• Transactions of the Korean Society of Automotive Engineers
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• v.24 no.5
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• pp.596-604
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• 2016

In this study, we used a stochastic approach for guaranteeing the reliability and robustness of the performance with regard to the design of polymer components, while taking into consideration the degradation properties and operating conditions in automobiles. Creep and tensile tests were performed for obtaining degradation properties. The Prony series, which described the viscoelastic models, were calculated to use the creep data by the Maxwell fluid model. We obtained the stress data from the frequency response analysis of the polymer components while considering the degradation properties. Limit state functions are generated by using these data. Reliability assessments are conducted under the variation of the degradation properties and area of frequency at peak response. For this study, the input parameters are assumed to be a normal distribution, and the reliability under the yield stress criteria is evaluated by using the Monte Carlo Simulation. As a result, the reliabilities, according to the three types of polymer materials in automotive components, are compared to each other and suggested the applicable possibility of polymeric materials in automobiles.

• Journal of Electrical Engineering and Technology
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• v.13 no.3
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• pp.1069-1078
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• 2018

Demand response (DR) programs give opportunity to consumers to manage their electricity bills. Besides, distribution system operator (DSO) is interested in using DR programs to obtain technical and economic benefits for distribution network. Since small consumers have difficulties to individually take part in the electricity market, an entity named demand response provider (DRP) has been recently defined to aggregate the DR of small consumers. However, implementing DR programs face challenges to fairly allocate benefits and payments between DRP and DSO. This paper presents a procedure for modeling the interaction between DRP and DSO based on a bilevel programming model. Both DSO and DRP behave from their own viewpoint with different objective functions. On the one hand, DRP bids the potential of DR programs, which are load shifting and load curtailment, to maximize its expected profit and on the other hand, DSO purchases electric power from either the electricity market or DRP to supply its consumers by minimizing its overall cost. In the proposed bilevel programming approach, the upper level problem represents the DRP decisions, while the lower level problem represents the DSO behavior. The obtained bilevel programming problem (BPP) is converted into a single level optimizing problem using its Karush-Kuhn-Tucker (KKT) optimality conditions. Furthermore, point estimate method (PEM) is employed to model the uncertainties of the power demands and the electricity market prices. The efficiency of the presented model is verified through the case studies and analysis of the obtained results.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.559-569
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• 2016

A long-run relationship of stock, monetary, realty markets, and business conditions has been suggested to exist due to internal and external shocks. This study investigates whether such a relationship really exists and then performs statistical tests to discern features of the long-run adjustment processes from short-run discrepancies because it is difficult to find studies that examine the market relationship. The comovement relationship of the whole market does not appear to hold for the entire study period; however, it is found to exist for the period before the financial crisis. Estimated error correction models show consistently declining equilibrium errors each period that suggests a recovering process of the long-run equilibrium from short-run secessions.

• Journal of Korea Trade
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• v.24 no.4
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• pp.1-17
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• 2020

Purpose - Since China has been South Korea's biggest export destination, uncertainty shocks originating from it would influence South Korea's exports. This paper evaluates the effects of China's economic policy uncertainty on Korea's exports to explore the transmission channels. Design/methodology - Incorporating endogeneities and nonlinearities, this study employs a quarterly time-varying parameters vector autoregressive model to investigate the relationships between China's economic policy uncertainty and Korea's exports, where the overparameterization due to time-varying specifications is overcome by a novel stochastic model specification search framework. According to previous theoretical studies, this paper assesses two channels, demand shock channel and exchange rate channel, through which foreign uncertainty affects Korea's exports. This paper identifies the primary drivers of Korea's aggregate exports and analyzes the rationales for the time-variant impacts of China's economic policy uncertainty on Korea's exports to China. Findings - Our empirical results reveal that Korea's aggregate exports are less responsive to China's economic policy uncertainty shocks and significantly move together with global demand. In contrast, its bilateral exports to China are highly responsive in a negative and time-variant way. Moreover, Chinese investment is an important channel through which China's economic policy uncertainty affects Korea's exports to China after 2010. Further, the time-variant effects of China's economic policy uncertainty on Korea's exports to China are related to changes in China's foreign trade policies, global economic conditions, and China's degree of economic freedom. Originality/value - Few previous studies touch the effects of external uncertainty shocks on South Korea's exports. This paper attempts to fill this gap and explicitly investigate the impacts of China's economic policy uncertainty on Korea's exports from a time-varying perspective. As Korea is an export-oriented economy, this study provides insights for the Korean government to understand the transmissions of external uncertainty better.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.6C
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• pp.349-358
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• 2008

In performing the reliability analysis for predicting the settlement with time of alluvial clay layer at Kobe airport, the uncertainties of geotechnical properties were examined based on the stochastic and probabilistic theory. By using Terzaghi's consolidation theory as the objective function, the failure probability was normalized based on AFOSM method. As the result of reliability analysis, the occurrence probabilities for the cases of the target settlement of ${\pm}10%,\;{\pm}25%$ of the total settlement from the deterministic analysis were 30~50%, 60%~90%, respectively. Considering that the variation coefficients of input variable are almost similar as those of past researches, the acceptable error range of the total settlement would be expected in the range of 10% of the predicted total settlement. As the result of sensitivity analysis, the factors which affect significantly on the settlement analysis were the uncertainties of the compression coefficient Cc, the pre-consolidation stress Pc, and the prediction model employed. Accordingly, it is very important for the reliable prediction with high reliability to obtain reliable soil properties such as Cc and Pc by performing laboratory tests in which the in-situ stress and strain conditions are properly simulated.

• International conference on construction engineering and project management
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• 2013.01a
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• pp.397-402
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• 2013

In super-tall building construction projects, schedule risk factors which vertically change and are not found in the low and middle-rise building construction influence duration of a project by vertical attribute; and it makes hard to estimate activity or overall duration of a construction project. However, the existing duration estimating methods, that are based on quantity and productivity assuming activities of the same work item have the same risk and duration regardless of operation space, are not able to consider the schedule risk factors which change by the altitude of operation space. Therefore, in order to advance accuracy of duration estimation of super-tall building projects, the degree of changes of these risk factors according to altitude should be analyzed and incorporated into a duration estimating method. This research proposes a simulation model using Monte Carlo method for estimating activity duration incorporating schedule risk factors by weather conditions in a super-tall building. The research process is as follows. Firstly, the schedule risk factors in super-tall building are identified through literature and expert reviews, and occurrence of non-working days at high altitude by weather condition is identified as one of the critical schedule risk factors. Secondly, a calculating method of the vertical distributions of the weather factors such as temperature and wind speed is analyzed through literature reviews. Then, a probability distribution of the weather factors is developed using the weather database of the past decade. Thirdly, a simulation model and algorithms for estimating non-working days and duration of each activity is developed using Monte-Carlo method. Finally, sensitivity analysis and a case study are carried out for the validation of the proposed model.

• Korean Journal of Fisheries and Aquatic Sciences
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• v.34 no.1
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• pp.43-50
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• 2001

In order to analyze the dynamic motions of fish cage systems made of a frame and a netting under the conditions of waves and current, the hydraulic model experiment at towing tank and the numerical computation using boundary integral element method based on linear potential theory were carried out on a square and a circular type of fish cage, The computed and measured results for the dynamic motions of model fish cage systems showed that the heave and pitch motions were almost unaffected by the inclusion of nets, while the surge motions were very reduced by drag force acting on them. In addition, irregular wave-induced motions of fish cages included non-negligible 2nd order harmonic components at high frequency nearly twice the wave frequency. The reason why these motions were considered was due to resonance or structural components of frames being overflown and out of water during a wave cycle. It was found that circular type was more desirable structure in the open sea than square one only in the respect of dynamic motions due to waves and current. Further verifications were needed considering hydrodynamic forces, fatigue life, and structure analysis based on long term stochastic waves including frequency and time domain for the purpose of analyzing and designing fish cage systems.

• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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• pp.273-277
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• 2010

This research was performed to examine changes in the timing of the growth of crops along with changes in temperatures due tochanges and to analyze the change of water-supply-reliability by adding an analysis of the change of agricultural water supply patterns in the basin area of Miryang dam in Korea. Had-CM3 model from U.K. was the tool adopted for the GCM model, a stochastic, daily-meteorology-generation-model called LARS-WG was alsoused for downscaling and for the climate change scenario (A1B) which represents Korea's circumstances best. First of all, to calculate changes in the timing of the growth of crops during this period, the theory of GDD was applied. Except for the period of transplanting and irrigation, there was no choice but to find the proper accumulated temperature by comparing actual temperature data and the supply pattern of agricultural use due to limited temperature data. As a result, proper temperatures were found for each period. $400^{\circ}C$ for the preparation period of a nursery bed, $704^{\circ}C$ for a nursery bed's period, $1,295^{\circ}C$ for the rice-transplanting period, $1,744^{\circ}C$ for starting irrigation, and $3,972^{\circ}C$ for finishing irrigation. To analyze future agricultural supply patter changes, the A1B scenario of Had-CM3 model was adopted, and then Downscaling was conducted adopting LARS-WG. To conduct a stochastical analysis of LARS-WG, climate scenarios were generated for the periods 2011~2030, 2046~2065, 2080~2099 using the data of precipitation andMax/Min temperatures collected from the Miryang gauging station. Upon reviewing the result of the analysis of accumulated temperatures from 2011~2030, the supply of agricultural water was 10 days earlier, and in the next periods-2046~2065, 2080~2099 it also was 10 days earlier. With these results, it is assumed that the supply of agricultural water should be about 1 month ahead of the existing schedule to meet the proper growth conditions of crops. From the results of the agricultural water supply patterns should be altered, but the reliability of water supply becomes more favorable, which is caused from the high precipitation change. Furthermore, since the unique characteristics of precipitation in Korea, which has high precipitation in the summer, water-supply-reliability has a pattern that the precipitation in September could significantly affect the chances of drought the following winter and spring. It could be more risky to make changes to the constant supply pattern under these conditions due to the high uncertainty of future precipitation. Although, several researches have been conducted concerning climate changes, in the field of water-industry, those researches have been solely dependent on precipitation. Even so, with the high uncertainty of precipitation, it is difficult for it to be reflected in government policy. Therefore, research in the field of water-supply-patterns or evapotranspiration according to the temperature or other diverse effects, which has higher reliability on anticipation, could obtain more reliable results in the future and that could result in water-resource maintenance to be safer and a more advantageous environment.

• Journal of The Korean Society of Agricultural Engineers
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• v.54 no.4
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• pp.127-135
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• 2012

This paper introduced the flow forecast modeling system that a water management agency in west central Florida, Tampa Bay Water has been operated to forecast monthly rainfall and streamflow in the Tampa Bay region, Florida. We evaluated current 1-year monthly rainfall forecasts and flow forecasts and actual observations to investigate the benefits of incorporating rainfall forecasts into monthly flow forecast. Results for rainfall forecasts showed that the observed annual cycle of monthly rainfall was accurately reproduced by the $50^{th}$ percentile of forecasts. While observed monthly rainfall was within the $25^{th}$ and $75^{th}$ percentile of forecasts for most months, several outliers were found during the dry months especially in the dry year of 2007. The flow forecast results for the three streamflow stations (HRD, MB, and BS) indicated that while the 90 % confidence interval mostly covers the observed monthly streamflow, the $50^{th}$ percentile forecast generally overestimated observed streamflow. Especially for HRD station, observed streamflow was reproduced within $5^{th}$ and $25^{th}$ percentile of forecasts while monthly rainfall observations closely followed the $50^{th}$ percentile of rainfall forecasts. This was due to the historical variability at the station was significantly high and it resulted in a wide range of forecasts. Additionally, it was found that the forecasts for each station tend to converge after several months as the influence of the initial condition diminished. The forecast period to converge to simulation bounds was estimated by comparing the forecast results for 2006 and 2007. We found that initial conditions have influence on forecasts during the first 4-6 months, indicating that FMS forecasts should be updated at least every 4-6 months. That is, knowledge of initial condition (i.e., monthly flow observation in the last-recent month) provided no foreknowledge of the flows after 4-6 months of simulation. Based on the experimental flow forecasts using the observed rainfall data, we found that the 90 % confidence interval band for flow predictions was significantly reduced for all stations. This result evidently shows that accurate short-term rainfall forecasts could reduce the range of streamflow forecasts and improve forecast skill compared to employing the stochastic rainfall forecasts. We expect that the framework employed in this study using available observations could be used to investigate the applicability of existing hydrological and water management modeling system for use of stateof-the-art climate forecasts.

• Journal of Preventive Medicine and Public Health
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• v.16 no.1
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• pp.135-152
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• 1983

Emergency medical service is an important part of the health care delivery system, and the optimal allocation of resources and their efficient utilization are essentially demanded. Since these conditions are the prerequisite to prompt treatment which, in turn, will be crucial for life saving and in reducing the undesirable sequelae of the event. This study, taking the hyperbaric chamber for carbon monoxide poisoning as an example, is to develop a stochastic approach for solving the problems of optimal allocation of such emergency medical facility in Korea. The hyperbaric chamber, in Korea, is used almost exclusively for the treatment of acute carbon monoxide poisoning, most of which occur at home, since the coal briquette is used as domestic fuel by 69.6 per cent of the Korean population. The annual incidence rate of the comatous and fatal carbon monoxide poisoning is estimated at 45.5 per 10,000 of coal briquette-using population. It offers a serious public health problem and occupies a large portion of the emergency outpatients, especially in the winter season. The requirement of hyperbaric chambers can be calculated by setting the level of the annual queueing rate, which is here defined as the proportion of the annual number of the queued patients among the annual number of the total patients. The rate is determined by the size of the coal briquette-using population which generate a certain number of carbon monoxide poisoning patients in terms of the annual incidence rate, and the number of hyperbaric chambers per hospital to which the patients are sent, assuming that there is no referral of the patients among hospitals. The queueing occurs due to the conflicting events of the 'arrival' of the patients and the 'service' of the hyperbaric chambers. Here, we can assume that the length of the service time of hyperbaric chambers is fixed at sixty minutes, and the service discipline is based on 'first come, first served'. The arrival pattern of the carbon monoxide poisoning is relatively unique, because it usually occurs while the people are in bed. Diurnal variation of the carbon monoxide poisoning can hardly be formulated mathematically, so empirical cumulative distribution of the probability of the hourly arrival of the patients was used for Monte Carlo simulation to calculate the probability of queueing by the number of the patients per day, for the cases of one, two or three hyperbaric chambers assumed to be available per hospital. Incidence of the carbon monoxide poisoning also has strong seasonal variation, because of the four distinctive seasons in Korea. So the number of the patients per day could not be assumed to be distributed according to the Poisson distribution. Testing the fitness of various distributions of rare event, it turned out to be that the daily distribution of the carbon monoxide poisoning fits well to the Polya-Eggenberger distribution. With this model, we could forecast the number of the poisonings per day by the size of the coal-briquette using population. By combining the probability of queueing by the number of patients per day, and the probability of the number of patients per day in a year, we can estimate the number of the queued patients and the number of the patients in a year by the number of hyperbaric chamber per hospital and by the size of coal briquette-using population. Setting 5 per cent as the annual queueing rate, the required number of hyperbaric chambers was calculated for each province and for the whole country, in the cases of 25, 50, 75 and 100 per cent of the treatment rate which stand for the rate of the patients treated by hyperbaric chamber among the patients who are to be treated. Findings of the study were as follows. 1. Probability of the number of patients per day follows Polya-Eggenberger distribution. $$P(X=\gamma)=\frac{\Pi\limits_{k=1}^\gamma[m+(K-1)\times10.86]}{\gamma!}\times11.86^{-{(\frac{m}{10.86}+\gamma)}}$$ when$${\gamma}=1,2,...,n$$$$P(X=0)=11.86^{-(m/10.86)}$$ when $${\gamma}=0$$ Hourly arrival pattern of the patients turned out to be bimodal, the large peak was observed in $7 : 00{\sim}8 : 00$ a.m., and the small peak in $11 : 00{\sim}12 : 00$ p.m. 2. In the cases of only one or two hyperbaric chambers installed per hospital, the annual queueing rate will be at the level of more than 5 per cent. Only in case of three chambers, however, the rate will reach 5 per cent when the average number of the patients per day is 0.481. 3. According to the results above, a hospital equipped with three hyperbaric chambers will be able to serve 166,485, 83,242, 55,495 and 41,620 of population, when the treatmet rate are 25, 50, 75 and 100 per cent. 4. The required number of hyperbaric chambers are estimated at 483, 963, 1,441 and 1,923 when the treatment rate are taken as 25, 50, 75 and 100 per cent. Therefore, the shortage are respectively turned out to be 312, 791. 1,270 and 1,752. The author believes that the methodology developed in this study will also be applicable to the problems of resource allocation for the other kinds of the emergency medical facilities.