• The Korean Journal of Applied Statistics
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• v.36 no.1
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• pp.21-32
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• 2023

The amount of money processed in medicine from the Korea Consumer Agency was studied by the various time series models. The medical data set from the Korea Consumer Agency were consisted of counseling, damage relief and conciliation. For the analysis of time series, autoregressive moving average model, vector autoregressive model and the transfer function model were used. We considered the stationarity and cross correlation function for the identification and fitting. As a result, the transfer function model showed a better prediction. Whereas, the vector autoregressive model also provided good information for the degree and duration of the influence of variables.

• Proceedings of the Korea Water Resources Association Conference
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• 1993.07a
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• pp.409-415
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• 1993

• Journal of the Korean Data and Information Science Society
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• v.17 no.2
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• pp.475-486
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• 2006

Space time series data can be viewed either as a set of time series collected simultaneously at a number of spatial locations or as sets of spatial data collected at a number of time points. The major purpose of this article is to formulate a class of space time autoregressive moving average (STARMA) model, to discuss some of the their statistical properties such as model identification approaches, some procedure for estimation and the predictions. For illustration, we apply this STARMA model to the mumps data. The data set of mumps cases consists of the number of cases of mumps reported from twelve states monthly over the years 1969-1988.

• The Transactions of the Korean Institute of Power Electronics
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• v.11 no.2
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• pp.159-163
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• 2006

In order to tune the speed controller in the linear servo applications an accurate information of a mover mass including a load mass is always required. This paper suggests the mass estimation method of a permanent magnet linear synchronous motor(PMLSM) 4y using the parameter estimation method of Least-Squares algorithm. First, the deterministic autoregressive moving average(DARMA) model of the mechanical dynamic system is derived. Then the application of the Least-Squares algorithm shows that the mass can be accurately estimated both in the simulation results and in the experimental results.

• 한국태양에너지학회:학술대회논문집
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• 2008.11a
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• pp.288-293
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• 2008

A predictive model of wind speed in the wind farm has very important meanings. This paper presents an estimation model of wind speed based on time series analysis using the observed wind data at Hangyeong Wind Farm in Jeju island, and verification of the predictive model. In case of Hangyeong Wind Farm and Haengwon Wind Farm, The ARIMA(Autoregressive Integrated Moving Average) predictive model was appropriate, and the wind speed estimation model was developed by means of parametric estimation using Maximum likelihood Estimation.

• Journal of the Korean Data and Information Science Society
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• v.23 no.6
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• pp.1117-1125
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• 2012

The occurrence of food poisoning is usually modeled by meteorological variables like the temperature and the humidity. In this paper, we investigate the relationship between food poisoning occurrence and climate variables in Korea and compare Poisson regression and autoregressive moving average model to select the forecast model. We confirm that lagged climate variables affect the food poisoning occurrences. However, it turns out that, from the viewpoint of the prediction, the number of previous occurrences is more influential to the current occurrence than meteorological variables and Poisson regression model is less reliable.

• Journal of the Korean Society of Industry Convergence
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• v.6 no.4
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• pp.393-399
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• 2003

In this paper, a self-organizing fuzzy logic controller with hybrid structure is proposed. The structure of the proposed method is composed of a basic fuzzy logic controller and the FARMA SOC(Fuzzy Autoregressive Moving Average Self-organizing Controller). The self-organizing cntroller with hybrid structure has advantage over the FARMA controller as follows. The proposed controller improves poor performance due to the lack of I/O data to calculate predictive output. I executed some computer simulations on the regulation problem of an inverted pendulum system and compared the results of the proposed method with those of the FARMA SOC method.

• Communications for Statistical Applications and Methods
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• v.25 no.4
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• pp.431-442
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• 2018

This paper highlights the computational explosion issues in the autoregressive moving average approach of frequency estimation of sinusoidal data with a large sample size. A new algorithm is proposed to circumvent the computational explosion difficulty in the conditional least-square estimation method. Notice that sinusoidal pattern can be generated by a non-invertible non-stationary autoregressive moving average (ARMA) model. The computational explosion is shown to be closely related to the non-invertibility of the equivalent ARMA model. Simulation studies illustrate the computational explosion phenomenon and show that the proposed algorithm can efficiently overcome computational explosion difficulty. Real data example of sunspot number is provided to illustrate the application of the proposed algorithm to the time series data exhibiting sinusoidal pattern.

• Journal of Institute of Control, Robotics and Systems
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• v.22 no.8
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• pp.650-655
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• 2016

In this paper, a novel RLS-based DOB (Recursive Least Squares Disturbance Observer) scheme is proposed to improve the performance of DOB for nominal model identification. A nominal model can be generally assumed to be a second order system in the form of a proper transfer function of an ARMA (Autoregressive Moving Average) model. The RLS algorithm for the model identification is proposed in association with DOB. Experimental studies of the balancing control of a one-wheel robot are conducted to demonstrate the feasibility of the proposed method. The performances between the conventional DOB scheme and the proposed scheme are compared.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.34 no.4
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• pp.57-65
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• 2011

Monitoring auto correlated processes is prevalent in recent manufacturing environments. As a proactive control for manufacturing processes is emphasized especially in the semiconductor industry, it is natural to monitor real-time status of equipment through sensor rather than resultant output status of the processes. Equipment's sensor data show various forms of correlation features. Among them, considerable amount of sensor data, statistically autocorrelated, is well represented by Box-Jenkins autoregressive moving average (ARMA) model. In this paper, we present a design method of statistical process control (SPC) used for monitoring processes represented by the ARMA model. The proposed method shows benefits in the power of detecting process changes, and considers robustness to ARMA modeling errors simultaneously. We prove benefits through Monte carlo simulation-based investigations.