• Journal of Korean Society of Industrial and Systems Engineering
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• v.39 no.1
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• pp.25-30
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• 2016

It is critical to forecast the maximum daily and monthly demand for power with as little error as possible for our industry and national economy. In general, long-term forecasting of power demand has been studied from both the consumer's perspective and an econometrics model in the form of a generalized linear model with predictors. Time series techniques are used for short-term forecasting with no predictors as predictors must be predicted prior to forecasting response variables and containing estimation errors during this process is inevitable. In previous researches, seasonal exponential smoothing method, SARMA (Seasonal Auto Regressive Moving Average) with consideration to weekly pattern Neuron-Fuzzy model, SVR (Support Vector Regression) model with predictors explored through machine learning, and K-means clustering technique in the various approaches have been applied to short-term power supply forecasting. In this paper, SARMA and intervention model are fitted to forecast the maximum power load daily, weekly, and monthly by using the empirical data from 2011 through 2013. $ARMA(2,\;1,\;2)(1,\;1,\;1)_7$ and $ARMA(0,\;1,\;1)(1,\;1,\;0)_{12}$ are fitted respectively to the daily and monthly power demand, but the weekly power demand is not fitted by AREA because of unit root series. In our fitted intervention model, the factors of long holidays, summer and winter are significant in the form of indicator function. The SARMA with MAPE (Mean Absolute Percentage Error) of 2.45% and intervention model with MAPE of 2.44% are more efficient than the present seasonal exponential smoothing with MAPE of about 4%. Although the dynamic repression model with the predictors of humidity, temperature, and seasonal dummies was applied to foretaste the daily power demand, it lead to a high MAPE of 3.5% even though it has estimation error of predictors.

• Communications for Statistical Applications and Methods
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• v.29 no.1
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• pp.1-25
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• 2022

A modified Bagdonavičius-Nikulin chi-square goodness-of-fit is defined and studied. The lymphoma data is analyzed using the modified goodness-of-fit test statistic. Different non-Bayesian estimation methods under complete samples schemes are considered, discussed and compared such as the maximum likelihood least square estimation method, the Cramer-von Mises estimation method, the weighted least square estimation method, the left tail-Anderson Darling estimation method and the right tail Anderson Darling estimation method. Numerical simulation studies are performed for comparing these estimation methods. The potentiality of the new model is illustrated using three real data sets and compared with many other well-known generalizations.

• Journal of Advanced Marine Engineering and Technology
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• v.25 no.2
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• pp.351-356
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• 2001

In this paper, a general one-loop control system was assumed as a model system which has a time-delay element connected with a first order-lag element in series. After the corresponding parameter set causing stability limit condition for the model system was obtained by mathematical procedures, their loci on the parameter space was taken according of frequency change,. The parameter set loci of stability limit showed a specific pattern, and particularly the curves on the Kp-Ti parameter space were able to generalized in the form of an exponential formula. These properties were also compared with the results taken from experimental procedures by Nyquist response method and Ziegler & Nichols method on the time domain, and both results were confirmed to be nearly same.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.23 no.59
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• pp.53-67
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• 2000

In this paper we consider the CSP requirements determination problem of new equipment(machine) system. For the newly procured equipment systems, mathematical analyses are made for the system which is constructed with the consumable parts and the repairable parts to derive the associated CSP requirement determination model in mathematical expression. Based on these analyses, a mathematical model Is derived for making an optimal CSP requirement determination subject to the constraint of satisfying any given operational availability limitation. We assume that the failure of a part follows a Poisson process and the repair time has an exponential distribution. Firstly, the operational availability concept in CSP is defined and the relation between the general system availability and the operational availability is established. Secondly, the problem is formulated as the cost minimization problem that should satisfy the operational availability limitation, and then, using the generalized Lagrange multipliers method, the optimal solution procedure Is derived.

• Proceedings of the Korean Society of Marine Engineers Conference
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• 2000.11a
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• pp.135-142
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• 2000

The adjusting parameter set which enable control systems to locate on stability limit can be derived from theoretical or trial methods for an existing real system. The data from the results are much available to keep a system in the Proper stability condition even to site engineers who are inexperienced in the control system. In this paper, a general one loop control system was adopted for a model system the process of which was assumed to consist of a time-delay element and a first order-lag element in series. After obtaining the corresponding parameter set for the model system by mathematical procedures, their loci on the parameter space was taken according to frequency change. The parameter set loci of stability limit showed unique pattern, and particularity , the curves on the Kg-Ti parameter space were able to be generalized in the form of, an unique exponential formula. These properties were also compared with the results taken from experimental procedures by Nyquist response method and Ziegler & Nichols method on the time domain, and both results were confirmed to be nearly same.

• Steel and Composite Structures
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• v.23 no.6
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• pp.657-668
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• 2017

In the most of previous studies, researchers have restricted their own studies to consider the effect of single walled carbon nanotubes as a reinforcement on the vibrational behavior of structures. In the present work, free vibration characteristics of functionally graded annular plates reinforced by multi-walled carbon nanotubes resting on Pasternak foundation are presented. The response of the elastic medium is formulated by the Winkler/Pasternak model. Modified Halpin-Tsai equation was used to evaluate the Young's modulus of the multi-walled carbon nanotube/epoxy composite samples by the incorporation of an orientation as well as an exponential shape factor in the equation. The exponential shape factor modifies the Halpin-Tsai equation from expressing a straight line to a nonlinear one in the multi-walled carbon nanotubes wt% range considered. The 2-D generalized differential quadrature method as an efficient and accurate numerical tool is used to discretize the equations of motion and to implement the various boundary conditions. The effects of two-parameter elastic foundation modulus, geometrical and material parameters together with the boundary conditions on the frequency parameters of the plates are investigated. This study serves as a benchmark for assessing the validity of numerical methods or two-dimensional theories used to analysis of annular plates.

• Korean Journal of Agricultural Science
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• v.45 no.4
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• pp.859-870
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• 2018

Dried red peppers are a staple agricultural product used in Korean cuisine and as such, are an important aspect of agricultural producers' income. Correctly forecasting both their supply and demand situations and price is very important in terms of the producers' income and consumer price stability. The primary objective of this study was to compare the performance of time series forecasting models for dried red peppers in Korea. In this study, three models (an autoregressive model with exogenous variables [ARX], AR-exponential generalized autoregressive conditional heteroscedasticity [EGARCH], and ARX-EGARCH) are presented for forecasting the wholesale price of dried red peppers. As a result of the analysis, it was shown that the ARX model and ARX-EGARCH model, each of which adopt both the rolling window and the adding approach and use the agricultural cooperatives price as the exogenous variable, showed a better forecasting performance compared to the autoregressive model (AR)-EGARCH model. Based on the estimation methods and results, there was no significant difference in the accuracy of the estimation between the rolling window and adding approach. In the case of dried red peppers, there is limitation in building the price forecasting models with a market-structured approach. In this regard, estimating a forecasting model using only price data and identifying the forecast performance can be expected to complement the current pricing forecast model which relies on market shipments.

• The Journal of Industrial Distribution & Business
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• v.8 no.4
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• pp.15-21
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• 2017

Purpose - In this work, we examined the causal relationship between credit loans from households (CLH), loan collateralized with housing (LCH) and an interest of certificate of deposit (ICD) among others in South Korea. Furthermore, the optimal forecasts on the underlying model will be obtained and have the potential for applications in the economic field. Research design, data, and methodology - A total of 31 realizations sampled from the 4th quarter in 2008 to the 4th quarter in 2016 was chosen for this research. To achieve the purpose of this study, a regression model with correlated errors was exploited. Furthermore, goodness-of-fit measures was used as tools of optimal model-construction. Results - We found that by applying the regression model with errors component ARMA(1,5) to CLH, the steep and lasting rise can be expected over the next year, with moderate increase of LCH and ICD. Conclusions - Based on 2017-2018 forecasts for CLH, the precipitous and lasting increase can be expected over the next two years, with gradual rise of two major explanatory variables. By affording the assumption that the feedback among variables can exist, we can, in the future, consider more generalized models such as vector autoregressive model and structural equation model, to name a few.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.455-467
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• 2003

There has been a long debate on the applicability of the chi-square approximation to statistics based on small sample size. Extending comparison results among Pearson chi-square Χ$^2$, generalized likelihood .ratio G$^2$, and the power divergence Ι(2/3) statistics suggested by Rudas(1986), recently developed disparity statistics (BWHD(1/9), BWCS(1/3), NED(4/3)) we compared and analyzed in this paper. By Monte Carlo studies about the independence model of two dimension contingency tables, the conditional model and one variable independence model of three dimensional tables, simulated 90 and 95 percentage points and approximate 95% confidence intervals for the true percentage points are obtained. It is found that the Χ$^2$, Ι(2/3), BWHD(1/9) test statistics have very similar behavior and there seem to be applcable for small sample sizes than others.

• Journal of Korea Water Resources Association
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• v.32 no.6
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• pp.637-647
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• 1999

This study investigated the applicability of generalized TOPMODEL approach which introduces the power law of decreasing transimissivity with depth instead of the traditional exponential decreasing function. The 50m digital elevation model(DEM) of Dongkog subwatershed at Wichon Test Watershed was used to perform runoff simulation. Random number generation algorithm was integrated into the calibration process for the reliable of model performance. General power law version of TOPMODEL with exponent 2 and 3 showed higher simulation efficiency than other the approaches. This results from the fact that the power law models with exponent 2 and 3 can represent the soil characteristics of study area better than other models.