• Journal of Korean Institute of Industrial Engineers
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• v.10 no.1
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• pp.17-25
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• 1984

The use of Box-Jenkins technique is still very limited due to the high level of knowledge required in comprehending the technique and the cumbersome iterative procedure which requires a large amount of cost and time. This paper proposes a method of automating the univariate Box-Jekins modelling to overcome the limitations of subjective identification in iterative procedure by using Variate Difference method, D-statistic and Pattern Recognition algorithm combined with Akaike's Information Criterion. The results of the application to real data show that the average performance of automatic modelling procedure is better or not worse, at least, than those of the existing models which have been manually set up and reported in the literature.

• 제어로봇시스템학회:학술대회논문집
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• 1999.10a
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• pp.173-176
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• 1999

This paper shows a self tuning fuzzy inference method by the genetic algorithm in the fuzzy-sliding mode control for a Polishing robot. Using this method, the number of inference rules and the shape of membership functions are determined by the genetic algorithm. The fuzzy outputs of the consequent part are derived by the gradient descent method. Also, it is guaranteed that .the selected solution become the global optimal solution by optimizing the Akaike's information criterion expressing the quality of the inference rules. It is shown by simulations that the method of fuzzy inference by the genetic algorithm provides better learning capability than the trial and error method.

• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.182-182
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• 2000

This paper proposes a self tuning fuzzy inference method by the genetic algorithm in the fuzzy-sliding mode control for a robot. Using this method, the number of inference rules and the shape of membership functions are optimized without an expert in robotics. The fuzzy outputs of the consequent part are updated by the gradient descent method. And, it is guaranteed that the selected solution become the global optimal solution by optimizing the Akaike's information criterion. The trajectory trucking experiment of the polishing robot system shows that the optimal fuzzy inference rules are automatically selected by the genetic algorithm and the proposed fuzzy-sliding model controller provides reliable tracking performance during the polishing process.

• Journal of the Korean Society of Industry Convergence
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• v.23 no.6_2
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• pp.1103-1110
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• 2020

In this study, a segmented model with Upside-Down bathtub shaped failure intensity for a repairable system are proposed under the assumption that the occurrences of the failures of a repairable system follow the Non-Homogeneous Poisson Process. The proposed segmented model is the compound model of S-PLP and LIP (Segmented Power Law Process and Logistic Intensity Process), that fits the separate failure intensity functions on each segment of time interval. The maximum likelihood estimation is used for estimating the parameters of the S-PLP and LIP model. The case study of system A shows that the S-PLP and LIP model fits better than the other models when compared by AICc (Akaike Information Criterion corrected) and MSE (Mean Squared Error). And it also implies that the S-PLP and LIP model can be useful for explaining the failure intensities of similar systems.

• Communications for Statistical Applications and Methods
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• v.30 no.2
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• pp.163-178
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• 2023

GARCH-X(1, 1) model specifies that conditional variance follows an AR(1) process and includes a past exogenous variable. This study proposes a new class from that model by allowing a more general (non-linear) variance function to follow an AR(1) process. The functions applied to the variance equation include exponential, Tukey's ladder, and Yeo-Johnson transformations. In the framework of normal and student-t distributions for return errors, the empirical analysis focuses on two stock indices data in developed countries (FTSE100 and SP500) over the daily period from January 2000 to December 2020. This study uses 10-minute realized volatility as the exogenous component. The parameters of considered models are estimated using the adaptive random walk metropolis method in the Monte Carlo Markov chain algorithm and implemented in the Matlab program. The 95% highest posterior density intervals show that the three transformations are significant for the GARCHX(1, 1) model. In general, based on the Akaike information criterion, the GARCH-X(1, 1) model that has return errors with student-t distribution and variance transformed by Tukey's ladder function provides the best data fit. In forecasting value-at-risk with the 95% confidence level, the Christoffersen's independence test suggest that non-linear models is the most suitable for modeling return data, especially model with the Tukey's ladder transformation.

• Journal of Forest and Environmental Science
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• v.34 no.2
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• pp.119-125
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• 2018

The tropical forests in developing countries are faced with the problem of illegal exploitation of trees. However, dearth of empirical means of expressing the dimensions, structure, quality and quantity of a removed tree has imped conviction of offenders. This study aimed at developing a model that can effectively estimate individual tree basal area (BA) from stump diameter (Ds) for Tectona grandis stands in Omo Forest Reserve, Nigeria, for timber valuation in case of illegal felling. Thirty-six $25m{\times}25m$ temporary sample plots (TSPs) were laid randomly in six age strata; 26, 23, 22, 16, 14, and 12 years specifically. BA, Ds and diameter at breast height were measured in all living T. grandis trees within the 36 TSPs. Least square method was used to convert the counted stumps into harvested stem cross-sectional areas. Six basal area models were fitted and evaluated. The BA-Ds relationship was best described by power model which gave least values of Root mean square error (0.0048), prediction error sum of squares (0.0325) and Akaike information criterion (-15391) with a high adjusted coefficient of determination (0.921). This study revealed that basal area estimation was realistic even when the only information available was stump diameter. The power model was validated using independent data obtained from additional plots and was found to be appropriate for estimating the basal area of Tectona grandis stands in Omo Forest Reserve, Nigeria.

• Journal of the Korean Society of Fisheries and Ocean Technology
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• v.53 no.4
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• pp.317-326
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• 2017

Comparative fishing experiments were conducted in the eastern coastal waters near Uljin, Korea from 2002 to 2004, using the experimental trammel nets to estimate the selectivity for spinyhead sculpin Dasycottus setiger. The inner panels of the nets were made of nylon monofilament with four mesh sizes (82.2, 89.4, 104.8, and 120.2 mm) while its two outer panels were made of twisted nylon multifilament with a mesh size of 510 mm. The SELECT (Share Each Length's Catch Total) procedure with maximum likelihood method was applied to obtain a master selection curve. The different functional models (normal, lognormal, bi-normal, and logistic model) were fitted to the catch data. The lognormal model with the fixed relative fishing intensity was chosen as the best-fitted selection curve through comparison of model deviance and AIC (Akaike's Information Criterion). The optimum relative length (the ratio of fish total length to mesh size) with the maximum relative efficiency was obtained as 2.492.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.11
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• pp.83-93
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• 2020

This empirical research aims to modeling and improving the forecasting accuracy of the volatility pattern by employing the Saudi Arabia stock market (Tadawul)by studying daily closed price index data from October 2011 to December 2019 with a number of observations being 2048. In order to achieve significant results, this study employs many mathematical functions which are non-linear spectral model Maximum overlapping Discrete Wavelet Transform (MODWT) based on the best localized function (Bl14), autoregressive integrated moving average (ARIMA) model and generalized autoregressive conditional heteroskedasticity (GARCH) models. Therefore, the major findings of this study show that all the previous events during the mentioned period of time will be explained and a new forecasting model will be suggested by combining the best MODWT function (Bl14 function) and the fitted GARCH model. Therefore, the results show that the ability of MODWT in decomposition the stock market data, highlighting the significant events which have the most highly volatile data and improving the forecasting accuracy will be showed based on some mathematical criteria such as Mean Absolute Percentage Error (MAPE), Mean Absolute Scaled Error (MASE), Root Means Squared Error (RMSE), Akaike information criterion. These results will be implemented using MATLAB software and R- software.

• Asian-Australasian Journal of Animal Sciences
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• v.29 no.6
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• pp.759-767
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• 2016

The aim of this study was to compare two random regression models (RRM) fitted by fourth ($RRM_4$) and fifth-order Legendre polynomials ($RRM_5$) with a lactation model (LM) for evaluating Holstein cattle in Brazil. Two datasets with the same animals were prepared for this study. To apply test-day RRM and LMs, 262,426 test day records and 30,228 lactation records covering 305 days were prepared, respectively. The lowest values of Akaike's information criterion, Bayesian information criterion, and estimates of the maximum of the likelihood function (-2LogL) were for $RRM_4$. Heritability for 305-day milk yield (305MY) was 0.23 ($RRM_4$), 0.24 ($RRM_5$), and 0.21 (LM). Heritability, additive genetic and permanent environmental variances of test days on days in milk was from 0.16 to 0.27, from 3.76 to 6.88 and from 11.12 to 20.21, respectively. Additive genetic correlations between test days ranged from 0.20 to 0.99. Permanent environmental correlations between test days were between 0.07 and 0.99. Standard deviations of average estimated breeding values (EBVs) for 305MY from $RRM_4$ and $RRM_5$ were from 11% to 30% higher for bulls and around 28% higher for cows than that in LM. Rank correlations between RRM EBVs and LM EBVs were between 0.86 to 0.96 for bulls and 0.80 to 0.87 for cows. Average percentage of gain in reliability of EBVs for 305-day yield increased from 4% to 17% for bulls and from 23% to 24% for cows when reliability of EBVs from RRM models was compared to those from LM model. Random regression model fitted by fourth order Legendre polynomials is recommended for genetic evaluations of Brazilian Holstein cattle because of the higher reliability in the estimation of breeding values.

• Korean Journal of Radiology
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• v.22 no.7
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• pp.1194-1202
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• 2021

Objective: To investigate the age-dependent changes in regional cerebral blood flow (CBF) in healthy adults by fitting mathematical models to imaging data. Materials and Methods: In this prospective study, 90 healthy adults underwent pseudo-continuous arterial spin labeling imaging of the brain. Regional CBF values were extracted from the arterial spin labeling images of each subject. Multivariable regression with the Akaike information criterion, link test, and F test (Ramsey's regression equation specification error test) was performed for 7 models in every brain region to determine the best mathematical model for fitting the relationship between CBF and age. Results: Of all 87 brain regions, 68 brain regions were best fitted by cubic models, 9 brain regions were best fitted by quadratic models, and 10 brain regions were best fitted by linear models. In most brain regions (global gray matter and the other 65 brain regions), CBF decreased nonlinearly with aging, and the rate of CBF reduction decreased with aging, gradually approaching 0 after approximately 60. CBF in some regions of the frontal, parietal, and occipital lobes increased nonlinearly with aging before age 30, approximately, and decreased nonlinearly with aging for the rest of life. Conclusion: In adults, the age-related perfusion patterns in most brain regions were best fitted by the cubic models, and age-dependent CBF changes were nonlinear.