• Communications for Statistical Applications and Methods
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• v.16 no.1
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• pp.127-135
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• 2009

It is necessary to forecast the amount of the maximum electricity demand for stabilizing the flow of electricity. The time series data was collected from the Korea Energy Research between January 2000 and December 2006. The data showed that they had a strong linear trend and seasonal change. Winters seasonal model, ARMA model were used to examine it. Root mean squared prediction error and mean absolute percentage prediction error were a criteria to select the best model. In addition, a nonstationary generalized extreme value distribution with explanatory variables was fitted to forecast the maximum electricity.

• Journal of the Korean Society for information Management
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• v.33 no.4
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• pp.245-267
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• 2016

ARMA International has been leading education and publication in records and information management industry worldwide. This study aimed to trace issues and trends in international records and information management field through analysing the articles brought up in Information Management, which is ARMA International's official magazine. Further analysis was also conducted on noticeable subjects from the magazine in order to realize where we currently are. Scanning the contents of Information Management would definitely provide with implications and suggestions to Korean private companies as well as records management communities.

• Journal of the Korean Data and Information Science Society
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• v.24 no.3
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• pp.585-592
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• 2013

As the needs for alternative energy and renewable energy increase, there has been a lot of investment in developing wind energy, which does not cause air pollution nor the greenhouse gas effect. Wind energy is an environment friendly energy that is unlimited in its resources and is possible to be produced wherever the wind blows. However, since wind energy heavily relies on wind that has unreliable characteristics, it may be difficult to have efficient energy transmissions. For this reason, an important factor in wind energy forecasting is the estimation of available wind power. In this study, Gunsan wind farm data was used to compare ARMA model to neural network model to analyze for more accurate prediction of wind power generation. As a result, the neural network model was better than the ARMA model in the accuracy of the wind power predictions.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.15 no.10 s.89
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• pp.983-995
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• 2004

This paper introduces a pre-compensation filter for compensating dispersive and resonant properties experienced along the usage of non-ideal wideband antennas in impulse communication systems. It has been well blown that the transmitted impulse signal becomes deformed because of dispersive and resonant characteristics. Accordingly, in spite of using ideal template signal at the correlator in coherent receiver, these impairments degrade overall performance attributed to low level of coherence. To overcome this problem this paper exploits a realization technique of pre-compensation filter purposely installed at transmitter whose stability is automatically guaranteed because it has an inversion form of minimum-phase ARMA (Auto-Regressive Moving Average) system. The performance of proposed scheme will be shown in results from computer simulations to verify its affirmative impact on impulse communication system with regarding several distinctively shaped antennas.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• v.1
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• pp.395-400
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• 2006

Among the various error sources in positioning and navigation, the paper focuses on the modeling and prediction of receiver clock bias and then tries to achieve positioning based on simulated and predicted clock bias. With the SA off, it is possible to model receiver clock bias more accurately. We selected several types of GNSS receivers for test using ARMA model. To facilitate prediction with short and limited sample pseudorange observations, AR and ARMA are compared, and the improved AR model is presented to model and predict receiver clock bias based on previous solutions. Our work extends to clock bias prediction and positioning based on predicted clock bias using only 3 satellites that is usually the case under urban canyon situation. In contrast to previous experiences, we find that a receiver clock bias can be well modeled using adopted ARMA model. Test has been done on various types of GNSS receivers to show the validation of developed model. To further develop this work, we compare solution conditions in terms of DOP values when point positioning is conducted using 3 satellites to simulate urban positioning environment. When condition allows, height component is derived from other ways and can be set as known values. Given this condition, location is possible using less than 2 GNSS satellites with fixed height. Solution condition is also discussed for this background using mode of constrained positioning. We finally suggest an effective predictive time span based on our test exploration under varied conditions.

• East Asian Journal of Business Economics (EAJBE)
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• v.1 no.1
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• pp.17-21
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• 2013

Purpose: Forecasting of petroleum consumption is useful in planning and management of petroleum production and control of air pollution. Research Design, Data and Methodology: ARMA models, sometimes called Box-Jenkins models after the iterative Box-Jenkins methodology usually used to estimate them, are typically applied to auto correlated time series data. Results: Petroleum consumption modeling plays a role key in big urban air pollution planning and management. In this study three models as, MLFF, MLFF with GARCH (1,1) and ARMA(1,1), have been investigated to model the petroleum consumption forecasts. Certain standard statistical parameters were used to evaluate the performance of the models developed in this study. Based upon the results obtained in this study and the consequent comparative analysis, it has been found that the MLFF with GARCH (1,1) have better forecasting results.. Conclusions: Survey of data reveals that deposit of government policies in recent yeas, petroleum consumption rises in Tehran and unfortunately more petroleum use causes to air pollution and bad environmental problems.

• Journal of the Korean Data and Information Science Society
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• v.27 no.2
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• pp.559-564
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• 2016

The Durbin-Watson (DW) test in regression model and the Ljung-Box (LB) test in ARMA (autoregressive moving average) model are typical examples of correlated error tests. The DW test is used for detecting autocorrelation of errors using the residuals from a regression analysis. The LB test is used for specifying the correct ARMA model using the first some sample autocorrelations based on the residuals of a tted ARMA model. In this article, simulations with four data generating processes have been carried out to evaluate their performances as correlated error tests. Our simulations show that the DW test is severely dependent on the assumed AR(1) model but isn't sensitive enough to reject the misspecified model and that the LB test reports lackluster performance in general.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 1991.11a
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• pp.126-132
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• 1991

Various diagnostic techniques have been proposed according to the development of the engineering. and the machine elements. Specially. since the bearing is an essential component in rotating Machine. Many researchers have been done an earler detection and a exact diagnosis of defects on bearing. In this study, the technique which differ from past diagnosises techniques in frequency domain such as Spectral analysis is proposed. Parametric ARMA model was utilized to define the system using tire series directly. Based on the resulted ARMA parameters, more precies and faster diagnosis system through Neural network was presented.

• Industrial Engineering and Management Systems
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• v.8 no.4
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• pp.247-256
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• 2009

In mass production industries such as steel making that have large equipment, sudden stops of production process due to machine failure can cause severe problems. To prevent such situations, machine diagnosis techniques play important roles. Many methods have been developed focusing on this subject. In this paper, we propose a method for the early detection of the failure on rotating machine, which is the most common theme in the machine failure detection field. A simplified method of calculating autocorrelation function is introduced and is utilized for ARMA model identification. Furthermore, an absolute deterioration factor such as Bicoherence is introduced. Machine diagnosis can be executed by this simplified calculation method of system parameter distance with weight. Proposed method proved to be a practical index for machine diagnosis by numerical examples.

• Journal of the Korean Statistical Society
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• v.33 no.2
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• pp.169-189
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• 2004

Under the assumption of default priors, such as noninformative priors, Bayesian model determination and parameter estimation of regression models with stationary and invertible ARMA errors are developed under exact full likelihoods. The default Bayes factors, the fractional Bayes factor (FBF) of O'Hagan (1995) and the arithmetic intrinsic Bayes factors (AIBF) of Berger and Pericchi (1996a), are used as tools for the selection of the Bayesian model. Bayesian estimates are obtained by running the Metropolis-Hastings subchain in the Gibbs sampler. Finally, the results of numerical studies, designed to check the performance of the theoretical results discussed here, are presented.