• Title/Summary/Keyword: Auto-Regressive Model

Search Result 189, Processing Time 0.032 seconds

Identification of a Parametric ARX Model of a Steam Generation and Exhaust Gases for Refuse Incineration Plants (소각 프린트의 증기발생 및 배기가스에 대한 파라메트릭 ARX 모델규명)

  • Hwang, Lee-Cheol
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.8 no.7
    • /
    • pp.556-562
    • /
    • 2002
  • This paper studies the identification of a combustion model, which is used to design a linear controller of a steam generation quantity and harmful exhaust gases of a Refuse Incineration Plant(RIP). Even though the RIP has strong nonlinearities and complexities, it is identified as a MIMO parametric ARX model from experimental input-output data sets. Unknown model parameters are decided from experimental input-output data sets, using system identification algorithm based on Instrumental Variables(IV) method. It is shown that the identified model well approximates the input-output combustion characteristics.

A Study on Identification of State-Space Model for Refuse Incineration Plant (쓰레기 소각플랜트의 상태공간모델 규명에 관한 연구)

  • Hwang, l-Cheol;Jeon, Chung-Hwan;Lee, Jin-Kul
    • Transactions of the Korean Society of Mechanical Engineers B
    • /
    • v.24 no.3
    • /
    • pp.354-362
    • /
    • 2000
  • This paper identifies a discrete-time linear combustion model of Refuse Incineration Plant(RIP) which characterizes steam generation quantity, where the RIP is considered as a MIMO system with thirteen-inputs and one-output. The structure of RIP model is described as an ARX model which are analytically obtained from the combustion dynamics. Furthermore, using the Instrumental Variable(IV) identification algorithm, model structure and unknown parameters are identified from experimental input-output data sets, In result, it is shown that the identified ARX model well approximates the input-output combustion characteristics given by experimental data sets.

Model Identification of Refuse Incineration Plants (쓰레기 소각 플랜트의 모델규명)

  • Hwang, I.C.;Kim, J.W.
    • Journal of Power System Engineering
    • /
    • v.3 no.2
    • /
    • pp.34-41
    • /
    • 1999
  • This paper identifies a linear combustion model of Refuse Incineration Plant(RIP) which characterizes its combustion dynamics, where the proposed model has thirteen-inputs and one-output. The structure of the RIP model is given as an ARX model which obtained from the theoretical analysis. And then, some unknown model parameters are decided from experimental input-output data sets, using system identification algorithm based on Instrumental Variables(IV) method. In result, it is shown that the proposed model well approximates the input-output combustion characteristics riven by experimental data sets.

  • PDF

A Method to Enhance Dynamic Range for Seismic Sensor Using ARMA Modelling of Low Frequency Noise and Kalman Filtering (지진계 저주파수 잡음의 ARMA 모델링 및 칼만필터를 이용한 지진계 동적범위 향상 방법)

  • Seong, Sang-Man;Lee, Byeung-Leul;Won, Jang-Ho
    • Journal of the Korea institute for structural maintenance and inspection
    • /
    • v.19 no.4
    • /
    • pp.43-48
    • /
    • 2015
  • In this study, a method to enhance the dynamic range of seismic sensor is proposed. The low frequency noise included in the measurement of seismic sensor is modelled as an ARMA(Auto Regressive Moving Average) model and the order and parameters of the model are identified through system identification method. The identified noise model is augmented into Kalmman filter which estimate seismic signal from sensor measurement. The proposed method is applied to a newly developed seismic sensor which is MEMS based 3-axis accelerometer type. The experiment show that the proposed method can enhance the dynamic range compared to the simple low pass filtering.

Forecast of Korea Defense Expenditures based on Time Series Models

  • Park, Kyung Ok;Jung, Hye-Young
    • Communications for Statistical Applications and Methods
    • /
    • v.22 no.1
    • /
    • pp.31-40
    • /
    • 2015
  • This study proposes a mathematical model that can forecast national defense expenditures. The ongoing European debt crisis weighs heavily on markets; consequently, government spending in many countries will be constrained. However, a forecasting model to predict military spending is acutely needed for South Korea because security threats still exist and the estimation of military spending at a reasonable level is closely related to economic growth. This study establishes two models: an Auto-Regressive Moving Average model (ARIMA) based on past military expenditures and Transfer Function model with the Gross Domestic Product (GDP), exchange rate and consumer price index as input time series. The proposed models use defense spending data as of 2012 to create defense expenditure forecasts up to 2025.

Analysis of PM10 Concentration using Auto-Regressive Error Model at Pyeongtaek City in Korea (자기회귀오차모형을 이용한 평택시 PM10 농도 분석)

  • Lee, Hoon-Ja
    • Journal of Korean Society for Atmospheric Environment
    • /
    • v.27 no.3
    • /
    • pp.358-366
    • /
    • 2011
  • The purpose of this study was to analyze the monthly and seasonal PM10 data using the Autoregressive Error (ARE) model at the southern part of the Gyeonggi-Do, Pyeongtaek monitoring site in Korea. In the ARE model, six meteorological variables and four pollution variables are used as the explanatory variables. The six meteorological variables are daily maximum temperature, wind speed, amount of cloud, relative humidity, rainfall, and global radiation. The four air pollution variables are sulfur dioxide ($SO_2$), nitrogen dioxide ($NO_2$), carbon monoxide (CO), and ozone ($O_3$). The result shows that monthly ARE models explained about 17~49% of the PM10 concentration. However, the ARE model could be improved if we add the more explanatory variables in the model.

Stochastic Simulation Model for non-stationary time series using Wavelet AutoRegressive Model

  • Moon, Young-Il;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2007.05a
    • /
    • pp.1437-1440
    • /
    • 2007
  • Many hydroclimatic time series are marked by interannual and longer quasi-period features that are associated with narrow band oscillatory climate modes. A time series modeling approach that directly considers such structures is developed and presented. The essence of the approach is to first develop a wavelet decomposition of the time series that retains only the statistically significant wavelet components, and to then model each such component and the residual time series as univariate autoregressive processes. The efficacy of this approach is demonstrated through the simulation of observed and paleo reconstructions of climate indices related to ENSO and AMO, tree ring and rainfall time series. Long ensemble simulations that preserve the spectral attributes of the time series in each ensemble member can be generated. The usual low order statistics are preserved by the proposed model, and its long memory performance is superior to the direction application of an autoregressive model.

  • PDF

Identification of Model Parameters by Sequential Prediction Error Method (순차적 예측오차 방법에 의한 구조물의 모우드 계수 추정)

  • 윤정방;이창근
    • Computational Structural Engineering
    • /
    • v.3 no.4
    • /
    • pp.143-148
    • /
    • 1990
  • The modal parameter estimations of linear multi-degree-of-freedom structural dynamic systems are carried out in time domain. For this purpose, the equation of motion is transformed into the auto regressive and moving average model with auxiliary stochastic input(ARMAX) model. The parameters of the ARMAX model are estimated by using the sequential prediction error method. Then the modal parameters of the system are obtained thereafter. Experimental results are given for a 3-story budding model subject to ground exitations.

  • PDF

Modeling Exponential Growth in Population using Logistic, Gompertz and ARIMA Model: An Application on New Cases of COVID-19 in Pakistan

  • Omar, Zara;Tareen, Ahsan
    • International Journal of Computer Science & Network Security
    • /
    • v.21 no.1
    • /
    • pp.192-200
    • /
    • 2021
  • In the mid of the December 2019, the virus has been started to spread from China namely Corona virus. It causes fatalities globally and WHO has been declared as pandemic in the whole world. There are different methods which can fit such types of values which obtain peak and get flattened by the time. The main aim of the paper is to find the best or nearly appropriate modeling of such data. The three different models has been deployed for the fitting of the data of Coronavirus confirmed patients in Pakistan till the date of 20th November 2020. In this paper, we have conducted analysis based on data obtained from National Institute of Health (NIH) Islamabad and produced a forecast of COVID-19 confirmed cases as well as the number of deaths and recoveries in Pakistan using the Logistic model, Gompertz model and Auto-Regressive Integrated Moving Average Model (ARIMA) model. The fitted models revealed high exponential growth in the number of confirmed cases, deaths and recoveries in Pakistan.

PREDICTION OF FAULT TREND IN A LNG PLANT USING WAVELET TRANSFORM AND ARIMA MODEL

  • Yeonjong Ju;Changyoon Kim;Hyoungkwan Kim
    • International conference on construction engineering and project management
    • /
    • 2009.05a
    • /
    • pp.388-392
    • /
    • 2009
  • Operation of LNG (Liquefied Natural Gas) plants requires an effective maintenance strategy. To this end, the long-term and short-term trend of faults, such as mechanical and electrical troubles, should be identified so as to take proactive approach for ensuring the smooth and productive operation. However, it is not an easy task to predict the fault trend in LNG plants. Many variables and unexpected conditions make it quite difficult for the facility manager to be well prepared for future faulty conditions. This paper presents a model to predict the fault trend in a LNG plant. ARIMA (Auto-Regressive Integrated Moving Average) model is combined with Wavelet Transform to enhance the prediction capability of the proposed model. Test results show the potential of the proposed model for the preventive maintenance strategy.

  • PDF