• 제목/요약/키워드: Auto-Regressive Moving Average

검색결과 89건 처리시간 0.023초

가중 ARMA 필터를 이용한 강인한 음성인식 (Robust Speech Recognition Using Weighted Auto-Regressive Moving Average Filter)

  • 반성민;김형순
    • 말소리와 음성과학
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    • 제2권4호
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    • pp.145-151
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    • 2010
  • In this paper, a robust feature compensation method is proposed for improving the performance of speech recognition. The proposed method is incorporated into the auto-regressive moving average (ARMA) based feature compensation. We employ variable weights for the ARMA filter according to the degree of speech activity, and pass the normalized cepstral sequence through the weighted ARMA filter. Additionally when normalizing the cepstral sequences in training, the cepstral means and variances are estimated from total training utterances. Experimental results show the proposed method significantly improves the speech recognition performance in the noisy and reverberant environments.

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시계열 모델 기반의 계절성에 특화된 S-ARIMA 모델을 사용한 리튬이온 배터리의 노화 예측 및 분석 (Degradation Prediction and Analysis of Lithium-ion Battery using the S-ARIMA Model with Seasonality based on Time Series Models)

  • 김승우;이평연;권상욱;김종훈
    • 전력전자학회논문지
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    • 제27권4호
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    • pp.316-324
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    • 2022
  • This paper uses seasonal auto-regressive integrated moving average (S-ARIMA), which is efficient in seasonality between time-series models, to predict the degradation tendency for lithium-ion batteries and study a method for improving the predictive performance. The proposed method analyzes the degradation tendency and extracted factors through an electrical characteristic experiment of lithium-ion batteries, and verifies whether time-series data are suitable for the S-ARIMA model through several statistical analysis techniques. Finally, prediction of battery aging is performed through S-ARIMA, and performance of the model is verified through error comparison of predictions through mean absolute error.

성능개선을 위한 룩업테이블 하이브리드 퍼지제어 시스템 (Hybrid Fuzzy Control Systems with Look-Up Table for Good Performance)

  • 이평기
    • 한국산업융합학회 논문집
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    • 제19권3호
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    • pp.101-108
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    • 2016
  • I propose a hybrid fuzzy controller with a look-up table to improve the performance of the FARMA(Fuzzy Auto-regressive Moving Average) fuzzy controller. The hybrid structure of the proposed method is composed of a fuzzy controller with a look-up table of the PD type and the FARMA fuzzy controller. The proposed method improves poor performance due to the lack of I/O data to calculate predictive output and shows robust performance over the FARMA fuzzy controller when a incorrect Dmax value is selected by trial and error. I executed some computer simulations on the regulation problem of an inverted pendulum system and compared the results with those of the FARMA fuzzy controller.

Adaptive Kalman Filter Design for an Alignment System with Unknown Sway Disturbance

  • Kim, Jong-Kwon;Woo, Gui-Aee;Cho, Kyeum-Rae
    • International Journal of Aeronautical and Space Sciences
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    • 제3권1호
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    • pp.86-94
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    • 2002
  • The initial alignment of inertial platform for navigation system was considered. An adaptive filtering technique is developed for the system with unknown and varying sway disturbance. It is assumed that the random sway motion is the second order ARMA(Auto Regressive Moving Average) model and performed parameter identification for unknown parameters. Designed adaptive filter contain both a Kalman filter and a self-tuning filter. This filtering system can automatically adapt to varying environmental conditions. To verify the robustness of the filtering system, the computer simulation was performed with unknown and varying sway disturbance.

ARIMA모형을 이용한 코로나19 확진자수 예측 (Prediction of Covid-19 confirmed number of cases using ARIMA model)

  • 김재호;김장영
    • 한국정보통신학회논문지
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    • 제25권12호
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    • pp.1756-1761
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    • 2021
  • 2019년 12월경 후베이 우한시에서 발생한 코로나19 바이러스가 점차 줄어드는 듯 보였으나, 2020년 11월, 2021년 6월 기준으로 점차 늘어나고 있으며, 전세계적으로 총 1억 9천 2백만명, 대한민국 기준 총 확진자는 대략 18만4천명으로 추정된다. 이에 따른 대책으로 중앙재난안전대책본부는 사회적 거리두기 4단계를 시행하면서 강력한 대응책을 내고있지만, 델타바이러스등 전염성이 강한 코로나 변이 바이러스가 기승을 부리면서 국내 일일 확진자 수는 1800명대 까지 증가하게 되었다. 그에따라 코로나바이러스의 심각성을 강조하고자 코로나 누적 확진자 수를 ARIMA 알고리즘을 이용해 예측한다. 그 과정에서 추세와 계절성을 제거하기 위해서 차분을 이용하고, MA, AR, 자기상관함수와 편자기상관함수를 이용해 ARIMA에서 p,d,q값을 결정하고 예측한다. 마지막으로 예측값과 실제값을 비교해 얼마나 잘 예측되었는지 평가한다.

자동 회귀 통합 이동 평균 모델 적용을 통한 한국의 자동차 사고에 대한 시계열 예측 (Time Series Forecasting on Car Accidents in Korea Using Auto-Regressive Integrated Moving Average Model)

  • 신현경
    • 융합정보논문지
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    • 제9권12호
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    • pp.54-61
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    • 2019
  • 최근 들어 IITS는 스마트 시티관련 산업계에서 중요한 주제로 떠오르고 있다. IITS의 주요 목적인 교통체증 (차량 사고에 기인한) 예방책들이 발전된 센서 및 통신 기술의 도움을 받아 다양하게 시도되었다. 관련 연구들에서는 자동차 사고와 사고 위치적 특성, 날씨, 운전자 행동, 시간 등 다양한 요인들과 상관 관계가 있음을 보여주고 있다. 우리 연구는 자동차 사고와 사고 발생 시간 사이의 상관관계에 주제를 집중했다. 본 논문에서는 ARIMA (Auto-Regressive Integrated Moving Average) 자동 회귀, 정상 및 지연 순서를 결정하는 세 가지 요소를 확인하기 위해 ADF (Augmented Dickey-Fuller)를 포함한 ARIMA 테스트를 수행했다. 본 연구 결과로서 시간 별 자동차 충돌 수 예측에 대한 요약을 제시하며, 한국 내 자동차 사고 데이터는 ARIMA 모델에 적용될 수 있음을 보여주었고, 국내 자동차 사고는 하루를 기준으로 일정한 주기가 존재하는 성격을 가지고 있다는 것을 제시했다.

ARMA 모델을 이용한 모바일 셀룰러망의 예측자원 할당기법 (Predictive Resource Allocation Scheme based on ARMA model in Mobile Cellular Networks)

  • 이진이
    • 한국항행학회논문지
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    • 제11권3호
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    • pp.252-258
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    • 2007
  • 무선모바일 통신망에서는 사용자의 이동성보장 기술과 사용자가 요구하는 서비스품질(QoS)을 만족시키기 위한 효율적인 무선자원관리기술이 많이 연구되어 왔다. 본 연구에서는 시계열 예측기법(Time series prediction) 인 ARMA(Auto Regressive Moving Average) 모델을 이용하여 사용자가 요구하는 자원의 양을 예측하여 동적으로 자원을 할당함으로써 사용자의 이동성에 따른 QoS를 보장할 수 있는 자원할당방법을 제안한다. 제안한 방법은 ARMA 예측모델을 사용하여 이전에 핸드오프연결이 사용한 채널 수를 기초로 앞으로 필요로 하는 채널 수를 예측하여 예약함으로써 원하는 핸드오프 손실률에서 서비스가 이루어지도록 한다. 시뮬레이션을 통하여 기존의 RCS(Reserved channel scheme) 방법과 비교하여 핸드오프 연결의 손실률과 자원의 이용률에서 우수함을 보인다.

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Prediction of Hydrogen Masers' Behaviors Against UTCr with R

  • Lee, Ho Seong;Kwon, Taeg Yong;Lee, Young Kyu;Yang, Sung-hoon;Yu, Dai-Hyuk
    • Journal of Positioning, Navigation, and Timing
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    • 제9권2호
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    • pp.89-98
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    • 2020
  • Prediction of clock behaviors is necessary to generate very high stable system time which is essential for a satellite navigation system. For the purpose, we applied the Auto-Regressive Integrated Moving Average (ARIMA) model to the prediction of two hydrogen masers' behaviors with respect to the rapid Coordinated Universal Time (UTCr). Using the packaged programming language R, we made an analysis and prediction of time series data of [UTCr - clocks]. The maximum variation width of the residuals which were obtained by the difference between the predicted and measured values, was 6.2 ns for 106 days. This variation width was just one-sixth of [UTCr-UTC (KRIS)] published by the BIPM for the same period. Since the two hydrogen masers were found to be strongly correlated, we applied the Vector Auto-Regressive Moving Average (VARMA) model for more accurate prediction. The result showed that the prediction accuarcy was improved by two times for one hydrogen maser.

A novel SARMA-ANN hybrid model for global solar radiation forecasting

  • Srivastava, Rachit;Tiwaria, A.N.;Giri, V.K.
    • Advances in Energy Research
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    • 제6권2호
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    • pp.131-143
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    • 2019
  • Global Solar Radiation (GSR) is the key element for performance estimation of any Solar Power Plant (SPP). Its forecasting may help in estimation of power production from a SPP well in advance, and may also render help in optimal use of this power. Seasonal Auto-Regressive Moving Average (SARMA) and Artificial Neural Network (ANN) models are combined in order to develop a hybrid model (SARMA-ANN) conceiving the characteristics of both linear and non-linear prediction models. This developed model has been used for prediction of GSR at Gorakhpur, situated in the northern region of India. The proposed model is beneficial for the univariate forecasting. Along with this model, we have also used Auto-Regressive Moving Average (ARMA), SARMA, ANN based models for 1 - 6 day-ahead forecasting of GSR on hourly basis. It has been found that the proposed model presents least RMSE (Root Mean Square Error) and produces best forecasting results among all the models considered in the present study. As an application, the comparison between the forecasted one and the energy produced by the grid connected PV plant installed on the parking stands of the University shows the superiority of the proposed model.

시계열예측에 대한 역전파 적용에 대한 결정적, 추계적 가상항 기법의 효과 (The Effect of Deterministic and Stochastic VTG Schemes on the Application of Backpropagation of Multivariate Time Series Prediction)

  • 조태호
    • 한국정보처리학회:학술대회논문집
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    • 한국정보처리학회 2001년도 추계학술발표논문집 (상)
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    • pp.535-538
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    • 2001
  • Since 1990s, many literatures have shown that connectionist models, such as back propagation, recurrent network, and RBF (Radial Basis Function) outperform the traditional models, MA (Moving Average), AR (Auto Regressive), and ARIMA (Auto Regressive Integrated Moving Average) in time series prediction. Neural based approaches to time series prediction require the enough length of historical measurements to generate the enough number of training patterns. The more training patterns, the better the generalization of MLP is. The researches about the schemes of generating artificial training patterns and adding to the original ones have been progressed and gave me the motivation of developing VTG schemes in 1996. Virtual term is an estimated measurement, X(t+0.5) between X(t) and X(t+1), while the given measurements in the series are called actual terms. VTG (Virtual Tern Generation) is the process of estimating of X(t+0.5), and VTG schemes are the techniques for the estimation of virtual terms. In this paper, the alternative VTG schemes to the VTG schemes proposed in 1996 will be proposed and applied to multivariate time series prediction. The VTG schemes proposed in 1996 are called deterministic VTG schemes, while the alternative ones are called stochastic VTG schemes in this paper.

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