• 제목/요약/키워드: ARMA

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Modeling of a Building System and its Parameter Identification

  • Park, Herie;Martaj, Nadia;Ruellan, Marie;Bennacer, Rachid;Monmasson, Eric
    • Journal of Electrical Engineering and Technology
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    • v.8 no.5
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    • pp.975-983
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    • 2013
  • This study proposes a low order dynamic model of a building system in order to predict thermal behavior within a building and its energy consumption. The building system includes a thermally well-insulated room and an electric heater. It is modeled by a second order lumped RC thermal network based on the thermal-electrical analogy. In order to identify unknown parameters of the model, an experimental procedure is firstly detailed. Then, the different linear parametric models (ARMA, ARX, ARMAX, BJ, and OE models) are recalled. The parameters of the parametric models are obtained by the least square approach. The obtained parameters are interpreted to the parameters of the physically based model in accordance with their relationship. Afterwards, the obtained models are implemented in Matlab/Simulink(R) and are evaluated by the mean of the sum of absolute error (MAE) and the mean of the sum of square error (MSE) with the variable of indoor temperature of the room. Quantities of electrical energy and converted thermal energy are also compared. This study will permit a further study on Model Predictive Control adapting to the proposed model in order to reduce energy consumption of the building.

An Adaptive Structural Model When There is a Major Level Change (수준에서의 변화에 적응하는 구조모형)

  • 전덕빈
    • Journal of the Korean Operations Research and Management Science Society
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    • v.12 no.1
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    • pp.19-26
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    • 1987
  • In analyzing time series, estimating the level or the current mean of the process plays an important role in understanding its structure and in being able to make forecasts. The studies the class of time series models where the level of the process is assumed to follow a random walk and the deviation from the level follow an ARMA process. The estimation and forecasting problem in a Bayesian framework and uses the Kalman filter to obtain forecasts based on estimates of level. In the analysis of time series, we usually make the assumption that the time series is generated by one model. However, in many situations the time series undergoes a structural change at one point in time. For example there may be a change in the distribution of random variables or in parameter values. Another example occurs when the level of the process changes abruptly at one period. In order to study such problems, the assumption that level follows a random walk process is relaxed to include a major level change at a particular point in time. The major level change is detected by examining the likelihood raio under a null hypothesis of no change and an alternative hypothesis of a major level change. The author proposes a method for estimation the size of the level change by adding one state variable to the state space model of the original Kalman filter. Detailed theoretical and numerical results are obtained for th first order autoregressive process wirth level changes.

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A Study on Kinematics Modeling and Motion Control Algorithm Development in Joint for Vertical Type Articulated Robot Arma (수직다관절형 아암의 운동학적 모델링 및 관절공간 모션제어에 관한 연구)

  • Jo, Sang-Young;Kim, Min-Seong;Yang, Jun-Seok;Won, Jong-Beom;Han, Sung-Hyun
    • Journal of the Korean Society of Industry Convergence
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    • v.19 no.1
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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.

A Study on the Cutting Tool Wear by Time Series Approach (시계열분석 방법 에 의한 절삭공구 의 마멸 에 관한 연구)

  • 김광준;황홍연
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.8 no.5
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    • pp.450-461
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    • 1984
  • A new indirect tool wear sensing technique is proposed using time series analysis. The acceleration measured on the tool post in the vertical direction during turning is sampled with uniform interval, and fitted following the ARMA modeling procedures. Various signal characteristics are observed in respect with the progress of flank wear. From those observations it is believed that; *The variance of the signal is approximately proportional to the increase of flank wear. *The absolute power of a dynamic mode decreases in the beginning of cutting until the maximum flank wear increases up to 0.4-0.5mm, and then increases. *The other characteristics are not so much related to the tool wear as the signal variance and the absolute power of a dynamic mode. Hence, the absolute power of a dynamic mode seems to be a good factor for the indication of tool-change time regardless of tool material or cutting conditions.

Aluminum Wire Bonding by Longitudinal Vibration of Ultrasonic Transducer (초음파 트랜스듀서의 종진동을 이용한 알루미늄 와이어 용접)

  • Lee, G.B.;Kim, H.S.
    • Journal of the Korean Society for Precision Engineering
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    • v.13 no.11
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    • pp.38-45
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    • 1996
  • In recent years, ultrasonic has been widely applied in measurement and industrial fields and its application range has been expanded as a result of continuous research and development. Wire Bonding Machine, an instrument fabricating semi-conductor, makes use of ultrasonic bonding method. Specially, the method utilizes the longitudinal vibration of ultrasonic transducer composed of piezoelectric vibrator and horn. This work investigates the design conditions affecting the dynamic characteristics through the theretical and experimental analysis. It conducts separately the system identification of piezoelectric vibrator in time domain and the modal analysis of horn in frequency domain. The integrated modeling is conducted via a combbination of dynamic identification of piezoelectric vibrator and theroretical analysis of horn. Then comparison is made for theroretical and experimental results of the dynamic characteristics of the ultrasonic transducer comprised of piezoelectric vibrator and horn. Form the results of the comparison we develop the design technique of ultrasonic transducer using dynamic characteristics analysis and propose the possibility of ultrasonic bonding considering the optimal conditions for the longitudinal vibration of ultrasonic transducer and other conditions.

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A Study on Forecasting Method for a Short-Term Demand Forecasting of Customer's Electric Demand (수요측 단기 전력소비패턴 예측을 위한 평균 및 시계열 분석방법 연구)

  • Ko, Jong-Min;Yang, Il-Kwon;Song, Jae-Ju
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.1
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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.

Structural health monitoring data reconstruction of a concrete cable-stayed bridge based on wavelet multi-resolution analysis and support vector machine

  • Ye, X.W.;Su, Y.H.;Xi, P.S.;Liu, H.
    • Computers and Concrete
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    • v.20 no.5
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    • pp.555-562
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    • 2017
  • The accuracy and integrity of stress data acquired by bridge heath monitoring system is of significant importance for bridge safety assessment. However, the missing and abnormal data are inevitably existed in a realistic monitoring system. This paper presents a data reconstruction approach for bridge heath monitoring based on the wavelet multi-resolution analysis and support vector machine (SVM). The proposed method has been applied for data imputation based on the recorded data by the structural health monitoring (SHM) system instrumented on a prestressed concrete cable-stayed bridge. The effectiveness and accuracy of the proposed wavelet-based SVM prediction method is examined by comparing with the traditional autoregression moving average (ARMA) method and SVM prediction method without wavelet multi-resolution analysis in accordance with the prediction errors. The data reconstruction analysis based on 5-day and 1-day continuous stress history data with obvious preternatural signals is performed to examine the effect of sample size on the accuracy of data reconstruction. The results indicate that the proposed data reconstruction approach based on wavelet multi-resolution analysis and SVM is an effective tool for missing data imputation or preternatural signal replacement, which can serve as a solid foundation for the purpose of accurately evaluating the safety of bridge structures.

Threshold Neural Network Model for VBR Video Trace (가변적 비디오 트랙을 위한 임계형 신경망 모델)

  • Jang, Bong-Seog
    • The Journal of the Korea Contents Association
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    • v.6 no.2
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    • pp.34-43
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    • 2006
  • This paper shows modeling methods for VBR video trace. It is well known that VBR video trace is characterized as longterm correlated and highly intermittent burst data. To analyze this, we attempt to model it using neural network with auxiliary linear structures derived from residual threshold. For testing purpose, we generate VBR video trace from chaotic nonlinear function combined with the geometric random noise. The modeling result of the generated data shows that the attempted method represents more accurately than the traditional neural network. However, we also found that combining hRU to the attempted modeling method can yield a closer agreement to statistical features of the generated data than the attempted modeling method alone.

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Forecasting for a Credit Loan from Households in South Korea

  • Jeong, Dong-Bin
    • The Journal of Industrial Distribution & Business
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    • v.8 no.4
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    • pp.15-21
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    • 2017
  • Purpose - In this work, we examined the causal relationship between credit loans from households (CLH), loan collateralized with housing (LCH) and an interest of certificate of deposit (ICD) among others in South Korea. Furthermore, the optimal forecasts on the underlying model will be obtained and have the potential for applications in the economic field. Research design, data, and methodology - A total of 31 realizations sampled from the 4th quarter in 2008 to the 4th quarter in 2016 was chosen for this research. To achieve the purpose of this study, a regression model with correlated errors was exploited. Furthermore, goodness-of-fit measures was used as tools of optimal model-construction. Results - We found that by applying the regression model with errors component ARMA(1,5) to CLH, the steep and lasting rise can be expected over the next year, with moderate increase of LCH and ICD. Conclusions - Based on 2017-2018 forecasts for CLH, the precipitous and lasting increase can be expected over the next two years, with gradual rise of two major explanatory variables. By affording the assumption that the feedback among variables can exist, we can, in the future, consider more generalized models such as vector autoregressive model and structural equation model, to name a few.

A Study on the Aluminum Wire Bondingby Using Ultrasonic Vibrator (초음파 진동자를 이용한 알루미늄 와이어 용접에 관한 연구)

  • 김희수;이건복
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1994.10a
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    • pp.571-576
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    • 1994
  • In recent years, ultrasonic has been widely applied in measurement and industrial fields and its application range has been expanded as a result of continuous research and development. Wire Bonding Machine, an instrument fabricating semi-conductor, makes use of ultrasonic bonding method. In order to improve the currently used wire bonding machine using ultrasonic energy, technical accumulation is needed steadily through development of exciting device of ultrasonic composed of piezoelectic vibrator and horn. This study investigates the design conditions affecting the dynamic characteristics through the theoretical and experimental analysis of piezoelectric vibrator and horn, The study conducts separately the system identification of piezoelectric vibrator in time domain and the modal analysis of horn in frequency domain. In theoretical model, the integrated modeling is conducted via a combination of dynamic identification of piezoelectric vibrator and theoretical analysis of horn. Hence comparison is made for theoretical and experimental results of the dynamic characteristics of the ultrasonic transducer composed of piezoelectric vibrator and horn. Form the results of this study we develop the design technique of ultrasonic transducer using dynamic characteristic analysis and propose the possibility of ultrasonic welding considering the optimal condition of the natural frequency and vibration mode of horn.

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