• The Transactions of the Korean Institute of Electrical Engineers A
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• v.53 no.7
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• pp.405-413
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• 2004

Traditionally, electrical power systems had the vertically-integrated industry structures based on the economics of scale. However power systems have been recently reformed to increase the energy efficiency of the power system. According to these trends, Korean power industry has been partially restructured, and the competitive generation market was opened in 2001. In competitive electric markets, correct demand data are one of the most important issue to maintain the flexible electric markets as well as the reliable power systems. However, the measuring load data can have the uncertainty because of mechanical trouble, communication jamming, and other things. To obtain the reliable load data, an efficient evaluation technique to adust the missing load data is needed. This paper analyzes the load pattern of historical real data and then the turned ARIMA (Autoregressive Integrated Moving Average) model, PCHIP(Piecewise Cubic Interporation) and Branch & Bound method are applied to seek the missing parameters. The proposed method is tested under a variety of conditions and tested with historical measured data from the Korea Energy Management Corporation (KEMCO).

• The Transactions of the Korean Institute of Power Electronics
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• v.13 no.6
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• pp.487-491
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• 2008

Tuning of the speed controller in the linear servo applications needs the accurate information of a mover mass including a load mass. Therefore this paper proposes the mass estimation method of a permanent magnet linear synchronous motor(PMLSM) applied at the vertical axis by using the recursive Least-Squares estimation algorithm. First, this paper derives the deterministic autoregressive moving average(DARMA) model of the mechanical dynamic system used at the vertical axis. The application of the Least-Squares algorithm to the derived DARMA model gives the mass estimation method. Matlab/Simulink-based simulation and experimental results show that the total mover mass of a PMLSM applied at the vertical axis can be accurately estimated at both no-load and load conditions.

• Magazine of the Korean Society of Agricultural Engineers
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• v.36 no.3
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• pp.60-66
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• 1994

This paper is to validate the proposed models for the real-time forecasting for the Keum river estuary dam such as tidal-level forecasting model, one-dimensional unsteady flood routing model, and Kalman filter models. The tidal-level forecasting model was based on semi-range and phase lag of four tidal constituents. The dynamic wave routing model was based on an implicit finite difference solution of the complete one-dimensional St. Venant equations of unsteady flow. The Kalman filter model was composed of a processing equation and adaptive filtering algorithm. The processng equations are second ordpr autoregressive model and autoregressive moving average model. Simulated results of the models were compared with field data and were reviewed.

• Magazine of the Korean Society of Agricultural Engineers
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• v.36 no.3
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• pp.67-73
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• 1994

This paper is to validate the proposed models for the real-time forecasting for the Keum river estuary dam such as tidal-level forecasting model, one-dimensional unsteady flood routing model, and Kalman filter models. The tidal-level forecasting model was based on semi-range and phase lag of four tidal constituents. The dynamic wave routing model was based on an implicit finite difference solution of the complete one-dimensional St. Venant equations of unsteady flow. The Kalman filter model was composed of a processing equation and adaptive filtering algorithm. The processng equations are second ordpr autoregressive model and autoregressive moving average model. Simulated results of the models were compared with field data and were reviewed.

• Proceedings of the KIEE Conference
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• 1992.07a
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• pp.305-307
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• 1992

This paper presents a technique, which identifies both process noise covariance and sensor noise covariance by using innovation correlation test. A correlation test, which checks whether the square root Kalman filter is workingly optimal or not, is given. The system is stochastic autoregressive moving-average model with auxiliary white noise Input. The linear quadratic Gaussian control is used for minimizing stochastic cost function. This paper indentifies Q, R, and estimates parametric matrics $A(q^{-1}),B(q^{-1}),C(q^{-1})$ by means of extended recursive least squares and model reference control. And The proposed technique has been validated in simulation results on the fourth order system.

• Journal of the Korean Data and Information Science Society
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• v.6 no.2
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• pp.41-50
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• 1995

In this paper, an iterative procedure, which detects the location of the outliers and the joint estimates of the outliers effects and the model parameters in the autoregressive moving average model with two types of outliers, is proposed. The performance of the procedure is compared with the one in Chen and Liu(1993) through the Monte Carlo simulation. The proposed procedure is very robust in the sense that applies the procedures to the stationary time series model with any types of outliers.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 1990.10a
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• pp.79-84
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• 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 autoregressive 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 building model subject to ground exitations.

• Communications for Statistical Applications and Methods
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• v.24 no.5
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• pp.507-518
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• 2017

Volatility plays a crucial role in theory and applications of asset pricing, optimal portfolio allocation, and risk management. This paper proposes a combined model of autoregressive moving average (ARFIMA), generalized autoregressive conditional heteroscedasticity (GRACH), and skewed-t error distribution to accommodate important features of volatility data; long memory, heteroscedasticity, and asymmetric error distribution. A fully Bayesian approach is proposed to estimate the parameters of the model simultaneously, which yields parameter estimates satisfying necessary constraints in the model. The approach can be easily implemented using a free and user-friendly software JAGS to generate Markov chain Monte Carlo samples from the joint posterior distribution of the parameters. The method is illustrated by using a daily volatility index from Chicago Board Options Exchange (CBOE). JAGS codes for model specification is provided in the Appendix.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.37 no.3
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• pp.180-185
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• 1988

This paper considers the problem of the optimal input design for parameter estimtion in the ARMAX model in which the system and noise transfer function have the common denominator polynomial. Deriving the information matrix, in detail, for the assumed model structure and using the autocorrelation functin of the filtered input as design variables, it is shown that D-optimal input signal can be realized as an autoregressive moving average process. Computer simulations are carried out to show the standard-deviation reduction in the parameter estimtes using the optimal input signal.

• 제어로봇시스템학회:학술대회논문집
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• 2001.10a
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• pp.31.2-31
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• 2001

A real-time control strategy is presented for plasma control Rather than in-situ plasma variables, this is based on realtime measurements of two electrical positions that correspond to two match motors. Using the rf match monitor system, the positions were collected. The process of impedance matching was identified with variations in process factors, including rf power, pressure, and O$_2$ flow rate. A state-space model was obtained basing on autoregressive moving average model. For this model, a linear quadratic regulator was designed and applied. Simulation results revealed that match positions could accurately be regulated to follow certain positions arbitrarily chosen.