• 한국국방경영분석학회지
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• 제8권1호
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• pp.71-76
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• 1982

A procedure is established for combining a regression model and a time series model to fit to a set of autocorrelated data. This procedure is based on an iterative method to compute regression parameter estimates and time series parameter estimates simultaneously. The time series model which is discussed is basically AR(p) model, since MA(q) model or ARMA(p,q) model can be inverted to AR({$\infty$) model which can be approximated by AR(p) model. The procedure discussed in this articled is applied in general to any combination of regression model and time series model.

• 설비공학논문집
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• 제29권12호
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• pp.638-644
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• 2017

Optimal cooling operation algorithm was developed based on a simulation case of a single family house model equipped with renewable energy facility. EnergyPlus simulation results were used as virtual test data. The model contained three energy storage elements: thermal heat capacity of the living room, chilled water storage tank, and battery. Their charging and discharging schedules were optimized so that daily electricity bill became minimal. As an optimization tool, linear programming was considered because it was possible to obtain results in real time. For its adoption, EnergyPlus-based house model had to be linearly approximated. Results of this study revealed that dynamic cooling load of the living room could be approximated by a linear RC model. Scheduling based on the linear programming was then compared to that by a nonlinear optimization algorithm which was made using GenOpt developed by a national lab in USA. They showed quite similar performances. Therefore, linear programming can be a practical solution to optimal operation scheduling if linear dynamic models are tuned to simulate their real equivalents with reasonable accuracy.

• 한국전산구조공학회논문집
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• 제23권6호
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• pp.615-626
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• 2010

The discrete-layer model is proposed to analyze the edge-effect problem of laminates under extension and flexure. Based on three-dimensional elasticity theory, the displacement fields of each layer in a laminate have been treated discretely in terms of three displacement components across the thickness. The displacement fields at bottom and top surfaces within a layer are approximated by two-dimensional shape functions. Then two surfaces are connected by one-dimensional high order shape functions. Thus the p-convergent refinement on approximated one- and two-dimensional shape functions can be implemented independently of each other. The quality of present model is mostly determined by polynomial degrees of shape functions for given displacement fields. For nodal modes with physical meaning, the linear Lagrangian polynomials are considered. Additional modes without physical meaning, which are created by increasing nodeless degrees of shape functions, are derived from integrals of Legendre polynomials which have an orthogonality property. Also, it is assumed that mapping functions are linear in the light of shape of laminated plates. The results obtained by this proposed model are compared with those available in literatures. Especially, three-dimensional out-of-plane stresses in the interior and near the free edges are evaluated and convergence performance of the present model is established with the stress results.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 2005년도 춘계 학술발표회 논문집
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• pp.529-537
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• 2005

This paper proposes the shaking table testing method, without any soil specimen only using building model as an experimental part, considering dynamic soil-structure interaction based on the substructure method. The two-layered soil is assumed as a soil model of the entire soil-structure interaction syhstem(SSI) in this paper. Differently from the constant soil stiffness, the frequency-dependent dynamic soil stiffness is approximated for the case of both acceleration and velocity feedback, respectively. The interaction force is observed from measuring the accelerations at superstructure. Using the soil filters corresponding to the approximated dynamic soil stiffness, the shaking table drives the acceleration or velocity, which the needed motion to give the building specimen the SSI effects. Experimental results show the applicability the proposed methodologies to the shaking table test considering dynamic soil-structure interaction.

• Journal of the Korean Statistical Society
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• 제26권3호
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• pp.397-405
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• 1997

Recently maximum likelihood estimators using unconditional likelihood function are used for testing unit roots. When one wants to use this method the determinant term of initial values in the multivariate unconditional likelihood function produces a complicated function of the elements in the coefficient matrix and variance matrix. In this paper an approximation of the determinant term is calculated and based on this aproximation an approximated unconditional likelihood function is calculated. The approximated unconditional maximum likelihood estimators can be used to test for unit roots. When multivariate process has one unit root the limiting distribution obtained by this method and the limiting distribution using exact unconditional likelihood function are the same.

• Journal of applied mathematics & informatics
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• 제41권1호
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• pp.33-50
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• 2023

Foreign exchange options are derivative financial instruments that can exchange one currency for another at a prescribed exchange rate on a specified date. In this study, we examine the analytic formulas for vulnerable foreign exchange options based on multi-scale stochastic volatility driven by two diffusion processes: a fast mean-reverting process and a slow mean-reverting process. In particular, we take advantage of the asymptotic analysis and the technique of the Mellin transform on the partial differential equation (PDE) with respect to the option price, to derive approximated prices that are combined with a leading order price and two correction term prices. To verify the price accuracy of the approximated solutions, we utilize the Monte Carlo method. Furthermore, in the numerical experiments, we investigate the behaviors of the vulnerable foreign exchange options prices in terms of model parameters and the sensitivities of the stochastic volatility factors to the option price.

• 품질경영학회지
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• 제12권2호
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• pp.11-14
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• 1984

Some statistics are presented for construction of confidence intervals of variance components for the unbalanced twofold nested classification model and they are shown to be approximated by chi-square distributions.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2003년도 ICCAS
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• pp.2240-2245
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• 2003

In this paper, the controller design by coefficient diagram method (CDM) for controlling the trolley position, load-swing angle and hoisting rope length of the overhead crane system simultaneously is proposed. The overhead crane system is a MIMO system consisting of two inputs and three outputs. Its mathematical model is nonlinear with coupling characteristics. This nonlinear model can be approximated to obtain a linear model where the first input mainly affects the trolley position and the load-swing angle while the second input mainly affects the hoisting rope length. In order to utilize the CDM concept for assigning the controllers, namely PID, PD and PI controllers separately, the model is approximated to be three transfer functions in accordance with trolley position, the load-swing angle and the hoisting rope length controls respectively. The satisfied performances of the overhead crane system controlled by the these controllers and fast rejection of the disturbance effect occurred at the trolley position are shown by simulation and experimental results.

• 조명전기설비학회논문지
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• 제22권1호
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• pp.118-123
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• 2008

본 논문은 주파수영역에서 첨두공진점을 갖는 고차모델을 저차모델로 근사화하기 위한 주파수 전달함수 합성법을 제안한다. 제안된 근사화 방법은 근사화된 모델의 분모 다항식에 가중된 오차함수의 최소화에 근거하며, 근사화된 모델의 주파수 전달함수에 대한 계수벡터를 추정하기 위해 RLS 기법을 이용한다. 제안된 방법은 저주파수와 첨두공진점에서 우수한 정합특성을 나타내며, 예제에 의해 제안된 방식의 유용성을 검증한다.

• 한국콘텐츠학회:학술대회논문집
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• 한국콘텐츠학회 2005년도 춘계 종합학술대회 논문집
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• pp.341-345
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• 2005

본 논문에서는 FIR 필터를 IIR 필터로 근사시키는 알고리즘을 제안한다. 제안하는 알고리즘은 균형화모델감소법의 개념을 바탕으로 한다. 더미 헤더의 머리전달함수를 32차 IIR 필터로 모델링한다. 근사화된 머리전달함수를 해드폰을 통해 바이노럴 사운드로 재생하면 입체음향이 구현된다. 컴퓨터 시뮬레이션과 DSP 보드를 병행하여 실험하였다. 10명의 피실험자를 대상으로 한 실험을 통해 기존의 FIR 필터를 사용한 경우와 같이 IIR 필터로 구현한 근사화된 머리전달함수를 사용한 경우도 동일하게 인지된 것을 확인할 수 있었다.