• 응용통계연구
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• 제16권1호
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• pp.141-150
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• 2003

본 논문은 베이즈인자(Bayes factor)를 이용하여 정상(stationary) AR(1)모형의 자기회귀계수에 대해 다중검정하는 방법을 제시한다. 모수들에 대한 사전분포로는 무정보 사전분포(noninformative prior distribution)를 가정한다. 이러한 경우에 통상적으로 사용되는 베이즈인자를 근사없이 정확히 계산하여 각 모형에 대한 사후확률(posterior probability)을 얻는다. 최종적으로 모의실험 자료 및 실제 자료에 적용하여 이론의 결과가 잘 부합되는지를 검토한다.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1989년도 하계종합학술대회 논문집
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• pp.158-161
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• 1989

This paper describes the AR model of EMG signal during maximum voluntary contraction. By comparing the AR coefficients and the reflection coefficients of the AR model with the median frequency of power spectrum, it if proved that muscle fatigue can be measured by the AR and the reflection coefficients. In the estimation procedure of AR model parameter, the auto-correlation method is superior to the covariance method, and it is determined that the optimal order is six. As the muscle becomes fatigue, the median frequency of power spectrum is declined, and the AR coefficient [$a_1$ ] and the reflection coefficient [$k_1$ ] are also decreased. Therefore the muscle fatigue can be measured by the AR parameter.

• 대한의용생체공학회:의공학회지
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• 제10권1호
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• pp.11-16
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• 1989

This paper describes the AR model of EMG signal during maximum voluntary contraction. By comparing the AR coefficients and the reflection coefficients of the AR model with the median frequency of power spectrum, it is proved that muscle fatigue can be measured by the AR and the reflection coefficients. In the estimation procedure of AR model parameter, the autocorrelation method is superior to the covariance method, and it is determined that the optimal order is six. As the muscle becomes fatigue, the median frequency of power spectrum is declined, and the AR coefficient [$a_1$] and the reflection coefficient [$k_1$] are also decreased. Therefore the muscle fatigue can be measured by the AR parameter.

• Journal of Welding and Joining
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• 제17권6호
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• pp.100-107
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• 1999

In this paper, we deal with the speckle noise reduction and parameter estimation of ultrasonic NDT(non-destructive test) signals obtained during weld inspection of piping. The overall approach consists of three major steps, namely, speckle noise analysis, proposition of wavelet domain AR(autoregressive) model and flaw detection by proposed model parameter. The data are first processed whereby signals obtained using vertical and angle beam transducer. Correlation properties of speckle noise are then analyzed using multiresolution analysis in wavelet domain. The parameter estimation curve obtained using the proposed model is classified a flaw in weld region where is contaminated by severe speckle noise and also clear flaw signal is obtained through CA-CFAR threshold estimator that is a nonlinear post-processing method for removing the noise from reconstructed ultrasonic signal.

• 한국국방경영분석학회지
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• 제8권1호
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• pp.71-76
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• 1982

A procedure is established for combining a regression model and a time series model to fit to a set of autocorrelated data. This procedure is based on an iterative method to compute regression parameter estimates and time series parameter estimates simultaneously. The time series model which is discussed is basically AR(p) model, since MA(q) model or ARMA(p,q) model can be inverted to AR({$\infty$) model which can be approximated by AR(p) model. The procedure discussed in this articled is applied in general to any combination of regression model and time series model.

• Smart Structures and Systems
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• 제11권1호
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• pp.1-17
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• 2013

This paper intended to investigate the feasibility of bridge health monitoring using a linear system parameter of a time series model identified from traffic-induced vibrations of bridges through a laboratory moving vehicle experiment on scaled model bridges. This study considered the system parameter of the bridge-vehicle interactive system rather than modal ones because signals obtained under a moving vehicle are not the responses of the bridge itself but those of the interactive system. To overcome the shortcomings of modal parameter-based bridge diagnosis using a time series model, this study considered coefficients of Autoregressive model (AR coefficients) as an early indicator of anomaly of bridges. This study also investigated sensitivity of AR coefficients in detecting anomaly of bridges. Observations demonstrated effectiveness of using AR coefficients as an early indicator for anomaly of bridges.

• 한국음향학회지
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• 제14권3호
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• pp.90-96
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• 1995

잡음섞인 관측데이타로부터 AR 모수를 추정하는 방법을 제안하였다. AP 방법이라고 이름붙인 이 방법은 단순하고도 신뢰성있는 적응예측기를 이용하려는 시도의 산물이다. 잡음섞인 입력수열로부터 계산된 AR 모수의 추정치보다 예측수열로부터 계산된 AR 모수의 추정치가 원래의 모수에 스펙트럼상의 거리가 더 가깝다는 것을 이론적으로 증명하였다. 실제 음성 신호와 칼만필터를 사용한 실험결과도 이론과 일치함을 보였다. 대략적으로, AP방법으로 계산된 추정치를 사용하였을때의 잡음감쇠성능은 잡음섞인 입력수열로부터 계산된 AP 모수의 추정치를 사용하였을때보다는 우수하였고, EM반복법에 의한 추정치를 사용하였을때보다는 약간 못한 것으로 나타났다. 그러나, 제안된 방법은 그 단순성으로 인하여 경우에 따라 더 복잡한 다른 방법의 대안으로 사용될 수 있을 것이다.

• Journal of the Korean Statistical Society
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• 제26권3호
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• pp.417-427
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• 1997

In this paper the parameter change problem in the stationary time series is considered. We propose a cumulative sum (CUSUM) of squares-type test statistic for detection of parameter changes in the AR(1) process. The proposed test statistic is based on the CUSIM of the squared observations and is shown to converge to a standard Brownian bridge. Simulations are performed to evaluate the performance of the proposed statistic and a real example is provided to illustrate the procedure.

• Journal of Welding and Joining
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• 제33권4호
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• pp.17-23
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• 2015

Laser-gas metal arc hybrid welding has been considered as an alternative process of gas metal arc welding for offshore pipe laying. Fiber delivered high power lasers which enable deep penetration welding were recently developed but high power welding characteristics were not fully understood yet. In this study, the influence of shielding gas composition on welding phenomena in high power laser welding was investigated. Bead shapes, melt ejection and dropping were observed after autogenous laser welding with 100% Ar, Ar-20% $CO_2$, Ar-50% $CO_2$, and 100% $CO_2$ shielding gas. Process parameter window was widest with Ar-50% $CO_2$ shielding gas and the penetration was deepest with 100% $CO_2$ shielding gas. The melt dropping was not observed when Ar-50% $CO_2$ or 100% $CO_2$ shielding gas was supplied.

• Journal of Advanced Marine Engineering and Technology
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• 제35권1호
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• pp.108-117
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• 2011

본 연구에서는 해양수산자원 및 레크리에이션 증진을 위한 프로그램의 일부로 개발된 철도차량 인공어초의 수리학적 안정성 평가를 위해 수리모형실험을 수행하였다. Froude 상사법칙을 적용한 고정상 및 이동상 수리모형실험에서는 설계외력(파랑, 흐름 등)에 상당하는 조건에 따라 이론적/실험적 검토를 수행하였다. 실험결과로서 파랑-흐름공존장에서 어초의 안정성에 영향을 미치는 무차원 영향인자(설계파라메타)로서 쇄파상사지수, 수립자속도, 세굴/퇴적 등이 있으며, 고정상 실험에서 어초의 활동을 일으키는 한계조건은 쇄파상사지수에 따라서 무차원 최대수립자속도가 약 0.32 이상일 때 나타났다. 또한 이동상 실험에서 침하량(현장치)은 6~30cm이었다. 실험결과를 바탕으로 어초의 활동에 작용하는 외력의 방향과 저질 특성이 어초 시설적지를 선정할 때 반드시 고려되어야 함을 알 수 있었다.