• Title/Summary/Keyword: Stochastic Lead Time

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An Hourly Extreme Data Estimation Method Developed Using Nonstationary Bayesian Beta Distribution (비정상성 Bayesian Beta 분포를 이용한 시 단위 극치자료 추정기법 개발)

  • Kim, Yong-Tak;Kim, Jin-Young;Lee, Jae Chul;Kwon, Hyun-Han
    • Journal of Korean Society on Water Environment
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    • v.33 no.3
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    • pp.256-272
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    • 2017
  • Extreme rainfall has become more frequent over the Korean peninsula in recent years, causing serious damages. In a changing climate, traditional approaches based on historical records of rainfall and on the stationary assumption can be inadequate and lead to overestimate (or underestimate) the design rainfalls. A main objective of this study is to develop a stochastic disaggregation method of seasonal rainfall to hourly extreme rainfall, and offer a way to derive the nonstationary IDF curves. In this study, we propose a novel approach based on a Four-Parameter Beta (4P-beta) distribution to estimate the nonstationary IDF curves conditioned on the observed (or simulated) seasonal rainfall, which becomes the time-varying upper bound of the 4P beta distribution. Moreover, this study employed a Bayesian framework that provides a better way to take into account the uncertainty in the model parameters. The proposed model showed a comparable design rainfall to that of GEV distribution under the stationary assumption. As a nonstationary rainfall frequency model, the proposed model can effectively translate the seasonal variation into the sub-daily extreme rainfall.

A Reliability Analysis of a Guyed Tower (Guyed Tower의 신뢰성 해석)

  • Tae-B.,Ha;Hang-S.,Choi
    • Bulletin of the Society of Naval Architects of Korea
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    • v.24 no.2
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    • pp.29-35
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    • 1987
  • As offshore activities move into deeper ocean, conventional fixed-base platforms drastically increase in size and cost, One of alternatives available is a guyed tower, in which environmental loads are supported by guylines instead of structural members. The guying system of the guyed tower is designed on one hand to be stiff enough to limit the structural displacement in normal operations, but on the other hand to be soft enough to permit large slow sways during the presence of design-level storms. This compliancy provides an efficient means of withstanding harsh environment so that the disproportionate increase in size of deep water platforms can be kept to a rational limit. Novel configurations contain always some degrees of potential risks mainly due to the lack of experience. The most critical hazard inherent to a guyed tower may be the pullout of anchor piles. Once it happens, the guyline fails to function and it may eventually lead to the total collapse of the system. It is the aim of this paper to discuss and quantify the anchor-pullout risk of a guyed tower. A stochastic analysis is made for evaluating the first-upcrossing probability of the tension acting on anchor piles over the uplift capacity. Nonlinearities involved in the mooring stiffness and hydrodynamics are taken into account by using time-domain analysis. A simplified two dimensional dynamic model is developed to exemplify the underlying concept. Real hurricane data in the Gulf of Mexico spanning over 70 years are incorporated in a numerical example of which result clearly indicates highly potential risk of anchor pullout.

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Current Mechanistic Approaches to the Chemoprevention of Cancer

  • Steele, Vernon E.
    • BMB Reports
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    • v.36 no.1
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    • pp.78-81
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    • 2003
  • The prevention of cancer is one of the most important public health and medical practices of the $21^{st}$ century. We have made much progress in this new emerging field, but so much remains to be accomplished before widespread use and practice become common place. Cancer chemoprevention encompasses the concepts of inhibition, reversal, and retardation of the cancer process. This process, called carcinogenesis, requires 20-40 years to reach the endpoint called invasive cancer. It typically follows multiple, diverse and complex pathways in a stochastic process of clonal evolution. These pathways appear amenable to inhibition, reversal or retardation at various points. We must therefore identify key pathways in the evolution of the cancer cell that can be exploited to prevent this carcinogenesis process. Basic research is identifying many genetic lesions and epigenetic processes associated with the progression of precancer to invasive disease. Many of these early precancerous lesions favor cell division over quiescence and protect cells against apoptosis when signals are present. Many oncogenes are active during early development and are reactivated in adulthood by aberrant gene promoting errors. Normal regulatory genes are mutated, making them insensitive to normal regulatory signals. Tumor suppressor genes are deleted or mutated rendering them inactive. Thus there is a wide range of defects in cellular machinery which can lead to evolution of the cancer phenotype. Mistakes may not have to appear in a certain order for cells to progress along the cancer pathway. To conquer this diverse disease, we must attack multiple key pathways at once for a predetermined period of time. Thus, agent combination prevention strategies are essential to decrease cancer morbidity. Furthermore, each cancer type may require custom combination of prevention strategies to be successful.

Performance evaluation on Fault Current Controller System for the Applications of Smart Grid

  • Jang, Jae-Young;Lee, Woo-Seung;Lee, Ji-Ho;Hwang, Young-Jin;Jo, Hyun-Chul;Ahn, Min-Cheol;Hur, Kyeon;Ko, Tae-Kuk
    • Progress in Superconductivity and Cryogenics
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    • v.14 no.2
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    • pp.12-15
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    • 2012
  • This paper presents simulation and small-scale experimental tests of a fault current controller. Smart fault controller as proposed and proven conceptually in our previous work is promising technology for the smart power grid where distributed and even stochastic generation sources are prevalent and grid operations are more dynamic. Existing protection schemes simply limiting the fault current to the pre-determined set values may not show best performance and even lead to coordination failures, potentially leading to catastrophic failure. Thus, this paper designs fault current controller with a full bridge thyristor rectifier, embedding a superconducting coil for which the controller is electrically invisible during normal operation because the loss due to the coil is near-zero. When a fault occurs and the resulting current through the superconducting coil exceeds a certain value set intelligently based on the current operating condition of the grid, the magnitude of the fault current is controlled to this desired value by adjusting the firing angles of thyristors such that the overall system integrity is successfully maintained. Detailed time-domain simulations are performed and lab-scale testing circuits are built to demonstrate the desired functionality and efficacy of the proposed fault current controller.

Ripple Effect Analysis of Regional Industry Technology Development Using DEA (자료포락분석 기법을 이용한 지역산업 기술개발 사업의 파급효과 분석)

  • Lee, Sang-Hyun;Kim, Sang-Young;Lee, Sang-Joon
    • Journal of Digital Convergence
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    • v.9 no.6
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    • pp.1-11
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    • 2011
  • It is time to review the direction of R&D investment which is the source of change in knowledge information ages. The DEA(Data Envelopment Analysis) is a efficient method by using the ratio of input and output elements. In this paper, we analyzed industry relationship and efficiency by DEA in order to analyze ripple effect of the regional industry technology development project. According to these results, we found the primary affected factor in performance of this project was human resource, and the turnover of participated company was not on the rise yet. On types of the project, we could find the efficiency quotient of critical technique development project was higher than of common technique development project because project period or budget scale infected to project performance. We expect the enhancement of technique developer, tenn and budget, and it is necessary the project results should lead performance such as sales force and employee growth.

Probability Distribution of Project Completion Times in Simulation based Scheduling (시뮬레이션 일정기법;최종공사기간의 확률 통계적 특성 추정)

  • Lee, Dong-Eun;Kim, Ryul-Hee
    • Proceedings of the Korean Institute Of Construction Engineering and Management
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    • 2007.11a
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    • pp.327-330
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    • 2007
  • This paper verifies that the normality assumption that the simulation output data, Project Completion Times (PCTs), follow normal distribution is not always acceptable and the existing belief may lead to misleading results. A risk quantification method, which measures the effect caused by the assumption, relative to the probability distribution of PCTs is implemented as an algorithm in MATLAB. To validate the reliability of the quantification, several series of simulation experiments have been carried out to analyze a set of simulation output data which are obtained from different type of Probability Distribution Function (PDF) assigned to activities'duration in a network. The method facilitates to find the effect of PDF type and its parameters. The procedure necessary for performing the risk quantification method is described in detail along with the findings. This paper contributes to improving the reliability of simulation based scheduling method, as well as increasing the accuracy of analysis results.

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Algorithmic Generation of Self-Similar Network Traffic Based on SRA (SRA 알고리즘을 이용한 Self-Similar 네트워크 Traffic의 생성)

  • Jeong HaeDuck J.;Lee JongSuk R.
    • The KIPS Transactions:PartC
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    • v.12C no.2 s.98
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    • pp.281-288
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    • 2005
  • It is generally accepted that self-similar (or fractal) Processes may provide better models for teletraffic in modem computer networks than Poisson processes. f this is not taken into account, it can lead to inaccurate conclusions about performance of computer networks. Thus, an important requirement for conducting simulation studies of telecommunication networks is the ability to generate long synthetic stochastic self-similar sequences. A generator of pseudo-random self similar sequences, based on the SRA (successive random addition) method, is implemented and analysed in this paper. Properties of this generator were experimentally studied in the sense of its statistical accuracy and the time required to produce sequences of a given (long) length. This generator shows acceptable level of accuracy of the output data (in the sense of relative accuracy of the Hurst parameter) and is fast. The theoretical algorithmic complexity is O(n).

Valuing the Risks Created by Road Transport Demand Forecasting in PPP Projects (민간투자 도로사업의 교통수요 예측위험의 경제적 가치)

  • Kim, Kangsoo;Cho, Sungbin;Yang, Inseok
    • KDI Journal of Economic Policy
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    • v.35 no.4
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    • pp.31-61
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    • 2013
  • The purpose of this study is to calculate the economic value of transport demand forecasting risks in the road PPP project. Under the assumption that volatility of the road PPP project value occurs only in regard with uncertainty of traffic volume forecasting, this study calculates the economic value of the traffic forecasting risks in the case of the road PPP project. To that end, forecasted traffic volume is assumed to be a stochastic variable and to follow the Geometric Brownian motion as time passes. In particular, this study attempts to differentiate itself from existing studies that simply use an arbitrary assumption by presenting the application of different traffic volume growth volatility and the rates before and after the ramp-up period. Analysis of the case projects reveals that the risk premium related to traffic volume forecast of the project turns out as 7.39~8.30%, without considering option value-such as minimum revenue guarantee-while the project value volatility caused by transport demand forecasting risks is 17.11%. As the discount rate grows higher, the project value volatility tends to decrease and volatility in project value is always suggested to be larger than that in transport volume influenced by leverage effect due to fixed expenditure. The market value of transport demand forecasting risk-calculated using the project value volatility and risk premium-is analyzed to be between 0.42~0.50, implying that a 1% increase or decrease in the transport amount volatility would lead to a 0.42~0.50% increase or decrease in risk premium of the project.

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An Improved Reliability-Based Design Optimization using Moving Least Squares Approximation (이동최소자승근사법을 이용한 개선된 신뢰도 기반 최적설계)

  • Kang, Soo-Chang;Koh, Hyun-Moo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.1A
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    • pp.45-52
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    • 2009
  • In conventional structural design, deterministic optimization which satisfies codified constraints is performed to ensure safety and maximize economical efficiency. However, uncertainties are inevitable due to the stochastic nature of structural materials and applied loads. Thus, deterministic optimization without considering these uncertainties could lead to unreliable design. Recently, there has been much research in reliability-based design optimization (RBDO) taking into consideration both the reliability and optimization. RBDO involves the evaluation of probabilistic constraint that can be estimated using the RIA (Reliability Index Approach) and the PMA(Performance Measure Approach). It is generally known that PMA is more stable and efficient than RIA. Despite the significant advancement in PMA, RBDO still requires large computation time for large-scale applications. In this paper, A new reliability-based design optimization (RBDO) method is presented to achieve the more stable and efficient algorithm. The idea of the new method is to integrate a response surface method (RSM) with PMA. For the approximation of a limit state equation, the moving least squares (MLS) method is used. Through a mathematical example and ten-bar truss problem, the proposed method shows better convergence and efficiency than other approaches.