• International Journal of Reliability and Applications
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• 제8권1호
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• pp.95-109
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• 2007

The purpose of this paper is to study new notions of stochastic comparisons and ageing classes based on the total time on test transform order. We give relationships to other stochastic orders and aging classes given previously. Several preservation properties under the reliability operations of random minima and series system are given.

• 한국신뢰성학회지:신뢰성응용연구
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• 제18권3호
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• pp.220-228
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• 2018

Purpose: The purpose of this study is to investigate the tail behavior of the life distribution which exhibits an increasing failure rate or other positive aging effects after a certain time point. Methods: We characterize the tail behavior of the life distribution with regard to certain reliability measures such as failure rate, mean residual life and reliability function and derive several stochastic properties regarding such life distributions. Also, utilizing an L-statistic and its asymptotic normality, we propose new nonparametric testing procedures which verify if the life distribution has an increasing tail failure rate. Results: We propose the IFR-Tail (Increasing Failure Rate in Tail), DMRL-Tail (Decreasing Mean Residual Life in Tail) and NBU-Tail (New Better than Used in Tail) classes, all of which represent the tail behavior of the life distribution. And we discuss some stochastic properties of these proposed classes. Also, we develop a new nonparametric test procedure for detecting the IFR-Tail class and discuss its relative efficiency to explore the power of the test. Conclusion: The results of our research could be utilized in the study of wide range of applications including the maintenance and warranty policy of the second-hand system.

• 한국물환경학회지
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• 제24권1호
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• pp.99-106
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• 2008

With globally increasing interests in climate-soil-vegetation system, a new stochastic model of soil water and plant water stress is derived for better understanding of the soil water and plant water stress dynamics and their role in water-controlled ecosystem. The steady-state assumption is used for simplifying the equations. The derived model is simple yet realistic that it can account for the essential features of the system. The model represents the general characteristics of rainfall, soil, and vegetation; i.e. the soil moisture constitutes the decrease form of the steady-state and the plant water stress becomes increasing with the steady state when the rainfall is decreased. With this model, further deep study for the effects of soil water and plant water stress on the system will be accomplished.

• 대한수학회보
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• 제55권4호
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• pp.1303-1315
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• 2018

For principal component analysis (PCA) to efficiently analyze large scale matrices, it is crucial to find a few singular vectors in cheaper computational cost and under lower memory requirement. To compute those in a fast and robust way, we propose a new stochastic method. Especially, we adopt the stochastic variance reduced gradient (SVRG) method [11] to avoid asymptotically slow convergence in stochastic gradient descent methods. For that purpose, we reformulate the PCA problem as a unconstrained optimization problem using a quadratic penalty. In general, increasing the penalty parameter to infinity is needed for the equivalence of the two problems. However, in this case, exact penalization is guaranteed by applying the analysis in [24]. We establish the convergence rate of the proposed method to a stationary point and numerical experiments illustrate the validity and efficiency of the proposed method.

• 한국경영과학회지
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• 제34권4호
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• pp.91-112
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• 2009

The bullwhip effect means the phenomenon of increasing demand variation as moving UP to the upstream in the supply chain. Therefore, it is recognized that the bullwhip effect is problematic for effective supply chain operations. In this paper, we exactly quantifies the bullwhip effect for the case of stochastic lead time and seasonal demand in two-echelon supply chain where retailer employs a base-stock policy considering SARMA demand processes and stochastic lead time. We also investigate the behavior of the proposed measurement for the bullwhip effect with autoregressive and moving average coefficient, stochastic lead time, and seasonal factor.

• 한국소음진동공학회논문집
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• 제13권1호
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• pp.48-55
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• 2003

Hidden Markov Model(HMM) has a doubly embedded stochastic process with an underlying stochastic process that can be observed through another set of stochastic processes. This structure of HMM is useful for modeling vector sequence that doesn't look like a stochastic process but has a hidden stochastic process. So, HMM approach has become popular in various areas in last decade. The increasing popularity of HMM is based on two facts : rich mathematical structure and proven accuracy on critical application. In this paper, we applied continuous HMM (CHMM) approach with AR coefficient to detect and predict the chatter of lathe bite and to diagnose the wear of oil Journal bearing using rotor shaft displacement. Our examples show that CHMM approach is very efficient method for machine health monitoring and prediction.

• 국제학술발표논문집
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• The 3th International Conference on Construction Engineering and Project Management
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• pp.1209-1215
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• 2009

Recently, Construction Projects are being much bigger and more complex. So the importance of Construction Planning and Management is increasing and increasing because of the Construction Projects is involved in a variety of construction-related subjects. Competitive of the Construction Industry decided Cost, Construction Duration and Productivity. But they were just focused on Cost Saving instead of Construction Duration and Productivity. However, they have to finish construction projects using minimum cost and duration with quality and function of required level for successful Construction projects. Thus, current high exchange rate and high period, it is clear to decrease construction cost and to do economic construction in huge Construction Projects and it means more advanced Construction Schedule Management needs for economic construction. But Construction Scheduling Planning, basic of Construction Schedule Management, adjusted contract period without Pre-Planning, just depending on experience and ability of Construction Engineer. Because of that, this study suggests new Duration Estimate Method using Stochastic Model in BIM Environment for advanced Construction Schedule Management. Existing Duration Estimate Methods are just modified wrong points of them or analyzed effective factors of construction schedule. However, New Duration Estimate Method is just consists of Stochastic Model and BIM Environment without existing Duration Estimate Methods. So, new method has creativity and specialty. After this research, it would be a great model in construction industry field.

• 대한토목학회논문집
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• 제26권2A호
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• pp.383-390
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• 2006

본 연구에서는 급수전개를 이용한 추계론적 유한요소해석법의 개선을 위한 등가몬테카를로 추계장함수를 제안하고 1차 Taylor전개를 이용한 추계론적 유한요소해석법인 가중적분법에 적용하였다. 일반적으로 1차 Taylor전개를 이용하는 수치해석법에서의 응답변화도는 고려하고 있는 추계장의 분산계수에 대하여 선형거동을 보인다. 그러나 몬테카를로 해석의 경우 추계장 분산계수에 대하여 비선형 거동을 나타낸다. 이는 급수전개법의 1차 Taylor전개에 따른 선형특성에 기인한다. 따라서, 가중적분법에서 사용되는 Taylor전개된 변위벡터와 몬테카를로 해석에서의 변위벡터를 비교하고 이들 두 변위벡터 사이에 상호 불일치 하는 점을 고찰하여 몬테카를로 해석에서의 변위벡터와 등가의 변위벡터를 구성하고 이를 가중적분법에 적용하였다. 제안한 등가몬테카를로 추계장은 본래의 추계장 함수에 대한 고차함수로 주어진다. 평면구조에 대한 수치해석을 통하여 제안한 등가몬테카를로 추계장을 이용한 정식화의 타당성을 고찰하였다 새로운 정식화는 기존의 l차 가중적분법을 위한 정식화 과정과 유사하게 수행할 수 있었다.

• Journal of Electrical Engineering and Technology
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• 제12권1호
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• pp.53-63
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• 2017

The increasing of wind power penetration level presents challenges in classical optimal reactive power dispatch (ORPD) which is usually formulated as a deterministic optimization problem. This paper proposes a two-stage stochastic programming model for ORPD by considering the uncertainties of wind speed and load in a specified time interval. To avoid the excessive operation, the schedule of compensators will be determined in the first-stage while accounting for the costs of adjusting the compensators (CACs). Under uncertainty effects, on-load tap changer (OLTC) and generator in the second-stage will compensate the mismatch caused by the first-stage decision. The objective of the proposed model is to minimize the sum of CACs and the expected energy loss. The stochastic behavior is formulated by three-point estimate method (TPEM) to convert the stochastic programming into equivalent deterministic problem. A hybrid Genetic Algorithm-Interior Point Method is utilized to solve this large-scale mixed-integer nonlinear stochastic problem. Two case studies on IEEE 14-bus and IEEE 118-bus system are provided to illustrate the effectiveness of the proposed method.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2005년도 춘계학술대회논문집
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• pp.525-528
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• 2005

Much of the study has been dong on the design of dual controller that guarantee the stability and improvement of the system performance. A dual controller concept is proposed to consist of first controller estimates the control law and second controller suppresses the combined noises due to numerical error and internal noise as well. These irregular disturbances are not only increasing the fatigue but also destabilize the system because of unwanted output performance. The 'stochastic controller' is used to suppress the irregular random disturbance. Simulation is conducted to reveal that the proposed dual stochastic controller is highly efficient one to control a system hybrid noises.