• Title/Summary/Keyword: 선형성과 비선형성

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Nonlinear Autoregressive Modeling of Southern Oscillation Index (비선형 자기회귀모형을 이용한 남방진동지수 시계열 분석)

  • Kwon, Hyun-Han;Moon, Young-Il
    • Journal of Korea Water Resources Association
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    • v.39 no.12 s.173
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    • pp.997-1012
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    • 2006
  • We have presented a nonparametric stochastic approach for the SOI(Southern Oscillation Index) series that used nonlinear methodology called Nonlinear AutoRegressive(NAR) based on conditional kernel density function and CAFPE(Corrected Asymptotic Final Prediction Error) lag selection. The fitted linear AR model represents heteroscedasticity, and besides, a BDS(Brock - Dechert - Sheinkman) statistics is rejected. Hence, we applied NAR model to the SOI series. We can identify the lags 1, 2 and 4 are appropriate one, and estimated conditional mean function. There is no autocorrelation of residuals in the Portmanteau Test. However, the null hypothesis of normality and no heteroscedasticity is rejected in the Jarque-Bera Test and ARCH-LM Test, respectively. Moreover, the lag selection for conditional standard deviation function with CAFPE provides lags 3, 8 and 9. As the results of conditional standard deviation analysis, all I.I.D assumptions of the residuals are accepted. Particularly, the BDS statistics is accepted at the 95% and 99% significance level. Finally, we split the SOI set into a sample for estimating themodel and a sample for out-of-sample prediction, that is, we conduct the one-step ahead forecasts for the last 97 values (15%). The NAR model shows a MSEP of 0.5464 that is 7% lower than those of the linear model. Hence, the relevance of the NAR model may be proved in these results, and the nonparametric NAR model is encouraging rather than a linear one to reflect the nonlinearity of SOI series.

Intelligent Digital Redesign for Uncertain Nonlinear Systems Using Power Series (Powrer Series를 이용한 불확실성을 갖는 비선형 시스템의 지능형 디지털 재설계)

  • Sung Hwa Chang;Park Jin Bae;Go Sung Hyun;Joo Young Hoon
    • Journal of the Korean Institute of Intelligent Systems
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    • v.15 no.7
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    • pp.881-886
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    • 2005
  • This paper presents intelligent digital redesign method of global approach for hybrid state space fuzzy-model-based controllers. For effectiveness and stabilization of continuous-time uncertain nonlinear systems under discrete-time controller, Takagi-Sugeno(TS) fuzzy model is used to represent tile complex system. And global approach design problems viewed as a convex optimization problem that we minimize the error of the norm bounds between nonlinearly interpolated linear operators to be matched. Also, by using the power series, we analyzed nonlinear system's uncertain parts more precisely. When a sampling period is sufficiently small, the conversion of a continuous-time structured uncertain nonlinear system to an equivalent discrete-time system have proper reason. Sufficiently conditions for the global state-matching of tile digitally controlled system are formulated in terms of linear matrix inequalities (LMIs). Finally, a TS fuzzy model for the chaotic Lorentz system is used as an example to guarantee the stability and effectiveness of the proposed method.

An Extended Robust $H{\infty}$ Filter for Nonlinear Constrained Uncertain System (제약조건을 갖는 비선형 불확실 시스템을 위한 확장 강인 $H{\infty}$)

  • Seo, Jae-Won;Yu, Myeong-Jong;Park, Chan-Gook;Lee, Jang-Gyu
    • Proceedings of the KIEE Conference
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    • 2003.07d
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    • pp.2002-2004
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    • 2003
  • 본 논문에서는 시스템의 모델 불확실성과 백색 가우시안이 아닌 $L_2$ 잡음이 존재하는 경우에 시스템 상태변수의 효과적인 추정을 위한 강인 필터를 제안한다. 제안된 필터는 적분이차제약조건(integral quadratic constraint)을 갖는 일반적인 비선형 불확실 시스템을 위해 선형근사화를 통하여 구성된다. 또한 제안된 필터의 중요한 특성인 변형된 $H{\infty}$ 성능 지수를 유도하고, 해석적 방법을 통해 제안된 필터의 잡음과 시스템 파라미터 불확실성에 대한 강인성을 분석하며, 시뮬레이션 결과를 통하여 제안된 필터가 추정치의 정확도를 효과적으로 향상시키는 것을 보인다.

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The Relationship between Star Employee Ratio and Firm Performance: An Analysis of Korean Sell-Side Analysts (스타 인재의 비율과 증권사 재무성과의 관계에 대한 연구 - 국내 증권사의 애널리스트를 중심으로 -)

  • Ok, Chi-Ho;Ahn, He-Soung
    • Management & Information Systems Review
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    • v.34 no.3
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    • pp.101-123
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    • 2015
  • Amidst the growing uncertainty in external environments, securing and retaining superior human resources is becoming emphasized as a key means for organizations to achieve competitive advantages. Particularly, star employees-human resources that are characterized by their ability to create extraordinary performance relative to other peers-are increasingly gaining attention in both academia and industry because of its importance in knowledge-based industries. However, despite the prevailing recognition for star employees, few previous literature have attempted to empirically test the direct relationship between the ratio of star employees in an organization and organizational performance. Considering both the potential for positive and negative influence of star employees on organizations, the relationship between the ratio of star employees and organizational performance can not only be a simple linear relationship but can also exist in a curvilinear form. Building on the existing literature on star employees, this paper establishes competing hypotheses for the two possibilities of curvilinear relationship; as the ratio of star employees increases, marginal effects can either increase (i.e., U-shaped curvilinear relationship) or decrease (i.e., inverted U-shaped curvilinear relationship). Employing an unbalanced panel data of 35 Korean brokerage firms between years 2008 and 2013 with 134 observations, the relationship between the ratio of best analysts (i.e. star employees) as selected by Maeil Business Newspaper and financial performance (i.e. organizational performance) of corresponding brokerage firms is examined. Empirical results indicate that while organizational performance increases as the ratio of star employees increases, its positive effect diminishes over time which provides support for the curvilinear relationship with decreasing marginal effects. Our research findings imply that star employees create value in knowledge-based industries; at the same time, implications are given as results calls for caution for excessive dependence on star employees beyond a certain level.

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Implementation of a Nonlinear MPEG-2 Editing System (비선형 MPEG-2 편집 시스템의 구현)

  • Chang, Kwang-Whoon;Kim, Jin-Ho;Jang, Ho-Wook
    • Proceedings of the Korea Information Processing Society Conference
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    • 2000.10b
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    • pp.1317-1320
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    • 2000
  • 본 논문에서는 한국전자통신연구원 VR 연구센터에서 개발한 비선형 MPEG-2 편집 시스템인 "솔거 (Solger2001)"를 소개한다. 솔거는 PC 환경에서 MPEG-2 스트림 데이터를 편집할 수 있는 통합형 비선형 편집기로, MS 사의 DirectShow 기반의 서브모듈(sub-module)로 개발된 여러 필터들을 기반으로 다양한 시각/음향효과 처리를 제공한다. 이외에도 코덱의 속도론 높이기 위하여 Intel 의 MMX 기술을 적용하였다. 솔거의 특징은 시스템의 구성 가격을 낮추기 위하여 하드웨어 부가 장치 없이 모든 하부 모듈을 소프트웨어만으로 구성하였으며. DirectShow 필터를 기반으로 개발하여 시스템의 확장성과 이식성을 높였다.

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A Study on Non-linear Controller Design of the Walking Drone (지상 보행 가능한 드론의 비선형 제어기 설계에 관한 연구)

  • Beck, Jong-Hwan;Pak, Myeong-Suk;Kim, Sang-Hoon
    • Proceedings of the Korea Information Processing Society Conference
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    • 2016.04a
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    • pp.851-853
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    • 2016
  • 본 논문은 물류 작업을 위한 지상 보행이 가능한 드론의 제어기를 개선시키기 위한 방법 중 하나로 비선형 자세제어기를 적용한 결과를 보여준다. 로봇은 물류 작업을 위하여 설계되었는데, 페이로드의 변화에 따라서 모델 파라미터가 변하기 때문에 특별한 제어기가 필요하다. 따라서 기존 연구에서 제안되었던 비선형 적응제어기를 채택하여 실험 모델에 적용시켰다. 실험은 실내에서 진행되었고 초기 조건에서 30초 간 자세 안정화 명령의 응답 특성을 확인하는 방식으로 진행되었고, 제어기의 실효성과 안정성을 입증했다.

Numerical Solution for Nonlinear Klein-Gordon Equation by Using Lagrange Polynomial Interpolation with a Trick (라그란제 보간을 사용한 비선형 클라인 고든 미분방적식의 수치해)

  • Lee In-Jung
    • The KIPS Transactions:PartA
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    • v.11A no.7 s.91
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    • pp.571-576
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    • 2004
  • In this paper, by using Lagrange polynomial interpolation with a trick such that for $f(x)^{3}$ we shall use $f(x_i)^{3}I_i(x)^{3}$ instead of $I(x)^{3}$ where $I{x}{\;}={\;}\sum_{i}^{f}(x_i)I_i(x)$. We show the convergence and stability and calculate errors. These errors are approximately less than $C(\frac{1}{N})^{N-1} hN(N-1)(\frac{N}{2})^{N-1} /(\frac{N}{2})!$ where N is a polynomial degree.

Joint Distribution of Wave Crest and its Associated Period in Nonlinear Random Waves (비선형 파동계에서의 파고와 주기 결합 확률분포)

  • Park, Su Ho;Cho, Yong Jun
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.31 no.5
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    • pp.278-293
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    • 2019
  • The joint distribution of wave height and period has been maltreated despite of its great engineering value due to the absence of any analytical model for wave period, and as a result, no consensus has been reached about the effect of nonlinearity on these joint distribution. On the other hand, there was a great deal of efforts to study the effects of non-linearity on the wave height distribution over the last decades, and big strides has been made. However, these achievements has not been extended to the joint distribution of wave height and period. In this rationale, we first express the joint distribution of wave height and period as the product of the marginal distribution of wave heights with the conditional distribution of associated periods, and proceed to derive the joint distribution of wave heights and periods utilizing the models of Longuet-Higgins (1975, 1983), and Cavanie et al. (1976) for conditional distribution of wave periods, and height distribution derived in this study. The verification was carried out using numerically simulated data based on the Wallops spectrum, and the nonlinear wave data obtained via the numerical simulation of random waves approaching toward the uniform beach of 1:15 slope. It turns out that the joint distribution based on the height distribution for finite banded nonlinear waves, and Cavanie et al.'s model (1976) is most promising.

Integrated Analysis and Design Technologies for a Structure with Control Devices (구조물-제진장치 통합 해석 및 설계 기술)

  • Lee, Sang-Hyun;Chung, Lan;Kang, Kyung-Soo;Hwang, Jae-Seung;Park, Ji-Hun
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2010.04a
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    • pp.388-391
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    • 2010
  • 본 논문에서는 풍하중을 받는 구조물의 응답을 보다 적극적으로 저감시킴으로써 구조물의 안정성과 사용성을 개선하기위한 능동제어 알고리즘을 송도 자유무역 지구에 건설중인 포스코건설 사옥에 수치해석을 통해 적용하여 그 효과를 검증하였다. 수치해석에 의한 시뮬레이션 결과를 보면 최대 제어력이 제한이 된 비선형 제어기가 LQR 제어기와 등등한 제어효과를 가지고 있는 것으로 나타났으며, 제어력의 측면에서 본다면 비선형 제어기법이 더욱 유리한 것을 알 수 있다. 또한, 본 연구에서는 구조물과 질량형 제진장치의 상호작용을 고려하여 통합적으로 제진효과를 해석하고, 이를 바탕으로 제진장치를 설계할 수 있는 소프트웨어를 개발하였다. 구조물의 모드정보에 기초한 축소모델을 구축하고 제진장치의 설계 및 제진성능 평가를 수행하고 사용성을 평가하게 된다. 전체 소프트웨어는 질량형 제진장치의 설계프로그램과 질량형 제진장치의 종류별 대안설계결과를 등가감쇠비로 표현하여 비교평가하는 두 개의 모듈로 이루어져 있으며 전자는 비제어구조물 해석 모듈 및 TMD, TLD, TLCD, AMD를 대상으로 해석 및 설계를 수행하는 총 5개의 하부 모듈로 구성된다. 본 소프트웨어를 현재 TLCD가 설치되어 있는 인천 송도 국제업무지구의 주상복합건물에 적용하여 TMD, TLD, TLCD, AMD의 대안설계를 실시하였다.

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A Study on Optimal Neural Network Structure of Nonlinear System using Genetic Algorithm (유전 알고리즘을 이용한 비선형 시스템의 최적 신경 회로망 구조에 관한 연구)

  • Kim, Hong-Bok;Kim, Jeong-Keun;Kim, Min-Jung;Hwang, Seung-Wook
    • Journal of Navigation and Port Research
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    • v.28 no.3
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    • pp.221-225
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    • 2004
  • This paper deals with a nonlinear system modelling using neural network and genetic algorithm Application q{ neural network to control and identification is actively studied because of their approximating ability of nonlinear function. It is important to design the neural network with optimal structure for minimum error and fast response time. Genetic algorithm is getting more popular nowadays because of their simplicity and robustness. in this paper, we optimize a neural network structure using genetic algorithm The genetic algorithm uses binary coding for neural network structure and searches for an optimal neural network structure of minimum error and fast response time. Through an extensive simulation, the optimal neural network structure is shown to be effective for identification of nonlinear system.