• Title/Summary/Keyword: sequential Monte Carlo

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Reliability of Power System Included Distributed Generation Considering Operating Strategy (분산전원 도입시 운영전략을 고려한 계통 신뢰도 분석)

  • 김진오;배인수
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.17 no.4
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    • pp.81-86
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    • 2003
  • Using DG for peak-shaving unit could reduce the overall system operating cost, and using DG for standby power unit could improve the reliability of the distribution system The models of peak-shaving unit and standby power unit are different from each other. The Monte-Carlo simulation is suitable for the purpose of the analysis of two DG models. In this paper, the reliability indices are calculated from the time-sequential method, and the merit and defect of the peak-shaving unit and standby power unit are investigated.

A Probabilistic Determination of the Active Storage Capacity of A Reservoir Using the Monthly Streamflows Generated by Stochastic Models (월유하량(月流下量)의 추계학적(推計學的) 모의발생자료(模擬發生資料)를 사용(使用)한 저수지(貯水池) 활용(活用) 저수용량(貯水容量)의 확률론적(確率論的) 결정(決定))

  • Yoon, Yong Nam;Yoon, Kang Hoon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.6 no.3
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    • pp.63-74
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    • 1986
  • A methodology for the probabilistic determination of active storage capacity of an impounding reservoir is proposed with due considerations to the durations and return periods of the low flow series at the reservoir site. For more reliable probabilistic analysis the best-fit stochastic generation model of Monte Carlo type was first selected for the generation of monthly flow series, the models tested being the Month Carlo Model based on the month-by-month flow series (Monte Carlo-A Type), Monte Carlo Model based on the standardized sequential monthly flow series (Monte Carlo-B Type), and the Thomas-Fiering Model. Monte Carlo-B Model was final1y selected and synthetic monthly flows of 200 years at Hong Cheon dam site were generated. With so generated 200 years' monthly flows partial duration series of low flows were developed for various durations. Each low flow series was further processed by a nonsequential mass analysis for specified draft rates. This mass analysis furnished the storage-draft-recurrence interval relationship which gives the reservoir storage requirement for a specified water demand from the reservoir during a drought of given return period. Illustrations are given on the application of these results in analyzing the water supply capacity of a particlar reservoir, existing or proposed.

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Estimation of slope , βusing the Sequential Slope in Simple Linear Regression Model

  • Choi, Yong;Kim, Dongjae
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.257-266
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    • 2003
  • Distribution-free estimation methods are proposed for slope, $\beta$ in the simple linear regression model. In this paper, we suggest the point estimators using the sequential slope based on sign test and Wilcoxon signed rank test. Also confidence intervals are presented for each estimation methods. Monte Carlo simulation study is carried out to compare the efficiency of these methods with least square method and Theil´s method. Some properties for the proposed methods are discussed.

Choosing an optimal connecting place of a nuclear power plant to a power system using Monte Carlo and LHS methods

  • Kiomarsi, Farshid;Shojaei, Ali Asghar;Soltani, Sepehr
    • Nuclear Engineering and Technology
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    • v.52 no.7
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    • pp.1587-1596
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    • 2020
  • The location selection for nuclear power plants (NPP) is a strategic decision, which has significant impact operation of the plant and sustainable development of the region. Further, the ranking of the alternative locations and selection of the most suitable and efficient locations for NPPs is an important multi-criteria decision-making problem. In this paper, the non-sequential Monte Carlo probabilistic method and the Latin hypercube sampling probabilistic method are used to evaluate and select the optimal locations for NPP. These locations are identified by the power plant's onsite loads and the average of the lowest number of relay protection after the NPP's trip, based on electricity considerations. The results obtained from the proposed method indicate that in selecting the optimal location for an NPP after a power plant trip with the purpose of internal onsite loads of the power plant and the average of the lowest number of relay protection power system, on the IEEE RTS 24-bus system network given. This paper provides an effective and systematic study of the decision-making process for evaluating and selecting optimal locations for an NPP.

Particle swarm optimization-based receding horizon formation control of multi-agent surface vehicles

  • Kim, Donghoon;Lee, Seung-Mok;Jung, Sungwook;Koo, Jungmo;Myung, Hyun
    • Advances in robotics research
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    • v.2 no.2
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    • pp.161-182
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    • 2018
  • This paper proposes a novel receding horizon control (RHC) algorithm for formation control of a swarm of unmanned surface vehicles (USVs) using particle swarm optimization (PSO). The proposed control algorithm provides the coordinated path tracking of multi-agent USVs while preventing collisions and considering external disturbances such as ocean currents. A three degrees-of-freedom kinematic model of the USV is used for the RHC with guaranteed stability and convergence by incorporating a sequential Monte Carlo (SMC)-based particle initialization. An ocean current model-based estimator is designed to compensate for the effect of ocean currents on the USVs. This method is compared with the PSO-based RHC algorithms to demonstrate the performance of the formation control and the collision avoidance in the presence of ocean currents through numerical simulations.

SHM-based probabilistic representation of wind properties: Bayesian inference and model optimization

  • Ye, X.W.;Yuan, L.;Xi, P.S.;Liu, H.
    • Smart Structures and Systems
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    • v.21 no.5
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    • pp.601-609
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    • 2018
  • The estimated probabilistic model of wind data based on the conventional approach may have high discrepancy compared with the true distribution because of the uncertainty caused by the instrument error and limited monitoring data. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method has been developed in the companion paper and is conducted to formulate the joint probability density function (PDF) of wind speed and direction using the wind monitoring data of the investigated bridge. The established bivariate model of wind speed and direction only represents the features of available wind monitoring data. To characterize the stochastic properties of the wind parameters with the subsequent wind monitoring data, in this study, Bayesian inference approach considering the uncertainty is proposed to update the wind parameters in the bivariate probabilistic model. The slice sampling algorithm of Markov chain Monte Carlo (MCMC) method is applied to establish the multi-dimensional and complex posterior distribution which is analytically intractable. The numerical simulation examples for univariate and bivariate models are carried out to verify the effectiveness of the proposed method. In addition, the proposed Bayesian inference approach is used to update and optimize the parameters in the bivariate model using the wind monitoring data from the investigated bridge. The results indicate that the proposed Bayesian inference approach is feasible and can be employed to predict the bivariate distribution of wind speed and direction with limited monitoring data.

Assessment of Probabilistic Total Transfer Capability Considering Uncertainty of Weather (불확실한 날씨 상태를 고려한 확률론적 방법의 총 송전용량 평가)

  • Park Jin-Wook;Kim Kyu-Ho;Shin Dong-Jun;Song Kyung-Bin;Kim Jin-O
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.55 no.1
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    • pp.45-51
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    • 2006
  • This paper proposes a method to evaluate the Total Transfer Capability (TTC) by considering uncertainty of weather conditions. TTC is limited not only by the violation of system thermal and voltage limits, but also restricted by transient stability limit. Impact of the contingency on the power system performance could not be addressed in a deterministic way because of the random nature of the system equipment outage and the increase of outage probability according to the weather conditions. For these reasons, probabilistic approach is necessary to realize evaluation of the TTC. This method uses a sequential Monte Carlo simulation (MCS). In sequential simulation, the chronological behavior of the system is simulated by sampling sequence of the system operating states based on the probability distribution of the component state duration. Therefore, MCS is used to accomplish the probabilistic calculation of the TTC with consideration of the weather conditions.

Location Estimation and Obstacle tracking using Laser Scanner for Indoor Mobile Robots (실내형 이동로봇을 위한 레이저 스캐너를 이용한 위치 인식과 장애물 추적)

  • Choi, Bae-Hoon;Kim, Beom-Seong;Kim, Eun-Tai
    • Journal of the Korean Institute of Intelligent Systems
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    • v.21 no.3
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    • pp.329-334
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    • 2011
  • This paper presents the method for location estimation with obstacle tracking method. A laser scanner is used to implement the system, and we assume that the map information is known. We matches the measurement of the laser scanner to estimate the location of the robot by using sequential monte carlo (SMC) method. After estimating the robot's location, the pose of obstacles are detected and tracked, hence, we can predict the collision risk of them. Finally, we present the experiment results to verify the proposed method.

Determination of Incentive Level of Direct Load Control using Monte Carlo Simulation with Variance Reduction Technique (몬테카를로 시뮬레이션을 이용한 직접부하제어의 제어지원금 산정)

  • Jeong Yun Won;Park Jong Bae;Shin Joong Rin;Chae Myung Suk
    • Proceedings of the KIEE Conference
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    • summer
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    • pp.666-670
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    • 2004
  • This paper presents a new approach for determining an accurate incentive levels of Direct Load Control (DLC) program using sequential Monte Carlo Simulation (MCS) techniques. The economic analysis of DLC resources needs to identify the hourly-by-hourly expected energy-not-served resulting from the random outage characteristics of generators as well as to reflect the availability and duration of DLC resources, which results the computational explosion. Therefore, the conventional methods are based on the scenario approaches to reduce the computation time as well as to avoid the complexity of economic studies. In this paper, we have developed a new technique based on the sequential MCS to evaluate the required expected load control amount in each hour and to decide the incentive level satisfying the economic constraints. And also the proposed approach has been considered multi-state as well as two-state of the generating units. In addition, we have applied the variance reduction technique to enhance the efficiency of the simulation. To show the efficiency and effectiveness of the suggested method the numerical studies have been performed for the modified IEEE reliability test system.

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