• 대한교통학회지
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• 제22권4호
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• pp.147-158
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• 2004

SWP(Stochastic Wave Propagation: 확률파장전파) 모형은 Cellular Automata(CA) 이론을 기반으로한 간략한 차량모형을 이용하여 개별차량의 확률적 형태와 혼잡의 전파를 모사하고, 통계물리학을 기반으로 교통류를 거시적으로 해석한다. SWP모형은 이산적 시공간 구조와 정수형 자료를 이용한 프로그램 지향적 모형구조를 가지며 연산수행속도가 빨라 대규모 가로망의 실시간 시뮬레이션을 가능하게 하였다. 그러나 비현실적인 충돌회피과정으로 인한 자연발생적 혼잡(Spontaneous jam)의 형성 때문에 미시적으로는 혼잡내에서 잠금현상(Lockup)이 발생하여 혼잡내 차량의 저속을 설명할 수 없고, 거시적으로는 혼잡의 밀도와 전파속도를 설명하기 어렵다는 한계를 가지고 있다. 본 연구에서는 비현실적인 차량의 정지과정을 보다 현실적으로 모사하기 위한 정지조작규칙(SMR: Stopping Maneuver Rule)과 혼잡내에서 차량의 낮은 가속을 설명하기 위한 저가속규칙(LAR: Low Acceleration Rule)을 기존의 SWP모형인 NaSch모형에 추가하였다. 이를 통해 미시적으로 보다 현실적인 차량의 정지과정을 모사하면서 혼잡내에서 잠금현상을 방지하고, 거시적으로 혼잡의 밀도와 전파속도를 설명함으로써 보다 다양하게 연속 교통류를 구현하는 모형을 구축하였다.

• 한국시뮬레이션학회논문지
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• 제17권3호
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• pp.19-26
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• 2008

본 논문에서는 중기 국채(Treasure Note; T-Note)의 실제 자료를 이용하여 채권 가격에 대한 이자율을 예측하는 동적인 예측 알고리즘을 제안하고 있다. 제안한 알고리즘은 이자율 기간 구조를 근본으로 하고 있으며 표준 위너 과정(standard Wiener process)과 같은 다양한 금융 모형의 대안으로 활용 가능하다. 본 논문에서는 실제 자료의 누적 분포 함수(Cumulative Distribution Function; CDF)를 이용하여 이자율을 측정하였으며 CDF는 수치적 방법인 보간법 중에 자주 활용되는 내츄럴 큐빅 스플라인(natural cubic spline; NCS)방법을 통하여 얻었다. 위에서 얻은 CDF를 통하여 난수 생성기법(random number generation scheme; RNGS)을 이용하여 채권의 가격를 계산하였다. 컴퓨터 시뮬레이션을 통해 얻은 실험결과로부터 제안된 예측 알고리즘에서 엄밀도(precision)의 낮은 값을 얻음으로써 채권의 가치가 더욱 예리하고 정확하게 평가되었음을 확인할 수 있었으며, 이는 매우 근거 있는 예측이라 할 수 있다.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 2005년도 추계학술대회 논문집
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• pp.748-753
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• 2005

Among processes to manufacture parts from footwear materials like upper leathers, one of the most essential processes is the cutting one optimally arranging lots of parts on raw footwear materials and cutting. A new nesting strategy was proposed for the 2-dimensional part layout by using a two-stage approach, where which can be effectively used for water jet cutting. In the initial layout stage, a SOAL(Self-Organization Assisted Layout) based on the combination of FCM(Fuzzy C-Means) and SOM was adopted. In the layout improvement stage, SA(Simulated Annealing) based approach was adopted for a finer layout. The proposed approach saves much CPU time through a two-stage approach scheme, while other annealing-based algorithm so far reported fur a nesting problem are computationally expensive. The proposed nesting approach uses the stochastic process, and has a much higher possibility to obtain a global solution than the deterministic searching technique. We developed the automatic nesting software of NST(ver.1.1) software for footwear industry by implementing of these proposed algorithms. The NST software was applied by the optimized automatic arrangement algorithm to cut without the loss of leathers. if possible, after detecting damage areas. Also, NST software can consider about several features in not only natural loathers but artificial ones. Lastly, the NST software can reduce a required time to implement generation of NC code. cutting time, and waste of raw materials because the NST software automatically performs parts arrangement, cutting paths generation and finally NC code generation, which are needed much effect and time to generate them manually.

• 자원ㆍ환경경제연구
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• 제31권3호
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• pp.393-417
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• 2022

전력시장 도매가격인 전력계통한계가격(System Marginal Price, SMP)의 급등락은 발전 사업자들의 재생에너지 및 기존 신규 발전설비에 대한 투자 결정을 변경하거나 지연시켜 에너지 정책 실현에 부정적인 영향을 미칠 수 있다. 이 연구는 2016~2020년 시간별 데이터를 활용하여 우리나라 SMP 주간 실현 변동성을 측정하고 결정요인을 파악함으로써 SMP 급등락 현상에 대한 정보 제공을 목적으로 한다. 국면전환(regime-switching)을 베이지안 변수선택(Bayesian stochastic selection) 모형에 적용하여 추정한 결과, SMP 고변동·저변동 국면 모두에서 기저 발전인 석탄 및 원자력 발전과 재생에너지인 태양광 발전의 증가는 SMP 변동성을 심화시키고, 가스발전량과 LNG 가격 변화는 고변동 국면에서만 SMP 변동성을 감소시키는 것으로 나타났다. 이러한 결과는 탄소 중립이나 에너지 전환 정책에 따른 재생에너지의 점진적인 확대가 SMP 변동성을 확대할 수 있지만, 재생에너지의 간헐성을 보완하기 위한 가스발전의 증가나 탄소 중립을 위한 석탄발전 감축은 SMP 변동성 증가를 상쇄시키는 역할을 할 수 있음을 시사한다.

• 경영과학
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• 제22권1호
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• pp.15-26
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• 2005

The bootstrap is a method of computational inference that simulates the creation of new data by resampling from a single data set. We propose a new job for the bootstrap: generating inputs from one historical trace using Threshold Bootstrap. In this regard, the most important quality of bootstrap samples is that they be functionally indistinguishable from independent samples of the same stochastic process. We describe a quantitative measure of difference between two time series, and demonstrate the sensitivity of this measure for discriminating between two data generating processes. Utilizing this distance measure for the task of generating inputs, we show a way of tuning the bootstrap using a single observed trace. This application of the threshold bootstrap will be a powerful tool for Monte Carlo simulation. Monte Carlo simulation analysis relies on built-in input generators. These generators make unrealistic assumptions about independence and marginal distributions. The alternative source of inputs, historical trace data, though realistic by definition, provides only a single input stream for simulation. One benefit of our method would be expanding the number of inputs achieving reality by driving system models with actual historical input series. Another benefit might be the automatic generation of lifelike scenarios for the field of finance.

• 한국정밀공학회지
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• 제21권4호
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• pp.120-131
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• 2004

In this paper, we propose the method of a motion planning generation in which the movement of the 3-link leg subsystem is constrained to a slider-link and a singular posture can be easily avoided. The proposed method is the jumping control moving in vertical direction which mimics a cat's behavior. That is, it is jumping toward wall and kicking it to get a higher-place. Considering the movement from the point of constraint mechanical system, the robotic system which realizes the motion changes its configuration according to the position and it has several phases such as; ⅰ) an one-leg phase, ⅱ) in an air-phase. In other words, the system is under nonholonomic constraint due to the reservation of its momentum. Especially, in an air-phase, we will use a control method using state transformation and linearization in order to control the landing posture. Also, an iterative learning control algorithm is applied in order to improve the robustness of the control. The simulation results for jumping control will illustrate the effectiveness of the proposed control method.

• Journal of Electrical Engineering and Technology
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• 제12권5호
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• pp.1743-1753
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• 2017

Since there are multiple random variables in the probabilistic load flow (PLF) calculation of distribution system containing distributed generation (DG) and electric vehicle charging load (EVCL), a Monte Carlo method based on composite sampling method is put forward according to the existing simple random sampling Monte Carlo simulation method (SRS-MCSM) to perform probabilistic assessment analysis of voltage quality of distribution system containing DG and EVCL. This method considers not only the randomness of wind speed and light intensity as well as the uncertainty of basic load and EVCL, but also other stochastic disturbances, such as the failure rate of the transmission line. According to the different characteristics of random factors, different sampling methods are applied. Simulation results on IEEE9 bus system and IEEE34 bus system demonstrates the validity, accuracy, rapidity and practicability of the proposed method. In contrast to the SRS-MCSM, the proposed method is of higher computational efficiency and better simulation accuracy. The variation of nodal voltages for distribution system before and after connecting DG and EVCL is compared and analyzed, especially the voltage fluctuation of the grid-connected point of DG and EVCL.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2000년도 하계학술대회 논문집 A
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• pp.337-340
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• 2000

In this paper, the effects of the uncertain hourly load demand are stochastically analyzed especially by the consideration of the average over generation of the Unit Commitment(UC) results. In order to minimize the effects of the actual load profile change, a new UC algorithm is proposed. The proposed algorithm calculates the UC results with the lower load level than the one generated by the conventional load forecast. In case of the worse load forecast, the deviation of the conventional UC solution can be overcome with the lower load level and the more hourly reserve requirements. The proposed method is tested with sample systems, which shows that the proposed method can be used as the basic guideline for selecting the potimal load forecast applying to UC problem.

• 대한토목학회논문집
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• 제10권3호
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• pp.39-47
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• 1990

본 논문에서는 시간이력곡선법에 의한 구조물의 동적해석이 가능하도록 한반도 지진 특성을 고려한 인공지진파 작성에 관한 연구를 시도하였다. 인공지진파 작성에 유용한 포락함수와 유효지속시간은 관측지진파의 분석 결과를 적용하고, 가속도는 지진구역도에서 평가된 최대 값으로 결정하였다. 특히 인공지진파는 지반조건과 진원지 거리에 따라 형태가 다르게 나타나는 특성을 고려했다. 추계학적 방법으로 작성한 인공지진파의 최대가속도는 0.2g 이고, 유효지속시간은 24초이다. 그리고 인공지진파의 신뢰성 검토는 지진파의 포락함수 비교와 설계응답스펙트럼에 도시된 지진파의 응답 결과로 확인되었다.

• 한국농공학회지
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• 제37권2호
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• pp.31-40
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• 1995

This study was conducted to get best fitting frequency distribution for the annual run- off and to simulate long series of annual flows by single-season first order Markov Model with comparison of statistical parameters which were derived from observed and synthetic flows at four watersheds in Seom Jin and Yeong San river systems. The results summarized through this study are as follows. 1. Hydrologic persistence of observed flows was acknowledged by the correlogram analysis. 2. A normal distribution of the annual runoff for the applied watersheds was confirmed as the best one among others by Kolmogorov-Smirnov test. 3. Statistical parameters were calculated from synthetic flows simulated by normal dis- tribution. In was confirmed that mean and standard deviation of simulated flows are much closer to those of observed data than except coefficient of skewness. 4. Hydrologic persistence between observed flows and synthetic flows simulated was also confirmed by the correlogram analysis. 5. It is to be desired that generation technique of synthetic flow in this study would be compared with other simulation techniques for the objective time series.