• The Korean Journal of Applied Statistics
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• v.32 no.1
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• pp.99-109
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• 2019

We compared the confidence intervals of estimators using various bootstrap methods for a Random Coefficient Autoregressive(RCA) model. We consider a Quasi score estimator and M-Quasi score estimator using Huber, Tukey, Andrew and Hempel functions as bounded functions, that do not have required assumption of distribution. A standard bootstrap method, percentile bootstrap method, studentized bootstrap method and hybrid bootstrap method were proposed for the estimations, respectively. In a simulation study, we compared the asymptotic confidence intervals of the Quasi score and M-Quasi score estimator with the bootstrap confidence intervals using the four bootstrap methods when the underlying distribution of the error term of the RCA model follows the normal distribution, the contaminated normal distribution and the double exponential distribution, respectively.

• The Journal of the Acoustical Society of Korea
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• v.21 no.1
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• pp.11-18
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• 2002

In this paper, a gain-adapted speech recognition method in noise is developed in the time domain. Noise is assumed to be colored. To cope with the notable nonstationary nature of speech signals such as fricative, glides, liquids, and transition region between phones, the nonstationary autoregressive (NAR) hidden Markov model (HMM) is used. The nonstationary AR process is represented by using polynomial functions with a linear combination of M known basis functions. When only noisy signals are available, the estimation problem of noise inevitably arises. By using multiple Kalman filters, the estimation of noise model and gain contour of speech is performed. Noise estimation of the proposed method can eliminate noise from noisy speech to get an enhanced speech signal. Compared to the conventional ARHMM with noise estimation, our proposed NAR-HMM with noise estimation improves the recognition performance about 2-3%.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.49 no.4
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• pp.105-110
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• 2012

The CCA (canonical correlation analysis) is a well known analysis tool that measures the linear relationship between two variable sets and it can be used for blind source separation (BSS). In previous works, a blind source separation scheme based on the CCA and auto regression was proposed. Unfortunately, the proposed scheme requires high signal-to-noise ratio for successful source separation. In this paper, we propose an improved BSS scheme based on the CCA and auto regression by eliminating the main diagonal elements of auto covariance matrix. Compared to the previously proposed BSS scheme, the proposed BSS scheme not only offers better source separation performance but also requires low computational complexity.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.25 no.6
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• pp.422-432
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• 2013

A System Identification method to develop parametric models linking free surface elevation and wave pressure is presented and two models are built allowing for either wave pressure or free surface elevation simulation. Linear, time invariant model structures with static nonlinearities are assumed and solutions are sought in a form of autoregressive model with extra input (ARX). An arbitrary chosen free-surface elevation and wave pressure dataset is used for estimation of the models, which are subsequently verified against datasets with similar pressure gauge depth but different free-surface elevation spectra due to different meteorological conditions. It is shown that free-surface simulation using System Identification methods can perform better than traditional linear transfer function derived from linear wave theory (LTF), while wave pressure simulation quality using presented methods is generally similar to that obtained with corrected LTF.

• Journal of the Korean Society of Propulsion Engineers
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• v.20 no.2
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• pp.56-66
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• 2016

Robustness is essential for model based FDI (Fault Detection and Isolation) and it is inevitable to have modeling errors and sensor signal noises during the process of FDI. This study suggests an improved method by applying NARX (Nonlinear Auto Regressive eXogenous) model and Kalman estimator in order to cope with problems caused by linear model errors and sensor signal noises in the process of fault diagnoses. Fault decision is made by the probability of the trend of gradually accumulated errors applying Fuzzy logic, which are robust to instantaneous sensor signal noises. Reliability of fault diagnosis is verified under various fault simulations.

• Journal of the Korean Institute of Intelligent Systems
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• v.12 no.4
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• pp.334-340
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• 2002

This paper proposes a self-organizing fuzzy modeling which can create a new hyperplane-shaped cluster by applying multiple regression to input/output data with relatively large fuzzy entropy, add the new cluster to fuzzy rule base and adjust parameters of the fuzzy model in repetition. Tn the coarse tuning, weighted recursive least squared algorithm and fuzzy C-regression model clustering are used and in the fine tuning, gradient descent algorithm is used to adjust parameters of the fuzzy model precisely And learning rates are optimized by utilizing meiosis-genetic algorithm. To check the effectiveness and feasibility of the suggested algorithm, four representative examples for system identification are examined and the performance of the identified fuzzy model is demonstrated in comparison with that of the conventional fuzzy models.

• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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• pp.1164-1168
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• 2010

수자원이 우리 생활의 전반적으로 중요한 역할을 차지하면서 댐의 효율적인 운영과 안정적인 용수공급에 대한 연구는 지속적으로 수행되어지고 있다. 1990년대 이후 비선형적인 특성을 잘 모의하는 장점을 가진 인공신경망(ANN)을 이용하여 유입량 예측에 대한 많은 연구가 수행되었다. 하지만 ANN 모형을 포함한 회귀모형은 월 강우 및 유입량의 예측에 대해 간편하게 사용을 할 수 있지만, 예측의 정확성에 한계를 가지고 있다. 본 연구에서는 ANN 모형과 회귀모형의 예측오차를 후처리 과정을 통하여 오차를 줄임으로써 예측모형의 성과를 향상시키는 방법을 제안하였다. 연구지역은 금강수계의 대청댐 유역으로, 1982년 9월부터 2005년 12월에 해당하는 유역 내 11개 지점의 강우관측소에서 관측한 월 강우와 댐 유입량을 수집하여 모형을 구축하였다. 강우량과 유입량 자료에 대해 자기상관함수와 교차상관함수를 이용하여 입력변수를 결정하였고, 정규화를 통한 전처리 과정을 거쳐 ANN 모형과 회귀모형을 이용한 예측모형을 구축하였으며, 예측성과의 향상을 위하여 군집 분석을 이용하여 오차를 재조정하였다. 이러한 오차 후처리 과정을 포함한 모형은 RMSE와 상관계수를 이용하여 비교 평가한 결과, 예측성과를 약 40% 정도 향상시켰다.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.264-264
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• 2017

국외의 상수도 원격검침 시스템 내 데이터 전송방식은 도시 규모, 계량기의 밀도, 전력공급 여부 및 통신망의 설치 여부 등을 종합적으로 고려하여 결정되었다. 대부분의 스마트워터미터 제조업체들은 계량기의 부호기가 공급하는 판독 내용(데이터)을 전송할 검침단말기와 근거리 통신망(neighborhood area network)을 연계하여 개발 및 판매하였으며, 자체 소유 통신 프로토콜을 사용하여 라디오 주파수(RF) 통신 기술을 사용하고 있다. 광역통신망(wide area network)의 경우, 노드(말단의 계량기 및 센서)들과 이에 연결된 통신망 들을 포함한 네트웍의 배열이나 구성이 스타(star), 메쉬(mesh), 버스(bus), 나무(tree) 등의 형태로 통신망이 구성되어 있으나, 스타와 메쉬형 통신망 구성형태가 가장 널리 활용되는 것으로 조사되었다. 시스템 통합운영관리 업체들인 IBM, Oracle, Itron 등은 용수 인프라 관리 또는 통합네트워크 솔루션 등의 통합 물관리 시스템(integrated water management system)을 개발하여 현장적용을 하고 있으며, 원격검침 시스템을 통해 고객들의 현재 소비량과 과거 누적 소비량, 누수 감지 서비스 및 실시간 요금 고지 등을 실시간으로 웹 포털과 앱을 통해 제공하고 있다. 또한, 일부 제조업체들은 도시 용수공급/소비 관리자가 주민의 용수사용량을 모니터링하여 일평균 용수사용량 및 사용 경향을 파악하고, 누수를 검지하여 복구 및 용수 사용 지속가능성 지수를 제시하고, 실시간으로 주민의 용수사용량 관련 데이터를 모니터링하여 용수공급의 최적화를 위한 의사결정지원 서비스를 용수공급자에게 제공하고 있다. 최근에는 인공지능을 활용해 가정용수의 용도별(세탁용수, 화장실용수, 샤워용수, 식기세척용수 등) 사용량 곡선을 패터닝하여 profiling 기법을 도입해, 스마트워터미터에서 용수사용량이 통합되어 검지될 시 용수사용량의 세부 용도별 re-profiling 기법을 도입하여 가정용수내 과소비되는 지점을 도출 후 절감을 유도하는 기술이 개발 중이다. 또한, 미래 용수 사용량 예측을 위해 다양한 시계열 자료를 분석하는 선형 종속 모형(자기회귀모형, 자기회귀이동평균모형, 자기회귀적분이동평균모형 등)과 비선형 종속 모형(Fuzzy Logic, Neural Network, Genetic Algorithm 등)을 활용한 예측기능이 구축되어 상호 비교하여 최적의 용수사용량 예측 도구를 제공되고 있다.

• Korean Journal of Fisheries and Aquatic Sciences
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• v.35 no.3
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• pp.216-222
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• 2002

Autocorrelation in time series data can affect statistical inference in correlation or regression analyses. To improve a regression model from which the residuals are autocorrelated, Yule-Walker method, nonlinear least squares estimation, maximum likelihood method and 'prewhitening' method have been used to estimate the parameters in a regression equation. This study reviewed on the estimation methods of preventing spurious correlation in the presence of autocorrelation and applied the former three methods, Yule-Walker, nonlinear least squares and maximum likelihood method, to a 20-year real data set. Monte carlo simulation was used to compare the three parameter estimation methods. However, the simulation results showed that the mean squared error distributions from the three methods simulated do not differ significantly.

• Journal of Institute of Control, Robotics and Systems
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• v.13 no.11
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• pp.1033-1039
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• 2007

In this paper, we design a terminal sliding mode controller based on self-recurrent wavelet neural network (SRWNN) for the second-order nonlinear systems with model uncertainties. The terminal sliding mode control (TSMC) method can drive the tracking errors to zero within finite time in comparison with the classical sliding mode control (CSMC) method. In addition, the TSMC method has advantages such as the improved performance, robustness, reliability and precision. We employ the SRWNN to approximate model uncertainties. The weights of SRWNN are trained by adaptation laws induced from Lyapunov stability theorem. Finally, we carry out simulations for Duffing system and the wing rock phenomena to illustrate the effectiveness of the proposed control scheme.