• International Journal of Fuzzy Logic and Intelligent Systems
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• v.6 no.2
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• pp.138-143
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• 2006

In this paper, we have presented a Sequential Agglomerative Hierarchical Nested (SAHN) algorithm-based data clustering method in fuzzy inference system to achieve optimal performance of fuzzy model. SAHN-based algorithm is used to give possible range of number of clusters with cluster centers for the system identification. The axes of membership functions of this fuzzy model are optimized by using cluster centers obtained from clustering method and the consequence parameters of the fuzzy model are identified by standard least square method. Finally, in this paper, we have observed our model's output performance using the Box and Jenkins's gas furnace data and Sugeno's non-linear process data.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.32 no.6
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• pp.191-198
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• 1983

This paper describes the aplication of different model which can be used for short-term load prediction. The model is based on Bohlin's approach to first develop a load profile model representing the nominal load component and the Box-Jenkins approach is used to predict residuals. An on-line algorithm using Kalman Filter and Time Series is implemented for and hour-ahead prediction. In the Kalman Filter system equation and measurement equation were fixed and parameters of Time Series were varied week after week. A set of data for Korea Electric Power Corporation from April to June 1981 was used for the evaluation of the model. As the result of this simulation 1.2% rms error was acquired.

• The Korean Journal of Applied Statistics
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• v.15 no.2
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• pp.311-321
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• 2002

Transfer function model(TFM) capturings conditional heteroscedastic pattern is introduced to analyze stochastic regression relationship between the two time series. Nonlinear ARCH concept is incorporated into the TFM via threshold ARCH and beta- ARCH models. Steps for statistical analysis of the proposed model are explained along the lines of the Box & Jenkins(1976, ch. 10). For illustration, dynamic analysis between KOSPI and NASDAQ is conducted from which it is seen that threshold ARCH performs the best.

• 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.

• Journal of Korea Water Resources Association
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• v.33 no.2
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• pp.159-167
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• 2000

The purpose of this study is to estimate the stochastic monthly runoff model for the Kunwi south station of Wi-stream basin in Nakdong river system. This model was based on the theory of Box-Jenkins multiplicative ARlMA and the state-space model to simulate changes of monthly runoff. The forecasting monthly runoff from the pair of estimated effective rainfall and observed value of runoff in the uniform interval was given less standard error then the analysis only by runoff, so this study was more rational forecasting by the use of effective rainfall and runoff. This paper analyzed the records of monthly runoff and effective rainfall, and applied the multiplicative ARlMA model and state-space model. For the P value of V AR(P) model to establish state-space theory, it used Ale value by lag time and VARMA model were established that it was findings to the constituent unit of state-space model using canonical correction coefficients. Therefore this paper confirms that state space model is very significant related with optimization factors of VARMA model.

• Journal of Electrical Engineering and Technology
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• v.11 no.4
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• pp.869-877
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• 2016

Necessity has compelled man to improve upon the art of tapping wind energy for power generation; an apt reliever of strain exerted on the non-renewable fossil fuel. The power generation in a Wind Farm (WF) depends on site and wind velocity which varies with time and season which in turn determine wind power modeling. It implies, the development of an accurate wind speed model to predict wind power fluctuations at a particular site is significant. In this paper, Box-Jenkins ARIMA (Auto Regressive Integrated Moving Average) time series model for wind speed is developed for a 99MW wind farm in the southern region of India. Because of the uncertainty in wind power developed, the economic viability and reliability of power generation is significant. Life Cycle Costing (LCC) method is used to determine the economic viability of WF generated power. Reliability models of WF are developed with the help of load curve of the utility grid and Capacity Outage Probability Table (COPT). ARIMA wind speed model is used for developing COPT. The values of annual reliability indices and variations of risk index of the WF with system peak load are calculated. Such reliability models of large WF can be used in generation system planning.

• International conference on construction engineering and project management
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• 2011.02a
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• pp.1-6
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• 2011

As large-scale building projects have recently increased for the residential, commercial and office facilities, construction costs for these projects have become a matter of great concern, due to their significant construction cost implications, as well as unpredictable market conditions and fluctuations in the rate of inflation during the projects' long-term construction periods. In particular, recent volatile fluctuations of construction material prices fueled such problems as cost forecasting. This research develops a time series model using the Box-Jenkins approach and material price time series data in Korea in order to forecast trends in the unit prices of required materials. Building information modeling (BIM) approaches are also used to analyze injection times of construction resources and to conduct quantity take-off so that total material prices can be forecast. To determine an optimal time series model for forecasting price trends, comparative analysis of predictability of tentative autoregressive integrated moving average (ARIMA) models is conducted. The proposed BIM-based time series forecasting model can help to deal with sudden changes in economic conditions by estimating material prices that correspond to resource injection times.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.1892-1896
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• 2005

In this paper, an effective method for selecting significant input variables in building ANFIS (Adaptive Neuro-Fuzzy Inference System) for nonlinear system modeling is proposed. Dominant inputs in a nonlinear system identification process are extracted by evaluating the performance index and they are applied to ANFIS. The availability of our proposed model is verified with the Box and Jenkins gas furnace data. The comparisons with other methods are also given in this paper to show our proposed method is superior to other models.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.2490-2495
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• 2005

The scheduling of plant should be determined based on the product demands correctly forecasted by reasonable methods. However, because most existing forecasting packages need user's knowledge about forecasting, it has been hard for plant engineers without forecasting knowledge to apply forecasted demands to scheduling. Therefore, a forecasting module has been developed for plant engineers without forecasting knowledge. In this study, for the development of the forecasting module, an automatic method using the ARIMA model that is framed from the modified Box-Jenkins process is proposed. And a new method for safety inventory determination is proposed to reduce the penalty cost by forecasting errors. Finally, using the two proposed methods, the web-based automatic module has been developed.

• Culinary science and hospitality research
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• v.5 no.1
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• pp.89-101
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• 1999

This study attempts to identify the most accurate quantitative forecasting technique for measuring the future level of demand for food ＆ beverage in super deluxe hotel in Seoul, which will subsequently lead to determining the optimal level of purchasing food ＆ beverage. This study, in detail, examines the food purchasing system of H hotel, reviews three rigorous univariate time series models and identify the most accurate forecasting technique. The monthly data ranging from January 1990 to December 1997 (96 observations) were used for the empirical analysis and the 1998 data were left for the comparison with the ex post forecast results. In order to measure the accuracy, MAPE, MAD and RMSE were used as criteria. In this study, Box-Jenkins model was turned out to be the most accurate technique for forecasting hotel food ＆ beverage demand among selected models generating 3.8％ forecast error in average.