• 제목/요약/키워드: stochastic simulation.

검색결과 786건 처리시간 0.024초

Actor-Critic Reinforcement Learning System with Time-Varying Parameters

  • Obayashi, Masanao;Umesako, Kosuke;Oda, Tazusa;Kobayashi, Kunikazu;Kuremoto, Takashi
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.138-141
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    • 2003
  • Recently reinforcement learning has attracted attention of many researchers because of its simple and flexible learning ability for any environments. And so far many reinforcement learning methods have been proposed such as Q-learning, actor-critic, stochastic gradient ascent method and so on. The reinforcement learning system is able to adapt to changes of the environment because of the mutual action with it. However when the environment changes periodically, it is not able to adapt to its change well. In this paper we propose the reinforcement learning system that is able to adapt to periodical changes of the environment by introducing the time-varying parameters to be adjusted. It is shown that the proposed method works well through the simulation study of the maze problem with aisle that opens and closes periodically, although the conventional method with constant parameters to be adjusted does not works well in such environment.

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남한 지진의 지속시간과 H/V 비율 (The Duration and H/V ratio of the Ground Motion in Southern Korea)

  • 최호선;박창업;조남대
    • 한국지진공학회:학술대회논문집
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    • 한국지진공학회 2002년도 춘계 학술발표회 논문집
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    • pp.42-50
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    • 2002
  • The duration and H/V ratio(the amplitude ratio of the horizontal to vertical components) of ground motions caused by earthquakes in southern Korea are analyzed. Total 329 seismograms of horizontal component recorded at hypocentral distances of 10 to 350 km from 27 earthquakes with local magnitude 2 to 4 are used for the analysis. Simplified relation between the duration of ground motion( $T_{d}$) and the ratio($\chi$) of Arias intensity( $I_{A}$) and squared maximum acceleration($\alpha$$_{max}$$^{2}$) is determined to be $T_{d}$ = 3.423$\chi$$^2$+ 8.200$\chi$ + 0.029, which is useful for the estimation of the duration in southern Korea. There are three distinct distance ranges with different linear variations of the duration in hypocentral distance. They are distance intervals of 10~80km, 80~140km, and the distance greater than 140km. The duration in southern Korea shows clear proportionality to the local magnitude at magnitudes greater than 3.1. The value 1.37 of the H/V ratio obtained in southern Korea is similar to the value 1.4 of ENA(Eastern North America). The H/V ratio in southern Korea increases in the frequency range from 0.3 to 10Hz. The duration and H/V ratio of ground motions derived in this study could be used in the stochastic simulation of strong ground motion.ion.n.n.

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Design of Stochastic Movement Model Considering Sensor Node Reliability and Energy Efficiency

  • Cho, Do-Hyeoun;Yeol, Yun Dai;Hwang, Chi-Gon
    • International Journal of Internet, Broadcasting and Communication
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    • 제12권3호
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    • pp.156-162
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    • 2020
  • Wireless Sensor Network (WSN) field is mainly studied to monitor and characterize large-scale physical environments to track various environmental or physical conditions, such as temperature, pressure, wind speed and humidity. WSN can be used in various applications such as wild surveillance, military target tracking and monitoring, dangerous environmental exploration and natural disaster relief. We design probabilistic mobile models that apply to mobile ad hoc network mobile environments. A probabilistic shift model proposed by dividing the number of moving nodes and the distance of travel into two categories to express node movement characteristics. The proposed model of movement through simulation was compared with the existing random movement model, ensuring that the width and variation rate of the first node node node node (FND) was stable regardless of the node movement rate. In addition, when the proposed mobile model is applied to the routing protocol, the superiority of network life can be verified from measured FND values. We overcame the limitations of the existing random movement model, showing excellent characteristics in terms of energy efficiency and stable in terms of changes in node movement.

A Multi-Layered Framework for color pastel painting

  • Yang, Heekyung;Min, Kyungha
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제11권6호
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    • pp.3143-3165
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    • 2017
  • We present a computerized framework for producing color pastel painting from the visual information extracted from a photograph. To express color pastel painting, we propose a multi-layered framework where each layer possesses pastel stroke patterns of different colors. The stroke patterns in the separate layers are merged by a rendering equation based on a participating media rendering scheme. To produce the stroke patterns in each layer, we review the physical properties of pastels and the mechanism of a convolution framework, which is the most widely used scheme to simulate stick-shaped media such as pencils. We devise the following computational models to extend the convolution framework to produce pastel strokes: a bold noise model, which mimics heavy and clustered deposition of pigment, and a thick convolution filter model, which produces various pastel stroke patterns. We also design a stochastic color coordination scheme to mimic pastel artists' color expression and to separate strokes in different layers. To demonstrate the soundness of approach, we conduct several experiments using the models and compare the results with existing works or real pastel paintings. We present the results for several pastel paintings to demonstrate the excellent performance of our framework.

벌점화 추정기법을 이용한 평균에 대한 모니터링 (Monitoring mean change via penalized estimation)

  • 나옥경;권성훈
    • 응용통계연구
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    • 제29권7호
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    • pp.1429-1444
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    • 2016
  • 본 연구에서는 벌점화 최소제곱추정방법을 이용하여 평균의 변화를 모니터링할 수 있는 방법에 대해 연구하였다. 모니터링 이전의 공통 평균과 모니터링을 시작한 이후 순차적으로 관측되는 관측값들의 평균의 차이를 벌점화 최소제곱추정방벙을 이용하여 추정하였으며, 이 추정값들에서 0이 아닌 것의 개수를 바탕으로 모니터링 절차를 개발하였다. 이는 기존의 모니터링 절차들이 순차적으로 얻은 추정값들의 변동성을 기반으로 만들어진 것과 다른 점이다. 모의실험을 통해 본 연구에서 제안한 모니터링 절차가 가지고 있는 특징들을 살펴보았고, 대표적인 모니터링 절차인 CUSUM 모니터링과 비교 분석도 하였다.

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

  • 이진호;김수덕
    • 한국환경과학회지
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    • 제18권8호
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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.

M/G/l 대기모델을 이용한 자동창고 시스템의 성능 평가 (Performance Estimation of AS/RS using M/G/1 Queueing Model with Two Queues)

  • 이문환;임시영;허선;이영해
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 2000년도 추계학술대회 및 정기총회
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    • pp.59-62
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    • 2000
  • Many of the previous researchers have been studied for the performance estimation of an AS/RS with a static model or computer simulation. Especially, they assumes that the storage/retrieval (S/R) machine performs either only single command (SC) or dual command (DC) and their requests are known in advance. However, the S/R machine performs a SC or a DC. or both or becomes idle according to the operating policy and the status of system at an arbitrary point of time. In this paper, we propose a stochastic model for the performance estimation of a unit-load AS/RS by using a M/G/1 queueing model with a single-server and two queues. Expected numbers of waiting storage and retrieval commands, and the waiting time in queues for the storage and retrieval commands are found

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

  • 류종현
    • 대한산업공학회지
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    • 제41권3호
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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 Probabilistic Approach to Small Signal Stability Analysis of Power Systems with Correlated Wind Sources

  • Yue, Hao;Li, Gengyin;Zhou, Ming
    • Journal of Electrical Engineering and Technology
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    • 제8권6호
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    • pp.1605-1614
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    • 2013
  • This paper presents a probabilistic methodology for small signal stability analysis of power system with correlated wind sources. The approach considers not only the stochastic characteristics of wind speeds which are treated as random variables with Weibull distributions, while also the wind speed spatial correlations which are characterized by a correlation matrix. The approach based on the 2m+1 point estimate method and Cornish Fisher expansion, the orthogonal transformation technique is used to deal with the correlation of wind farms. A case study is carried out on IEEE New England system and the probabilistic indexes for eigenvalue analysis are computed from the statistical processing of the obtained results. The accuracy and efficiency of the proposed method are confirmed by comparing with the results of Monte Carlo simulation. The numerical results indicate that the proposed method can actually capture the probabilistic characteristics of mode properties of the power systems with correlated wind sources and the consideration of spatial correlation has influence on the probability of system small signal stability.

Dynamic Equivalent Battery as a Metric to Evaluate the Demand Response Performance of an EV Fleet

  • Yoon, Sung Hyun;Jin, Young Gyu;Yoon, Yong Tae
    • Journal of Electrical Engineering and Technology
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    • 제13권6호
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    • pp.2220-2226
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    • 2018
  • Electric vehicles (EVs) are significant resources for demand response (DR). Thus, it is essential for EV aggregators to quantitatively evaluate their capability for DR. In this paper, a concept of dynamic equivalent battery (DEB) is proposed as a metric for evaluating the DR performance using EVs. The DEB is the available virtual battery for DR. The capacity of DEB is determined from stochastic calculation while satisfying the charging requirements of each EV, and it varies also with time. Further, a new indicator based on the DEB and time-varying electricity prices, named as value of DEB (VoDEB), is introduced to quantify the value of DEB coupled with the electricity prices. The effectiveness of the DEB and the VoDEB as metrics for the DR performance of EVs is verified with the simulations, where the difference of charging cost reduction between direct charging and optimized bidding methods is used to express the DR performance. The simulation results show that the proposed metrics accord well with the DR performance of an EV fleet. Thus, an EV aggregator may utilize the proposed concepts of DEB and VoDEB for designing an incentive scheme to EV users, who participate in a DR program.