• Journal of the Korea Society for Simulation
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• v.13 no.2
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• pp.23-34
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• 2004

Regenerative simulation (RS) is a method of stochastic steady-state simulation in which output data are collected and analysed within regenerative cycles (RCs). Since data collected during consecutive RCs are independent and identically distributed, there is no problem with the initial transient period in simulated processes, which is a perennial issue of concern in all other types of steady-state simulation. In this paper, we address the issue of experimental analysis of the quality of sequential regenerative simulation in the sense of the coverage of the final confidence intervals of mean values. The ultimate purpose of this study is to determine the best version of RS to be implemented in Akaroa2 [1], a fully automated controller of distributed stochastic simulation in LAN environments.

• The KIPS Transactions:PartD
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• v.10D no.6
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• pp.1025-1032
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• 2003

Percentiles are convenient measures of the entire range of values of simulation outputs. However, unlike means and standard deviations, the observations have to be stored since calculation of percentiles requires several passes through the data. Thus, percentile (PE) requires a large amount of computer storage and computation time. The best possible computation time to sort n observations is (O($nlog_{2}n$)), and memory proportional to n is required to store sorted values in order to find a given order statistic. Several approaches for extimating percentiles in RS(regenerative simulation) and non-RS, which can avoid difficulties of PE, have been proposed in [11, 12, 21]. In this paper, we implemented these three approaches known as : leanear PE, batching PE, spectral $P^2$ PE in the context of sequential steady-state simulation. Numerical results of coverage analysis of these PE approachs are present.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.53 no.2
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• pp.121-128
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• 2004

This paper presents a new approach for determining an accurate incentive levels of Direct Load Control (DLC) program using sequential Monte Carlo Simulation (MCS) techniques. The economic analysis of DLC resources needs to identify the hourly-by-hourly expected energy-not-served resulting from the random outage characteristics of generators as well as to reflect the availability and duration of DLC resources, which results the computational explosion. Therefore, the conventional methods are based on the scenario approaches to reduce the computation time as well as to avoid the complexity of economic studies. In this paper, we have developed a new technique based on the sequential MCS to evaluate the required expected load control amount in each hour and to decide the incentive level satisfying the economic constraints. In addition, the mathematical formulation for DLC programs' economic evaluations are developed. To show the efficiency and effectiveness of the suggested method, the numerical studies have been performed for the modified IEEE reliability test system.

• Journal of the Korean Data and Information Science Society
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• v.23 no.6
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• pp.1279-1287
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• 2012

We particularly emphasized how to determine the number of replications with sequential and multistage procedures. So, the t-test is used to achieve some predetermined level of accuracy efficiently with loss function in the case of normal, chi-squared, an exponential distributions. We provided that the relevance of procedures are sequential procedure, two-stage procedure, modified two-stage procedure, three-stage procedure and accelerated sequential procedure. Monte Carlo simulation is carried out to obtain the stopping sample size that minimizes the risk.

• Journal of the Korean Institute of Telematics and Electronics A
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• v.32A no.4
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• pp.75-84
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• 1995

Fault simulators are used for accurate evaluation of fault coverages of digital circuits. But fault simulation becomes time and memory consuming job because computation time is proportional to wquare of size of circuits. Recently, several approximate algorithms for testability analysis have been published to cope with the problems. COP is very fast but cannot be used for sequential circuits, while STAFAN can ve used for sequential circuits but requires large amount of computation because it utilizes logic simulation results. In this paper EXTASEC(An Extension of Testability Analysis for Sequential Circuits) is proposed. It is an extension of COP in the sense that it is the same as COP for combinational circuits, but it can handle sequential circuits, Xicontrollability and backward line analysis are key concept for EXTASEC. Performance of EXTASEC is proven by comparing EXTASEC with a falut simulator, STAFAN, and COP for ISCAS circuits, and the result is demonstated.

• Journal of the Korea Society for Simulation
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• v.9 no.2
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• pp.75-87
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• 2000

In this paper, nonstationary multiple sampling plans are discussed which are difficult to solve by analytical method when there exists dependency between the sample data. The initial solution is found by the sequential sampling plan using the sequential probability ration test. The number of acceptance and rejection in each step of the multiple sampling plan are found by grouping the sequential sampling plan's solution initially. The optimal multiple sampling plans are found by simulation. Four search methods are developed U and the optimum sampling plans satisfying the Type I and Type ll error probabilities. The performance of the sampling plans is measured and their algorithms are also shown. To consider the nonstationary property of the dependent sampling plan, simulation method is used for finding the lot rejection and acceptance probability function. As a numerical example Markov chain model is inspected. Effects of the dependency factor and search methods are compared to analyze the sampling results by changing their parameters.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.350-350
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• 2017

저수지의 설계홍수량 산정 시 인근의 기상관측 자료를 활용하고 있으나 인근에 기상관측 자료가 없거나 저수지 배후 유역이 큰 경우에는 단일 기상관측 자료를 이용하기에는 한계가 있다. 따라서 실무적으로 지점별 기상관측소의 자료를 이용하여 설계홍수량을 산정할 때에는 각 관측소 자료를 이용하여 확률강우량을 산정하고 Thiessen 가중평균을 한 후 면적우량환산계수 (ARF)를 곱하여 사용하고 있는데, Thiessen 방법의 경우 방법이 간단하지만 지형 고도 효과는 무시되고 우량계의 지배면적에 의한 우량계의 분포 상태만을 고려하게 된다. 그러므로 설계홍수량 산정시 사용되는 Thiessen 방법은 공간적 불확실성을 내포하고 있고, 특히 소규모 저수지의 설계홍수량을 산정하는 경우에는 저수지 유역의 국소적인 특징을 나타내기 어렵다. 본 연구에서는 설계홍수량 산정 시 저수지 위치에 해당하는 확률강우량의 공간적 불확실성을 평가하기 위하여 SIS(Sequential Indicator Simulation) 방법을 이용하였다. SIS 방법은 Kriging 기법과 마찬가지로 베리오그램으로부터 얻어지는 공간적 상관관계를 기반으로 하고 있는 방법으로 Kriging 기법과 달리 공간분포의 국소적인 특성을 평가할 수 있다는 장점을 가지고 있다.

• Tunnel and Underground Space
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• v.16 no.2 s.61
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• pp.135-145
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• 2006

In this study, conditional simulation was conducted to estimate rock mass rating(RMR) in unsurveyed regions. Sequential Gaussian simulation(SGS) and sequential indicator simulation(SIS) were applied for estimating RMR from the bore hole logging data. The uncertainty of SGS and SIS was verified by sample cross validation. A subset composed of 5 bore hole logging data among the original 30 bore hole logging data was set aside as test data. The remainder was training data. The quality of SGS and SIS estimation on the testing data reflects how well it would perform in an unsupervised setting. SGS and SIS were useful stochastic methods to estimate the spatial distribution of rock mass classes correctly and assess the uncertainty of estimation quantitatively. The result of conditional simulation can offer useful information of rock mass classes such as RMR in unsurveyed regions.

• Journal of Applied Reliability
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• v.3 no.2
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• pp.137-143
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• 2003

Sequential test plans are characterized by decision rules for accepting or rejecting compliance, or continuing the test at my test time. They are determined by selected values of risks and discrimination ratio. The sequential test plans in the international standard such as MIL-HDBK-781A are based on the assumption that the underlying distribution of times between failures is exponential. In this paper, sequential test plans are extended to the Weibull distribution case. Simulation studies are performed to examine the reasonability in this extension.

• Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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• 2003.04a
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• pp.82-85
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• 2003

강원도 춘천시 신북읍 유포리 연구지역의 지하수의 NO$_3$-N 2차원 공간 분포를 정의하기 위하여 지구통계학적 해석 방법인 sequential Gaussian simulation(SGS)을 이용하였다. 원자료의 공간적 clustering을 제거하기 위하여 cell declustering을 수행한 후 normal score 변환을 거친 후 variogram 분석과 모델링을 수행하였다. Exponential, gaussian, spherical variogram model에 대한 각각의 nugget, range, sill을 정의하여 SGS에 이용하였다. SGS에 의해 도출된 결과들은 모두 동일한 결과를 나타낸다. 또한 관측 자료의 분포와 주 오염원의 분포와 상응하는 모델링 결과를 나타내는 것으로 보아 SGS를 이용한 농촌지역 지하수내 NO$_3$-N의 공간적 오염 분포 영상화가 매우 유용하게 활용될 수 있을 것으로 판단된다.