• Journal of the Korean Society of Manufacturing Process Engineers
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• v.2 no.2
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• pp.60-66
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• 2003

For the estimation of chatter lobe boundary it is very important to calculate the natural mode of cutting process. There are many time series algorithms for getting the natural mode of structural endmilling dynamics considering the cutting process. In this study, we have compared several time series methods such as AR algorithm, ARX, ARMAX, ARMA, Box Jenkins, Output Error, Recursive ARX, Recursive ARMAX considering the sampling frequency. As a results, the ARX, ARMAX and IV 4 are more desirable algorithms for the calculation of modal parameters such as natural frequency and damping ratio In endmilling operation. Also these algorithms may be adopted for the natural mode estimation of endmilling operation for chatter lobe prediction.

• 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.

• Communications for Statistical Applications and Methods
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• v.21 no.3
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• pp.245-251
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• 2014

Two exponential inequalities are established for a wide class of general weakly dependent sequences of random variables, called ${\psi}$-weakly dependent process which unify weak dependence conditions such as mixing, association, Gaussian sequences and Bernoulli shifts. The ${\psi}$-weakly dependent process includes, for examples, stationary ARMA processes, bilinear processes, and threshold autoregressive processes, and includes essentially all classes of weakly dependent stationary processes of interest in statistics under natural conditions on the process parameters. The two exponential inequalities are established on more general conditions than some existing ones, and are proven in simpler ways.

• 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 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.

• Korean Journal of Hydrosciences
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• v.4
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• pp.1-9
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• 1993

It is a major objective for the management and operation of water resources system to forecast streamflows. The applicability of artificial neural network model to hydrologic system is analyzed and the performance is compared by statistical method with observed. Multi-layered perception was used to model rainfall-runoff process at Pyung Chang River Basin in Korea. The neural network model has the function of learning the process which can be trained with the error backpropagation (EBP) algorithm in two phases; (1) learning phase permits to find the best parameters(weight matrix) between input and output. (2) adaptive phase use the EBP algorithm in order to learn from the provided data. The generalization results have been obtained on forecasting the daily and hourly streamflows by assuming them with the structure of ARMA model. The results show validities in applying to hydrologic forecasting system.

• Journal of Communications and Networks
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• v.14 no.3
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• pp.310-318
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• 2012

Detecting intrusion attacks accurately and rapidly in wireless networks is one of the most challenging security problems. Intrusion attacks of various types can be detected by the change in traffic flow that they induce. Wireless industrial networks based on the wireless networks for industrial automation-process automation (WIA-PA) standard use a superframe to schedule network communications. We propose an intrusion detection system for WIA-PA networks. After modeling and analyzing traffic flow data by time-sequence techniques, we propose a data traffic prediction model based on autoregressive moving average (ARMA) using the time series data. The model can quickly and precisely predict network traffic. We initialized the model with data traffic measurements taken by a 16-channel analyzer. Test results show that our scheme can effectively detect intrusion attacks, improve the overall network performance, and prolong the network lifetime.

• Journal of Korean Institute of Industrial Engineers
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• v.23 no.2
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• pp.289-305
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• 1997

In this paper, design procedure and estimation of the double sampling plans are developed when the production process is examined in order and if it shows the dependence between the products. If a dependent process model can be simulated, the best sampling plans can be selected by using the special properties of the probability structure. The number of actual evaluations to find the plans can be reduced remarkably. The experimental study reveals that only small portion of the total exhaustive enumeration is needed. ARMA (1,1) time series models are given as numerical examples.

• Journal of the Korean Society for Precision Engineering
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• v.18 no.10
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• pp.101-108
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• 2001

In this study, the static and dynamic characteristics of endmilling process were modelled and the analytic realization of chatter mechanism was discussed. In this reward, We have discussed on the comparative assessment of recursive time series modeling algorithms that cal represent time machining process and detect the abnormal machining behaviors in precision endmilling operation. In this study, simulation and experimental works were performed to show the malfunctional behaviors. For this purpose, new recursive algorithm(RLSM) was adopted for the oil-line system identification and monitoring of a machining process, we can apply these new algorithms in real process for detection of abnormal chatter. Also, The stability lobe of chatter was analysed by varying parameter of cutting dynamics in regenerative chatter mechanics.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.31 no.1B
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• pp.21-27
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• 2011

When execute runoff forecasting, can not remove perfectly uncertainty of forecasting results. But, reduce uncertainty by various techniques analysis. This study applied various forecasting techniques for runoff prediction's accuracy elevation in Gongju basin. statics techniques is ESP, Period Average & Moving average, Exponential Smoothing, Winters, Auto regressive moving average process. Authoritativeness estimation with results of runoff forecasting by each techniques used MAE (Mean Absolute Error), RMSE (Root Mean Squared Error), RRMSE (Relative Root Mean Squared Error), Mean Absolute Percentage Error (MAPE), TIC (Theil Inequality Coefficient). Result that use MAE, RMSE, RRMSE, MAPE, TIC and confirm improvement effect of runoff forecasting, ESP techniques than the others displayed the best result.