• International Journal of Automotive Technology
• /
• 제7권6호
• /
• pp.749-756
• /
• 2006

This paper presents a complex stochastic wheelbase preview control method of a motorcycle suspension based on hierarchical modeling method. As usual, a vehicle suspension system is controlled as a whole body. In this method, a motorcycle suspension with five Degrees of Freedom(DOF) is dealt with two local independent 2-DOF suspensions according to the hierarchical modeling method. The central dynamic equations that harmonize local relations are deduced. The vertical and pitch accelerations of the suspension center are treated as center control objects, and two local semi-active control forces can be obtained. In example, a real time Linear Quadratic Gaussian(LQG) algorithm is adopted for the front suspension and the combination of the wheelbase preview and LQG control method is designed for the rear suspension. The results of simulation show that the control strategy has less calculating time and is convenient to adopt different control strategies for front and rear suspensions. The method proposed in this paper provides a new way for the vibration control of multi-wheel vehicles.

• Steel and Composite Structures
• /
• 제19권6호
• /
• pp.1369-1379
• /
• 2015

In this study, a progressive damage modeling is developed to predict functional failure pressure of GRP pipes subjected to internal hydrostatic pressure. The modeling procedure predicts both first-ply failure pressure and functional failure pressure associated with the weepage phenomenon. The modeling procedure is validated using experimental observations. The random parameters attributed to the filament winding production process are identified. Consequently, stochastic simulation is conducted to investigate the influence of induced inconsistencies on the functional failure pressures of GRP pipes. The obtained results are compared to realize the degree to which random parameters affect the performance of the pipe in operation.

• 전기학회논문지
• /
• 제64권6호
• /
• pp.852-856
• /
• 2015

Demand side management (DSM) program has been frequently used for reducing the system peak load because it gives utilities and independent system operator (ISO) a convenient way to control and change amount of electric usage of end-use customer. Planning and operating methods are needed to efficiently manage a DSM program. This paper presents a planning method for DSM program. A planning method for DSM program should include an electric load forecasting, because this is the most important factor in determining how much to reduce electric load. In this paper, load forecasting with the temperature stochastic modeling and the sensitivity to temperature of the electric load is used for improving load forecasting accuracy. The proposed planning method can also estimate the required day, hour and total capacity of DSM program using Monte-Carlo simulation. The results of case studies are presented to show the effectiveness of the proposed planning method.

• International Journal of Contents
• /
• 제6권4호
• /
• pp.30-34
• /
• 2010

Effective job scheduling scheme is a crucial part of complex heterogeneous distributed systems. Gang scheduling is a scheduling algorithm for grid systems that schedules related grid jobs to run simultaneously on servers in different local sites. In this paper, we address grid jobs (gangs) schedule modeling using Stochastic reward nets (SRNs), which is concerned for static and dynamic scheduling policies. SRN is an extension of Stochastic Petri Net (SPN) and provides compact modeling facilities for system analysis. Threshold queue is adopted to smooth the variations of performance measures. System throughput and response time are compared and analyzed by giving reward measures in SRNs.

• 국제학술발표논문집
• /
• The 4th International Conference on Construction Engineering and Project Management Organized by the University of New South Wales
• /
• pp.395-398
• /
• 2011

This paper introduces stochastic cash-flow modeling integrated with simulation based scheduling. The system makes use of CPM schedule data exported from commercial scheduling software, computes the best fit probability distribution functions (PDFs) of historical activity durations, assigns the PDFs identified to respective activities, simulates the schedule network, computes the deterministic and stochastic project cash-flows, plots the corresponding cash flow diagrams, and estimates the best fit PDFs of overdraft and net profit of a project. It analyzes the effect of different distributions of activity durations on the distribution of overdrafts and net profits, and improves reliability compared to deterministic cash flow analysis.

• Management Science and Financial Engineering
• /
• 제19권1호
• /
• pp.37-41
• /
• 2013

This study presents an application of stochastic model for limit order book (LOB) dynamics to Korean Stock Index Futures (KOSPI 200 Futures). Since KOSPI 200 futures market is widely known as one of the most liquid markets in the world, direct application of an existing model is hardly possible. Therefore, we modified an existing model to successfully model and predict the dynamics of extremely liquid KOSPI 200 futures market.

• 산업경영시스템학회지
• /
• 제28권3호
• /
• pp.36-41
• /
• 2005

페트리 네트(Petri Nets)는 이산 사건 시스템을 모델링할 수 있는 그래픽하고, 수학적인 도구이다. 본 연구는 유연제조 시스템을 확률적인 페트리 네트(Stochastic Petri Nets)중의 하나인 임베디드 마코프 체인(Embeded Markov Chain)에 도입하고, 임베디드 마코프 체인의 방법 중에 하나인 일반화된 확률적 페트리 네트(Generalized Stochastic Perti Nets)에 적용시켰다. 그리고 결과치의 정확성을 알아내기 위하여, 페트리 네트 시뮬레이션과 아레나를 사용하여 실행하였다.

• 한국방재학회 논문집
• /
• 제1권2호
• /
• pp.115-121
• /
• 2001

실측자료가 충분하지 못한 단기간의 유출량 자료로부터 추계학적 모형에 의해 장기간의 자료를 모의발생시키는 목적은 수공구조물의 설계에 필요한 설계홍수량의 산정 및 수자원 시스템의 운영조작 방침을 결정하기 위한 풍부한 입력자료를 제공하는데 있다. 특히 본 연구에서는 단일지점이 아닌 다지점에 대한 지점간 서로의 연관성을 고려한 하천유량의 추계학적인 모의 발생기법인 다변량 자기회귀 모형을 적용하고자 한다. 따라서 본 연구에서는 낙동강유역의 2개 지점에 대하여 다변량 모형을 적용하여 모의 발생된 월유량과 실측치를 통계적으로 비교, 분석하였다. 모의발생된 월유량과 실측치를 평균, 분산, 왜곡도, 상관관계 등에 의해 비교, 분석한 결과 모의발생된 월유량과 실측치는 통계적으로 매우 유사하게 나타났다.

• ETRI Journal
• /
• 제35권5호
• /
• pp.849-858
• /
• 2013

In this paper, we propose a new adaptive single model to track a maneuvering target with abrupt accelerations. We utilize the stochastic differential equation to model acceleration of a maneuvering target with stochastic volatility (SV). We assume the generalized autoregressive conditional heteroscedasticity (GARCH) process as the model for the tracking procedure of the SV. In the proposed scheme, to track a high maneuvering target, we modify the Kalman filtering by introducing a new GARCH model for estimating SV. The proposed tracking algorithm operates in both the non-maneuvering and maneuvering modes, and, unlike the traditional decision-based model, the maneuver detection procedure is eliminated. Furthermore, we stress that the improved performance using the GARCH acceleration model is due to properties inherent in GARCH modeling itself that comply with maneuvering target trajectory. Moreover, the computational complexity of this model is more efficient than that of traditional methods. Finally, the effectiveness and capabilities of our proposed strategy are demonstrated and validated through Monte Carlo simulation studies.

• Journal of the Korean Data and Information Science Society
• /
• 제23권6호
• /
• pp.1309-1317
• /
• 2012

Stochastic weather generators are commonly used to simulate time series of daily weather, especially precipitation amount. Recently, a generalized linear model (GLM) has been proposed as a convenient approach to fitting these weather generators. In this paper, a stochastic weather generator is considered to model the time series of daily precipitation at Seoul in South Korea. As a covariate, global temperature is introduced to relate long-term temporal scale predictor to short-term temporal predictands. One of the limitations of stochastic weather generators is a marked tendency to underestimate the observed interannual variance of monthly, seasonal, or annual total precipitation. To reduce this phenomenon, we incorporate time series of seasonal total precipitation in the GLM weather generator as covariates. It is veri ed that the addition of these covariates does not distort the performance of the weather generator in other respects.