• Journal of Korean Society of Industrial and Systems Engineering
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• v.39 no.1
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• pp.25-30
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• 2016

It is critical to forecast the maximum daily and monthly demand for power with as little error as possible for our industry and national economy. In general, long-term forecasting of power demand has been studied from both the consumer's perspective and an econometrics model in the form of a generalized linear model with predictors. Time series techniques are used for short-term forecasting with no predictors as predictors must be predicted prior to forecasting response variables and containing estimation errors during this process is inevitable. In previous researches, seasonal exponential smoothing method, SARMA (Seasonal Auto Regressive Moving Average) with consideration to weekly pattern Neuron-Fuzzy model, SVR (Support Vector Regression) model with predictors explored through machine learning, and K-means clustering technique in the various approaches have been applied to short-term power supply forecasting. In this paper, SARMA and intervention model are fitted to forecast the maximum power load daily, weekly, and monthly by using the empirical data from 2011 through 2013. $ARMA(2,\;1,\;2)(1,\;1,\;1)_7$ and $ARMA(0,\;1,\;1)(1,\;1,\;0)_{12}$ are fitted respectively to the daily and monthly power demand, but the weekly power demand is not fitted by AREA because of unit root series. In our fitted intervention model, the factors of long holidays, summer and winter are significant in the form of indicator function. The SARMA with MAPE (Mean Absolute Percentage Error) of 2.45% and intervention model with MAPE of 2.44% are more efficient than the present seasonal exponential smoothing with MAPE of about 4%. Although the dynamic repression model with the predictors of humidity, temperature, and seasonal dummies was applied to foretaste the daily power demand, it lead to a high MAPE of 3.5% even though it has estimation error of predictors.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 1993.10a
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• pp.76-78
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• 1993

간접적인 방법으로 가공중(In process)공구상태를 감시하기 위해, 센서신호를 분석하는 방법으로 시간영역 (Time Domain) 해석과 주파수 영역(Frequency Domain)해석이 주로 이용되어 왔다. 시간영역해석의 경우 RMS,PEak Value, 평균/분산을 이용한 정적분석과 AR 모델, ARMA 모델, Kalman Filter등 동적 시계열 모델이 연구되어 왔다. 주파수영역해석의 경우 푸리에 변환 (Fourier Transform)에 의한 신호해석 기술이 주로 이용되고 있다. 그러나 푸리에 변환된 결과에는 시간정보가 포함되어 있지 않고, 국부적인 변환결과가 전체를 대표하는 성질을 가지고 있다. 이에 비해 웨이브렛(Wavelet) 변환은 고주파성분에 대해서는 시간분해능이 높고, 저주파 성분에 대해서는 주파수분해능이 높은 다중해상도 해석기술로서 국소적인 변동점을 민검하게 검지하는 것이 가능하다. 본연구에서는 엔드밀 가공중 발생하는 공구의 파손을 검출하기 위해, 전류센서로 부터 얻은 이송축 부하 전류의 변화에 웨이브렛 변환을 통해 공구의 파손을 검출하는 방법에 대한 연구결과를 소개한다.

• Journal of the Korean Statistical Society
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• v.23 no.2
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• pp.325-340
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• 1994

Effects of temporal aggregation on estimation for ARMA models are studied by investigating the Hannan & Rissanen (1982)'s procedure. The temporal aggregation of autoregressive process has a representation of an autoregressive moving average. The characteristic polynomials associated with autoregressive part and moving average part tend to have roots close to zero or almost identical. This caused a numerical problem in the Hannan & Rissanen procedure for identifying and estimating the temporally aggregated autoregressive model. A Monte-Carlo simulation is conducted to show the effects of temporal aggregation in predicting one period ahead realization.

• Proceedings of the KIPE Conference
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• 2012.11a
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• pp.33-34
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• 2012

As the distributed power system with PV and ESS is highlighted to be one of the most prominent structure to replace the traditional electric power system, power flow scheduling is expected to bring better system efficiency. Optimal energy management system (EMS) where the power from PV and the grid is managed in time-domain using ESS needs an optimization process. In this paper, main optimization method is implemented using dynamic programming (DP). To overcome the drawback of DP in which ideal future information is required, prediction stage precedes every EMS execution. A simple auto-regressive moving-average (ARMA) forecasting followed by a PI-controller updates the prediction data. Assessment of the on-line optimal EMS scheme has been evaluated on several cases.

• Journal of the Korean Data and Information Science Society
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• v.15 no.4
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• pp.783-791
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• 2004

In this paper we review recent developments in nonlinear time series modeling on both conditional mean and conditional variance. Traditional linear model in conditional mean is referred to as ARMA(autoregressive moving average) process investigated by Box and Jenkins(1976). Nonlinear mean models such as threshold, exponential and random coefficient models are reviewed and their characteristics are explained. In terms of conditional variances, ARCH(autoregressive conditional heteroscedasticity) class is considered as typical linear models. As nonlinear variants of ARCH, diverse nonlinear models appearing in recent literature including threshold ARCH, beta-ARCH and Box-Cox ARCH models are remarked. Also, a class of unified nonlinear models are considered and parameter estimation for that class is briefly discussed.

• Communications for Statistical Applications and Methods
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• v.20 no.1
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• pp.41-52
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• 2013

The stationary bootstrap of Politis and Romano (1994) is adopted to develop prediction intervals of returns and volatilities in a generalized autoregressive heteroskedastic (GARCH)(p, q) model. The stationary bootstrap method is applied to generate bootstrap observations of squared returns and residuals, through an ARMA representation of the GARCH model. The stationary bootstrap estimators of unknown parameters are defined and used to calculate the stationary bootstrap samples of volatilities. Estimates of future values of returns and volatilities in the GARCH process and the bootstrap prediction intervals are constructed based on the stationary bootstrap; in addition, asymptotic validities are also shown.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.29 no.2
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• pp.104-112
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• 2015

This paper deals with an methodology for acquiring optimal order of rational function model in FDNE(frequency dependent network equivalents) with GA(genetic Algorithm). In order to analyze the modern power system with huge complexity, an practical and efficient equivalent model is needed which represents the system's characteristics of transient phenomenon. this paper shows developing a z domain rational function model which have the resultant coefficient from proposed GA simulation. To demonstrate this methodology, some simulations are performed with practical power system of NZ which applied with fault condition and nonlinear converter load.

• Journal of Power System Engineering
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• v.15 no.5
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• pp.54-60
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• 2011

In this study, an analytical realization of end-milling system was introduced using recursive parametric modeling analysis. Also, the numerical mode analysis of end-milling system with different conditions was performed systematically. In this regard, a recursive least square(RLS) modeling algorithm and the natural mode for real part and imaginary one was discussed. This recursive approach (RLSM) can be adopted for the on-line system identification and monitoring of an end-milling for this purpose. After experimental practice of the end-milling, the end-milling force was obtained and it was used for the calculation of FRF(Frequency response function) and mode analysis. Also the FRF was analysed for the prediction of a end-milling system using recursive algorithm.

• Journal of the Korean Society of Mechanical Technology
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• v.13 no.3
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• pp.73-79
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• 2011

In this study, an analytical realization of end-milling system was introduced using recursive parametric modeling analysis. Also, the numerical mode analysis of end-milling system with different conditions was performed systematically. In this regard, a recursive least square modelling algorithm and the natural mode for real part and imaginary one was discussed. This recursive approach (RLSM) can be adopted for on-line end-milling identification. After experimental practice of the end-milling, the end-milling force was obtained and it was used for the calculation of FRF (Frequency response function) and mode analysis. Also the FRF was analysed for the prediction of a end-milling system using recursive algorithm.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.25 no.12
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• pp.1756-1761
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• 2021

Although the COVID-19 outbreak that occurred in Wuhan, Hubei around December 2019, seemed to be gradually decreasing, it was gradually increasing as of November 2020 and June 2021, and estimated confirmed cases were 192 million worldwide and approximately 184 thousand in South Korea. The Central Disaster and Safety Countermeasures Headquarters have been taking strong countermeasures by implementing level 4 social distancing. However, as the highly infectious COVID-19 variants, such as Delta mutation, have been on the rise, the number of daily confirmed cases in Korea has increased to 1,800. Therefore, the number of cumulative confirmed COVID-19 cases is predicted using ARIMA algorithms to emphasize the severity of COVID-19. In the process, differences are used to remove trends and seasonality, and p, d, and q values are determined and forecasted in ARIMA using MA, AR, autocorrelation functions, and partial autocorrelation functions. Finally, forecast and actual values are compared to evaluate how well it was forecasted.