• 대한전기학회:학술대회논문집
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• 대한전기학회 1992년도 하계학술대회 논문집 A
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• pp.252-254
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• 1992

This paper proposes a new algorithm that finds fuzzy control law of the system in which little knowledge has been known. In view or conventional fuzzy method, making control law needs the sense and the knowledge of the system which are provided by expert. But fuzzy control using proposed algorithm needs no expert for hating control law. After construction of the 1st order approximated ARMA model using input-output pairs, new defuzzification method is applied. The deduced rule is stored in fuzzy input space and updated by the proposed algorithm adaptively. To show the validity and effectiveness of proposed control method. simulation result is presented.

• 한국공작기계학회논문집
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• 제14권5호
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• pp.7-12
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• 2005

This paper presents several time series methods to analyze the chatter mechanics by using the power spectrum of these algorithms considering the cutting dynamics. In this study, several time series models such as AR(burg, forwardbackward, geometric lattice, instrument variable, least square, Yule Walker), ARX(1s, iv4), ARMAX, ARMA, Box Jenkins, Output Error were modeled and compared with one another. Finally, it was proven that time series modelings are also a desirable and reliable algorithm than the other conventional methods(FFT) for the calculation of the chatter mode in turning operation. Also, the spectrum of times series methods is a little bit more powerful than the FFT fer the detection of a high noisy and weak chatter mode. The radial cutting force Fy has been used for spectrum and chatter stability lobe analysis in this study.

• 한국경영과학회지
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• 제16권1호
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• pp.68-75
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• 1991

The purpose of this thesis is to develop the new technique for the analysis of seasonal time series by extending the vector sample auto-correlation function(VSACF), which was developed for ARMA modelling procedure. After the problems of VSACF for modelling seasonal time series are investigated, the adjacent variance is defined and used for decomposing the seasonal factor from the seasonal time series. The seasonal indices are calculated and the VSACF is applied to the transformed series. The automatic procedure for modelling seasonal time series is suggested and applied to the real data, the international airline passenger travel.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2005년도 학술발표회 논문집
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• pp.614-618
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• 2005

수문시계열 분석과 예측은 대부분 ARMA(AutoRegressive Moving Average) 형태의 선형적인 추계학적인 모형을 이용하였으나 자현현상이 복잡해지고 비선형적인 특성을 가짐에 따라 선형적인 해석은 수문시계열의 분석과 예측에 있어서 많은 오류를 내포하고 있다. 이와 같은 문제를 해결하기 위한 시도로 Chaos이론이란 개념이 사용되기 시작하였으며, 수자원분야에서는 1980년대 후반부터 물수지 방정식 및 강우유출에 대한 카오스적 특성분석 등 많은 연구가 진행되었다. 본 연구에서는 영산강유역의 본류를 대표하는 나주지점을 대상으로 2003년 1월 1일 00시부터 2004년 12월 31일 23시까지 17,544개의 시수위 자료에 대하여 해당 년도의 Rating-Curve식을 적용 환산한 유출량자료에 데한 카오스적 특성을 분석하였다. 카오스적 특성을 분석하기에 앞서 원자료에 대하여 이동평균법과 Savitzky-Golay Filter를 적용하여 잡음을 제거하였으며, 1차원의 단일변량의 자료에 대한 상태공간(Phase Space)의 재건을 통하여 비교검토 하였다. 이러한 일련의 과정을 거친 자료에 대하여 상관차원법을 이용하여 영산강 유역의 나주지점의 시유출량 자료에 대한 카오스적 특성을 분석한 결과 저차원의 수렴으로 카오스 특성을 가졌다.

• The Journal of Asian Finance, Economics and Business
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• 제7권11호
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• pp.95-100
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• 2020

Nifty Bank Index has started trading in futures and options (F&O) segment from 13^th June 2005 in National Stock Exchange. The purpose of the study is to enhance the literature by examining expiration effect on the price volatility and price reversal of Underlying Index in India. Historical data used for the current study primarily comprise of daily close prices of Nifty Bank which is the only equity sectoral index in India which is traded in derivatives market and its Future contract value is derived from the underlying CNX Bank Index during the period 1^st January 2010 till 31^st March 2020. To check stationarity of the data, Augmented Dicky Fuller test was used. The study employed ARMA- EGARCH model for analysing the data. The empirical results revealed that there is no effect on the mean returns of underlying Index and EGARCH (1,1) model furthermore shows there is existence of leverage effect in the Bank Index i.e., negative shocks causes more fluctuations in the Index than positive news of similar magnitude. The outcome of the study specifies that there is no effect on volatility on the underlying sectoral index due to expiration days and also observed no price reversal effect once the expiration days are over.

• 산업경영시스템학회지
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• 제47권1호
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• pp.1-8
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• 2024

This study analyzed the impact of Higher-order resources on profit sustainability for domestic companies using a mathematical statistical model. Higher-order resources refer to resources that do not directly affect profits but influence other resources that directly contribute to profits. As a result of analysis using 30 years of actual data from more than 650 domestic companies, the average duration of competitive advantage including high-order resources was found to be about twice as long as the period suggested by the autoregressive model excluding high-order resources. Through this, if companies want to earn more profits over a long period of time than their competitors, they must not only possess resources that are more valuable, rare, difficult to imitate, and non-substitutable compared to their competitors, but also that higher-order resources can contribute to changes in these resources over time. It was confirmed that it must lead the long-term profit difference. High-level resources include strategic planning, mergers and acquisitions (M&A) capabilities, and good forecasting.

• Industrial Engineering and Management Systems
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• 제8권4호
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• pp.257-263
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• 2009

Focusing on the idea that the equation of exponential smoothing method (ESM) is equivalent to (1, 1) order ARMA model equation, new method of estimation of smoothing constant in exponential smoothing method is proposed before by us which satisfies minimum variance of forecasting error. Theoretical solution was derived in a simple way. Mere application of ESM does not make good forecasting accuracy for the time series which has non-linear trend and/or trend by month. A new method to cope with this issue is required. In this paper, combining the trend removal method with this method, we aim to improve forecasting accuracy. An approach to this method is executed in the following method. Trend removal by a linear function is applied to the original shipping data of consumer goods. The combination of linear and non-linear function is also introduced in trend removal. For the comparison, monthly trend is removed after that. Theoretical solution of smoothing constant of ESM is calculated for both of the monthly trend removing data and the non monthly trend removing data. Then forecasting is executed on these data. The new method shows that it is useful especially for the time series that has stable characteristics and has rather strong seasonal trend and also the case that has non-linear trend. The effectiveness of this method should be examined in various cases.

• 한국산업융합학회 논문집
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• 제19권1호
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• pp.18-30
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• 2016

In this paper, we propose a new technique to the design and real-time control of an adaptive controller for robotic manipulator based on digital signal processors. The Texas Instruments DSPs(TMS320C80) chips are used in implementing real-time adaptive control algorithms to provide enhanced motion control performance for dual-arm robotic manipulators. In the proposed scheme, adaptation laws are derived from model reference adaptive control principle based on the improved Lyapunov second method. The proposed adaptive controller consists of an adaptive feed-forward and feedback controller and time-varying auxiliary controller elements. The proposed control scheme is simple in structure, fast in computation, and suitable for real-time control. Moreover, this scheme does not require any accurate dynamic modeling, nor values of manipulator parameters and payload. Performance of the proposed adaptive controller is illustrated by simulation and experimental results for a dual arm robot manipulator with eight joints. joint space and cartesian space.

• 전기학회논문지
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• 제58권1호
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• pp.1-6
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• 2009

The traditional demand prediction was based on the technique wherein electric power corporations made monthly or seasonal estimation of electric power consumption for each area and subscription type for the next one or two years to consider both seasonally generated and local consumed amounts. Note, however, that techniques such as pricing, power generation plan, or sales strategy establishment were used by corporations without considering the production, comparison, and analysis techniques of the predicted consumption to enable efficient power consumption on the actual demand side. In this paper, to calculate the predicted value of electric power consumption on a short-term basis (15 minutes) according to the amount of electric power actually consumed for 15 minutes on the demand side, we performed comparison and analysis by applying a 15-minute interval prediction technique to the average and that to the time series analysis to show how they were made and what we obtained from the simulations.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2004년도 학술발표회
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• pp.1208-1212
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• 2004

다목적댐을 효율적이고 체계적으로 운영하기 위해서는 수문순환에 대한 지역별, 기간별 이해와 더불어 댐저수지로의 정확한 유입량 산정이 필요하다. 수문모델링을 비교하기 위해서는 개념적 모형과 추계학적 모형으로 나눌 수 있는데 개념적 모형은 상당히 많은 입력요소로 말미암아 사용자로 하여금 이해를 하는데 있어서 어려움을 겪을 수 밖에 없는 실정이나 추계학적 모형은 확률적 철상 및 기초적 예측이론을 습득하게 되면 쉽고 간단하여 검토를 용이하게 할 수 있는 장점이 있다. 수자원시스템의 설계, 계획, 운영에 있어서 핵심적인 수문변수의 미래거동의 보다 나은 추정치가 필요하다. 예를 들어, 수력발전, 레크리에이션 이용과 하류지역의 오염희석과 같은 다중 목적을 유지하기 위하여 다목적댐을 운영할 때에, 다가오는 미래시간에 대한 계획된 유입량의 예측이 요구된다. 예측의 목적은 미래에 발생한 정확한 예측을 제공하는 것이다. 따라서 월유입량 예측을 위해 추계학적 모형(ARMA(1,1), ARMAX, TFN, SARIMA)과 신경망 모형(BP, CASCADE 등)의 적용을 통해 한강수게 주요 다목적댐에 가장 적합한 방법을 선정하고자 하는데 본 연구의 목적이 있다.