied to machine learning based genetic algorithm to deep learning based dropout. The idea of this paper is to determine the active state of the nodes. Using Gradient about loss function, A new fitness function is defined. Proposed Algorithm DGA is supplementing stochastic inconsistency about Dropout. Also DGA solved problem by the complexity of the fitness function and expression range of the model about Genetic Algorithm As a result of experiments using MNIST data proposed algorithm accuracy is 75.3%. Using only Dropout algorithm accuracy is 41.4%. It is shown that DGA is better than using only dropout.

A STUDY ON CONSTRAINED EGO METHOD FOR NOISY CFD DATA (Noisy 한 CFD 결과에 대한 구속조건을 고려한 EGO 방법 연구)

  • Bae, H.G.;Kwon, J.H.
    • Journal of computational fluids engineering
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    • v.17 no.4
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    • pp.32-40
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    • 2012
  • Efficient Global Optimization (EGO) method is a global optimization technique which can select the next sample point automatically by infill sampling criteria (ISC) and search for the global minimum with less samples than what the conventional global optimization method needs. ISC function consists of the predictor and mean square error (MSE) provided from the kriging model which is a stochastic metamodel. Also the constrained EGO method can minimize the objective function dealing with the constraints under EGO concept. In this study the constrained EGO method applied to the RAE2822 airfoil shape design formulated with the constraint. But the noisy CFD data caused the kriging model to fail to depict the true function. The distorted kriging model would make the EGO deviate from the correct search. This distortion of kriging model can be handled with the interpolation(p=free) kriging model. With the interpolation(p=free) kriging model, however, the search of EGO solution was stalled in the narrow feasible region without the chance to update the objective and constraint functions. Then the accuracy of EGO solution was not good enough. So the three-step search method was proposed to obtain the accurate global minimum as well as prevent from the distortion of kriging model for the noisy constrained CFD problem.

A study on the optimal sizing and topology design for Truss/Beam structures using a genetic algorithm (유전자 알고리듬을 이용한 트러스/보 구조물의 기하학적 치수 및 토폴로지 최적설계에 관한 연구)

  • 박종권;성활경
    • Journal of the Korean Society for Precision Engineering
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    • v.14 no.3
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    • pp.89-97
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    • 1997
  • A genetic algorithm (GA) is a stochastic direct search strategy that mimics the process of genetic evolution. The GA applied herein works on a population of structural designs at any one time, and uses a structured information exchange based on the principles of natural selection and wurvival of the fittest to recombine the most desirable features of the designs over a sequence of generations until the process converges to a "maximum fitness" design. Principles of genetics are adapted into a search procedure for structural optimization. The methods consist of three genetics operations mainly named selection, cross- over and mutation. In this study, a method of finding the optimum topology of truss/beam structure is pro- posed by using the GA. In order to use GA in the optimum topology problem, chromosomes to FEM elements are assigned, and a penalty function is used to include constraints into fitness function. The results show that the GA has the potential to be an effective tool for the optimal design of structures accounting for sizing, geometrical and topological variables.variables.

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A Computational Study of Deterministic Routing Heuristics in Stochastic Service Quantity and Travel Time Settings (확률적 서비스 물량과 이동시간 설정에서 확정적 VRP 휴리스틱들의 수행도 평가를 위한 계산실험 연구)

  • 박양병;김흥남;이주영
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2000.04a
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    • pp.485-488
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    • 2000
  • 실제 많은 차량경로결정문제(Vehicle Routing Problem: VRP)에서 차량의 이동속도는 도로의 교통량 등의 인에 의해 시간에 따라 변화하고 서비스 수량이 고객의 운영상태에 따라 달라질 수 있다. 이러한 사실에도 불구하고, 거의 대부분의 VRP 기법에서 차량속도와 서비스 수량을 확정적으로 가정하거나 평균값을 사용하는 이유는 알고리즘 적 분석의 어려움 때문인 것으로 알려져 있다. 이에 따라 확정적 VRP 기법들에 해 구해진 해는 실제 적용에서 그 유효성에 대해 심각한 이의가 제기될 수 있다. 그러나 만일 잘 알려진 정적 VRP 기법들이 확률적 상황에서도 뛰어난 성능을 보인다면, 실제 차량경로계획 상황에서 이들 확정적 기법들이 복잡하고 난해한 확률적 VRP 기법을 대신할 수 있을 것이다. 본 논문에서는 확률적 환경에서 네 가지 확정적 VRP 기법들의 성능을 평가하는 계산실험 연구를 소개한다. Solomon의 다양한 실험문제를 사용하였으며, 모든 문제에서 hard 및 soft 서비스 시간대를 설정하였다. 그리고 지점간 차량이동시간과 고객들의 서비스 물량은 세 가지 확률분포로써 나타내었다. 실험결과, 특정 확정적 VRP 기법이 특정 확률적 환경에서 뛰어난 성능을 보이는 것을 확인할 수 있었다

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Optimal Network Defense Strategy Selection Based on Markov Bayesian Game

  • Wang, Zengguang;Lu, Yu;Li, Xi;Nie, Wei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.11
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    • pp.5631-5652
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    • 2019
  • The existing defense strategy selection methods based on game theory basically select the optimal defense strategy in the form of mixed strategy. However, it is hard for network managers to understand and implement the defense strategy in this way. To address this problem, we constructed the incomplete information stochastic game model for the dynamic analysis to predict multi-stage attack-defense process by combining Bayesian game theory and the Markov decision-making method. In addition, the payoffs are quantified from the impact value of attack-defense actions. Based on previous statements, we designed an optimal defense strategy selection method. The optimal defense strategy is selected, which regards defense effectiveness as the criterion. The proposed method is feasibly verified via a representative experiment. Compared to the classical strategy selection methods based on the game theory, the proposed method can select the optimal strategy of the multi-stage attack-defense process in the form of pure strategy, which has been proved more operable than the compared ones.

Modal identification of Canton Tower under uncertain environmental conditions

  • Ye, Xijun;Yan, Quansheng;Wang, Weifeng;Yu, Xiaolin
    • Smart Structures and Systems
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    • v.10 no.4_5
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    • pp.353-373
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    • 2012
  • The instrumented Canton Tower is a 610 m high-rise structure, which has been considered as a benchmark problem for structural health monitoring (SHM) research. In this paper, an improved automatic modal identification method is presented based on a natural excitation technique in conjunction with the eigensystem realization algorithm (NExT/ERA). In the proposed modal identification method, damping ratio, consistent mode indicator from observability matrices (CMI_O) and modal amplitude coherence (MAC) are used as criteria to distinguish the physically true modes from spurious modes. Enhanced frequency domain decomposition (EFDD), the data-driven stochastic subspace identification method (SSI-DATA) and the proposed method are respectively applied to extract the modal parameters of the Canton Tower under different environmental conditions. Results of modal parameter identification based on output-only measurements are presented and discussed. User-selected parameters used in those methods are suggested and discussed. Furthermore, the effect of environmental conditions on the dynamic characteristics of Canton tower is investigated.