• 대한수학회논문집
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• 제28권3호
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• pp.615-633
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• 2013

We use a power series expansion method to get an analytic approximation value for the quanto option price under the Hull and White stochastic volatility model, which turns out to be accurate enough by comparing with the simulation prices using Monte Carlo method.

• 응용통계연구
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• 제29권7호
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• pp.1373-1383
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• 2016

풍력에너지 산업이 발전하고 풍력발전에 대한 의존율이 높아짐에 따라 안정적인 공급이 중요해지고 있다. 원활한 전력수급계획을 세우기 위해서 풍력발전량을 정확히 예측하는 것이 중요하다. 본 논문에서는 강원도 평창 횡계리에 설치된 대관령 2풍력(2MW 1기)의 시간별 풍력발전 데이터와 강원도 대관령 기상대에서 관측되는 시간별 풍속과 풍향 데이터를 기상청 지상관측자료에서 수집하여 연구하였다. 풍력발전량 예측을 위하여 신경망 모형과 시계열 모형인 ARMA, ARMAX, ARMA-GARCH, Holt Winters 모형을 비교하였다. 모형 간 예측력을 비교하기 위해 mean absolute error(MAE)를 사용하였다. 모형의 예측 성능 비교 결과 1시간에서 3시간의 단기 예측에 있어서 ARMA-GARCH 모형이 우수한 예측력을 보였다. 6시간 이후 예측에서는 신경망 모형이 우수한 예측을 보였다.

• 산업경영시스템학회지
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• 제39권1호
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• pp.25-30
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• 2016

It is critical to forecast the maximum daily and monthly demand for power with as little error as possible for our industry and national economy. In general, long-term forecasting of power demand has been studied from both the consumer's perspective and an econometrics model in the form of a generalized linear model with predictors. Time series techniques are used for short-term forecasting with no predictors as predictors must be predicted prior to forecasting response variables and containing estimation errors during this process is inevitable. In previous researches, seasonal exponential smoothing method, SARMA (Seasonal Auto Regressive Moving Average) with consideration to weekly pattern Neuron-Fuzzy model, SVR (Support Vector Regression) model with predictors explored through machine learning, and K-means clustering technique in the various approaches have been applied to short-term power supply forecasting. In this paper, SARMA and intervention model are fitted to forecast the maximum power load daily, weekly, and monthly by using the empirical data from 2011 through 2013. $ARMA(2,\;1,\;2)(1,\;1,\;1)_7$ and $ARMA(0,\;1,\;1)(1,\;1,\;0)_{12}$ are fitted respectively to the daily and monthly power demand, but the weekly power demand is not fitted by AREA because of unit root series. In our fitted intervention model, the factors of long holidays, summer and winter are significant in the form of indicator function. The SARMA with MAPE (Mean Absolute Percentage Error) of 2.45% and intervention model with MAPE of 2.44% are more efficient than the present seasonal exponential smoothing with MAPE of about 4%. Although the dynamic repression model with the predictors of humidity, temperature, and seasonal dummies was applied to foretaste the daily power demand, it lead to a high MAPE of 3.5% even though it has estimation error of predictors.

• 한국철도학회논문집
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• 제11권5호
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• pp.477-481
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• 2008

본 논문은 저압계통에서 전기화재의 징후인 직렬아크의 검출방법에 대해 기술하였다. 제안한 검출회로는 전원주파수 성분을 80dB 이상 감소시킬 수 있는 저역차단주파수가 3kHz인 고역통과필터와 아크신호만을 검출하기 위한 중심주파수가 4kHz인 대역통과필터로 구성된다. UL1699에 규정된 아크발생장치를 이용하여 비선형부하인 위상제어 백열전구와 고주파발생부하인 인버터 추동 유도전동기에서 직렬아크신호를 모의하여 성능을 평가하였다. 실험 결과로부터 세안한 방식은 비선형부하와 고주파발생하에 대해서도 직렬아크신호를 정확히 구분함으로써 현재 최대 문제인 검출오류를 해결하였음이 확인되었다.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2008년도 심포지엄 논문집 정보 및 제어부문
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• pp.215-216
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• 2008

This paper is proposed a approximation control method(ACM) for the maximum power of a photovoltaic system. It is designed for power systems application and utilities. The proposed Maximum Power Point Tracking(MPPT) control has the advantage to provide a new simple way to approximate the optimal or rated voltage, the optimal or rated current and maximum power rating produced by a solar panel and the photovoltaic inverter. And this straightforward method has the advantage that Pmax and $V_{op}$ can be approximated using the same variable as the dynamic model without using complicate approximations or Taylor series. This paper is proposed MPPT using AMC using weather condition of domestic moderate program technique. This paper is proposed the experimental results to verify the effectiveness of the new methods.

• 제어로봇시스템학회논문지
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• 제12권7호
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• pp.631-636
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• 2006

In this paper, an algorithm of time series function forecasting using GMDH(group method of data handling) algorithm that gives more weight to the recent data is proposed. Traditional methods of GMDH forecasting gives same weights to the old and recent data, but by the point of view that the recent data is more important than the old data to forecast the future, an algorithm that makes the recent data contribute more to training is proposed for more accurate forecasting. The average error rate of electric power demand forecasting by the traditional GMDH algorithm which does not use data weighting algorithm is 0.9862 %, but as the result of applying the data weighting GMDH algorithm proposed in this paper to electric power forecasting demand the average error rate by the algorithm which uses data weighting algorithm and chooses the best data weighting rate is 0.688 %. Accordingly in forecasting the electric power demand by GMDH the proposed method can acquire the reduced error rate of 30.2 % compared to the traditional method.

• Journal of Power Electronics
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• 제19권5호
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• pp.1235-1247
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• 2019

Zero-Voltage-Switching (ZVS) operation for a Wireless Power Transfer (WPT) system can be achieved by designing a ZVS controller. However, the performance of the controller in some industrial applications needs to be designed tightly. This paper introduces a ZVS controller design method for WPT systems. The parameters of the controller are designed according to the desired performance based on the closed loop dominant pole placement method. To describe the dynamic characteristics of the system ZVS angle, a nonlinear dynamic model is deduced and linearized using the small signal linearization method. By analyzing the zero-pole distribution, a low-order equivalent model that facilitates the controller design is obtained. The parameters of the controller are designed by calculating the time constant of the closed-loop dominant poles. A prototype of a WPT system with the designed controller and a five-stage multistage series variable capacitor (MSVC) is built and tested to verify the performance of the controller. The recorded response curves and waveforms show that the designed controller can maintain the ZVS angle at the reference angle with satisfactory control performance.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2005년도 추계학술대회 학술발표 논문집 제15권 제2호
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• pp.95-98
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• 2005

This paper presents intelligent digital redesign method of global approach for hybrid state space fuzzy-model-based controllers. For effectiveness and stabilization of continuous-time uncertain nonlinear systems under discrete-time controller, Takagi-Sugeno(TS) fuzzy model is used to represent the complex system. And global approach design problems viewed as a convex optimization problem that we minimize the error of the norm bounds between nonlinearly interpolated linear operators to be matched. Also by using the power series, we analyzed nonlinear system's uncertain parts more precisely. When a sampling period is sufficiently small, the conversion of a continuous-time structured uncertain nonlinear system to an equivalent discrete -time system have proper reason. Sufficiently conditions for the global state -matching of the digitally controlled system are formulated in terms of linear matrix inequalities (LMls). Finally, we prove the effectiveness and stabilization of the proposed intelligent digital redesign method by applying the chaotic Lorentz system.

• Structural Engineering and Mechanics
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• 제72권5호
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• pp.585-595
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• 2019

Foundations are a vital part of structures. Over time, the foundations can deteriorate due to unforeseen overloads and/or settlements, resulting in the appearance of cracks in the concrete. These cracks produce changes in the static and dynamic behavior of the affected foundation, which alter its load carrying capacity. In this work, non-destructive techniques of relative simplicity of application are presented for the detection, location, and quantification of damage, using numerical models, solved with the finite element method and Power Series. For this, two types of parameters are used: static (displacement and elastic curvature) and dynamics (natural frequencies). In the static analysis, the damage detection is done by means of a finite elements model representing a beam supported on an elastic foundation with a discrete crack that varies in length and location. With regard to dynamic analysis, the governing equations of the model are presented and a method based on Power Series is used to obtain the solution for a data set, which could be the Winkler coefficient, the location of the crack or the frequency. In order to validate the proposed methodologies, these techniques are applied to data obtained from laboratory tests.

• 대한전기학회논문지
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• 제38권7호
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• pp.524-538
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• 1989

최근에 들어 마이크로 컴퓨터를 비롯하여 사무 자동화 및 가정 자동화와 관련한 전자기기에 쓰이는 1KVA이하의 소용량 UPS의 수요가 급격히 증가하고 있다. 이와같은 UPS의 응용에서는 UPS의 소형화와 가격 절감이 가장 요구된다. 본 논문에서는 새로운 방식의 직렬 공진형 인버어터와 그의 제어 방법을 제안하였다. 제안한 인버어터는 영전류 스윗칭 방식의 공진형 컨버어터와 고주파 절연 변압기 및 영전류 스윗칭 방식의 싸이클로 콘버어터로 구성되었다. 공진 전류의 평균 크기를 정현적으로 변화시키고 싸이클로 콘버어터를 이용하여 저주파 출력 전압을 발생시킨다. 제안한 인버어터에서는 양방향 전력 전달이 가능하고 절연 변압기의 크기를 대폭 줄이고 가격도 줄일 수 있다. 제안한 제어방법을 simulation과 실험을 통하여 확인하였다.