• 한국방재학회 논문집
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• 제1권2호
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• pp.115-121
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• 2001

실측자료가 충분하지 못한 단기간의 유출량 자료로부터 추계학적 모형에 의해 장기간의 자료를 모의발생시키는 목적은 수공구조물의 설계에 필요한 설계홍수량의 산정 및 수자원 시스템의 운영조작 방침을 결정하기 위한 풍부한 입력자료를 제공하는데 있다. 특히 본 연구에서는 단일지점이 아닌 다지점에 대한 지점간 서로의 연관성을 고려한 하천유량의 추계학적인 모의 발생기법인 다변량 자기회귀 모형을 적용하고자 한다. 따라서 본 연구에서는 낙동강유역의 2개 지점에 대하여 다변량 모형을 적용하여 모의 발생된 월유량과 실측치를 통계적으로 비교, 분석하였다. 모의발생된 월유량과 실측치를 평균, 분산, 왜곡도, 상관관계 등에 의해 비교, 분석한 결과 모의발생된 월유량과 실측치는 통계적으로 매우 유사하게 나타났다.

• 전기학회논문지
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• 제62권11호
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• pp.1598-1603
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• 2013

Recently, researches on analyzing relationship between the state of emotion and musical stimuli are increasing. In many previous works, data sets from all extracted channels are used for pattern classification. But these methods have problems in computational complexity and inaccuracy. This paper proposes a selection of optimal EEG channel to reflect the state of emotion efficiently according to music listening by analyzing stochastic feature vectors. This makes EEG pattern classification relatively simple by reducing the number of dataset to process.

• 한국정밀공학회지
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• 제14권10호
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• pp.141-150
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• 1997

분산은 확률모델을 표현하는 유용한 변수중 하나이다. 입력변수에 대한 함수로 표현되는 조건부 분산을 학습하는 신경회로망에 대한 많은 연구가 있어왔다. VALEAN이라는 신경회로망 역시 이러한 많은 연구중 하나인데 이것은 기본적으로 feedforward 다층 퍼셉트론 구조를 가지며 새롭게 제시된 에너지 함수를 사용하고 있다. 이 논문에서는 이 에너지 모델에 의해 결정되는 피드백에러(델타)가 신경망의 transient, steady state에서 미치는 영향을 다루었다. 과도 상태 분석에서는 델타와 수렴성, 안정성에 관한 내용을 다루고 모의 실험을 하였으며 정상 상태 분석에서는 신경회로망의 정상상태 에러의 크기와 델타의 크기사이의 상관관계에 대하여 다루었다. 학습 알고 리듬이 확률적이므로 정상상태 역시 확률적인 상태를 나타낸다. 따라서 델타의 크기에 따른 정상 상태 에러의 최대치는 확률적인 모델을 가지게 된다. 여기서는 이 확률 관계를 분석적으로 규명하고 이에 따라 원하는 신뢰도로 정상 상태 에러를 제어하기 위해 필요한 델타의 크기를 예측할 수 있는 이론적 배경을 마련하게 된다.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1995년도 하계학술대회 논문집 B
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• pp.540-542
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• 1995

When precontract pricing is applied, consumers must reserve expecting the amount of electricity to use. But Consumers expecting demand has stochastic property, expecting demand may be different from real demand. To prepare for this problem, spinning reserve is needed. Now I suggest new pricing system that someone has large variance and large elacity pays high price by the accumulated penalty factor. And I suggest the accumulated penalty factor for maximizing social welfare.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 2003년도 가을 학술발표회 논문집
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• pp.365-372
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• 2003

In this study, the program which determine the initial cable tension force by tile initial shape analysis for cable stayed bridge is developed. Also, DSFEMP(Dynamic Stochastic Finite Element Analysis Program) is developed to consider the variance of random variables at each step of dynamic response analysis, not use existing methods that apply to the theory of reliability at the final step of structural analysis. In addition, the output from the developed program was compared with the results from DMCSP(Direct Monte Carlo Simulation Program) to prove its validity.

• 대한기계학회논문집A
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• 제29권1호
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• pp.59-66
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• 2005

In this paper, a robust stationary Kalman filter is designed by minimizing selected performance indices so that it is less sensitive to uncertainties. The uncertainties include not only stochastic factors such as process noise and measurement noise, but also deterministic factors such as unknown initial estimation error, modeling error and sensing bias. To reduce the effect on the uncertainties, three performance indices that should be minimized are selected based on the quantitative error analysis to both the deterministic and the stochastic uncertainties. The selected indices are the size of the observer gain, the condition number of the observer matrix, and the estimation error variance. The observer gain is obtained by optimally solving the multi-objectives optimization problem that minimizes the indices. The robustness of the proposed filter is demonstrated through the comparison with the standard Kalman filter.

• 대한수학회지
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• 제59권6호
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• pp.1153-1170
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• 2022

In this paper, we investigate the portfolio optimization problem under the SVCEV model, which is a hybrid model of constant elasticity of variance (CEV) and stochastic volatility, by taking into account of minimum-entropy robustness. The Hamilton-Jacobi-Bellman (HJB) equation is derived and the first two orders of optimal strategies are obtained by utilizing an asymptotic approximation approach. We also derive the first two orders of practical optimal strategies by knowing that the underlying Ornstein-Uhlenbeck process is not observable. Finally, we conduct numerical experiments and sensitivity analysis on the leading optimal strategy and the first correction term with respect to various values of the model parameters.

• 한국환경보건학회지
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• 제14권1호
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• pp.39-45
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• 1988

The stochastic variations were analyzed periodicity by autocorrelation, variance spectrum and Fourier series. These time series included hourly and hourly mean observations on DO, water temperature and air temperature which measured by automatic recording instrument at Guii from 1, Jan., 1986 to 23, Feb., 1986. The results of study were as follows: l. Autocorrelation coef. (lag time 120) DO($\varrho_1$= 0.9705), WT($\varrho_1$ = 0.9890), and AT($\varrho_1$ = 0.9874) were deeply related. DO and AT clearly showedr 24-hour periodicities while WT showed 23-26 hour periodicity. 2. Spectral density showed high at 24 hour in eech item and all of them showed weak peak at 12 hour. 3. The explained variance, which was a measure of the contribution of periodic function to the original time series, varied high 90.8 - 94.7%. This results showed that water qualities at Guii were affected deterministic components.

• 대한기계학회논문집
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• 제14권2호
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• pp.331-338
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• 1990

In adaptive control, the lack of persistent and rich excitation causes the estimated parameters to drift, which degrade the performance of the system and may introduces instability to the system in a stochastic environment. To solve the problem of the parameter drift, the concept of single parameter adaptation is presented. For the parameter identification, a priori error is directly used for adaptation error. The structure of the controller is based upon the minimum variance control technique. The stability and robustness analysis is carried out by the sector stability theorem for the second order system. The computer simulation is performed to justify the theoretical analysis for the various cases.

• 한국정밀공학회지
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• 제1권1호
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• pp.34-49
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• 1984

The stability of machine tool systems is analyzed by considering the machining process as a stochastic process without decomposing into machine tool structural dynamics and cutting processes. In doing so the time series analysis technique developed by Wu and Pandit is applied systematically to the relative vibration between cutting tool and work- piece measured under actual working conditions. Various characteristic properties derived from the fitted ARMA(Autoregressive Moving Average) Models and those from raw data directly are investigated in relation with the system stability. Both damping ratio and absolute value of the characteristic roots of the AR part of the most significant dynamic mode are preferred as stability indicating factors to the other pro-perties such as theoretical variance .gamma. (o) or absolute power of the most dominant dynamic mode. Maximum aplitude during a certain interval and variance estimated from raw data are shown to be very sensi- tive to the type of the signal and the location of measurement point although they can be obtained rather easily. The relative vibration signal is also analyzed by FFT(Fast Fourier Transform) Analyzer for the purpose of comparison with the spectrums derived from the fitted ARMA models.