• Title/Summary/Keyword: stochastic simulation.

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A Knowledge Workers Acquisition Problem under Expanding and Volatile Demand: An Application of the Korean Information Security Service Industry

  • Park, Hyun-Min;Lim, Dae-Eun;Kim, Tae-Sung;Kim, Kil-Hwan;Kim, Soo-Hyun
    • Management Science and Financial Engineering
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    • v.17 no.1
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    • pp.45-63
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    • 2011
  • The aim of this paper is to consider the process of supplying trained workers with knowledge and skills for upcoming business opportunities and the process of training apprentices to be prepared to meet future demands in an IT service firm. As the demand for new workers fluctuates, a firm should employ a buffer workforce such as apprentices or interns. However, as a result of rapid business development, the capacity of the buffer may be exceeded, thus requiring the company to recruit skilled workers from outside the firm. Therefore, it is important for a firm to map out a strategy for manpower planning so as to fulfill the demands of new business and minimize the operation costs related to training apprentices and recruiting experienced workers. First, this paper analyzes the supply and demand of workers for the IT service in a knowledge-intensive field. It then presents optimal human resource planning strategies via the familiar method of stochastic process. Also, we illustrate that our model is applied to the human resource planning of an information security service firm in South Korea.

Complexity Control Method of Chaos Dynamics in Recurrent Neural Networks

  • Sakai, Masao;Honma, Noriyasu;Abe, Kenichi
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.494-494
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    • 2000
  • This paper demonstrates that the largest Lyapunov exponent $\lambda$ of recurrent neural networks can be controlled by a gradient method. The method minimizes a square error $e_{\lambda}=(\lambda-\lambda^{obj})^2$ where $\lambda^{obj}$ is desired exponent. The $\lambda$ can be given as a function of the network parameters P such as connection weights and thresholds of neurons' activation. Then changes of parameters to minimize the error are given by calculating their gradients $\partial\lambda/\partialP$. In a previous paper, we derived a control method of $\lambda$via a direct calculation of $\partial\lambda/\partialP$ with a gradient collection through time. This method however is computationally expensive for large-scale recurrent networks and the control is unstable for recurrent networks with chaotic dynamics. Our new method proposed in this paper is based on a stochastic relation between the complexity $\lambda$ and parameters P of the networks configuration under a restriction. Then the new method allows us to approximate the gradient collection in a fashion without time evolution. This approximation requires only $O(N^2)$ run time while our previous method needs $O(N^{5}T)$ run time for networks with N neurons and T evolution. Simulation results show that the new method can realize a "stable" control for larege-scale networks with chaotic dynamics.

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Analysis of mean Transition Time and Its Uncertainty Between the Stable Modes of Water Balance Model (물수지 방정식의 안정상태간의 평균 천이시간 및 불확실성에 관한 연구)

  • 이재수
    • Water for future
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    • v.27 no.2
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    • pp.129-137
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    • 1994
  • The surface hydrology of large land areas is susceptible to several preferred stable states with transitions between stable states induced y stochastic fluctuation. This comes about due to the close coupling of land surface and atmospheric interaction. An interesting and important issue is the duration of residence in each mode. Mean transtion times between the stable modes are analyzed for different model parameters or climatic types. In an example situation of this differential equation exhibits a bimodal probability distribution of soil moisture states. Uncertainty analysis regarding the model parameters is performed using a Monte-Carlo simulation method. The method developed in this research may reveal some important characteristics of soil moisture or precipitation over a large area, in particular, those relating to abrupt changes in soil moisture or precipitation having extremely variable duration.

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A study on the stochastic generation of annual runoff (연유출량의 추계학적 모의발생에 관한 연구)

  • 이순혁;박명근;맹승진
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.37 no.2
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    • pp.31-40
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    • 1995
  • This study was conducted to get best fitting frequency distribution for the annual run- off and to simulate long series of annual flows by single-season first order Markov Model with comparison of statistical parameters which were derived from observed and synthetic flows at four watersheds in Seom Jin and Yeong San river systems. The results summarized through this study are as follows. 1. Hydrologic persistence of observed flows was acknowledged by the correlogram analysis. 2. A normal distribution of the annual runoff for the applied watersheds was confirmed as the best one among others by Kolmogorov-Smirnov test. 3. Statistical parameters were calculated from synthetic flows simulated by normal dis- tribution. In was confirmed that mean and standard deviation of simulated flows are much closer to those of observed data than except coefficient of skewness. 4. Hydrologic persistence between observed flows and synthetic flows simulated was also confirmed by the correlogram analysis. 5. It is to be desired that generation technique of synthetic flow in this study would be compared with other simulation techniques for the objective time series.

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Auto Regulated Data Provisioning Scheme with Adaptive Buffer Resilience Control on Federated Clouds

  • Kim, Byungsang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.11
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    • pp.5271-5289
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    • 2016
  • On large-scale data analysis platforms deployed on cloud infrastructures over the Internet, the instability of the data transfer time and the dynamics of the processing rate require a more sophisticated data distribution scheme which maximizes parallel efficiency by achieving the balanced load among participated computing elements and by eliminating the idle time of each computing element. In particular, under the constraints that have the real-time and limited data buffer (in-memory storage) are given, it needs more controllable mechanism to prevent both the overflow and the underflow of the finite buffer. In this paper, we propose an auto regulated data provisioning model based on receiver-driven data pull model. On this model, we provide a synchronized data replenishment mechanism that implicitly avoids the data buffer overflow as well as explicitly regulates the data buffer underflow by adequately adjusting the buffer resilience. To estimate the optimal size of buffer resilience, we exploits an adaptive buffer resilience control scheme that minimizes both data buffer space and idle time of the processing elements based on directly measured sample path analysis. The simulation results show that the proposed scheme provides allowable approximation compared to the numerical results. Also, it is suitably efficient to apply for such a dynamic environment that cannot postulate the stochastic characteristic for the data transfer time, the data processing rate, or even an environment where the fluctuation of the both is presented.

Optimal Control of a Flexible Manipulator Using Kalman Filter (칼만 필터를 이용한 유연성 매니퓨레이터의 최적 제어)

  • 남호법;박종국
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.14 no.2
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    • pp.155-163
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    • 1989
  • For a one link flexible arm control, quadratic optimal control is applied to the dynamic modilling which is derived from an assumed mode method. For the quadratic optimal control technique, the full state feedback must be obtained for closing the control loop, but because some of the states in the flexible system(e.g. the rate of change of the time dependent variables of the mode shapes) can not be directly measured, state estimator is necessary to achieve the practical implementation of the optimal controller. When disturbances and measurement noise occur, stochastic approach must be applied to estimating the states of the system. Kalman Filter is used as a stste estimator. Through the simulation, the flexible system with state estimator is compared with the flexible system assuming that all the states can be measured.

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Position-Based Cluster Routing Protocol for Wireless Microsensor Networks

  • Kim Dong-hwan;Lee Ho-seung;Jin Jung-woo;Son Jae-min;Han Ki-jun
    • Proceedings of the IEEK Conference
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    • summer
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    • pp.330-333
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    • 2004
  • Microsensor nodes is energy limited in sensor networks. If nodes had been stop in working, sensor network can't acquire sensing data in that area as well as routing path though the sensor can't be available. So, it's important to maximize the life of network in sensor network. In this paper, we look at communication protocol, which is modified by LEACH(Low-Energy Adaptive Clustering Hierarchy). We extend LEACH's stochastic cluster-head selection algorithm by a Position-based Selection (PB-Leach). This method is that the sink divides the topology into several areas and cluster head is only one in an area. PB-Leach can prevent that the variance of the number of Cluster-Head is large and Cluster-Heads are concentrated in specific area. Simulation results show that PB-Leach performs better than leach by about 100 to $250\%.$

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A Design Weighting Polynomial Parameter Tuning of a Self Tuning Controller (자기동조 제어기의 설계 하중다항식 계수 조정)

  • 조원철;김병문
    • Journal of the Korean Institute of Telematics and Electronics T
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    • v.35T no.3
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    • pp.87-95
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    • 1998
  • This paper presents the method for the automatic tuning of a design weighting polynomial parameter of a generalized minimum-variance stochastic self tuning controller which adapts to changes in the system parameters with time delays and noises. The self tuning effect is achieved through the recursive least square algorithm at the parameter estimation stage and also through the Robbins-Monro algorithm at the stage of optimizing a design weighting polynomial parameters. The proposed self tuning method is simple and effective compared with other existing self tuning methods. The computer simulation results are presented to illustrate the procedure and to show the performance of the control system.

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Workload Balancing on Agents for Business Process Efficiency based on Stochastic Model (통계적 모형의 업무부하 균일화를 통한 비즈니스 프로세스의 효율화)

  • Ha, Byung-Hyun;Seol, Hyeon-Ju;Bae, Joon-So;Park, Yong-Tae;Kang, Suk-Ho
    • IE interfaces
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    • v.16 no.spc
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    • pp.76-81
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    • 2003
  • BPMS (Business Process Management Systems) is aninformation system that systematically supports designing, administrating, and improving the business processes. It can execute the business processes by assigning tasks to human or computer agents according to the predefined definitions of the processes. In this research we developed a task assignment algorithm that can maximize overall process efficiency under the limitation of agents' capacity. Since BPMS manipulates the formal and predictable business processes, we can analyze the processes using queuing theory to achieve overall process efficiency. We first transform the business processes into queuing network model in which the agents are considered as servers. After that, workloads of agents are calculated as server utilization and we can determine the task assignment policy by balancing the workloads. This will make the workloads of all agents be minimized, and the overall process efficiency is achieved in this way. Another application of the results can be capacity planning of agents in advance and business process optimization in reengineering context. We performed the simulation analysis to validate the results and also show the effectiveness of the algorithm by comparing with well known dispatching policies.

A Study on the Underwater Navigation System with Adaptive Receding Horizon Kalman Filter (적응 이동 구간 칼만 필터를 이용한 무인 잠수정의 항법 시스템에 관한 연구)

  • Jo, Gyung-Nam;Seo, Dong-C.;Choi, Hang-S.
    • Journal of the Society of Naval Architects of Korea
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    • v.45 no.3
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    • pp.269-279
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    • 2008
  • In this paper, an underwater navigation system with adaptive receding horizon Kalman filter (ARHKF) is studied. It is well known that incorrect statistical information and temporal disturbance invoke errors of any navigation systems with Kalman filter, which makes the autonomous navigation difficult in real underwater environment. In this context, two kinds of problems are herein considered. The first one is the development of an algorithm, which estimates the noise covariance of a linear discrete time-varying stochastic system. The second one is the implementation of ARHKF to underwater navigation systems. The performance of the derived estimation algorithm of noise covariance and the ARHKF are verified by simulation and experiment in the towing tank of Seoul National University.