• Journal of the Korean Statistical Society
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• v.24 no.1
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• pp.149-160
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• 1995

We consider the problem of optimal adaptive estiamtion of the euclidean parameter vector $\theta$ of the univariate non-linerar autogressive time series model ${X_t}$ which is defined by the following system of stochastic difference equations ; $X_t = \sum^p_{i=1} \theta_i \cdot T_i(X_{t-1})+e_t, t=1, \cdots, n$, where $\theta$ is the unknown parameter vector which descrives the deterministic dynamics of the stochastic process ${X_t}$ and ${e_t}$ is the sequence of white noises with unknown density $f(\cdot)$. Under some general growth conditions on $T_i(\cdot)$ which guarantee ergodicity of the process, we construct a sequence of adaptive estimatros which is locally asymptotic minimax (LAM) efficient and also attains the least possible covariance matrix among all regular estimators for arbitrary symmetric density.

• Applied Chemistry for Engineering
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• v.25 no.4
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• pp.430-436
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• 2014

Allura Red (AR) is a water-soluble harmful tar-based food colorant (FD & C Red 40). Batch adsorption studies were performed for the removal of AR using bituminous coal based granular activated carbon as adsorbent by varying the operation parameters such as adsorbent dosage, initial concentration, contact time and temperature. Experimental equilibrium adsorption data were analyzed by Langmuir, Freundlich and Temkin isotherms. The equilibrium process was described well by Freundlich isotherm. From determined separation factor ($R_L$), adsorption of AR by granular activated carbon could be employed as effective treatment method. Temkin parameter, B was determined to 1.62~3.288 J/mol indicating a physical adsorption process. By estimation of adsorption rate experimental data, the value of intraparticle diffusion rate constant ($k_m$) increased with the increasing adsorption temperature. The adsorption process were found to confirm to the pseudo second order model with good correlation. Thermodynamic parameters like change of free energy, enthalpy, and entropy were also calculated to predict the nature adsorption in the temperature range of 298~318 K. The negative Gibbs free energy change (${\Delta}G$ = -2.16~-6.55 kJ/mol) and the positive enthalpy change (${\Delta}H$ = + 23.29 kJ/mol) indicated the spontaneous and endothermic nature of the adsorption process, respectively.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.14 no.2
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• pp.907-923
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• 2020

For the severe haze situation in the Beijing-Tianjin-Hebei region, conventional fine particulate matter (PM2.5) concentration prediction methods based on pollutant data face problems such as incomplete data, which may lead to poor prediction performance. Therefore, this paper proposes a method of predicting the PM2.5 concentration based on image analysis technology that combines image data, which can reflect the original weather conditions, with currently popular machine learning methods. First, based on local parameter estimation, autoregressive (AR) model analysis and local estimation of the increase in image blur, we extract features from the weather images using an approach inspired by free energy and a no-reference robust metric model. Next, we compare the coefficient energy and contrast difference of each pixel in the AR model and then use the percentages to calculate the image sharpness to derive the overall mass fraction. Furthermore, the results are compared. The relationship between residual value and PM2.5 concentration is fitted by generalized Gauss distribution (GGD) model. Finally, nonlinear mapping is performed via the wavelet neural network (WNN) method to obtain the PM2.5 concentration. Experimental results obtained on real data show that the proposed method offers an improved prediction accuracy and lower root mean square error (RMSE).

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.257-266
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• 2016

Random Coefficient Autoregressive models (RCA) have attracted increased interest due to the wide range of applications in biology, economics, meteorology and finance. We consider an RCA as an appropriate model for non-linear properties and better than an AR model for linear properties. We study the methods of RCA parameter estimation. Especially we proposed the special case that an random coefficient ${\phi}(t)$ has the initial value ${\phi}(0)$ in the RCA model. In practical study, we estimated the parameters and compared Prediction Error Sum of Squares (PRESS) criterion between AR and RCA using Korean Mumps data.

• Journal of the Korean Data and Information Science Society
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• v.26 no.4
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• pp.791-799
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• 2015

In random walk hypothesis, we assume that current change of financial time series is independent of past values. It is interpreted as an existency of a unit root in ARMA models and many researches have been focused on whether ${\rho}$ < 1 or not. If some financial data are generated from an explosive autoregressive model, the chance of a bubble economy increases. We have to find the symptoms of it in advance. Since some well-known parameter estimators contain the parameter itself and other statistic is constructed under a specific parameter structure assumption, those are difficut to be adopted. In this paper we investigate a test for explosive autoregressive models using slope signs. We found the properties of the slope sign test statistic under both independent error and correlated error conditions, mainly by simulations.

• Proceedings of the KIEE Conference
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• 1990.07a
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• pp.47-50
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• 1990

Deafs cannot speak straight voice as normal people in lack of feedback of their pronunciation, therefore speech training is required. In this study, fundamental frequency, intensity, formant frequencies, vocal tract graphic and vocal tract area function, extracted from speech signal, are used as feature parameter. AR model, whose coefficients are extracted using inverse filtering. is used as speech generation model. In connect ion between vocal tract graphic and speech parameter, articulation distances and articulation distance functions in selected 15-intervals are determined by extracted vocal tract areas and formant frequencies.

• The Journal of the Acoustical Society of Korea
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• v.11 no.1
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• pp.67-79
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• 1992

For effective on-line ARMA parameter estimation, a covariance type ARMA fast transversal filter (FTF) algorithm is presented. The proposed algorithm is a covariance type implementation of ELS(Extended Least Squares) estimator and it is a fast time update recursion which is based on the fact that the correlation matrix of ARMA model satisfies the shift invariance property in each sub-block. The geometric approach is used in the derivation of the proposed algorithm. It takes small computational burden of 13N+37 MADPR(Multiplication And Division Per Recursion). Also, AR and MA orders can be independetly and arbitrarily specified.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.41 no.2
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• pp.209-216
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• 1992

Deafs train articulation by observing mouth of a tutor, sensing tactually the motions of the vocal organs, or using speech training aids. Present speech training aids for deafs can measure only single speech parameter, or display only frequency spectra in histogram of pseudo-color. In this study, a speech training aids that can display subject's articulation in the form of a cross section of the vocal organs and other speech parameters together in a single system is to be developed and this system makes a subject know where to correct. For our objective, first, speech production mechanism is assumed to be AR model in order to estimate articulatory motions of the vocal organs from speech signal. Next, a vocal tract profile model using LP analysis is made up. And using this model, articulatory motions for Korean vowels are estimated and displayed in the vocal tract profile graphics.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.267-277
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• 2016

This paper considers we consider the estimation of copula parameters based on residuals in stochastic regression models. We prove that a semiparametric estimator using residual empirical distributions is consistent under some conditions and apply the results to the copula-ARMA model. We provide simulation results for illustration.

• Journal of the Korean Institute of Gas
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• v.8 no.1 s.22
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• pp.37-47
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• 2004

Pressure swing adsorption (PSA) process using CMS as an oxygen purifier was developed to produce high purity oxygen over $99\%$ with high productivity. The cyclic performances such as purity, recovery, and productivity of PSA process were compared experimentally and theoretically under the non-isothermal condition. A binary ($O_2$/Ar 95:5 vol.$\%$) and two kinds of ternary ($O_2/Ar/N_2$ 95:4:1 and 90:4:6 vol.$\%$) mixtures were used as feed gases. The developed process with the consecutive two blowdown steps produced the oxygen with $99.8\%$ purity and $56\%$ recovery from $95\%$ oxygen containing feed. However, in the feed with $90\%$ oxygen, the $O_2$ Purity was decreased up to $97.3\%$. In addition, because the cyclic performances of the suggested process was significantly affected by the diffusion rate, the non-isothermal model with the the modified LDF model was applied for the process simulation. The concentration-dependent rate parameter of the applied rate model was incorporated with the Langmuir isotherm.