• Journal of the Korean Statistical Society
• /
• 제34권4호
• /
• pp.367-375
• /
• 2005

This paper presents an autocorrelation test that is applicable to dynamic panel data models with serially correlated errors. The residual-based GMM t-test is a significance test that is applied after estimating a dynamic model by using the instrumental variable (IV) method and is directly applicable to any other consistently estimated residuals. Monte Carlo simulations show that the t-test has considerably more power than the $m_2$ test or the Sargan test under both forms of serial correlation (i.e., AR(1) and MA(1)).

• 한국의류학회지
• /
• 제26권3_4호
• /
• pp.548-559
• /
• 2002

본 연구에서는 소비자 측면에서 영향을 미치는 중요한 요소인 소비자 특성에 따라 소비후 과정이 달라지는 점에 주목하여 쇼핑가치에 따라 만족을 판단하는 과정에 어떠한 차이를 보이고 있는지를 알아보았다. 본 연구의 자료수집은 대학생을 대상으로 설문지 응답방식을 수집하였으며, 총 614부를 최종 자료분석에 사용하였다. 통계분석을 위하여 군집분석, t-test를 실시하였으며, 제시된 인과모형을 검증하기 위하여 공변량구조모형분석을 이용하였다.

• 제어로봇시스템학회:학술대회논문집
• /
• 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국제학술편); Seoul National University, Seoul; 20-22 Oct. 1993
• /
• pp.1-6
• /
• 1993

This report proposes a novel method of identification of continuous time-delay systems from sampled input-output data. By the aid of a digital pre-filter, an approximated discrete-time estimation model is first derived, in which the system parameters remain in their original form and the time delay need not be an integral multiple of th sampling period. Then an identification method combining the common linear least squares(LS) method or the instrumental variable(IV) method with the genetic algorithm(GA) is proposed. That is, the time-delay is selected by the GA, and the system parameters are estimated by the LS or IV method. Furthermore, the proposed method is extended to the case of multi-input multi-output systems where the time-delays in the individual input channels may differ each other. Simulation resutls show that our method yields consistent estimates even in the presence of high measurement noises.

• 한국소음진동공학회논문집
• /
• 제24권11호
• /
• pp.861-867
• /
• 2014

In this study, a semi-active isolator was constructed from applying a MR damper that used the MR fluid to an isolator. The parameter identification was also performed to determine the characteristics of this semi-active isolator during which the least squares method and the auxiliary variable method were applied to produce a value closest to the true value. In addition, the MR damper's nonlinear damping force was closely analyzed to greatly reduce the range of error. Based on this analysis, it was discovered that the parameter tended to increase with more electric current. Such analysis of the dynamic properties of semi-active isolator proved that constructing an isolator that provides a more stable operation could be achieved.

• 대한전기학회논문지
• /
• 제39권4호
• /
• pp.364-370
• /
• 1990

In this paper, we propose a self-tuning PID controller for unknown systems with time-varying delay. Using pole placement equations, we derive the controller that can be extended to the multi-step time delay case. The time-varying delays are estimated by a prediction error delay method using multiple predictors. Since the order of the estimation vector is not increased, the persistant exciting condition of control input is alleviated. Since the least square method gives biased parameter estimates for colored noise cases, the recursive instrumental variable method is used to estimate system parameters. The computational burden of the proposed method is less than the conventional adaptive methods. Computer simulations are performed to illustrate the efficiency of the proposed method.

• Industrial Engineering and Management Systems
• /
• 제1권1호
• /
• pp.79-86
• /
• 2002

This paper proposes a new algorithm for estimating ARMA model parameters. In estimating ARMA model parameters, several methods such as generalized least square method, instrumental variable method have been developed. Among these methods, the utilization of a bootstrap type algorithm is known as one of the effective approach for the estimation, but there are cases that it does not converge. Hence, in this paper, making use of a cross correlation function and utilizing the relation of structural a priori knowledge, a new bootstrap algorithm is developed. By introducing theoretical relations, it became possible to remove terms, which is liable to include much noise. Therefore, this leads to robust parameter estimation. It is shown by numerical examples that using this algorithm, all simulation cases converge while only half cases succeeded with the previous one. As for the calculation time, judging from the fact that we got converged solutions, our proposed method is said to be superior as a whole.

• 경제분석
• /
• 제27권3호
• /
• pp.33-60
• /
• 2021

본 연구에서는 2010년부터 2018년까지 산업연관표 패널 자료를 이용하여 정부지출 승수를 추정한다. 정부지출의 내생성을 고려하여, 최초기 부문별 정부지출의 비중을 도구변수로 사용하였다. 패널 고정효과 도구변수 추정 방법을 사용한 경우, 정부지출 당기 승수에 대한 추정치는 시간 추세를 통제하는 방법에 따라 1.15~1.22이고, 정부지출이 산출에 영향을 미치는 시차를 고려한 누적 승수에 대한 추정치는 1.23~1.32이다. 부문별 자료를 이용한 추정식에서 경제 전체의 일반균형 효과가 시간 고정효과에 의해 흡수되기 때문에 미시 자료로 추정된 승수값이 경제 전체의 승수값과 다를 수 있다. 본 연구에서는 중앙은 행의 반응, 조세정책의 변화, 산업간 유발 효과 등 일반균형 효과의 요소들이 미치는 영향을 검토하면서 부문별 자료로 측정한 정부지출 승수와 경제 전체 승수와의 관계에 대해 논의한다.

• 전기학회논문지
• /
• 제62권3호
• /
• pp.387-394
• /
• 2013

A travel aid system for the visually impaired person is proposed by providing the position and heading information. The position and heading information is obtained from range difference localization estimator, and the information is notified to the visually impaired person by using braille display system. For the precise estimation of the position and heading information, we apply recently developed linear localization estimator which utilizes the instrumental variable method and the state augmentation method. The estimation results are compared with well-known Kalman filter through experiment.

• 한국지능시스템학회:학술대회논문집
• /
• 한국퍼지및지능시스템학회 1998년도 The Third Asian Fuzzy Systems Symposium
• /
• pp.612-618
• /
• 1998

The success of a fuzzy logic control system solving any given problem critically depends on the architecture of th network. Various attempts have been made in optimizing its structure its structure using genetic algorithm automated designs. In a regular genetic algorithm , a difficulty exists which lies in the encoding of the problem by highly fit gene combinations of a fixed-length. This paper presents a new approach to structurally optimized designs of a fuzzy model. We use a messy genetic algorithm, whose main characteristics is the variable length of chromosomes. A messy genetic algorithms used to obtain structurally optimized fuzzy models. Structural optimization is regarded important before neural network based learning is switched into. We have applied the method to the exampled of a cart-pole balancing.

• 제어로봇시스템학회:학술대회논문집
• /
• 제어로봇시스템학회 2000년도 제15차 학술회의논문집
• /
• pp.525-525
• /
• 2000

In this paper, we present recursive algorithms for state space model identification using subspace extraction via Schur complement. It is shown that an estimate of the extended observability matrix can be obtained by subspace extraction via Schur complement. A relationship between the least squares residual and the Schur complement matrix obtained from input-output data is shown, and the recursive algorithms for the subspace-based state-space model identification (4SID) methods are developed. We also proposed the above algorithm for an instrumental variable (IV) based 4SID method. Finally, a numerical example of the application of the algorithms is illustrated.