• Journal of the Korean Society of Manufacturing Process Engineers
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• v.2 no.2
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• pp.60-66
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• 2003

For the estimation of chatter lobe boundary it is very important to calculate the natural mode of cutting process. There are many time series algorithms for getting the natural mode of structural endmilling dynamics considering the cutting process. In this study, we have compared several time series methods such as AR algorithm, ARX, ARMAX, ARMA, Box Jenkins, Output Error, Recursive ARX, Recursive ARMAX considering the sampling frequency. As a results, the ARX, ARMAX and IV 4 are more desirable algorithms for the calculation of modal parameters such as natural frequency and damping ratio In endmilling operation. Also these algorithms may be adopted for the natural mode estimation of endmilling operation for chatter lobe prediction.

• Science of Emotion and Sensibility
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• v.1 no.1
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• pp.93-103
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• 1998

In this paper, we present change of human sensiblity when the 26 healthy female subjects were exposed with visual picture stimulus. We used Intermational Affective Picture System as the visual stimulus. The methods are AutoRegressive(AR) spectrum which is a linear method and Return Map which is a nonlinear mithod. SR spectrum may variability(HRV). The LF/HF of HRV and the variation of Return Map were analyzed from ECG signal of the female subjects. Return Map of RR intervals were analyzed by computiong the variation. When the subjets were stimulated by the pleasant pictures, LF/HF and variation were decreased compared with unpleasant stimulus, We may obtain good parameters for the measurement of the change of human sensibility for the visual picture stimulus.

• 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.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.12 no.4
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• pp.1489-1503
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• 2018

Spectrum reuse has attracted much concern of researchers and scientists, however, the dynamic spectrum access is challenging, since an individual secondary user usually just has limited sensing abilities. One key insight is that spectrum usage forecasting among secondary users, this inspiration enables users to obtain more informed spectrum opportunities. Therefore, spectrum usage forecasting is vital to cognitive radio networks (CRNs). With this insight, a spectrum usage forecasting model for the occurrence of primary users prediction is derived in this paper. The proposed model is based on auto regressive enhanced primary user emergence reasoning (AR-PUER), which combines linear prediction and primary user emergence reasoning. Historical samples are selected to train the spectrum usage forecasting model in order to capture the current distinction pattern of primary users. The proposed scheme does not require the knowledge of signal or of noise power. To verify the performance of proposed spectrum usage forecasting model, we apply it to the data during the past two months, and then compare it with some other sensing techniques. The simulation results demonstrate that the spectrum usage forecasting model is effective and generates the most accurate prediction of primary users occasion in several cases.

• The Journal of the Acoustical Society of Korea
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• v.24 no.4
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• pp.217-223
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• 2005

In this paper, we propose a predictive block constrained trellis coded quantization (BC-TCQ) to quantize cepstral coefficients for the distributed speech recognition. For Prediction of the cepstral coefficients. the 1st order auto-regressive (AR) predictor is used. To quantize the prediction error signal effectively. we use a BC-TCQ. The performance is compared to the split vector quantizers used in the ETSI standard, demonstrating reduction in the cepstral distance and computational complexity.

• Smart Structures and Systems
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• v.4 no.6
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• pp.759-777
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• 2008

A wireless sensing system is designed for application to structural monitoring and damage detection applications. Embedded in the wireless monitoring module is a two-tier prediction model, the auto-regressive (AR) and the autoregressive model with exogenous inputs (ARX), used to obtain damage sensitive features of a structure. To validate the performance of the proposed wireless monitoring and damage detection system, two near full scale single-story RC-frames, with and without brick wall system, are instrumented with the wireless monitoring system for real time damage detection during shaking table tests. White noise and seismic ground motion records are applied to the base of the structure using a shaking table. Pattern classification methods are then adopted to classify the structure as damaged or undamaged using time series coefficients as entities of a damage-sensitive feature vector. The demonstration of the damage detection methodology is shown to be capable of identifying damage using a wireless structural monitoring system. The accuracy and sensitivity of the MEMS-based wireless sensors employed are also verified through comparison to data recorded using a traditional wired monitoring system.

• Journal of KIISE:Computing Practices and Letters
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• v.16 no.1
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• pp.23-34
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• 2010

As the number of user increases according to the improvement of the network, the multi-thread schemes are used to process the service requests of several users who are connected simultaneously. The static thread pool scheme has the problem of occupying a static amount of system resources. On the other hand, the dynamic thread pool scheme can control the number of threads according to the users' requests. However, it has disadvantage that this scheme cannot react to the requests which are larger than the maximum value assigned. In this paper, a web server using a learning-based dynamic thread pool scheme is suggested, which will be running on a server programming of a multi-thread environment. The suggested scheme adds the creation of the threads through the prediction of the next number of periodic requests using Auto Regressive scheme with the web server apache worker MPM (Multi-processing Module). Unlike previous schemes, in order to set the exact number of the necessary threads during the unchanged number of work requests in a certain period, K-Nearest Neighbor algorithm is used to learn the number of threads in advance according to the number of requests. The required number of threads is set by comparing with the previously learned objects. Then, the similar objects are selected to decide the number of the threads according to the request, and they create the threads. In this paper, the response time has decreased by modifying the number of threads dynamically, and the system resources can be used more efficiently by managing the number of threads according to the requests.

• 전자공학회논문지 IE
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• v.43 no.3
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• pp.41-48
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• 2006

In this paper, we propose a new active queue management (AQM) scheme by utilizing the predictability of the Internet traffic. The proposed scheme predicts future traffic input rate by using the auto-regressive (AR) time series model and determines the future congestion level by comparing the predicted input rate with the service rate. If the congestion is expected, the packet drop probability is dynamically adjusted to avoid the anticipated congestion level. Unlike the previous AQM schemes which use the queue length variation as the congestion measure, the proposed scheme uses the variation of the traffic input rate as the congestion measure. By predicting the network congestion level, the proposed scheme can adapt more rapidly to the changing network condition and stabilize the average queue length and its variation even if the traffic input level varies widely. Through ns-2 simulation study in varying network environments, we compare the performance among RED, Adaptive RED (ARED), REM, Predicted AQM (PAQM) and the proposed scheme in terms of average queue length and packet drop rate, and show that the proposed scheme is more adaptive to the varying network conditions and has shorter response time.

• Journal of Korea Water Resources Association
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• v.39 no.12 s.173
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• pp.997-1012
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• 2006

We have presented a nonparametric stochastic approach for the SOI(Southern Oscillation Index) series that used nonlinear methodology called Nonlinear AutoRegressive(NAR) based on conditional kernel density function and CAFPE(Corrected Asymptotic Final Prediction Error) lag selection. The fitted linear AR model represents heteroscedasticity, and besides, a BDS(Brock - Dechert - Sheinkman) statistics is rejected. Hence, we applied NAR model to the SOI series. We can identify the lags 1, 2 and 4 are appropriate one, and estimated conditional mean function. There is no autocorrelation of residuals in the Portmanteau Test. However, the null hypothesis of normality and no heteroscedasticity is rejected in the Jarque-Bera Test and ARCH-LM Test, respectively. Moreover, the lag selection for conditional standard deviation function with CAFPE provides lags 3, 8 and 9. As the results of conditional standard deviation analysis, all I.I.D assumptions of the residuals are accepted. Particularly, the BDS statistics is accepted at the 95% and 99% significance level. Finally, we split the SOI set into a sample for estimating themodel and a sample for out-of-sample prediction, that is, we conduct the one-step ahead forecasts for the last 97 values (15%). The NAR model shows a MSEP of 0.5464 that is 7% lower than those of the linear model. Hence, the relevance of the NAR model may be proved in these results, and the nonparametric NAR model is encouraging rather than a linear one to reflect the nonlinearity of SOI series.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.28 no.10
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• pp.794-801
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• 2017

In this paper, we proposed airborne target recognition using multi-channel combining method in DTV-based passive radar. By combining multi-channel signals, we obtained the HRRP with sufficient range resolution. HRRP was obtained by AR method or zero-padding. From the obtained HRRP, we extracted scattering centers by CLEAN algorithm using the gradient descent. We extracted feature vectors and performed target recognition after training neural network using the extracted feature vectors. To verify performance of proposed methods, we assumed frequency bands of three broadcasting transmitters operated in Korea(Mt. Gwan-ak, Mt. Yong-moon, Kyeon-wol-ak) and used full scale 3D CAD model of four targets. Also we compared the target recognition performance of the proposed method with that of using only single-channel of three broadcasting transmitters. As a result, proposed methods showed better performance than using only single-channel at three broadcasting transmitters.