• Title/Summary/Keyword: Auto Regression Method

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Adaptive model predictive control using ARMA models (ARMA 모델을 이용한 적응 모델예측제어에 관한 연구)

  • 이종구;김석준;박선원
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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    • pp.754-759
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    • 1993
  • An adaptive model predictive control (AMPC) strategy using auto-regression moving-average (ARMA) models is presented. The characteristic features of this methodology are the small computer memory requirement, high computational speed, robustness, and easy handling of nonlinear and time varying MIMO systems. Since the process dynamic behaviors are expressed by ARMA models, the model parameter adaptation is simple and fast to converge. The recursive least square (RLS) method with exponential forgetting is used to trace the process model parameters assuming the process is slowly time varying. The control performance of the AMPC is verified by both comparative simulation and experimental studies on distillation column control.

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Suppression for Logistic Regression Model (로지스틱 회귀모형에서의 SUPPRESSION)

  • Hong C. S.;Kim H. I.;Ham J. H.
    • The Korean Journal of Applied Statistics
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    • v.18 no.3
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    • pp.701-712
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    • 2005
  • The suppression for logistic regression models has been debated no longer than that for linear regression models since, among many other reasons, sum of squares for regression (SSR) or coefficient of determination ($R^2$) could be defined into various ways. Based on four kinds of $R^2$'s: two kinds are most preferred, and the other two are proposed by Liao & McGee (2003), four kinds of SSR's are derived so that the suppression for logistic models is explained. Many data fitted to logistic models are generated by Monte Carlo method. We explore when suppression happens, and compare with that for linear regression models.

Hybrid CSA optimization with seasonal RVR in traffic flow forecasting

  • Shen, Zhangguo;Wang, Wanliang;Shen, Qing;Li, Zechao
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.10
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    • pp.4887-4907
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    • 2017
  • Accurate traffic flow forecasting is critical to the development and implementation of city intelligent transportation systems. Therefore, it is one of the most important components in the research of urban traffic scheduling. However, traffic flow forecasting involves a rather complex nonlinear data pattern, particularly during workday peak periods, and a lot of research has shown that traffic flow data reveals a seasonal trend. This paper proposes a new traffic flow forecasting model that combines seasonal relevance vector regression with the hybrid chaotic simulated annealing method (SRVRCSA). Additionally, a numerical example of traffic flow data from The Transportation Data Research Laboratory is used to elucidate the forecasting performance of the proposed SRVRCSA model. The forecasting results indicate that the proposed model yields more accurate forecasting results than the seasonal auto regressive integrated moving average (SARIMA), the double seasonal Holt-Winters exponential smoothing (DSHWES), and the relevance vector regression with hybrid Chaotic Simulated Annealing method (RVRCSA) models. The forecasting performance of RVRCSA with different kernel functions is also studied.

A Log-Energy Feature Normalization Method Using ARMA Filter (ARMA 필터를 이용한 로그 에너지 특징의 정규화 방법)

  • Shen, Guang-Hu;Jung, Ho-Youl;Chung, Hyun-Yeol
    • Journal of Korea Multimedia Society
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    • v.11 no.10
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    • pp.1325-1337
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    • 2008
  • The difference of environments between training and recognition is the major reason of degradation of speech recognition. To solve this mismatch of environments, various noise processing methods have been studied. Among them, ERN(log-Energy dynamic Range Normalization) and SEN(Silence Energy Normalization) for normalization of log energy features show better performance than others. However, these methods have a problem that they can hardly achieve normalization for the relatively higher values of log energy features and the environmental mismatch caused by this problem becomes bigger especially in low SNR environments. To solve these problems, we propose applying ARMA filter as post-processing for smoothing log energy features by calculating the moving average in auto-regression scheme. From the recognition results conducted on Aurora 2.0 DB, the proposed method shows improved recognition results comparing with conventional methods.

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DEVELOPMENT OF A SOUND QUALITY INDEX FOR THE EVALUATION OF BOOMING NOISE OF A PASSENGER CAR BASED ON REGRESSIVE CORRELATION

  • LEE J. K.;PARK Y. W.;CHAI J. B.;JANG H. K.
    • International Journal of Automotive Technology
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    • v.6 no.4
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    • pp.367-374
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    • 2005
  • This paper proposes a sound quality index to evaluate the vehicle interior noise. The index was developed using a correlation analysis of an objective measurement and a subjective evaluation data. First, the objective set of measurements was obtained at two specified driving conditions. One is from a wide-open test condition and the other is from a constant-speed test condition. At the same time, subjective evaluation was carried out using a score of ten scale where 17 test engineers participated in the experiment. The correlation analysis between the psycho-acoustic parameters derived from the objective measurement and the subjective evaluation was performed. The most critical factors at both test conditions were determined, and the corresponding equations for the sound quality were obtained from the multiple factor regression method. Finally, a comparative work between previous index and present index was performed to validate the effectiveness of the proposed index.

Development of a Sound Quality Index for the Evaluation of an Intake Noise of a Passenger Car (급가속시 차량의 흡기소음에 대한 음질지수 개발)

  • Lee, J.K.;Park, Y.W.;Chai, J.B.
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.15 no.8 s.101
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    • pp.939-944
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    • 2005
  • In this paper, a sound quality index for the evaluation of the vehicle intake noise was developed through a correlation analysis of the objective measurement and the subjective evaluation. First, intake orifice noise was measured at the wide-open throttle sweep condition. And then, the acoustic transfer function between intake orifice noise and interior noise was measured. Simultaneously, subjective evaluation was carried out with a 10-scale score by 8 special engineers. The correlation analysis between the psychoacoustic parameters derived from the measurement and the subjective evaluation was performed. The most critical factor was determined and the corresponding sound quality index for intake noise was obtained from the multiple factor regression analysis method. Finally, the effectiveness of the proposed index was validated.

Development of an Index for the Evaluation of Intake Booming Noise of a Passenger Car (차량의 흡기부밍소음 평가지수 개발)

  • Park Y. W.;Chai J. B.;Jang H. K.;Lee J. K.
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.14 no.9 s.90
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    • pp.884-890
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    • 2004
  • In this paper, an index for the evaluation of vehicle intake booming noise is developed through a correlation analysis of objective measurement data and subjective evaluation data. First, intake orifice noise is measured at the wide-open test condition. And then, acoustic transfer function between intake orifice noise and interior noise at the steady state condition is estimated. Simultaneously, subjective evaluation was carried out with a ten-scale score by 8 engineers. Next, the correlation analysis between the psycho-acoustic parameters derived from the measured data and the subjective evaluation is performed. The most critical factor was determined and the corresponding index for the intake booming noise is obtained from the multiple factor regression method. At last, the effectiveness of the proposed index is validated.

A study of improving SRM of PID controller using genetic algorithms (유전자알고리즘을 사용한 PID제어기에서의 SRM 성능개선)

  • Suh, K.Y.;Lee, S.H.;Ryu, J.Y.;Mun, S.P.;Lee, N.I.
    • Proceedings of the KIEE Conference
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    • 2000.07b
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    • pp.1146-1150
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    • 2000
  • We propose a new method to deal with the optimized auto-tuning for the PID controller which is used to the process-control in various fields. First of all, in this method, initial values are determined by the Switched Reluctance Motor of system and Ziegler-Nichols method. After deciding binary strings of parents generation using by the fitness values of genetic algorithms, we perform selection, crossover and mutation to generate the descendant generation. The advantage of this method is better than the neural network and multiple regression model method in characteristic of output, and has extent of applying without limit of initial parameters.

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VALIDATION OF ON-LINE MONITORING TECHNIQUES TO NUCLEAR PLANT DATA

  • Garvey, Jamie;Garvey, Dustin;Seibert, Rebecca;Hines, J. Wesley
    • Nuclear Engineering and Technology
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    • v.39 no.2
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    • pp.133-142
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    • 2007
  • The Electric Power Research Institute (EPRI) demonstrated a method for monitoring the performance of instrument channels in Topical Report (TR) 104965, 'On-Line Monitoring of Instrument Channel Performance.' This paper presents the results of several models originally developed by EPRI to monitor three nuclear plant sensor sets: Pressurizer Level, Reactor Protection System (RPS) Loop A, and Reactor Coolant System (RCS) Loop A Steam Generator (SG) Level. The sensor sets investigated include one redundant sensor model and two non-redundant sensor models. Each model employs an Auto-Associative Kernel Regression (AAKR) model architecture to predict correct sensor behavior. Performance of each of the developed models is evaluated using four metrics: accuracy, auto-sensitivity, cross-sensitivity, and newly developed Error Uncertainty Limit Monitoring (EULM) detectability. The uncertainty estimate for each model is also calculated through two methods: analytic formulas and Monte Carlo estimation. The uncertainty estimates are verified by calculating confidence interval coverages to assure that 95% of the measured data fall within the confidence intervals. The model performance evaluation identified the Pressurizer Level model as acceptable for on-line monitoring (OLM) implementation. The other two models, RPS Loop A and RCS Loop A SG Level, highlight two common problems that occur in model development and evaluation, namely faulty data and poor signal selection

A Study on Applying Shrinkage Method in Generalized Additive Model (일반화가법모형에서 축소방법의 적용연구)

  • Ki, Seung-Do;Kang, Kee-Hoon
    • The Korean Journal of Applied Statistics
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    • v.23 no.1
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    • pp.207-218
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    • 2010
  • Generalized additive model(GAM) is the statistical model that resolves most of the problems existing in the traditional linear regression model. However, overfitting phenomenon can be aroused without applying any method to reduce the number of independent variables. Therefore, variable selection methods in generalized additive model are needed. Recently, Lasso related methods are popular for variable selection in regression analysis. In this research, we consider Group Lasso and Elastic net models for variable selection in GAM and propose an algorithm for finding solutions. We compare the proposed methods via Monte Carlo simulation and applying auto insurance data in the fiscal year 2005. lt is shown that the proposed methods result in the better performance.