• Title/Summary/Keyword: Auto-Regressive Model

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Development and Implementation of Brushless DC Motor Controlles Based on Inteligent Control

  • Park, Jin-Hyun;Park, Young-Kiu
    • Journal of Electrical Engineering and information Science
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    • v.2 no.3
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    • pp.61-65
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    • 1997
  • This paper proposes an intelligent controller for brushless DC motor and load with unknown nonlinear dynamics. The proposed intelligent control system consists of a plant identifier and PID controller with varying gains. The identifier is constructed using an Auto Regressive Moving Average (ARMA) model. In order to tune the parameters of the identifier and the gains of the PID controller efficiently, e also propose a modified Evolution Strategy. Experimental results show that the proposed intelligent controller for brushless DC motor has good control performance under unknown disturbance.

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Training-Based Noise Reduction Method Considering Noise Correlation for Visual Quality Improvement of Recorded Analog Video (녹화된 아날로그 영상의 화질 개선을 위한 잡음 연관성을 고려한 학습기반 잡음개선 기법)

  • Kim, Sung-Deuk;Lim, Kyoung-Won
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.47 no.6
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    • pp.28-38
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    • 2010
  • In order to remove the noise contained in recorded analog video, it is important to recognize the real characteristics and strength of the noise. This paper presents an efficient training-based noise reduction method for recorded analog video after analyzing the noise characteristics of analog video captured in a real broadcasting system. First we show that there is non-negligible noise correlation in recorded analog video and describe the limitations of the traditional noise estimation and reduction methods based on additive white Gaussian noise (AWGN) model. In addition, we show that auto-regressive (AR) model considering noise correlation can be successfully utilized to estimate and synthesize the noise contained in the recorded analog video, and the estimated AR parameters are utilized in the training-based noise reduction scheme to reduce the video noise. Experiment results show that the proposed method can be efficiently applied for noise reduction of recorded analog video with non-negligible noise correlation.

Prediction of Dissolved Oxygen in Jindong Bay Using Time Series Analysis (시계열 분석을 이용한 진동만의 용존산소량 예측)

  • Han, Myeong-Soo;Park, Sung-Eun;Choi, Youngjin;Kim, Youngmin;Hwang, Jae-Dong
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.26 no.4
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    • pp.382-391
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    • 2020
  • In this study, we used artificial intelligence algorithms for the prediction of dissolved oxygen in Jindong Bay. To determine missing values in the observational data, we used the Bidirectional Recurrent Imputation for Time Series (BRITS) deep learning algorithm, Auto-Regressive Integrated Moving Average (ARIMA), a widely used time series analysis method, and the Long Short-Term Memory (LSTM) deep learning method were used to predict the dissolved oxygen. We also compared accuracy of ARIMA and LSTM. The missing values were determined with high accuracy by BRITS in the surface layer; however, the accuracy was low in the lower layers. The accuracy of BRITS was unstable due to the experimental conditions in the middle layer. In the middle and bottom layers, the LSTM model showed higher accuracy than the ARIMA model, whereas the ARIMA model showed superior performance in the surface layer.

An Effective Training Pattern Processing Method for ATM Connection Admission Control Using the Neural Network (신경회로망을 이용한 ATM 연결 수락 제어를 위한 효율적인 학습패턴 처리 기법)

  • Kwon, Oh-Jun;Jeon, Hyoung-Goo;Kwon, Soon-Kak;Kim, Tai-Suk;Lee, Jeong-Bae
    • The KIPS Transactions:PartB
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    • v.9B no.2
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    • pp.173-180
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    • 2002
  • The virtual cell loss rate was introduced for the training pattern of the neural network in the VOB(Virtual Output Buffer) model. The VOB model shows that the neural network can find the connection admission boundary without the real cell loss rate. But the VOB model tends to overestimate the cell loss rate, so the utilization of network is low. In this paper, we uses the reference curve of the cell loss rate, which contains the information about the cell loss rate at the connection admission boundary. We process the patterns of the virtual cell loss rate using the reference curve, We performed the simulation with two major ATM traffic classes. One is On-Off traffic class that has the traffic characteristic of LAN data and other is Auto-Regressive traffic class that has the traffic characteristic of a video image communication.

A Study on the Traffic Volume Correction and Prediction Using SARIMA Algorithm (SARIMA 알고리즘을 이용한 교통량 보정 및 예측)

  • Han, Dae-cheol;Lee, Dong Woo;Jung, Do-young
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.20 no.6
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    • pp.1-13
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    • 2021
  • In this study, a time series analysis technique was applied to calibrate and predict traffic data for various purposes, such as planning, design, maintenance, and research. Existing algorithms have limitations in application to data such as traffic data because they show strong periodicity and seasonality or irregular data. To overcome and supplement these limitations, we applied the SARIMA model, an analytical technique that combines the autocorrelation model, the Seasonal Auto Regressive(SAR), and the seasonal Moving Average(SMA). According to the analysis, traffic volume prediction using the SARIMA(4,1,3)(4,0,3) 12 model, which is the optimal parameter combination, showed excellent performance of 85% on average. In addition to traffic data, this study is considered to be of great value in that it can contribute significantly to traffic correction and forecast improvement in the event of missing traffic data, and is also applicable to a variety of time series data recently collected.

An Efficient QoS-Aware Bandwidth Re-Provisioning Scheme in a Next Generation Wireless Packet Transport Network (차세대 이동통신 패킷 수송망에서 서비스 품질을 고려한 효율적인 대역폭 재할당 기법)

  • Park, Jae-Sung
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.1A
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    • pp.30-37
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    • 2006
  • In this paper, we propose a QoS-aware efficient bandwidth re-provisioning scheme in a next generation wireless packet transport network. At the transport network layer, it classifies the traffic of the radio network layer into a real time class and a non-real time class. Using an auto-regressive time-series model and a given packet loss probability, our scheme predicts the needed bandwidth of the non-real time class at every re-provisioning interval. Our scheme increases the system capacity by releasing the unutilized bandwidth of the non-real time traffic class for the real-time traffic class while insuring a controllable upper bound on the packet loss probability of a non-real time traffic class. Through empirical evaluations using the real Internet traffic traces, our scheme is validated that it can increase the bandwidth efficiency while guaranteeing the quality of service requirements of the non-real time traffic class.

Nonlinear Modeling of Super-RENS System Using a Neural Networks (신경망을 이용한 Super-RENS 시스템의 비선형 모델링)

  • Seo, Man-Jung;Im, Sung-Bin;Lee, Jae-Jin
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.45 no.3
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    • pp.53-60
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    • 2008
  • Recently, various recording technologies are studied for optical data storage. After standardization of BD (Blue-ray Disc) and HD-DVD (High-Definition Digital Versatile Disc), the industry is looking for a suitable technology for next generation optical data storage. Super-RENS (Super-resolution near field structure) technique, which is capable of compatibility with other systems, is one of next optical data storage. In this paper, we analyze the nonlinearity of Super-RENS read-out signal through the bicoherence test, which uses HOS (Higher-Order Statistics) and apply neural networks for nonlinear modeling. The model structure considered in this paper is the NARX (Nonlinear AutoRegressive eXogenous) model. The experiment results indicate that the read-out signals have nonlinear characteristics. In addition, it verified the possibility that neural networks can be utilized for nonlinear modeling of Super-RENS systems.

A study on longitudinal relationship with academic stress, math self-efficacy, and math class engagement : Using auto regressive cross-lagged model (학업스트레스, 수학자기효능감, 수학수업참여에 관한 종단연구 : 자기회귀교차지연모형을 적용하여)

  • Song, Hyo seob;Jung, Hee sun
    • The Mathematical Education
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    • v.61 no.2
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    • pp.359-373
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    • 2022
  • This study aims to examine the differences in the longitudinal relationship between academic stress, mathematics self-efficacy, and engagement in mathematics class according to the math achievement level. According to the results, academic stress, math self-efficacy, and math class engagement were stable over time for the high and low groups. Also, In the high group, math self-efficacy had a negative longitudinal mediation effect in the influence of academic stress to math class engagement. Whereas, in the low group math class engagement had a positive longitudinal mediation effect in the influence of academic stress to math self-efficacy. This means that the academic stress affects differently according to the math achievement level, and mathematics teachers should reflect these results in their teaching/learning strategies so that students can increase their mathematics self-efficacy along with their engagement in mathematics classes.

A Study on the Identification of Nonlinear Vibration System with Stick Slip Friction (Stick-Slip 마찰이 있는 비선형 진동 시스템의 규명에 관한 연구)

  • 허인호;이병림;이재응
    • Journal of KSNVE
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    • v.10 no.3
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    • pp.451-456
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    • 2000
  • In this paper a discrete time model for the identification of nonlinear vibration system with stick-slip friction is proposed. The proposed model can handle the highly nonlinear behavior of the friction such as stick-slip phenomenon and Stribeck effect. The basic idea of the proposed model is as follows : If the nonlinearity of the system can be predicted as a simple function then this nonlinear function term cab be directly used in the discrete time model. By doing this the number of nonlinear terms in the model can be much less than those of NARMAX model which is widely used nonlinear discrete model. The simulation result shows that the proposed model can estimate the response of the nonlinear vibration system with stick-slip friction very well with less computational effort.

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Systematic Risk Analysis on Bitcoin Using GARCH Model (GARCH 모형을 활용한 비트코인에 대한 체계적 위험분석)

  • Lee, Jung Mann
    • Journal of Information Technology Applications and Management
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    • v.25 no.4
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    • pp.157-169
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    • 2018
  • The purpose of this study was to examine the volatility of bitcoin, diagnose if bitcoin are a systematic risk asset, and evaluate their effectiveness by estimating market beta representing systematic risk using GARCH (Generalized Auto Regressive Conditional Heteroskedastieity) model. First, the empirical results showed that the market beta of Bitcoin using the OLS model was estimated at 0.7745. Second, using GARCH (1, 2) model, the market beta of Bitcoin was estimated to be significant, and the effects of ARCH and GARCH were found to be significant over time, resulting in conditional volatility. Third, the estimated market beta of the GARCH (1, 2), AR (1)-GARCH (1), and MA (1)-GARCH (1, 2) models were also less than 1 at 0.8819, 0.8835, and 0.8775 respectively, showing that there is no systematic risk. Finally, in terms of efficiency, GARCH model was more efficient because the standard error of a market beta was less than that of the OLS model. Among the GARCH models, the MA (1)-GARCH (1, 2) model considering non-simultaneous transactions was estimated to be the most appropriate model.