• 제목/요약/키워드: ARMA

검색결과 319건 처리시간 0.022초

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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    • 제8권5호
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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.

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

  • 전덕빈
    • 한국경영과학회지
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    • 제12권1호
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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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수직다관절형 아암의 운동학적 모델링 및 관절공간 모션제어에 관한 연구 (A Study on Kinematics Modeling and Motion Control Algorithm Development in Joint for Vertical Type Articulated Robot Arma)

  • 조상영;김민성;양준석;원종범;한성현
    • 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.

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

  • 김광준;황홍연
    • 대한기계학회논문집
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    • 제8권5호
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    • pp.450-461
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    • 1984
  • 본 연구에서는 그러한 간접적인 방법의 하나로서 공구대로부터 가속도신호를 절삭시간의 경과에 따라 측정한 후, 시계열자료를 모델화하는 전산프로그램을 사용하 여 적합한 모델을 구하고 그로부터 유도되는 여러 특성들을 관찰함으로써 보다 현실적 인 방법론을 제시하고자 하였다.

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

  • Lee, G.B.;Kim, H.S.
    • 한국정밀공학회지
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    • 제13권11호
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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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수요측 단기 전력소비패턴 예측을 위한 평균 및 시계열 분석방법 연구 (A Study on Forecasting Method for a Short-Term Demand Forecasting of Customer's Electric Demand)

  • 고종민;양일권;송재주
    • 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.

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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    • 제20권5호
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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.

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

  • 장봉석
    • 한국콘텐츠학회논문지
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    • 제6권2호
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    • pp.34-43
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    • 2006
  • 본 논문은 가변적 비디오 트랙을 위한 모델링 방법을 제시한다. 가변적인 비디오 트랙은 간헐적인 버스트 및 긴 구간 상관관계의 특성을 갖는다고 잘 알려져 있다. 이러한 데이터를 분석하기 위해서, 에러 임계값으로부터 구한 보조적인 선형 구조를 갖는 신경망 구조 모델 구축을 한다. 모델링 결과 테스트를 위해서, 흔돈 비선형 함수와 지수 랜덤 노이즈를 결합한 가변적 비디오 트랙을 발생하였다. 발생된 데이터를 모델링한 결과, 전통적인 신경망 모델에 비해서 제시된 모델이 보다 정확한 모델링 결과를 보여 주었다. 그러나 또한 제시된 모델에 ARは을 결합한 결과가 제시된 모델 단독인 경우에 비해서 더욱 발생된 데이터의 통계적 특성에 근접함을 발견했다.

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Forecasting for a Credit Loan from Households in South Korea

  • Jeong, Dong-Bin
    • 산경연구논집
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    • 제8권4호
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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.

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

  • 김희수;이건복
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 1994년도 추계학술대회 논문집
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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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