• Title/Summary/Keyword: uncertainty decomposition

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An Overview of Theoretical and Practical Issues in Spatial Downscaling of Coarse Resolution Satellite-derived Products

  • Park, No-Wook;Kim, Yeseul;Kwak, Geun-Ho
    • Korean Journal of Remote Sensing
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    • v.35 no.4
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    • pp.589-607
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    • 2019
  • This paper presents a comprehensive overview of recent model developments and practical issues in spatial downscaling of coarse resolution satellite-derived products. First, theoretical aspects of spatial downscaling models that have been applied when auxiliary variables are available at a finer spatial resolution are outlined and discussed. Based on a thorough literature survey, the spatial downscaling models are classified into two categories, including regression-based and component decomposition-based approaches, and their characteristics and limitations are then discussed. Second, open issues that have not been fully taken into account and future research directions, including quantification of uncertainty, trend component estimation across spatial scales, and an extension to a spatiotemporal downscaling framework, are discussed. If methodological developments pertaining to these issues are done in the near future, spatial downscaling is expected to play an important role in providing rich thematic information at the target spatial resolution.

Guaranteed Cost Controller Design Method for Singular Systems with Time Delays using LMI (선형행렬부등식을 이용한 시간지연 특이시스템의 보장비용 제어기 설계방법)

  • 김종해
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.40 no.3
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    • pp.99-108
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    • 2003
  • This paper is concerned with the problem of designing a guaranteed cost state feedback controller for singular systems with time-varying delays. The sufficient condition for the existence of guaranteed cost controller, the controller design method, and the optimization problem to get the upper bound of guaranteed cost function are proposed by LMI(linear matrix inequality), singular value decomposition, Schur complements, and change of variables. Since the obtained sufficient conditions can be changed to LMI form, all solutions including controller gain and the upper bound of guaranteed cost function can be obtained simultaneously. Moreover, the proposed controller design method can be extended to the problem of robust guaranteed cost controller design method for singular systems with parameter uncertainties and time-varying delays. The validity of the proposed design algorithm is investigated through a numerical example.

Reliability-based Design Optimization using Multiplicative Decomposition Method (곱분해기법을 이용한 신뢰성 기반 최적설계)

  • Kim, Tae-Kyun;Lee, Tae-Hee
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.22 no.4
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    • pp.299-306
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    • 2009
  • Design optimization is a method to find optimum point which minimizes the objective function while satisfying design constraints. The conventional optimization does not consider the uncertainty originated from modeling or manufacturing process, so optimum point often locates on the boundaries of constraints. Reliability based design optimization includes optimization technique and reliability analysis that calculates the reliability of the system. Reliability analysis can be classified into simulation method, fast probability integration method, and moment-based reliability method. In most generally used MPP based reliability analysis, which is one of fast probability integration method, if many MPP points exist, cost and numerical error can increase in the process of transforming constraints into standard normal distribution space. In this paper, multiplicative decomposition method is used as a reliability analysis for RBDO, and sensitivity analysis is performed to apply gradient based optimization algorithm. To illustrate whole process of RBDO mathematical and engineering examples are illustrated.

Manual model updating of highway bridges under operational condition

  • Altunisik, Ahmet C.;Bayraktar, Alemdar
    • Smart Structures and Systems
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    • v.19 no.1
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    • pp.39-46
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    • 2017
  • Finite element model updating is very effective procedure to determine the uncertainty parameters in structural model and minimize the differences between experimentally and numerically identified dynamic characteristics. This procedure can be practiced with manual and automatic model updating procedures. The manual model updating involves manual changes of geometry and analyses parameters by trial and error, guided by engineering judgement. Besides, the automated updating is performed by constructing a series of loops based on optimization procedures. This paper addresses the ambient vibration based finite element model updating of long span reinforced concrete highway bridges using manual model updating procedure. Birecik Highway Bridge located on the $81^{st}km$ of Şanliurfa-Gaziantep state highway over Firat River in Turkey is selected as a case study. The structural carrier system of the bridge consists of two main parts: Arch and Beam Compartments. In this part of the paper, the arch compartment is investigated. Three dimensional finite element model of the arch compartment of the bridge is constructed using SAP2000 software to determine the dynamic characteristics, numerically. Operational Modal Analysis method is used to extract dynamic characteristics using Enhanced Frequency Domain Decomposition method. Numerically and experimentally identified dynamic characteristics are compared with each other and finite element model of the arch compartment of the bridge is updated manually by changing some uncertain parameters such as section properties, damages, boundary conditions and material properties to reduce the difference between the results. It is demonstrated that the ambient vibration measurements are enough to identify the most significant modes of long span highway bridges. Maximum differences between the natural frequencies are reduced averagely from %49.1 to %0.6 by model updating. Also, a good harmony is found between mode shapes after finite element model updating.

Application of POD reduced-order algorithm on data-driven modeling of rod bundle

  • Kang, Huilun;Tian, Zhaofei;Chen, Guangliang;Li, Lei;Wang, Tianyu
    • Nuclear Engineering and Technology
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    • v.54 no.1
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    • pp.36-48
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    • 2022
  • As a valid numerical method to obtain a high-resolution result of a flow field, computational fluid dynamics (CFD) have been widely used to study coolant flow and heat transfer characteristics in fuel rod bundles. However, the time-consuming, iterative calculation of Navier-Stokes equations makes CFD unsuitable for the scenarios that require efficient simulation such as sensitivity analysis and uncertainty quantification. To solve this problem, a reduced-order model (ROM) based on proper orthogonal decomposition (POD) and machine learning (ML) is proposed to simulate the flow field efficiently. Firstly, a validated CFD model to output the flow field data set of the rod bundle is established. Secondly, based on the POD method, the modes and corresponding coefficients of the flow field were extracted. Then, an deep feed-forward neural network, due to its efficiency in approximating arbitrary functions and its ability to handle high-dimensional and strong nonlinear problems, is selected to build a model that maps the non-linear relationship between the mode coefficients and the boundary conditions. A trained surrogate model for modes coefficients prediction is obtained after a certain number of training iterations. Finally, the flow field is reconstructed by combining the product of the POD basis and coefficients. Based on the test dataset, an evaluation of the ROM is carried out. The evaluation results show that the proposed POD-ROM accurately describe the flow status of the fluid field in rod bundles with high resolution in only a few milliseconds.

A Study on the Relationships between the Stock Markets of Korea, the US, China, and Japan: Focusing on the Pre- and Post-COVID-19 Periods (한국, 미국, 중국, 일본 주식시장 간 동적 관계에 관한 연구: 코로나19 전후 비교 중심으로)

  • Yong-Hao Yu;Se-ryoong Ahn
    • Asia-Pacific Journal of Business
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    • v.15 no.2
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    • pp.143-157
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    • 2024
  • Purpose - This paper aims to analyze the relationship and correlation between the stock markets of Korea, the US, China, and Japan before and after the outbreak of COVID-19. Design/methodology/approach - This study conducted an empirical analysis using the stock market data from January 2016 to June 2023 for the representative market indices of Korea, the US, China, and Japan. The analysis employed the VAR model, Granger causality test, impulse response function, and variance decomposition. Findings - Analyzing the relationships of these stock markets before and after the outbreak of COVID-19, we obtained the following results. (i) The influence of the U.S. stock market was found to be absolute regardless of the COVID-19 period, and the rise in the U.S. stock market led to rises in other stock markets. (ii) The Chinese stock market had a significant negative impact on the U.S., Korean, and Japanese stock markets before COVID-19, but this influence disappeared after COVID-19. This suggests that the Chinese market exhibited unique characteristics different from the global market after COVID-19. (iii) Analyzing the period excluding the first quarter of 2020, when global stock market volatility was extremely high due to the spread of COVID-19, we found that the results were very similar to the analysis including the first quarter of 2020. Therefore, it is difficult to argue that the increased uncertainty during this period distorted the relationships among the stock markets of these four countries. Research implications or Originality - We anticipate that these findings will offer valuable insights for both individual and institutional investors, aiding them in portfolio diversification and risk mitigation.

Modelling land surface temperature using gamma test coupled wavelet neural network

  • Roshni, Thendiyath;Kumari, Nandini;Renji, Remesan;Drisya, Jayakumar
    • Advances in environmental research
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    • v.6 no.4
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    • pp.265-279
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    • 2017
  • The climate change has made adverse effects on land surface temperature for many regions of the world. Several climatic studies focused on different downscaling techniques for climatological parameters of different regions. For statistical downscaling of any hydrological parameters, conventional Neural Network Models were used in common. However, it seems that in any modeling study, uncertainty is a vital aspect when making any predictions about the performance. In this paper, Gamma Test is performed to determine the data length selection for training to minimize the uncertainty in model development. Another measure to improve the data quality and model development are wavelet transforms. Hence, Gamma Test with Wavelet decomposed Feedforward Neural Network (GT-WNN) model is developed and tested for downscaled land surface temperature of Patna Urban, Bihar. The results of GT-WNN model are compared with GT-FFNN and conventional Feedforward Neural Network (FFNN) model. The effectiveness of the developed models is illustrated by Root Mean Square Error and Coefficient of Correlation. Results showed that GT-WNN outperformed the GT-FFNN and conventional FFNN in downscaling the land surface temperature. The land surface temperature is forecasted for a period of 2015-2044 with GT-WNN model for Patna Urban in Bihar. In addition, the significance of the probable changes in the land surface temperature is also found through Mann-Kendall (M-K) Test for Summer, Winter, Monsoon and Post Monsoon seasons. Results showed an increasing surface temperature trend for summer and winter seasons and no significant trend for monsoon and post monsoon season over the study area for the period between 2015 and 2044. Overall, the M-K test analysis for the annual data shows an increasing trend in the land surface temperature of Patna Urban.

Robust Adaptive Wavelet-Neural-Network Sliding-Mode Speed Control for a DSP-Based PMSM Drive System

  • El-Sousy, Fayez F.M.
    • Journal of Power Electronics
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    • v.10 no.5
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    • pp.505-517
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    • 2010
  • In this paper, an intelligent sliding-mode speed controller for achieving favorable decoupling control and high precision speed tracking performance of permanent-magnet synchronous motor (PMSM) drives is proposed. The intelligent controller consists of a sliding-mode controller (SMC) in the speed feed-back loop in addition to an on-line trained wavelet-neural-network controller (WNNC) connected in parallel with the SMC to construct a robust wavelet-neural-network controller (RWNNC). The RWNNC combines the merits of a SMC with the robust characteristics and a WNNC, which combines artificial neural networks for their online learning ability and wavelet decomposition for its identification ability. Theoretical analyses of both SMC and WNNC speed controllers are developed. The WNN is utilized to predict the uncertain system dynamics to relax the requirement of uncertainty bound in the design of a SMC. A computer simulation is developed to demonstrate the effectiveness of the proposed intelligent sliding mode speed controller. An experimental system is established to verify the effectiveness of the proposed control system. All of the control algorithms are implemented on a TMS320C31 DSP-based control computer. The simulated and experimental results confirm that the proposed RWNNC grants robust performance and precise response regardless of load disturbances and PMSM parameter uncertainties.

Analysis of Characteristics of Air Pollution Over Asia with Satellite-derived $NO_2$ and HCHO using Statistical Methods (환경 위성관측자료의 통계분석을 통한 동아시아 대기오염특성 연구)

  • Baek, K.H.;Kim, Jae Hwan
    • Atmosphere
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    • v.20 no.4
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    • pp.495-503
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    • 2010
  • Satellite data have an intrinsic problem due to a number of various physical parameters, which can have a similar effect on measured radiance. Most evaluations of satellite performance have relied on comparisons with limited spatial and temporal resolution of ground-based measurements such as soundings and in-situ measurements. In order to overcome this problem, a new way of satellite data evaluation is suggested with statistical tools such as empirical orthogonal function(EOF), and singular value decomposition(SVD). The EOF analyses with OMI and OMI HCHO over northeast Asia show that the spatial pattern show high correlation with population density. This suggests that human activity is a major source of as well as HCHO over this region. However, this analysis is contradictory to the previous finding with GOME HCHO that biogenic activity is the main driving mechanism(Fu et al., 2007). To verify the source of HCHO over this region, we performed the EOF analyses with vegetation and HCHO distribution. The results showed no coherence in the spatial and temporal pattern between two factors. Rather, the additional SVD analysis between $NO_2$ and HCHO shows consistency in spatial and temporal coherence. This outcome suggests that the anthropogenic emission is the main source of HCHO over the region. We speculate that the previous study appears to be due to low temporal and spatial resolution of GOME measurements or uncertainty in model input data.

Latin Hypercube Sampling Based Probabilistic Small Signal Stability Analysis Considering Load Correlation

  • Zuo, Jian;Li, Yinhong;Cai, Defu;Shi, Dongyuan
    • Journal of Electrical Engineering and Technology
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    • v.9 no.6
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    • pp.1832-1842
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    • 2014
  • A novel probabilistic small signal stability analysis (PSSSA) method considering load correlation is proposed in this paper. The superiority Latin hypercube sampling (LHS) technique combined with Monte Carlo simulation (MCS) is utilized to investigate the probabilistic small signal stability of power system in presence of load correlation. LHS helps to reduce the sampling size, meanwhile guarantees the accuracy and robustness of the solutions. The correlation coefficient matrix is adopted to represent the correlations between loads. Simulation results of the two-area, four-machine system prove that the proposed method is an efficient and robust sampling method. Simulation results of the 16-machine, 68-bus test system indicate that load correlation has a significant impact on the probabilistic analysis result of the critical oscillation mode under a certain degree of load uncertainty.