• Title/Summary/Keyword: K-Series

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A TRANSFORMATION FORMULA ASSOCIATED WITH THE GENERALIZED HYPERGEOMETRIC SERIES

  • Lee, Keumsik;Cho, Young-Joon;Seo, Tae-Young
    • Communications of the Korean Mathematical Society
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    • v.15 no.4
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    • pp.707-714
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    • 2000
  • The authors aim at presenting a presumably new transformation formula involving generalized hypergeometric series by making use of series rearrangement technique which is one of the most effective methods for obtaining generating functions or other identities associated with (especially) the hypergeometric series. They also consider a couple of interesting special cases of their main result.

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Issues Related to the Use of Time Series in Model Building and Analysis: Review Article

  • Wei, William W.S.
    • Communications for Statistical Applications and Methods
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    • v.22 no.3
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    • pp.209-222
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    • 2015
  • Time series are used in many studies for model building and analysis. We must be very careful to understand the kind of time series data used in the analysis. In this review article, we will begin with some issues related to the use of aggregate and systematic sampling time series. Since several time series are often used in a study of the relationship of variables, we will also consider vector time series modeling and analysis. Although the basic procedures of model building between univariate time series and vector time series are the same, there are some important phenomena which are unique to vector time series. Therefore, we will also discuss some issues related to vector time models. Understanding these issues is important when we use time series data in modeling and analysis, regardless of whether it is a univariate or multivariate time series.

CLEANNESS OF SKEW GENERALIZED POWER SERIES RINGS

  • Paykan, Kamal
    • Bulletin of the Korean Mathematical Society
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    • v.57 no.6
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    • pp.1511-1528
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    • 2020
  • A skew generalized power series ring R[[S, 𝜔]] consists of all functions from a strictly ordered monoid S to a ring R whose support contains neither infinite descending chains nor infinite antichains, with pointwise addition, and with multiplication given by convolution twisted by an action 𝜔 of the monoid S on the ring R. Special cases of the skew generalized power series ring construction are skew polynomial rings, skew Laurent polynomial rings, skew power series rings, skew Laurent series rings, skew monoid rings, skew group rings, skew Mal'cev-Neumann series rings, the "untwisted" versions of all of these, and generalized power series rings. In this paper we obtain some necessary conditions on R, S and 𝜔 such that the skew generalized power series ring R[[S, 𝜔]] is (uniquely) clean. As particular cases of our general results we obtain new theorems on skew Mal'cev-Neumann series rings, skew Laurent series rings, and generalized power series rings.

The usefulness of overfitting via artificial neural networks for non-stationary time series

  • Ahn Jae-Joon;Oh Kyong-Joo;Kim Tae-Yoon
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2006.05a
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    • pp.1221-1226
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    • 2006
  • The use of Artificial Neural Networks (ANN) has received increasing attention in the analysis and prediction of financial time series. Stationarity of the observed financial time series is the basic underlying assumption in the practical application of ANN on financial time series. In this paper, we will investigate whether it is feasible to relax the stationarity condition to non-stationary time series. Our result discusses the range of complexities caused by non-stationary behavior and finds that overfitting by ANN could be useful in the analysis of such non-stationary complex financial time series.

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Annual Precipitation Reconstruction Based on Tree-ring Data at Seorak (설악산 지역의 Tree-ring 자료를 이용한 연 강수량 재생성)

  • Kwak, Jae Won;Han, Heechan;Lee, Minjung;Kim, Hung Soo;Mun, Jangwon
    • Journal of Korean Society on Water Environment
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    • v.31 no.1
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    • pp.19-28
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    • 2015
  • The purpose of this research is reconstruction of annual precipitation based on Tree-ring series at Seorak mountain and examine its effectiveness. To do so we performed nonlinear time series characteristics test of Tree-ring series and reconstructed annual precipitation of Gangneung from 1687 to 1911 using Artificial neural network and Nonlinear autoregressive exogeneous input (NARX) model which reflects stochastic properties. As a result, Tree-ring series at Seorak Mountain shows nonlinear time series property and reconstructed annual precipitation series drawn from NARX is similar in statistical characteristics of observed annual time series.

Improvement of Fatigue Limit in Spheroidal Graphite Cast Iron with High Strength and Toughness (고강도·고인성 구상흑연주철의 피로한도의 개선)

  • Kim, M.G.;Kim, J.H.
    • Journal of the Korean Society for Heat Treatment
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    • v.12 no.1
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    • pp.40-46
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    • 1999
  • Rotary bending fatigue tests were carried out to investigate the improvement of fatigue limit in annealed and austempered spheroidal graphite cast iron. Main results obtained are as follows. (1) The tensile strength(hardness) of Series C is higher than that of Series B, and fatigue limits are 245MPa in Series C, 230MPa in Series B and 195MPa in Series A, respectively. (2) The fatigue limits of Series B and Series A are mainly governed by the resistance to fatigue crack initiation. Whereas, the fatigue limit of Series C is governed by the resistance to fatigue crack initiation and growth. The defect size and the resistance to crack initiation and growth should be considered to clarify the fatigue properties in spheroidal graphite cast iron. (3) Improvement of fatigue limit by half-austempering is more reasonable than that of full-austempering treatment in multi defective materials as spheroidal graphite cast iron.

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Study on Measurement Technology for Equivalent Series Impedance of High-voltage Pulsed Power Capacitors (펄스파워용 고전압 커패시터 등가직렬 임피던스 측정에 관한 연구)

  • Lee, Byeong-Yoon;Lee, Byung-Ha
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.62 no.7
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    • pp.937-942
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    • 2013
  • Equivalent series impedance of high-voltage pulsed power capacitor is one of the important electrical characteristics both for users and for capacitor manufacturers because it may have serious effects on the performance of pulse forming circuits. In this paper, definition of equivalent series impedance and factors which generate equivalent series impedance are reviewed. Theoretical analysis for the calculation of equivalent series impedance based on differential measurement method is described and calculation program has been developed. In order to acquire data which are necessary to calculate equivalent series impedance from discharging current waveform, charging-dischargig controller has been manufactured. Measurement results of equivalent series impedance for high voltage pulsed power capacitor have been given.

Stochastic Simulation Model for non-stationary time series using Wavelet AutoRegressive Model

  • Moon, Young-Il;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.1437-1440
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    • 2007
  • Many hydroclimatic time series are marked by interannual and longer quasi-period features that are associated with narrow band oscillatory climate modes. A time series modeling approach that directly considers such structures is developed and presented. The essence of the approach is to first develop a wavelet decomposition of the time series that retains only the statistically significant wavelet components, and to then model each such component and the residual time series as univariate autoregressive processes. The efficacy of this approach is demonstrated through the simulation of observed and paleo reconstructions of climate indices related to ENSO and AMO, tree ring and rainfall time series. Long ensemble simulations that preserve the spectral attributes of the time series in each ensemble member can be generated. The usual low order statistics are preserved by the proposed model, and its long memory performance is superior to the direction application of an autoregressive model.

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Classification of Time-Series Data Based on Several Lag Windows

  • Kim, Hee-Young;Park, Man-Sik
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.377-390
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    • 2010
  • In the case of time-series analysis, it is often more convenient to rely on the frequency domain than the time domain. Spectral density is the core of the frequency-domain analysis that describes autocorrelation structures in a time-series process. Possible ways to estimate spectral density are to compute a periodogram or to average the periodogram over some frequencies with (un)equal weights. This can be an attractive tool to measure the similarity between time-series processes. We employ the metrics based on a smoothed periodogram proposed by Park and Kim (2008) for the classification of different classes of time-series processes. We consider several lag windows with unequal weights instead of a modified Daniel's window used in Park and Kim (2008). We evaluate the performance under various simulation scenarios. Simulation results reveal that the metrics used in this study split the time series into the preassigned clusters better than do the raw-periodogram based ones proposed by Caiado et al. 2006. Our metrics are applied to an economic time-series dataset.