• 제목/요약/키워드: Target dynamic model

검색결과 325건 처리시간 0.03초

은퇴 시점과 예측 변동성을 고려한 동적 Glide Path (Dynamic Glide Path using Retirement Target Date and Forecast Volatility)

  • 김선웅
    • 융합정보논문지
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    • 제11권2호
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    • pp.82-89
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    • 2021
  • 본 연구의 목적은 투자자의 은퇴 시점뿐만 아니라 시장의 예측 변동성을 동시에 고려하여 Target Date Fund의 위험자산 편입 비율을 동적으로 조정하는 새로운 Glide Path를 제안하고, 은퇴 시점만 고려하여 위험자산 편입 비율이 정해지는 전통적 Glide Path와 투자 성과를 비교 분석하는 것이다. 시장 변동성의 예측치로는 역사적 변동성, 시계열모형인 GARCH 변동성, 그리고 변동성지수인 VKOSPI를 활용하였으며, 2003년부터 2020년까지의 분석 기간에서 변동성을 고려하는 새로운 동적 Glide Path의 투자 성과가 우수함을 보여주었다. 3가지 변동성 예측모형 모두에서 은퇴 시점만을 고려하는 Glide Path보다 수익률은 더 높고 위험은 더 낮아지면서 투자 성과 지표인 Sharpe Ratio가 개선되었다. 실증 분석 결과는 은퇴예정자뿐만 아니라 Target Date Fund 운용업계에 새로운 Glide Path의 활용 가능성을 제시하고 있다.

Nonstationary Random Process를 이용한 인공지진파 발생 -설계응답스펙트럼에 의한 파워스펙트럼의 조정- (Generation of Artificial Earthquake Ground Motions using Nonstationary Random Process-Modification of Power Spectrum Compatible with Design Response Spectrum-)

  • 김승훈
    • 한국지진공학회:학술대회논문집
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    • 한국지진공학회 1999년도 춘계 학술발표회 논문집 Proceedings of EESK Conference-Spring
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    • pp.61-68
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    • 1999
  • In the nonlinear dynamic structural analysis the given ground excitation as an input should be well defined. Because of the lack of recorded accelerograms in Korea it is required to generate an artificial earthquake by a stochastic model of ground excitation with various dynamic properties rather than recorded accelerograms. It is well known that earthquake motions are generally non-stationary with time-varying intensity and frequency content. Many researchers have proposed non-stationary random process models. Yeh and Wen (1990) proposed a non-stationary modulation function and a power spectral density function to describe such non-stationary characteristics. Satio and Wen(1994) proposed a non-stationary stochastic process model to generate earthquake ground motions which are compatible with design reponse spectrum at sites in Japan. this paper shows the process to modify power spectrum compatible with target design response spectrum for generating of nonstationary artificial earthquake ground motions. Target reponse spectrum is chosen by ATC14 to calibrate the response spectrum according to a give recurrence period.

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확장된 xUML을 사용한 MDA 기반 이종 임베디드 소프트웨어 컴포넌트 모델링에 관한 연구 (A Study on Modeling Heterogeneous Embedded S/W Components based on Model Driven Architecture with Extended xUML)

  • 김우열;김영철
    • 정보처리학회논문지D
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    • 제14D권1호
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    • pp.83-88
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    • 2007
  • 본 논문에서는 MDA(Model Driven Architecture) 기반의 임베디드 소프트웨어 컴포넌트 개발 방법을 소개한다. 이 방법은 이종의 임베디드 시스템에서 소프트웨어의 재사용성에 관한 문제점을 해결하고자 MDA기법을 임베디드 소프트웨어 개발에 적응한 것이다. 제안한 방법을 통해 하나의 메타 모델(Target Independent Model)을 각각의 다른 도메인에 맞는 타겟 종속적 모델(Target Specific Model)들을 만들고, 그에 따른 소스 코드(Target Dependent Code)를 개발하는 것이다. 이때 기 개발된 메타모델은 이종의 임베디드 시스템 개발에 재사용하려는 것이 목적이다. 우리는 이 방법에 따른 도구에 기존 xUML의 동적 모델링에서 표현되지 못하는 부분(병렬성, 실시간 등)을 보완하기 위해 확장하여 채택하였다. 확장된 xUML 노테이션을 기반으로 구현한 모델링 도구를 소개한다. 이는 임베디드 또는 병렬/실시간 소프트웨어의 모델링이 가능하다. 제안한 방법의 적응사례로서 이종 임베디드 시스템의 모델링을 통한 필드 개발을 보여준다.

Design of MR dampers to prevent progressive collapse of moment frames

  • Kim, Jinkoo;Lee, Seungjun;Min, Kyung-Won
    • Structural Engineering and Mechanics
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    • 제52권2호
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    • pp.291-306
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    • 2014
  • In this paper the progressive collapse resisting capacity of steel moment frames with MR dampers is evaluated, and a preliminary design procedure for the dampers to prevent progressive collapse is suggested. Parametric studies are carried out using a beam-column subassemblage with varying natural period, yield strength, and damper force. Then the progressive collapse potentials of 15-story steel moment frames installed with MR dampers are evaluated by nonlinear dynamic analysis. The analysis results of the model structures showed that the MR dampers are effective in preventing progressive collapse of framed structures subjected to sudden loss of a first story column. The effectiveness is more noticeable in the structure with larger vertical deflection subjected to larger inelastic deformation. The maximum responses of the structure installed with the MR dampers designed to meet a given target dynamic response factor generally coincided well with the target value on the conservative side.

다수 표적 탐지를 위한 Track-Before-Detect 알고리듬 연구 (Track-Before-Detect Algorithm for Multiple Target Detection)

  • 원대연;심상욱;김금성;탁민제;성기정;김응태
    • 한국항공우주학회지
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    • 제39권9호
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    • pp.848-857
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    • 2011
  • 영상센서 기반의 충돌회피 시스템을 구성하기 위해서는 수 픽셀 이내의 낮은 신호대잡음비 환경에서 다수의 표적을 탐지할 수 있는 알고리듬이 필요하다. 이처럼 영상 내에서 희미하게 나타나는 잠재적인 표적과 잡음을 구분하기 위한 방법으로서 연속적인 영상 정보를 효율적으로 처리하는 Track-Before-Detect (TBD) 알고리듬이 연구되고 있다. 본 논문에서는 기존의 TBD 알고리듬을 확장하여 다수 표적 탐지 요구조건을 만족시키기 위한 두 가지 방식의 기법을 제시하였다. 첫 번째 방식은 동적 계획법과 K-평균 클러스터링 기법에 기반을 두고 있으며 두 번째 방식은 은닉 마르코프 모델에 Sub-Window 기법을 적용하였다. 제안한 방식의 성능 및 차이점은 수치해석 결과를 통해 분석하였다.

Measurement-based Estimation of the Composite Load Model Parameters

  • Kim, Byoung-Ho;Kim, Hong-Rae
    • Journal of Electrical Engineering and Technology
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    • 제7권6호
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    • pp.845-851
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    • 2012
  • Power system loads have a significant impact on a system. Although it is difficult to precisely describe loads in a mathematical model, accurately modeling them is important for a system analysis. The traditional load modeling method is based on the load components of a bus. Recently, the load modeling method based on measurements from a system has been introduced and developed by researchers. The two major components of a load modeling problem are determining the mathematical model for the target system and estimating the parameters of the determined model. We use the composite load model, which has both static and dynamic load characteristics. The ZIP model and the induction motor model are used for the static and dynamic load models, respectively. In this work, we propose the measurement-based parameter estimation method for the composite load model. The test system and related measurements are obtained using transient security assessment tool(TSAT) simulation program and PSS/E. The parameter estimation is then verified using these measurements. Cases are tested and verified using the sample system and its related measurements.

모델참조 적응 퍼지제어기를 이용한 휠베이스 이동 로봇의 궤적 추적 제어 (A Trajectory Tracking Control of Wheeled Mobile Robot Using a Model Reference Adaptive Fuzzy Controller)

  • 김승우;서기성;조영완
    • 제어로봇시스템학회논문지
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    • 제15권7호
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    • pp.711-719
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    • 2009
  • This paper presents a design scheme of torque control for wheeled mobile robot(WMR) to asymptotically track the target reference trajectory. By considering the kinematic model of WMR, trajectory tracking control generates the desired tracking trajectory, which is transformed into the command velocity vector for the real WMR to track the target reference trajectory. The dynamic equation of the state error between the target reference trajectory and the desired tracking trajectory is represented by Takagi-Sugeno fuzzy model, and this model is used as the reference model for the real mobile robot error dynamics to follow. The control parameters are updated by adaptive laws that are designed for the error states of the real WMR to asymptotically follow the states of reference error model for the desired tracking trajectory. The proposed control is applied to a typical wheeled mobile robot and simulation studies are carried out to verify the validity and effectiveness of the control scheme.

동적 윤곽 모델을 이용한 이동 물체 추적 (Moving Object Tracking Using Active Contour Model)

  • 한규범;백윤수
    • 대한기계학회논문집A
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    • 제27권5호
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    • pp.697-704
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    • 2003
  • In this paper, the visual tracking system for arbitrary shaped moving object is proposed. The established tracking system can be divided into model based method that needs previous model for target object and image based method that uses image feature. In the model based method, the reliable tracking is possible, but simplification of the shape is necessary and the application is restricted to definite target mod el. On the other hand, in the image based method, the process speed can be increased, but the shape information is lost and the tracking system is sensitive to image noise. The proposed tracking system is composed of the extraction process that recognizes the existence of moving object and tracking process that extracts dynamic characteristics and shape information of the target objects. Specially, active contour model is used to effectively track the object that is undergoing shape change. In initializatio n process of the contour model, the semi-automatic operation can be avoided and the convergence speed of the contour can be increased by the proposed effective initialization method. Also, for the efficient solution of the correspondence problem in multiple objects tracking, the variation function that uses the variation of position structure in image frame and snake energy level is proposed. In order to verify the validity and effectiveness of the proposed tracking system, real time tracking experiment for multiple moving objects is implemented.

고무차륜 경량전철 차량의 승차감 평가 (Evaluations of Ride Comfort for the Rubber-Tired Light Rail Vehicle)

  • 김연수;백남욱;임태건;한석윤
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2005년도 춘계학술대회 논문집
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    • pp.365-368
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    • 2005
  • The dynamic model was developed to analyze vibration acceleration and ride comfort during the operation of rubber-tired light rail vehicles. The ride comfort for standing passengers was analyzed in accordance with ISO 2631-1, UIC 513R, and CEN Draft prENV 12299 using this model. The result was applied to the detail design of Korean-standard, rubber-tired light rail vehicles, and the detail specifications related to ride comfort was determined based on this result. The ride comfort test was performed along the test track by using 2 car-train, and its result was compared with that of the ride comfort analysis, verifying the validity of the developed dynamic model. It was also verified whether or not the developed Korean-standardized, rubber-tired light rail vehicle met specified target specifications on ride comfort.

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DEVELOPMENT OF DCT VEHICLE PERFORMANCE SIMULATOR TO EVALUATE SHIFT FORCE AND TORQUE INTERRUPTION

  • Park, S.J.;Ryu, W.S.;Song, J.G.;Kim, H.S.;Hwang, S.H.
    • International Journal of Automotive Technology
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    • 제7권2호
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    • pp.161-166
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    • 2006
  • This paper presents shift characteristics of a dual clutch transmission(DCT). To obtain the shift force, dynamic models of the DCT are constructed by using MATLAB/Simulink and considering the rotational inertia of every component and the target pre-select time. Dynamic models of the shift and clutch actuators are derived based on the experimental results of the dynamic characteristics test. Based on the dynamic model of the DCT synchronizer, control actuator and vehicle model, a DCT vehicle performance simulator is developed. Using the simulator, the shift force and speed of the relevant shafts are obtained. In addition, the torque and acceleration of actuators are calculated during the shift process by considering the engaging and disengaging dynamics of the two clutches. It is observed from the performance simulator that uninterrupted torque can be transmitted by proper control of the two clutches.