• Title/Summary/Keyword: probabilistic modeling

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Identifying the Significance of Factors Affecting Creep of Concrete: A Probabilistic Analysis of RILEM Database

  • Adam, Ihab;Taha, Mahmoud M. Reda
    • International Journal of Concrete Structures and Materials
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    • v.5 no.2
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    • pp.97-111
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    • 2011
  • Modeling creep of concrete has been one of the most challenging problems in concrete. Over the years, research has proven the significance of creep and its ability to influence structural behavior through loss of prestress, violation of serviceability limit states or stress redistribution. Because of this, interest in modeling and simulation of creep has grown significantly. A research program was planned to investigate the significance of different factors affecting creep of concrete. This research investigation is divided into two folds: first, an in-depth study of the RILEM creep database and development of a homogenous database that can be used for blind computational analysis. Second: developing a probabilistic Bayesian screening method that enables identifying the significance of the different factors affecting creep of concrete. The probabilistic analysis revealed a group of interacting parameters that seem to significantly influence creep of concrete.

Probabilistic Generation Modeling in Electricity Markets Considering Generator Maintenance Outage (전력시장의 발전기 보수계획을 고려한 확률적 발전 모델링)

  • Kim Jin-Ho;Park Jong-Bae
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.54 no.8
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    • pp.418-428
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    • 2005
  • In this paper, a new probabilistic generation modeling method which can address the characteristics of changed electricity industry is proposed. The major contribution of this paper can be captured in the development of a probabilistic generation modeling considering generator maintenance outage and in the classification of market demand into multiple demand clusters for the applications to electricity markets. Conventional forced outage rates of generators are conceptually combined with maintenance outage of generators and, consequently, effective outage rates of generators are newly defined in order to properly address the probabilistic characteristic of generation in electricity markets. Then, original market demands are classified into several distinct demand clusters, which are defined by the effective outage rates of generators and by the inherent characteristic of the original demand. We have found that generators have different effective outage rates values at each classified demand cluster, depending on the market situation. From this, therefore, it can be seen that electricity markets can also be classified into several groups which show similar patterns and that the fundamental characteristics of power systems can be more efficiently analyzed in electricity markets perspectives, for this classification can be widely applicable to other technical problems in power systems such as generation scheduling, power flow analysis, price forecasts, and so on.

Modeling Generators Maintenance Outage Based on the Probabilistic Method (발전기 보수정지를 고려한 확률적 발전모델링)

  • Kim, Jin-Ho;Park, Jong-Bae;Park, Jong-Keun
    • Proceedings of the KIEE Conference
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    • 2005.07a
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    • pp.804-806
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    • 2005
  • In this paper, a new probabilistic generation modeling method which can address the characteristics of changed electricity industry is proposed. The major contribution of this paper can be captured in the development of a probabilistic generation modeling considering generator maintenance outage and in the classification of market demand into multiple demand clusters for the applications to electricity markets. Conventional forced outage rates of generators are conceptually combined with maintenance outage of generators and, consequently, effective outage rates of generators are new iy defined in order to properly address the probabilistic characteristic of generation in electricity markets. Then, original market demands are classified into several distinct demand clusters, which are defined by the effective outage rates of generators and by the inherent characteristic of the original demand. We have found that generators have different effective outage rates values at each classified demand cluster, depending on the market situation. From this, therefore, it can be seen that electricity markets can also be classified into several groups which show similar patterns and that the fundamental characteristics of power systems can be more efficiently analyzed in electricity markets perspectives, for this classification can be widely applicable to other technical problems in power systems such as generation scheduling, power flow analysis, price forecasts, and so on.

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Application of a Hybrid System of Probabilistic Neural Networks and Artificial Bee Colony Algorithm for Prediction of Brand Share in the Market

  • Shahrabi, Jamal;Khameneh, Sara Mottaghi
    • Industrial Engineering and Management Systems
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    • v.15 no.4
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    • pp.324-334
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    • 2016
  • Manufacturers and retailers are interested in how prices, promotions, discounts and other marketing variables can influence the sales and shares of the products that they produce or sell. Therefore, many models have been developed to predict the brand share. Since the customer choice models are usually used to predict the market share, here we use hybrid model of Probabilistic Neural Network and Artificial Bee colony Algorithm (PNN-ABC) that we have introduced to model consumer choice to predict brand share. The evaluation process is carried out using the same data set that we have used for modeling individual consumer choices in a retail coffee market. Then, to show good performance of this model we compare it with Artificial Neural Network with one hidden layer, Artificial Neural Network with two hidden layer, Artificial Neural Network trained with genetic algorithms (ANN-GA), and Probabilistic Neural Network. The evaluated results show that the offered model is outperforms better than other previous models, so it can be use as an effective tool for modeling consumer choice and predicting market share.

Probabilistic Modeling of Photovoltaic Power Systems with Big Learning Data Sets (대용량 학습 데이터를 갖는 태양광 발전 시스템의 확률론적 모델링)

  • Cho, Hyun Cheol;Jung, Young Jin
    • Journal of the Korean Institute of Intelligent Systems
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    • v.23 no.5
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    • pp.412-417
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    • 2013
  • Analytical modeling of photovoltaic power systems has been receiving significant attentions in recent years in that it is easy to apply for prediction of its dynamics and fault detection and diagnosis in advanced engineering technologies. This paper presents a novel probabilistic modeling approach for such power systems with a big data sequence. Firstly, we express input/output function of photovoltaic power systems in which solar irradiation and ambient temperature are regarded as input variable and electric power is output variable respectively. Based on this functional relationship, conditional probability for these three random variables(such as irradiation, temperature, and electric power) is mathematically defined and its estimation is accomplished from ratio of numbers of all sample data to numbers of cases related to two input variables, which is efficient in particular for a big data sequence of photovoltaic powers systems. Lastly, we predict the output values from a probabilistic model of photovoltaic power systems by using the expectation theory. Two case studies are carried out for testing reliability of the proposed modeling methodology in this paper.

Probabilistic Approach for Predicting Degradation Characteristics of Corrosion Fatigue Crack (환경피로균열 열화특성 예측을 위한 확률론적 접근)

  • Lee, Taehyun;Yoon, Jae Young;Ryu, KyungHa;Park, Jong Won
    • Journal of Applied Reliability
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    • v.18 no.3
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    • pp.271-279
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    • 2018
  • Purpose: Probabilistic safety analysis was performed to enhance the safety and reliability of nuclear power plants because traditional deterministic approach has limitations in predicting the risk of failure by crack growth. The study introduces a probabilistic approach to establish a basis for probabilistic safety assessment of passive components. Methods: For probabilistic modeling of fatigue crack growth rate (FCGR), various FCGR tests were performed either under constant load amplitude or constant ${\Delta}K$ conditions by using heat treated X-750 at low temperature with adequate cathodic polarization. Bayesian inference was employed to update uncertainties of the FCGR model using additional information obtained from constant ${\Delta}K$ tests. Results: Four steps of Bayesian parameter updating were performed using constant ${\Delta}K$ test results. The standard deviation of the final posterior distribution was decreased by a factor of 10 comparing with that of the prior distribution. Conclusion: The method for developing a probabilistic crack growth model has been designed and demonstrated, in the paper. Alloy X-750 has been used for corrosion fatigue crack growth experiments and modeling. The uncertainties of parameters in the FCGR model were successfully reduced using the Bayesian inference whenever the updating was performed.

Probabilistic seismic assessment of structures considering soil uncertainties

  • Hamidpour, Sara;Soltani, Masoud;Shabdin, Mojtaba
    • Earthquakes and Structures
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    • v.12 no.2
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    • pp.165-175
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    • 2017
  • This paper studies soil properties uncertainty and its implementation in the seismic response evaluation of structures. For this, response sensitivity of two 4- and 12-story RC shear walls to the soil properties uncertainty by considering soil structure interaction (SSI) effects is investigated. Beam on Nonlinear Winkler Foundation (BNWF) model is used for shallow foundation modeling and the uncertainty of soil properties is expanded to the foundation stiffness and strength parameters variability. Monte Carlo (MC) simulation technique is employed for probabilistic evaluations. By investigating the probabilistic evaluation results it's observed that as the soil and foundation become stiffer, the soil uncertainty is found to be less important in influencing the response variability. On the other hand, the soil uncertainty becomes more important as the foundation-structure system is expected to experience nonlinear behavior to more sever degree. Since full This paper studies soil properties uncertainty and its implementation in the seismic response evaluation of structures. For this, response sensitivity of two 4- and 12-story RC shear walls to the soil properties uncertainty by considering soil structure interaction (SSI) effects is investigated. Beam on Nonlinear Winkler Foundation (BNWF) model is used for shallow foundation modeling and the uncertainty of soil properties is expanded to the foundation stiffness and strength parameters variability. Monte Carlo (MC) simulation technique is employed for probabilistic evaluations. By investigating the probabilistic evaluation results it's observed that as the soil and foundation become stiffer, the soil uncertainty is found to be less important in influencing the response variability. On the other hand, the soil uncertainty becomes more important as the foundation-structure system is expected to experience nonlinear behavior to more sever degree. Since full probabilistic analysis methods like MC commonly are very time consuming, the feasibility of simple approximate methods' application including First Order Second Moment (FOSM) method and ASCE41 proposed approach for the soil uncertainty considerations is investigated. By comparing the results of the approximate methods with the results obtained from MC, it's observed that the results of both FOSM and ASCE41 methods are in good agreement with the results of MC simulation technique and they show acceptable accuracy in predicting the response variability.

A PROBABILISTIC APPROACH FOR VALUING EXCHANGE OPTION WITH DEFAULT RISK

  • Kim, Geonwoo
    • East Asian mathematical journal
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    • v.36 no.1
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    • pp.55-60
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    • 2020
  • We study a probabilistic approach for valuing an exchange option with default risk. The structural model of Klein [6] is used for modeling default risk. Under the structural model, we derive the closed-form pricing formula of the exchange option with default risk. Specifically, we provide the pricing formula of the option with the bivariate normal cumulative function via a change of measure technique and a multidimensional Girsanov's theorem.

A Probabilistic Model for the Prediction of Burr Formation in Face Milling

  • Suneung Ahn
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.23 no.60
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    • pp.23-36
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    • 2000
  • A probabilistic model of burr formation in face milling of gray cast iron is proposed. During a face milling operation, an irregular pattern of the edge profile consisting of burrs and edge breakouts is observed at the end of cut. Based on the metal cutting theory, we derive a probabilistic model. The operational bayesian modeling approach is adopted to include the relevant theory in the model.

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Impact of Maintenance Outage Rate Modeling on the Minimum Reserve Rate in Long-term Generation Expansion Planning (예방정비율(MOR) 모델링 방식이 수급계획의 최소설비예비율 산정에 미치는 영향)

  • Kim, Hyoungtae;Lee, Sungwoo;Kim, Wook
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.66 no.12
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    • pp.1712-1720
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    • 2017
  • In South Korea, minimum reserve rate, which is to satisfy reliability standard, has been determined by simulation result using WASP. But, it is still controversial whether the level of minimum reserve rate is adequate. Thus, in this study, various analyses of minimum reserve rate are being conducted. WASP uses the probabilistic simulation technique to evaluate whether reliability standard is satisfied. In this process, forced outage rate and maintenance periods of each generator play important roles. Especially, the long-term plan can be varied depending on how maintenance periods deal with. In order to model maintenance periods in the probabilistic simulation technique, WASP uses derating method. However, broad analyses have to be conducted because there are various ways including derating method to model maintenance periods which result in different results. Therefore, in this paper, 3 different maintenance outage rate modeling methods are applied to arbitrarily modeled system based on the basic plan for long-term electricity supply and demand of South Korea. Results show impact of each modeling method on minimum reserve rate.