• Journal of Korean Institute of Industrial Engineers
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• v.14 no.1
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• pp.51-56
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• 1988

A spectrum analysis method is presented with an example as an aid to Box and Jerkins' model identification procedure, where the theoretical spectrum of ARMA model and its confidence intervals derived by chi-square distribution are compared. An APL (A Programming Language) program for the method is developed for the 16-bit personal computer.

• Journal of Advanced Navigation Technology
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• v.18 no.5
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• pp.415-420
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• 2014

Another crucial issue is a providing secondary user(SU) with the its guaranteed quality of service(QoS) in cognitive radio systems, from the SU view to be allowed to opportunistically utilize the primary user(PU) spectrum on non-interfering. In this paper, we propose a bandwidth reallocation scheme for reducing SU dropping rate through renegotiation of requested channel numbers when available bandwidth is not enough for accepting the spectrum handoff SUs. We categorize SU calls into two types : the first priority and the second priority SU, and the first SU' service is supported by bandwidth reservation based on ARMA prediction model for PU arrivals, while the second SU's bandwidth demands for spectrum handoff is to be reallocated through their renegotiation. Simulation results show that our scheme can improve SU dropping rate and system resource utilization efficiency by bandwidth reallocation.

• Communications for Statistical Applications and Methods
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• v.15 no.6
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• pp.925-937
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• 2008

In this study, we considered the clustering analysis for stock return traded in the stock market. Most of financial time-series data, for instance, stock price and exchange rate have conditional heterogeneous variability depending on time, and, hence, are not properly applied to the autoregressive moving-average(ARMA) model with assumption of constant variance. Moreover, the variability is font and center for stock investors as well as academic researchers. So, this paper focuses on the generalized autoregressive conditional heteroscedastic(GARCH) model which is known as a solution for capturing the conditional variance(or volatility). We define the metrics for similarity of unconditional volatility and for homogeneity of model structure, and, then, evaluate the performances of the metrics. In real application, we do clustering analysis in terms of volatility and structure with stock return of the 11 Korean companies measured for the latest three years.

• Smart Structures and Systems
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• v.18 no.3
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• pp.501-523
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• 2016

Electromechanical impedance (EMI) based structural health monitoring is performed by measuring the variation in the impedance due to the structural local damage. The impedance signals are acquired from the piezoelectric patches that are bonded on the structural surface. The impedance variation, which is directly related to the mechanical properties of the structure, indicates the presence of local structural damage. Two traditional EMI-based damage detection methods are based on calculating the difference between the measured impedance signals in the frequency domain from the baseline and the current structures. In this paper, a new structural damage detection approach by analyzing the time domain impedance responses is proposed. The measured time domain responses from the piezoelectric transducers will be used for analysis. With the use of the Time Frequency Autoregressive Moving Average (TFARMA) model, a damage index based on Singular Value Decomposition (SVD) is defined to identify the existence of the structural local damage. Experimental studies on a space steel truss bridge model in the laboratory are conducted to verify the proposed approach. Four piezoelectric transducers are attached at different locations and excited by a sweep-frequency signal. The impedance responses at different locations are analyzed with TFARMA model to investigate the effectiveness and performance of the proposed approach. The results demonstrate that the proposed approach is very sensitive and robust in detecting the bolt damage in the gusset plates of steel truss bridges.

• Journal of Environmental Health Sciences
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• v.27 no.3
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• pp.35-42
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• 2001

The characteristics of water quality variation were predicted by stochastic model in Chungju dam, north Chungcheong province of south Korea, Monthly time series data of water quality from 1989 to 2001;temperature, BOD, COD and SS, were obtained from environmental yearbook and internet homepage of ministry of environment. Development of model was carried out with Box-Jenkins method, which includes model identification, estimation and diagnostic checking. ACF and PACF were used to model identification. AIC and BIC were used to model estimation. Seosonal multiplicative ARIMA(1, 0, 1)(1, 1, 0)$_{12}$ model was appropriate to explain stochastic characteristics of temperature. BOD model was ARMa(2, 2, 1), COD was seasonal multiplicative ARIMA(2. 0. 1)(1. 0, 1)$_{12}$, and SS was ARIMA(1, 0, 2) respectively. The simulated water quality data showed a good fitness to the observed data, as a result of model verification.ion.

• 제어로봇시스템학회:학술대회논문집
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• 1996.10b
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• pp.156-159
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• 1996

An adaptive predictive control for steam-reforming plant which consist of a steam-gas reformer and a waste heat steam-boiler was studied by using MIMO bilinear model. The simulation experiments of the process identification were performed by using linear and bilinear models. From the simulation results it was found that the bilinear model represented the dynamic behavior of a steam-reforming plant very well. ARMA model was used in the process identification and the adaptive predictive control. To verify the performance and effectiveness of the adaptive predictive controller proposed in this study the simulation results of steam-reforming plant control based on bilinear model were compared to those of linear model. The simulation results showed that the adaptive predictive controller based on bilinear model provides better performance than those of linear model.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.24 no.8
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• pp.94-100
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• 2010

Grounding system insures a reference potential point for electric devices and also provides a low impedance path for fault currents or transient currents in the earth. The ground impedance as function of frequency is necessary for determining its performance since fault currents could contain a wide range of frequencies. In this paper, the grounding resistance, grounding impedance and transient grounding impedance are measured by using 3-point fall-of-potential method in order to analyse grounding characteristics of the stainless-steel plate grounding electrode. An equivalent transfer function model of the grounding impedance and transient grounding impedance are identified from the measured values by using ARMA method and evaluated by comparing conventional grounding impedances.

• Magazine of the Korean Society of Agricultural Engineers
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• v.36 no.3
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• pp.60-66
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• 1994

This paper is to validate the proposed models for the real-time forecasting for the Keum river estuary dam such as tidal-level forecasting model, one-dimensional unsteady flood routing model, and Kalman filter models. The tidal-level forecasting model was based on semi-range and phase lag of four tidal constituents. The dynamic wave routing model was based on an implicit finite difference solution of the complete one-dimensional St. Venant equations of unsteady flow. The Kalman filter model was composed of a processing equation and adaptive filtering algorithm. The processng equations are second ordpr autoregressive model and autoregressive moving average model. Simulated results of the models were compared with field data and were reviewed.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.2 no.3
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• pp.43-56
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• 1982

A recursive algorithms for prediction of streamflows by Kalman filtering theory and Self-tuning predictor based on the state space description of the dynamic systems have been studied and the applicabilities of the algorithms to the rainfall-runoff processes have been investigated. For the representation of the dynamics of the processes, a low-order ARMA process has been taken as the linear discrete time system with white Gaussian disturbances. The state vector in the prediction model formulated by a random walk process. The model structures have been determined by a statistical analysis for residuals of the observed and predicted streamflows. For the verification of the prediction algorithms developed here, the observed historical data of the hourly rainfall and streamflows were used. The numerical studies shows that Kalman filtering theory has better performance than the Self-tuning predictor for system identification and prediction in rainfall-runoff processes.

• The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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• v.6 no.1
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• pp.35-39
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• 2001

Multibeam echosounder data, collected to investigate seabed features and topography, are usually subject to outliers resulting from the ship's irregular movements and insufficient correction for pressure calibration to the positions of beams. We introduce a statistical method which adjusts the outliers using the ARMA (Autoregressive Moving Average) technique. Our method was applied to a set of real data acquired in the East Sea. In our approach, autocorrelation of the data is modeled by an AR (1) model. If an observation is substantially different from that obtained from the estimated AR (1) model, it is declared as an outlier and adjusted using the estimated AR (1) model. This procedure is repeated until no outlier is found. The result of processing shows that outliers that are far greater than signals in amplitude were successfully removed.