• Title/Summary/Keyword: stochastic prediction method

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Mean Life Assessment and Prediction of the Failure Probability of Combustion Turbine Generating Unit with Data Analytic Method Based on Aging Failure Data (통계적 분석방법을 이용한 복합화력 발전설비의 평균수명 계산 및 고장확률 예측)

  • Lee, Sung-Hoon;Lee, Seung-Hyuk;Kim, Jin-O
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.54 no.10
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    • pp.480-486
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    • 2005
  • This paper proposes a method to consider an aging failure probability and survival probability of power system components, though only aging failure probability has been considered in existing mean life calculation. The estimates of the mean and its standard deviation is calculated by using Weibull distribution, and each estimated parameters is obtained from Data Analytic Method (Type H Censoring). The parameter estimation using Data Analytic Method is simpler and faster than the traditional calculation method using gradient descent algorithm. This paper shows calculation procedure of the mean life and its standard deviation by the proposed method and illustrates that the estimated results are close enough to real historical data of combustion turbine generating units in Korean systems. Also, this paper shows the calculation procedures of a probabilistic failure prediction through a stochastic data analysis. Consequently, the proposed methods would be likely to permit that the new deregulated environment forces utilities to reduce overall costs while maintaining an are-related reliability index.

Stochastic Disaggregation and Aggregation of Localized Uncertainty in Pavement Deterioration Process (포장파손과정의 지역적 불확실성에 대한 확률적 분해와 조합)

  • Han, Daeseok
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.33 no.4
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    • pp.1651-1664
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    • 2013
  • Precise analysis on deterioration processes of road pavements is not so simple matter due to severe uncertainty originated from a lot of explanatory variables engaged in. For those reasons, most analytical models for pavement deterioration prediction have often preferred to probabilistic approaches than deterministic models. However, the general probabilistic approaches that treat overall characteristics of population or entire sample would not be suitable for providing detail or localized information on their changing process. Considering the aspects, this paper aimed to suggest a stochastic disaggregation method to analyze the localized deterioration speeds and its variances changed by time and condition states. In addition, life expectancies and their uncertainty were estimated by probabilistic algorithm using the disaggregated stochastic process. For an empirical study, pavement inspection data (crack) accumulated from 2003 to 2010 from Korean national highway network was applied. This study can contribute to securing reliability of life cycle cost analysis, which is one of the primary analyses in road asset management, with much advanced deterioration forecasting functions. In addition, it would be meaningful trials as fundamental research for preventive maintenance strategy that demands essential understanding on changing process of the deterioration speed of pavement.

Balanced Accuracy and Confidence Probability of Interval Estimates

  • Liu, Yi-Hsin;Stan Lipovetsky;Betty L. Hickman
    • International Journal of Reliability and Applications
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    • v.3 no.1
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    • pp.37-50
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    • 2002
  • Simultaneous estimation of accuracy and probability corresponding to a prediction interval is considered in this study. Traditional application of confidence interval forecasting consists in evaluation of interval limits for a given significance level. The wider is this interval, the higher is probability and the lower is the forecast precision. In this paper a measure of stochastic forecast accuracy is introduced, and a procedure for balanced estimation of both the predicting accuracy and confidence probability is elaborated. Solution can be obtained in an optimizing approach. Suggested method is applied to constructing confidence intervals for parameters estimated by normal and t distributions

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Estimation of Localized Structural Parameters Using Substructural Identification (부분구조 추정법을 이용한 국부구조계수추정)

  • 윤정방;이형진
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1996.04a
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    • pp.119-126
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    • 1996
  • In this paper, a method of substructural identification is presented for the estimation of localized structural parameters. for this purpose, an auto-regressive and moving average with stochastic input (ARMAX) model is derived for the substructure to process the measurement data impaired by noises. The sequential prediction error method is used fer the estimation of unknown localized parameters. Using the substructural method, the number of unknown parameters can be reduced and the convergence and accuracy of estimation can be improved. For some substructures, the effect of the input excitation is expressed in terms of the responses at the inferences with the main structure, and substructural identification may be carried out without measuring the actual input excitation to the whole structure. Example analysis is carried out for idealized structural models of a multistory building and a truss bridge. The results indicate that the present method is effective and efficient for local damage estimation of complex structures.

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A Long-term Durability Prediction for RC Structures Exposed to Carbonation Using Probabilistic Approach (확률론적 기법을 이용한 탄산화 RC 구조물의 내구성 예측)

  • Jung, Hyun-Jun;Kim, Gyu-Seon
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.14 no.5
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    • pp.119-127
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    • 2010
  • This paper provides a new approach for durability prediction of reinforced concrete structures exposed to carbonation. In this method, the prediction can be updated successively by a Bayes' theorem when additional data are available. The stochastic properties of model parameters are explicitly taken into account in the model. To simplify the procedure of the model, the probability of the durability limit is determined based on the samples obtained from the Latin Hypercube Sampling(LHS) technique. The new method may be very useful in design of important concrete structures and help to predict the remaining service life of existing concrete structures which have been monitored. For using the new method, in which the prior distribution is developed to represent the uncertainties of the carbonation velocity using data of concrete structures(3700 specimens) in Korea and the likelihood function is used to monitor in-situ data. The posterior distribution is obtained by combining a prior distribution and a likelihood function. Efficiency of the LHS technique for simulation was confirmed through a comparison between the LHS and the Monte Calro Simulation(MCS) technique.

A Study on Occupancy Estimation Method of a Private Room Using IoT Sensor Data Based Decision Tree Algorithm (IoT 센서 데이터를 이용한 단위실의 재실추정을 위한 Decision Tree 알고리즘 성능분석)

  • Kim, Seok-Ho;Seo, Dong-Hyun
    • Journal of the Korean Solar Energy Society
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    • v.37 no.2
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    • pp.23-33
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    • 2017
  • Accurate prediction of stochastic behavior of occupants is a well known problem for improving prediction performance of building energy use. Many researchers have been tried various sensors that have information on the status of occupant such as $CO_2$ sensor, infrared motion detector, RFID etc. to predict occupants, while others have been developed some algorithm to find occupancy probability with those sensors or some indirect monitoring data such as energy consumption in spaces. In this research, various sensor data and energy consumption data are utilized for decision tree algorithms (C4.5 & CART) for estimation of sub-hourly occupancy status. Although the experiment is limited by space (private room) and period (cooling season), the prediction result shows good agreement of above 95% accuracy when energy consumption data are used instead of measured $CO_2$ value. This result indicates potential of IoT data for awareness of indoor environmental status.

Reliability based optimization of spring fatigue design problems accounting for scatter of fatigue test data (피로시험 데이터의 산포를 고려한 스프링의 신뢰성 최적설계)

  • An, Da-Wn;Won, Jun-Ho;Choi, Joo-Ho
    • Proceedings of the KSME Conference
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    • 2008.11a
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    • pp.1314-1319
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    • 2008
  • Fatigue reliability problems are nowadays actively considered in the design of mechanical components. Recently, Dimension Reduction Method using Kriging approximation (KDRM) was proposed by the authors to efficiently calculate statistical moments of the response function. This method, which is more tractable for its sensitivity-free nature and providing the response PDF in a few number of analyses, is adopted in this study for the reliability analysis. Before applying this method to the practical fatigue problems, accuracies are studied in terms of parameters of the KDRM through a number of numerical examples, from which best set of parameters are suggested. In the fatigue reliability problems, good number of experimental data are necessary to get the statistical distribution of the S-N parameters. The information, however, are not always available due to the limited expense and time. In this case, a family of curves with prediction interval, called P-S-N curve, is constructed from regression analysis. Using the KDRM, once a set of responses are available at the sample points at the mean, all the reliability analyses for each P-S-N curve can be efficiently studied without additional response evaluations. The method is applied to a spring design problem as an illustration of practical applications, in which reliability-based design optimization (RBDO) is conducted by employing stochastic response surface method which includes probabilistic constraints in itself. Resulting information is of great practical value and will be very helpful for making trade-off decision during the fatigue design.

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Durability Assesment for Concrete Structures Exposed to Chloride Attack Using a Bayesian Approach (베이지안 기법을 이용한 염해 콘크리트 구조물의 내구성 평가)

  • Jung, Hyun-Jun;Zi, Goang-Seup
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2007.04a
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    • pp.589-594
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    • 2007
  • This paper is shown new method for durability assesment and design have been noticed to be very valuable has been successfully applied to predict concrete structures. This paper provides that a new approach for predicting the corrosion durability of reinforced concrete structures exposed to chloride attack. In this method, the prediction can be updated successive1y by the Bayesian theory when additional data are available. The stochastic properties of model parameters are explicitly taken into account into the model the probability of the durability limit is determined from the samples obtained from the Latin hypercube sampling technique. The new method may be very useful in designing important concrete structures and help to predict the remaining service life of existing concrete structures under chloride attack environments.

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Development of a Voltage Sag Assessment Program Considering Generator Scheduling and Voltage Tolerance (발전기 스케줄링과 부하 전압민감도를 고려한 순간전압강하 평가 프로그램 개발)

  • Park, Chang-Hyun
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.23 no.4
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    • pp.92-100
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    • 2009
  • This paper presents a voltage sag assessment program. The program provides various functions for stochastic assessment of voltage sags such as short-circuit analysis, the determination of the area of vulnerability and the calculation of expected sag frequency(ESF). Effective data visualization functions based on computer graphics and animation were also implemented in the developed program. In this paper, the concept of voltage sag assessment and the assessment method considering generator scheduling and time-varying fault rates are presented. The influence of generator scheduling and time-varying fault rates on voltage sag prediction is also described by performing case studies using the developed program.

MDP Modeling for the Prediction of Agent Movement in Limited Space (폐쇄공간에서의 에이전트 행동 예측을 위한 MDP 모델)

  • Jin, Hyowon;Kim, Suhwan;Jung, Chijung;Lee, Moongul
    • Journal of the Korean Operations Research and Management Science Society
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    • v.40 no.3
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    • pp.63-72
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    • 2015
  • This paper presents the issue that is predicting the movement of an agent in an enclosed space by using the MDP (Markov Decision Process). Recent researches on the optimal path finding are confined to derive the shortest path with the use of deterministic algorithm such as $A^*$ or Dijkstra. On the other hand, this study focuses in predicting the path that the agent chooses to escape the limited space as time passes, with the stochastic method. The MDP reward structure from GIS (Geographic Information System) data contributed this model to a feasible model. This model has been approved to have the high predictability after applied to the route of previous armed red guerilla.