• Title/Summary/Keyword: mean-variance model

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Optimal Transmission Expansion Planning Considering the Uncertainties of Power Market (전력시장 불확실성을 고려한 최적 송전시스템 확장계획)

  • Son, Min-Kyun;Kim, Jin-O
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.57 no.4
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    • pp.560-566
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    • 2008
  • Today, as the power trades between generation companies and power customer are liberalized, the uncertainty level of operated power system is rapidly increased. Therefore, transmission operators as decision makers for transmission expansion are required to establish a deliberate investment plan for effective operations of transmission facilities considering forecasted conditions of power system. This paper proposes the methodology for the optimal solution of transmission expansion in deregulated power system. The paper obtains the expected value of transmission congestion cost for various scenarios by using occurrence probability. In addition, the paper assumes that increasing rates of loads are the probability distribution and indicates the location of expanded transmission line, the time for transmission expansion with the minimum cost for the future by performing the Montecarlo simulation. To minimize the investment risk as the variance of the congestion cost, Mean-Variance Markowitz portfolio theory is applied to the optimization model by the penalty factor of the variance. By the case study, the optimal solution for transmission expansion plan considering the feature of market participants is obtained.

Robust Optimization of the Solenoid Assembly in Electromagnetic Limited Slip Differential by Considering the Uncertainties in Machining Variables (가공변수의 불확실성을 고려한 전자제어식 차동제한장치 솔레노이드 어셈블리의 강건 최적설계)

  • Oh, Sang-Kyun;Lee, Kwang-Ki;Suh, Chang-Hee;Jung, Yun-Chul;Kim, Young-Suk
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.35 no.10
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    • pp.1307-1313
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    • 2011
  • The mechanical limited slip differential (LSD) in vehicles is being replaced by the electromagnetic LSD because of its fast response and better active control characteristics. The coil housing made of STS 304 is one of the most important parts in the solenoid assembly of the electromagnetic LSD. High geometrical accuracy is a prerequisite for the manufacture of such coil housings, but precision machining is difficult because of the use of STS 304 thin plate and the variance in machining variables. The aim of this study is to optimize the mean and variance of the shape accuracy in the coil housing by finding a robust solution for the machining process conditions. The mean and standard deviation of the jaw contact pressure, cutting speed, and feed rate are considered to be the major parameters for minimizing the geometrical mean and variance. The response surface model based on the second-order Taylor series is combined together to minimize the mean and variance of the shape accuracy of the coil housing.

Optimum Progressive-Stress Accelerated Life Test (증가하는 스트레스에서의 최적가속수명시험)

  • Yun, Won-Young;Jung, Sung-Gi
    • Journal of Korean Institute of Industrial Engineers
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    • v.19 no.2
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    • pp.15-21
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    • 1993
  • This paper considers the optimal design of accelerated life test in which the stress is linearly increased. It discusses the special case when the life distribution under constant stress follows an exponential distribution and the accelerated equation satisfies the inverse power law. It is assumed that cumulative damage is linear, that is, the remaining life of test units depends only on the current cumulative fraction failed and current stress(cumulative exposure model). The optimization criterion is the asymptotic variance of the maximum likelihood estimator of the log mean life at a design stress. The optimal increasing rate is obtained to minimize the asymptotic variance. Table of sensitivity analysis is given for the prior estimators of model parameters.

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GEOSTATISTICAL UNCERTAINTY ANALYSIS IN SEDIMENT GRAIN SIZE MAPPING WITH HIGH-RESOLUTION REMOTE SENSING IMAGERY

  • Park, No-Wook;Chi, Kwang-Hoon
    • Proceedings of the KSRS Conference
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    • 2007.10a
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    • pp.225-228
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    • 2007
  • This paper presents a geostatistical methodology to model local uncertainty in spatial estimation of sediment grain size with high-resolution remote sensing imagery. Within a multi-Gaussian framework, the IKONOS imagery is used as local means both to estimate the grain size values and to model local uncertainty at unsample locations. A conditional cumulative distribution function (ccdf) at any locations is defined by mean and variance values which can be estimated by multi-Gaussian kriging with local means. Two ccdf statistics including condition variance and interquartile range are used here as measures of local uncertainty and are compared through a cross validation analysis. In addition to local uncertainty measures, the probabilities of not exceeding or exceeding any grain size value at any locations are retrieved and mapped from the local ccdf models. A case study of Baramarae beach, Korea is carried out to illustrate the potential of geostatistical uncertainty modeling.

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A Bulk Sampling Plan for Reliability Assurance (벌크재료의 신뢰성보증을 위한 샘플링검사 방식)

  • Kim, Dong-Chul;Kim, Jong-Gurl
    • Journal of the Korea Safety Management & Science
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    • v.9 no.2
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    • pp.123-134
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    • 2007
  • This paper focuses on the in-house reliability assurance plan for the bulk materials of each company. The reliability assurance needs in essence a long time and high cost for testing the materials. In order to reduce the time and cost, accelerated life test is adopted. The bulk sampling technique was used for acceptance. Design parameters might be total sample size(segments and increments}, stress level and so on. We focus on deciding the sample size by minimizing the asymptotic variance of test statistics as well as satisfying the consumer's risk. In bulk sampling, we also induce the sample size by adapting the normal life time distribution model when the variable of the lognormal life time distribution is transformed and adapted to the model. In addition, the sample size for both the segments and increments can be induced by minimizing the asymptotic variance of test statistics of the segments and increments with consumer's risk met. We can assure the reliability of the mean life and B100p life time of the bulk materials by using the calculated minimum sample size.

Numerical analysis of turbulent thermal convection between two flat plates (두 평판 사이의 난류 열대류의 수치해석)

  • 이장희;윤효철;정명균
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.12 no.1
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    • pp.137-151
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    • 1988
  • Thurbulent thermal convection between two plates, bottom plate is at higher temperature $T_{h}$ and the upper plate is at lower temperature $T_{i}$ is numerically investigated. Model equations are abridged Reynolds stress equations; full Reynolds stress equations are simplified to yield algebraic relations in case of mean square velocity fluctuations in vertical and horizontal directions. Boundary conditions for turbulent kinetic energy k and mean square temperature variance .thera.$^{2}$oner bar at the plate surfaces are set to be zero and those of dissipation rate of turbulent kinetic energy .epsilon. and dissipation rate of mean square temperature variance .epsilon.$_{\theta}$ are assumed at first grid point nearest to the boundary surfaces, whose values are approximated by inviscid estimates. Results show that temperature profiles are in good agreement with experimental data except transition region, in which temperature is over-predicted. Such discrepancy becomes larger as the Rayleigh number becomes smaller. Nusselt numbers, which are calculated from the temperature gradients at the boundary surfaces, are also in good agreement with experimental data.a.a.

A Study of Gage R&R Analysis Considering the Variations of Between-Within Group and Within Part (군간-군내-부품내 변동을 고려한 Gage R&R 분석에 관한 연구)

  • Lee, Seung-Hun;Lee, Chang-U
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2005.05a
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    • pp.975-982
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    • 2005
  • The purpose of the Gage R&R study is to determine whether a measurement system is adequate for monitoring a process. If the measurement system variation is small relative to the process variation, then the measurement system is deemed 'adequate'. The sources of variation associated with the measurement system are compared using an analysis of variance (ANOVA) model, in general. A typical ANOVA model used in a standard Gage R&R study is the two-factor random effect model. Then, the ANOVA partitions the total variation into three categories: repeatability, reproducibility, part variation. However, if the process variation possesses the between group variation, within group variation, and within-part variation, these variations can cause the measurement system evaluation to provide misleading results. That is, in the standard Gage R&R study these variations affect the estimate of repeatability, reproducibility, or both. This paper presents a four-factor nested factorial ANOVA model which explicitly considers these variations for the Gage R&R study. The variance component estimates are derived by setting the EMS equations equal to the corresponding mean square from the ANOVA table and solving. And the proposed model is compared with the standard Gage R&R model.

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A Study of Gage R&R Analysis Considering the Variations of Between-Within Group and Within Part (군간-군내-부품내 변동을 고려한 Gage R&R 분석에 관한 연구)

  • Lee, Seung-Hoon;Lee, Chang-Woo
    • IE interfaces
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    • v.18 no.4
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    • pp.444-453
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    • 2005
  • The purpose of the Gage R&R study is to determine whether a measurement system is adequate for monitoring a process. If the measurement system variation is small relative to the process variation, then the measurement system is deemed "adequate". The sources of variation associated with the measurement system are compared using an analysis of variance (ANOVA) model, in general. A typical ANOVA model used in a standard Gage R&R study is the two-factor random effect model. Then, the ANOVA partitions the total variation into three categories: repeatability, reproducibility, part variation. However, if the process variation possesses the between group variation, within group variation, and within part variation, these variations can cause the measurement system evaluation to provide misleading results. That is, in the standard Gage R&R study these variations affect the estimate of repeatability, reproducibility, or both. This paper presents a four-factor nested factorial ANOVA model which explicitly considers these variations for the Gage R&R study. The variance component estimators are derived by setting the EMS equations equal to the corresponding mean square from the ANOVA table and solving. And the proposed model is compared with the standard Gage R&R model.

Factors Associated With Oral Health Related-quality of Life in Elderly Persons: Applying Andersen's Model (노인의 구강건강 관련 삶의 질 결정 요인에 관한 연구 - 앤더슨 모델(Andersen Model)의 적용 -)

  • Yom, Young-Hee;Han, Jung-Hee
    • Journal of Korean Academy of Fundamentals of Nursing
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    • v.21 no.1
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    • pp.18-28
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    • 2014
  • Purpose: This study was done to apply Andersen's behavioral model to identify factors that determine oral health-related quality of life in elderly persons. Methods: Participants were 257 people ages 65 years or older. Data were analyzed using frequency, percentage, mean and hierarchical multiple regression. Results: The variables in the behavioral model, predisposing factors, enabling factors and need factors, explained 31% (F=12.7, p<.001) of variance in oral health-related quality of life. The predisposing factors, enabling factors, need factors and health behavior collectively explained 35% (F=9.22, p<.001) of variance in oral health-related quality of life. Factors influencing oral health-related quality of life in older adults were ADL and IADL, self-reported oral health status, xerostomia and dental care in last 12 months. Conclusions: The analysis results showed that the need factor had the highest level of relative importance of the three factors. The model used for this study can be used to predict oral health-related quality of life.

Model Checking for Joint Modelling of Mean and Dispersion (평균과 산포의 동시 모형화에 대한 모형검토)

  • Ha, Il-Do;Lee, Woo-Dong;Cho, Geon-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.2
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    • pp.195-209
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    • 1997
  • The joint modelling of mean and dispersion in quasi-likelihood models which greatly extend the scope of generalized linear models, is required in case that the dispersion parameter, the variance component of response variables, is not constant but changes by depending on any covariates. In this paper, by using statistical package GENSTAT(release 5.3.2, 1996) which makes a easily analyze real data through this joint modelling, we mention necessities that must consider this joint modelling rather than existing mean models through model checking based on graphic methods for esterase assay data introduced by Carrol and Ruppert(1987, pp.46-47), and then study methods finding reasonable joint model of mean and dispersion for this data.

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