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Re-Transformation of Power Transformation for ARMA(p, q) Model - Simulation Study (ARMA(p, q) 모형에서 멱변환의 재변환에 관한 연구 - 모의실험을 중심으로)

  • Kang, Jun-Hoon;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.511-527
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    • 2015
  • For time series analysis, power transformation (especially log-transformation) is widely used for variance stabilization or normalization for stationary ARMA(p, q) model. A simple and naive back transformed forecast is obtained by taking the inverse function of expectation. However, this back transformed forecast has a bias. Under the assumption that the log-transformed data is normally distributed. The unbiased back transformed forecast can be obtained by the expectation of log-normal distribution; consequently, the property of this back transformation was studied by Granger and Newbold (1976). We investigate the sensitivity of back transformed forecasts under several different underlying distributions using simulation studies.

Development of SWAT-AGRIMAN model (SWAT-AGRIMAN 모형의 개발과 적용)

  • Kim, Nam-Won;Shin, Seong-Cheol;Won, Yoo-Seung
    • Proceedings of the Korea Water Resources Association Conference
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    • 2005.05b
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    • pp.65-69
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    • 2005
  • SWAT 모형은 우리나라 논 지역에서의 수리관행을 이행할 수 있도록 관개용수의 공급과 담수지역에 대한 성분해석에 대한 기본적인 틀을 갖추고 있으며, 각종 물관리 체계의 조작이 가능한 우수한 모형이다. 그러나, 실제 우리나라 농업지역에 관개용수를 공급하고 담수상태의 논 지역을 충분히 모사하지 못하고 있다. 따라서, 이러한 결함을 제거하기 위해서는 SWAT 모형의 관개용수공급과 관련한 내부 모듈의 전면적인 수정$\cdot$보완과 교체작업이 필요하였다. 이러한 SWAT 모형의 문제점 해결을 위해 우리나라 는 농사의 특징인 담수를 고려하고, 관개량 및 관개일정을 제어하여 담수 논에 대한 수문성분이 전체 하천유출을 포함하는 수문순환 과정에 미치는 영향을 정량적으로 평가할 수 있는 SWAT-AGRIMAN(SWAT-AGRIculture MANagement) 모형을 개발하였다. 개발된 SWAT-AGRIMAN 모형을 보청천 기대교 상류유역에 적용하였고, 적용결과를 SWAT 모형에 의한 모의결과와 비교$\cdot$평가하였다. 관개용수의 수원의 제기능 여부 및 담수상태의 유지여부와 논의 침투량 및 증발산량, 유역 출구에서의 유출량의 변화특성을 살펴보았으며, 실제 관측유량과의 유출율, 평균제곱근오차(RMSE), 모형효율계수(ME), 상관계수(CORRL), 결정계수($R^2$)의 비교$\cdot$분석을 통해 모형을 평가하였다.

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Simplified Maximum Likelihood Estimation of the Frequencies of Multiple Sinusoids (간략화된 최우도 방법을 사용한 다중 정현파의 주파수 추정)

  • Ahn, Tae-Chon;Oh, Sung-Kwun
    • The Journal of the Acoustical Society of Korea
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    • v.13 no.4
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    • pp.20-31
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    • 1994
  • The maximum likelihood(ML) estimation has excellent accuracy for frequency estimation of multiple sinusoids, but the maximum likelihood function requires much loss owing to the high nonlinearity. This paper presents a simplified maximum likelihood estimation, in order to improve the nonlinearity of the maximum likelihood estimation for frequencies of sinusoids in signals. This method is applied to the frequency estimation of sinusoidal signals corrupted by white or colored measurement noise. Monte-carlo simulations are conducted for the comparison of ML method with the best MFBLP method, in terms of sampled mean, root mean square and relative bias. The power spectral density and the position of frequency in unit circle are appeared in figures.

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A Convergence Analysis of Normalized Sign Algorithm for Adaptive Noise Canceler (적응잡음제거기를 위한 정규 부호화 알고리즘의 수렴특성 분석)

  • 김현태;박장식;배종갑;손경식
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.24 no.6B
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    • pp.1203-1210
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    • 1999
  • Coefficients of the adaptive filter are misadjusted by primary signals which are uncorrelated with reference signals of the adaptive filter. In this paper, the normalized sign algorithm is analyzed and compared with the NLMS algorithm by the steady state performance and the transient characteristics when target signals are included in primary signals. The excess mean square error of the NLMS algorithm is proportional to the power of target signals. That of normalized sign algorithm is proportional to the square root of the target signal power. However, the convergence speed of the normalized sign algorithm is slower than that of NLMS algorithm. In this paper, it is shown that theoretical analysis of the steady state performance and the transient characteristics are well consisted with the results of computer simulation.

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Bond of Deformed Bars to Concrete : Effects of Confinement and Strength of Concrete (철근 콘크리트 보-기둥 접합부의 부착거동에 대한 콘크리트 강도 및 보강철근의 효과)

  • 최기봉
    • Magazine of the Korea Concrete Institute
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    • v.3 no.2
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    • pp.115-121
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    • 1991
  • Slippage of beam longitudinal reinforcement at beam-column connections is an important cause of damage to reinforced concrete frames under static and dynamic loads, This paper summarizes the results of an experimen¬tal study on the effects of confinements and compressive strength of concrete on the local bond stress-slip cha¬racteristics of deformed bars. I t is concluded from experimental results that, as far as the bond splittmg cracks are restrained by the vertical column reinforcement, confinement of concrete by transverse reinforcement has insignigicant direct effect on the local bond behavior. The ultimate bond strength, however, Increases pro¬portionally with the square root of concrete compressive strength. An empirical model was developed for local bond st ressslip relationslip of deformed bars in confined concrete of different compressive strengths.

A Study on the Precise Surveying Technique by Terrestrial Photogrammetry (지상사진측량(地上寫眞測量)에 의한 정밀측량기법(精密測量技法)의 연구(硏究))

  • Kang, In Joon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.9 no.2
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    • pp.91-98
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    • 1989
  • The analysis of a single stereo model is not sufficient in applying for some large structures, therefore the precise coordinate analysis photogrammetric block adjustment method should be considered. The distribution of control points has a great influence on the error characteristics of the block adjustment results. Thus, the unit model method is applied to the photogrammentric adjustment procedure to study error characterestics with different distributions of control points. Through this study, the second order polynomial equations about bridging distance and plane error are developed in block adjustment of terrestrial photogrammetry. Comparing the block adjustment method and a single model method, root mean square error of the block adjustment method is 0.44mm, and a single model method is 1.06mm.

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An Investigation of Acoustic Signal Characteristics in Turning of Aluminum (알루미늄 선삭공정에서 발생되는 음향 신호 특성)

  • Lee, Chang-Hee;Kim, Yong-Yun
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2007.05a
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    • pp.457-462
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    • 2007
  • This paper reports on the research which investigates acoustic signals acquired in turning with rough and finish simultaneously. The material is aluminum thin pipe. Two acoustic sensors were set on CNC machine. One was set on the finish bite and the other the rough. Two signals were first analyzed in order to consider how much the acoustic signal from the finish bite was coupled by that from the rough. A simple data collecting system to acquire signals from the finish was then determined because two acoustic signals were little coupled. Second the fundamental experiments were accomplished to study the effects of machine vibration and material state. The signal characteristics due to surface defects were studied from the collected acoustic signal data. The signal analysis was based on real time data, root mean squared average and frequency spectrum by fast fourier transform. As a result, the acoustic signals were made effects by machine condition, material structure. The acoustic signal from the finish bite was closely correlated with surface quality. Two types surface micro defects were then evaluated by the signal characteristics.

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Monocular Vision based Relative Position Measurement of an Aircraft (단안카메라를 이용한 항공기의 상대 위치 측정)

  • Kim, Jeong-Ho;Lee, Chang-Yong;Lee, Mi-Hyun;Han, Dong-In;Lee, Dae-Woo
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.43 no.4
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    • pp.289-295
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    • 2015
  • This paper describes a ground monocular vision-based measurement algorithm measuring relative range and position of aircraft using the information of wingspan and optical parameters for the camera. A technique obtaining an aircraft image is also described in this paper. This technique can be used as external measurement for autonomous landing instead of ILS. To verify the performance of these algorithms, flight experiment is performed using light sport aircraft with GPS and monocular camera. Finally we obtained the reasonable RMSE of 1.85m is obtained.

Analysis of Reliability for the GPS Surveying Data by Different Ephemeris (GPS관측자료의 궤도력 별 신뢰성 분석)

  • Jung, Young-Dong;Kang, Sang-Gu;Park, Bo-Yeon
    • Journal of Korean Society for Geospatial Information Science
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    • v.10 no.2 s.20
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    • pp.57-66
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    • 2002
  • This paper establised GPS network consist of 75km average baseline lengths over Jeollanamdo and Jeollabukdo nine point station and fixed Gwangju point station. We quantitavely analyzed how much precision of the baseline determination is improved for GPS survey when using the precise eqhemeris instead of tile broadcast ephemeris of GPS satellites. The observed data for each baseline were processed two times with the same conditions alternately changing the broadcast and the precise ephemeris. The standard deviations from the repeated measurments for each baseline ara compared between the results of using the broadcast ephemeris and the precise ephemeris. As the results, the precision, stability and reliability of the baseline determination using the precise ephemeris is better than those of using the broadcast ephemeris for all baselines.

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Forecasts of electricity consumption in an industry building (광, 공업용 건물의 전기 사용량에 대한 시계열 분석)

  • Kim, Minah;Kim, Jaehee
    • The Korean Journal of Applied Statistics
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    • v.31 no.2
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    • pp.189-204
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    • 2018
  • This study is on forecasting the electricity consumption of an industrial manufacturing building called GGM from January 2014 to April 2017. We fitted models using SARIMA, SARIMA + GARCH, Holt-Winters method and ARIMA with Fourier transformation. We also forecasted electricity consumption for one month ahead and compared the predicted root mean square error as well as the predicted error rate of each model. The electricity consumption of GGM fluctuates weekly and annually; therefore, SARIMA + GARCH model considering both volatility and seasonality, shows the best fit and prediction.