• 전기학회논문지
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• 제57권1호
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• pp.20-24
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• 2008

A bid-based pool(BBP) model is representative of energy market structure in a number of restructured electricity markets. Supply function equilibrium(SFE) models of interaction better match what is explicitly required in the bid formats of typical BBP markets. Many of the results in the SFE literature involve restrictive parametrization of the bid cost functions. In the SFE models, two parameters, intercept and slope, are available for strategic bidding. This paper addresses the realistic competition format that players can choose both parameters arbitrarily. In a fixed demand function, equilibrium conditions for generation company's profit maximization have a degree of freedom, which induces multi-equilibrium. So it is hard to choose a convergent equilibrium. However, consideration of stochastic demand function makes the equilibrium conditions independent each other based on the amount of variance of stochastic demand function. This variance provides the bidding players with incentives to change the slope parameter from an equilibrium for a fixed demand function until the slope parameter equilibrium.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.2516-2520
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• 2005

In this paper, finite impulse response (FIR) smoothers are proposed for discrete-time systems. The proposed FIR smoother is designed under the constraints of linearity, unbiasedness, FIR structure, and independence of the initial state information. It is also obtained by directly minimizing the performance criterion with unbiased constraints. The approach to the MVF smoother proposed in this paper is logical and systematic, while existing results have heuristic assumption, such as infinite covariance of the initial state. Additionally, the proposed MVF smoother is based on the general system model that may have the singular system matrix and has both system and measurement noises. Thorough simulation studies, it is shown that the proposed MVF smoother is more robust against modeling uncertainties numerical errors than fixed-lag Kalman smoother which is infinite impulse response (IIR) type estimator.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 1998년도 하계종합학술대회논문집
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• pp.677-680
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• 1998

In this paper, we proposed a lwo bit rate subband coding with adaptive vector quantization using the correlation between motion vector and block energy in subband. In this method, the difference between the input signal and the motion compensated interframe prediction signal is decomposed into several narrow bands using quadrature mirror filter (QMF) structure. The subband signals are then quantized by adaptive vector quantizers. In the codebook generating process, each classified region closer to the block value in the same region after the classification of region by the magnitude of motion vector and the variance values of subband block. Because codebook is genrated considering energy distribution of each region classified by motion vector and variance of subband block, this technique gives a very good visual quality at low bit rate coding.

• Structural Engineering and Mechanics
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• 제6권6호
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• pp.673-691
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• 1998

In this paper, an analytic method to examine the random vibration of multispan Timoshenko frames due to a concentrated load traversing at a constant velocity is presented. A load's magnitude is a stationary process in time with a constant mean value and a variance. Two types of variances of this load are considered: white noise process and cosine process. The effects of both velocity and statistical characteristics of load and span number of the frame on both the mean value and variance of deflection and moment of the structure are investigated. Results obtained from a multispan Timoshenko frame are compared with those of a multispan Bernoulli-Euler frame.

• 치과방사선
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• 제28권2호
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• pp.339-353
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• 1998

The purpose of this study was to investigate whether a radiographic estimate of osseous fractal dimension and power spectrum of 2D discrete Fourier transform is useful in the characterization of structural changes in bone. Ten specimens of bone were decalcified in fresh 50 ml solutions of 0.1 N hydrochloric acid solution at cummulative timed periods of 0 and 90 minutes. and radiographed from 0 degree projection angle controlled by intraoral parelleling device. I performed one-dimensional variance. fractal analysis of bony profiles and 2D discrete Fourier transform. The results of this study indicate that variance and fractal dimension of scan line pixel intensities decreased significantly in decalcified groups but Fourier spectral analysis didn't discriminate well between control and decalcified specimens.

• 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.

• 응용통계연구
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• 제17권1호
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• pp.145-151
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• 2004

SAS의 PROC MIXED procedure는 다양한 형태의 혼합모형에 적합한 자료를 분석하고, 그 자료들이 채집된 모집단의 모수들에 관한 통계적 추론을 하는데 사용된다. 그러나 혼합모형에 해당되는 불균형중첩오차구조를 갖는 선형회귀모형안에 나타나는 두개의 분산의 합에 대한 신뢰구간을 구할 때 PROC MIXED의 REML추정량으로부터 계산되는 신뢰구간은 신뢰계수를 지키지 못한다는 것을 시뮬레이션을 통하여 보인다.

• Journal of the Korean Data and Information Science Society
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• 제27권5호
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• pp.1423-1431
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• 2016

When the sample size in a certain domain is too small to produce adequate information, small area model with random effects is usually used. Also, if we do not consider an inherent pattern which data possess, it considerably affects inference. In this paper, we mainly focus on modeling to handle increased variation of the Current Population Survey (CPS) median income as the Internal Revenue Service (IRS) mean income increases. In a hierarchical Bayesian framework, most estimations are carried out through the Gibbs sampler while the grid method is used to generate parameters from non-standard form. Numerical study indicates that the performance of proposed model is better than that of CPS method in terms of four comparison measurements.

• Structural Engineering and Mechanics
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• 제56권5호
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• pp.767-785
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• 2015

The stochastic finite element method is employed to obtain a stochastic dynamic model of angled beams subjected to impact loads when uncertain material properties are described by random fields. Using the perturbation technique in conjunction with a precise time integration method, a random analysis approach is developed for efficient analysis of random elastic waves. Formulas for the mean, variance and covariance of displacement, strain and stress are introduced. Statistics of displacement and stress waves is analyzed and effects of bend angle and material stochasticity on wave propagation are studied. It is found that the elastic wave correlation in the angled section is the most significant. The mean, variance and covariance of the stress wave amplitude decrease with an increase in bend angle. The standard deviation of the beam material density plays an important role in longitudinal displacement wave covariance.

• 한국자동차공학회논문집
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• 제11권4호
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• pp.94-101
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• 2003

Recently, miniaturization and weight reduction is getting more attention due to various benefits in automotive components design. It is a trend that the design of experiment(DOE) and statical design method are frequently used for optimization. In this research, the safety of lower control arm is evaluated according to its material change form S45C to A16061 for the reduction of arm's weight. The variance analysis on the basis of structure analysis and DOE is applied to the lower control m. We have proposed a statistical design model to evaluate the effect of structural modification by performing the practical multi-objective optimization considering mass, stress and deflection.