• Communications for Statistical Applications and Methods
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• 제17권1호
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• pp.27-37
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• 2010

This article concerns the forecasting in binomial AR(p) models which is proposed by Wei$\ss$ (2009b) for time series of binomial counts. Our method extends to binomial AR(p) models a recent result by Jung and Tremayne (2006) for integer-valued autoregressive model of second order, INAR(2), with simple Poisson innovations. Forecasts are produced by conditional median which gives 'coherent' forecasts, and we estimate the forecast distributions of future values of binomial AR(p) models by means of a Monte Carlo method allowing for parameter uncertainty. Model parameters are estimated by the method of moments and estimated standard errors are calculated by means of block of block bootstrap. The method is fitted to log data set used in Wei$\ss$ (2009b).

• 대한전기학회:학술대회논문집
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• 대한전기학회 1998년도 하계학술대회 논문집 G
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• pp.2486-2488
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• 1998

In this paper, Prameters esimated t using AR model in order to approach linearly the heart sound which include the nonlinear characteristic from the characteristics based on a statistical theory. The parameters which is figured out using AR model is a very important information which show the characteristic heart sound In this paper parameters estimated using autocorrelation method and order selected by proposed Akaike[6] method. Compared the similirities of the spectrums between estimated by using AR model and estimated by using FFT method.

• 대한수학회보
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• 제43권4호
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• pp.813-820
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• 2006

We consider a MAR model with ARCH type conditional heteroscedasticity. MAR-ARCH model can be derived as a smoothed version of the double threshold AR-ARCH model by adding a random error to the threshold parameters. Easy to check sufficient conditions for strict stationarity, ${\beta}-mixing$ property and existence of moments of the model are given via Markovian representation technique.

• 전기학회논문지P
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• 제59권4호
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• pp.417-422
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• 2010

Atmosphere Plasma of Gas Discharge (APGD) has been used in plasma sources for material processing such as etching, deposition, surface modification and so on due to having no thermal damages. The APGD researches on AC source with high frequency have been mainly processed. However, DC APGD studies have been not. In order to understand APGD further, it is necessary to study on fundamental properties of DC APGD. In this paper, we developed a one-dimensional fluid simulation model with capacitively coupled plasma chamber at the atmosphere pressure (760 [Torr]). Nine kinds of Ar discharge particles such as electron (e), positive ions ($Ar^+$, $Ar_2^+$) and neutral particles ($Ar_m^*$, $Ar_r^*$, $Ar_h^*$, $Ar_2^*$(1), $Ar_2^*$(3) and Ar gas) are considered in the computation. The simulation was worked at the current range of 1~15 [mA]. The characteristics of voltage-current were calculated and the structure of Joule heating were discussed. The spatial distributions of Ar DC APGD and the mechanism of power consumption were also investigated.

• 지능정보연구
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• 제19권1호
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• pp.1-17
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• 2013

본 연구에서는 시계열 예측을 위해 선형 모형과 비선형 모형의 하이브리드 모형 및 순수 모형의 성과를 비교 평가하였다. 이를 위해 5가지 서로 다른 패턴을 가지는 데이터를 생성하여 시뮬레이션을 진행하였다. 본 연구에서 고려한 선형 모형은 AR(autoregressive model)과 SARIMA(seasonal autoregressive integrated moving average model)이고 비선형 모형은 인공신경망(artificial neural networks model)과 GAM(generalized additive model)이다. 특히, GAM은 여러 장점에도 불구하고 시계열 예측을 위한 비선형 모형으로 기존 연구들에서는 거의 쓰이지 않았던 모형이다. 시뮬레이션 결과, seasonality를 가지는 시계열에 대해서는 AR 및 AR-AR 모형이, trend를 가지는 시계열에 대해서는 SARIMA 및 SARIMA와 다른 모형의 하이브리드 모형이 다른 모형에 비해 높은 성과를 보였다. 한편, 인공신경망과 GAM을 비교하면, 트렌드와 계절성이 더해진 시계열에 대해 SARIMA와 GAM의 하이브리드 모형이 거의 모든 노이즈(noise) 수준에 대해 높은 성과를 보인 반면, 노이즈 수준이 미미한 경우에 한해 SARIMA와 인공신경망의 하이브리드 모형이 높은 성과를 보였다.

• 한국경영과학회지
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• 제26권1호
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• pp.109-116
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• 2001

The detection of corporate failures is a subject that has been particularly amenable to cross-sectional financial ratio analysis. In most of firms, however, the financial data are available over past years. Because of this, a model utilizing these longitudinal data could provide useful information on the prediction of bankruptcy. To correctly reflect the longitudinal and firm-specific data, the generalized linear model with assuming the first order AR(autoregressive) process is proposed. The method is motivated by the clinical research that several characteristics are measured repeatedly from individual over the time. The model is compared with several other predictive models to evaluate the performance. By using the financial data from manufacturing corporations in the Korea Stock Exchange (KSE) list, we will discuss some experiences learned from the procedure of sampling scheme, variable transformation, imputation, variable selection, and model evaluation. Finally, implications of the model with repeated measurement and future direction of research will be discussed.

• International Journal of Contents
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• 제18권2호
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• pp.32-46
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• 2022

In recent years, large-scale and high-density use of LED on facades has exposed some disadvantages, such as light pollution, high energy consumption, unsustainability, and poor interactivity. Because of the development of smartphones and augmented reality (AR), AR has emerged as a new technology available to users to interact with the media façade. As an augmented reality app for public space, the AR map app can superimpose virtual images on the surface of a building to form an AR media façade, which can be applied in the fields of navigation, advertising, interactive public art, smart retail, etc. This study establishes the variables influencing usage intention and the consequent outcomes of Huawei AR map app and uses the technology acceptance model (TAM) to discuss their relationship. Results show that consumer innovativeness, information quality, and design quality have a strong influence on perceived ease of use. Information quality has a positive impact on perceived usefulness, but design quality has a weak influence. Also, the design quality of Huawei AR map app and consumer innovativeness have a higher effect on perceived enjoyment than information quality. Users' usage attitude and perceived usefulness when using Huawei AR map app are key factors determining their usage intention. This study inspires city planners, architects, developers, and designers of AR apps that augmented reality can partly replace media façade, and that investment in augmented reality will achieve significant sustainable economic and social benefits.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 2006년도 추계학술대회
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• pp.187-190
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• 2006

We proposed a new real estate price appra isal model that can appreciate the efficiencies of each criteria that would affect the price. The proposed Real Estate Price Appraisal Model is developed by the DEA-AR model which enhances the DEA-CCR model. We used the unit-cost per criteria method to set the assurance region of each weights of the DEA-AR model. In order to estimate the unit cost of major criteria effecting the price of real estate, we used the Goal Programming so that the price of real estate reaches the actual price being traded in. We expect that this approach could be helpful to make an objective real estate price appraisal.

• Wind and Structures
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• 제11권3호
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• pp.241-256
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• 2008

This paper adopts autoregressive (AR) model to simulate the wind velocity of spatial three-dimensional fields in accordance with the time and space dependent characteristics of the 3-D fields. Based on the built MATLAB programming, this paper discusses in detail the issues of the AR model deduced by matrix form in the simulation and proposes the corresponding solving methods: the over-relaxation iteration to solve the large sparse matrix equations produced by large number of degrees of freedom of structures; the improved Gauss formula to calculate the numerical integral equations which integral functions contain oscillating functions; the mixed congruence and central limit theorem of Lindberg-Levy to generate random numbers. This paper also develops a method of ascertaining the rank of the AR model. The numerical examples show that all those methods are stable and reliable, which can be used to simulate the wind velocity of all large span structures in civil engineering.

• 한국윤활학회:학술대회논문집
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• 한국윤활학회 2002년도 proceedings of the second asia international conference on tribology
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• pp.249-250
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• 2002

In this paper, the relationship among the 3-D surface topography parameters are studied. Several surface topography parameters that are important in tribology are calculated against various surface topography data. 3-D surface data with desired properties are generated by using the non-causal 2-D auto-regressive (AR) model. The non-causal 2-D AR model is a random 3-D surface topography model that can generate 3-D surface topography data with specified parameters.