• Proceedings of the Korea Water Resources Association Conference
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• 1992.07a
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• pp.411-418
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• 1992

The purpose of this study is to develop dynamic-stochastic models that can forecast the inflow into reservoir during low/drought periods and flood periods. For the formulation of the models, the discrete transfer function is utilized to construct the deterministic characteristics, and the ARIMA model is utilized to construct the stochastic characteristics of residuals. The stochastic variations and structures of time series on hydrological data are examined by employing the auto/cross covariance function and auto/cross correlation function. Also, general modeling processes and forecasting method are used the model building methods of Box and Jenkins. For the verifications and applications of the developed models, the Chungju multi-purpose reservoir which is located in the South Han river systems is selected. Input data required are the current and past reservoir inflow and Yungchun water levels. In order to transform the water level at Yungchon into streamflows, the water level-streamflows rating curves at low/drought periods and flood periods are estimated. The models are calibrated with the flood periods of 1988 and 1989 and hourly data for 1990 flood are analyzed. Also, for the low/drought periods, daily data of 1988 and 1989 are calibrated, and daily data for 1989 are analyzed.

• 한국방재학회:학술대회논문집
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• 2010.02a
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• pp.51.2-51.2
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• 2010

A novel approach of Poisson cluster stochastic rainfall generator was validated in its ability to reproduce important rainfall and watershed response characteristics at 104 locations of the United States. The suggested novel approach - The Hybrid Model(THM), as compared to the traditional ones, has an additional function to account for the year-to-year variability of rainfall statistics. The two-sample Kolmogorov-Smirnov test was used to see how well THM and traditional approach of Poisson cluster rainfall model reproduce the distribution of the following hydrologic variables: monthly maximum rainfall depths with 1, 3, 6, 12, and 24 hour duration, monthly maximum flow peaks at the virtual watersheds with Curve Number of 50, 60, 70, 80 and 90; and monthly runoff depths at the same virtual watersheds. In all of the testing variables, THM significantly outperformed the traditional approach. This result indicates that the year-to-year variability of rainfall statistics contains important information about the characteristics of rainfall processes that were not considered by the conventional approach of Poisson cluster rainfall modeling and that further considering it in rainfall simulation will enhance the performance of the rainfall models.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.12 no.11
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• pp.5218-5233
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• 2018

The coexisting wireless body area networks (WBAN) is a very challenging issue because of strong inter-networks interference, which seriously affects energy consumption and spectrum utilization ratio. In this paper, we study a power control strategy with nearest neighbor nodes distribution for coexisting WBAN based on stochastic geometry. Using homogeneous Poisson point processes (PPP) model, the relationship between the transmission power and the networks distribution is analytically derived to reduce interference to other devices. The goal of this paper is to increase the transmission success probability and throughput through power control strategy. In addition, we evaluate the area spectral efficiency simultaneously active WBAN in the same channel. Finally, extensive simulations are conducted to evaluate the power control algorithm.

• Communications for Statistical Applications and Methods
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• v.28 no.5
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• pp.477-491
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• 2021

The Markov modulated Brownian motion is a substantial generalization of the classical Brownian Motion. On the other hand, the Markovian arrival process (MAP) is a point process whose family is dense for any stochastic point process and is used to approximate complex stochastic counting processes. In this paper, we consider a superposition of the Markov modulated Brownian motion (MMBM) and the Markovian arrival process of jumps which are distributed as the bilateral ph-type distribution, the class of which is also dense in the space of distribution functions defined on the whole real line. In the model, we assume that the inter-arrival times of the MAP depend on the underlying Markov process of the MMBM. One of the subjects of this paper is introducing how to obtain the first passage probabilities of the superposed process using a stochastic doubling algorithm designed for getting the minimal solution of a nonsymmetric algebraic Riccatti equation. The other is to provide eigenvalue and eigenvector results on the superposed process to make it possible to apply the GTH-like algorithm, which improves the accuracy of the doubling algorithm.

• Journal of the Earthquake Engineering Society of Korea
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• v.28 no.3
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• pp.159-164
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• 2024

Recent earthquakes in Korea, like Gyeongju and Pohang, have highlighted the need for accurate seismic hazard assessment. The lack of substantial ground motion data necessitates stochastic simulation methods, traditionally used with a simplistic point-source assumption. However, as earthquake magnitude increases, the influence of finite faults grows, demanding the adoption of finite faults in simulations for accurate ground motion estimates. We analyzed variations in simulated ground motions with and without the finite fault method for earthquakes with magnitude (Mw) ranging from 5.0 to 7.0, comparing pseudo-spectral acceleration. We also studied how slip distribution and hypocenter location affect simulations for a virtual earthquake that mimics the Gyeongju earthquake with Mw 5.4. Our findings reveal that finite fault effects become significant at magnitudes above Mw 5.8, particularly at high frequencies. Notably, near the hypocenter, the virtual earthquake's ground motion significantly changes using a finite fault model, especially with heterogeneous slip distribution. Therefore, applying finite fault models is crucial for simulating ground motions of large earthquakes (Mw ≥ 5.8 magnitude). Moreover, for accurate simulations of actual earthquakes with complex rupture processes having strong localized slips, incorporating finite faults is essential even for more minor earthquakes.

• Proceedings of the Korean Statistical Society Conference
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• 2002.11a
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• pp.265-272
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• 2002

An Integer-valued autoregressive integrated (INARI) model is introduced to eliminate stochastic trend and seasonality from time series of count data. This INARI extends the previous integer-valued ARMA model. We show that it is stationary and ergodic to establish asymptotic normality for conditional least squares estimator. Optimal estimating equations are used to reflect categorical and serial correlations arising from panel count data and variations arising from three random processes for obtaining observation into estimation. Under regularity conditions for martingale sequence, we show asymptotic normality for estimators from the estimating equations. Using cancer mortality data provided by the U.S. National Center for Health Statistics (NCHS), we apply our results to estimate the probability of cells classified by 4 causes of death and 6 age groups and to forecast death count of each cell. We also investigate impact of three random processes on estimation.

• Wind and Structures
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• v.2 no.2
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• pp.105-117
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• 1999

The various spectral density functions of wind are applied in the wind process simulation by the spectral representation method. In view of the spectral density functions, the characteristics of the simulated processes are compared. The ensemble spectral density functions constructed from the simulated sample processes are revealed to have the similarity not only in global shape but also in the maximum values with the target spectral density functions with a high accuracy. For the correlation structure to be satisfied in the circumferential direction on the cooling tower shell, a new formula is suggested based on the mathematical expression representing the circumferential distribution of the wind pressure on the cooling tower shell. The simulated wind processes are applied in the dynamic analysis of cooling tower shell in the time domain and the fluctuating stochastic behavior of the cooling tower shell is investigated.

• Journal of Korean Institute of Industrial Engineers
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• v.23 no.2
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• pp.249-260
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• 1997

The manufacturing environment is rife with nonlinear processes. In this context, an intelligent production controller should be able to predict the dynamic behavior of various subsystems as they react to transient environmental conditions, the varying internal condition of the manufacturing plant, and the changing demands of the production schedule. This level of adaptive capability may be achieved through a coherent methodology for a learning coordinator to predict nonlinear and stochastic processes. The system is to serve as a real time, online supervisor for routine activities as well as exceptional conditions such as damage, failure, or other anomalies. The complexity inherent in a learning coordinator can be managed by a modular architecture incorporating case based reasoning. In the interest of concreteness, the concepts are presented through a case study involving a knowledge based robotic system.

• International Journal of Control, Automation, and Systems
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• v.6 no.2
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• pp.186-193
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• 2008

The Internet's low cost and ubiquity present an attractive option for real-time distributed control of processes on the factory floor. When integrated with the Internet, the LonWorks open control network can give ubiquitous accessibility with the distributed control nature of information on the factory floor. One of the most important points in real-time distributed control of processes is timely response. There are many processes on the factory floor that require timely response. However, the uncertain time delay inherent in the network makes it difficult to guarantee timely response in many cases. Especially, the transmission characteristics of the LonWorks/IP network show a highly stochastic nature. Therefore, the time delay problem has to be resolved to achieve high performance and quality of the real-time distributed control of the process in the LonWorks/IP Virtual Device Network (VDN). It should be properly predicted and compensated. In this paper, a new distributed control scheme that can compensate for the effects of the time delay in the network is proposed. It is based on the PID controller augmented with the Smith predictor and disturbance observer. Designing methods for output feedback filter and disturbance observer are also proposed. Tracking position control experiment of a geared DC Servo motor is performed using the proposed control method. The performance of the proposed controller is compared with that of the Internal Model Controller (IMC) with the Smith predictor. The result shows that the performance is improved and guaranteed by augmenting a PID controller with both the Smith predictor and disturbance observer under the stochastic time delay in the LonWorks/IP VDN.

• Journal of applied mathematics & informatics
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• v.33 no.5_6
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• pp.607-625
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• 2015

Recently, Wang et al. [Computers and Mathematics with Ap-plications 57 (2009) 1232-1248.] and Wang and Watada [Information Sci-ences 179 (2009) 4057-4069.] studied the renewal process and renewal reward process with fuzzy random inter-arrival times and rewards under the T-independence associated with any continuous Archimedean t-norm. But, their main results do not cover the classical theory of the random elementary renewal theorem and random renewal reward theorem when fuzzy random variables degenerate to random variables, and some given assumptions relate to the membership function of the fuzzy variable and the Archimedean t-norm of the results are restrictive. This paper improves the results of Wang and Watada and Wang et al. from a mathematical per-spective. We release some assumptions of the results of Wang and Watada and Wang et al. and completely generalize the classical stochastic renewal theorem and renewal rewards theorem.