• Communications for Statistical Applications and Methods
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• v.18 no.3
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• pp.319-331
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• 2011

In this paper, we propose automatic procedures for the model selection of various univariate time series data. Automatic model selection is important, especially in data mining with large number of time series, for example, the number (in thousands) of signals accessing a web server during a specific time period. Several methods have been proposed for automatic model selection of time series. However, most existing methods focus on linear time series models such as exponential smoothing and autoregressive integrated moving average(ARIMA) models. The key feature that distinguishes the proposed procedures from previous approaches is that the former can be used for both linear time series models and nonlinear time series models such as threshold autoregressive(TAR) models and autoregressive moving average-generalized autoregressive conditional heteroscedasticity(ARMA-GARCH) models. The proposed methods select a model from among the various models in the prediction error sense. We also provide an R package autots that implements the proposed automatic model selection procedures. In this paper, we illustrate these algorithms with the artificial and real data, and describe the implementation of the autots package for R.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.11 no.6
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• pp.145-154
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• 2012

This paper analyzed the characteristics of traffic accidents in all tunnels on nationwide freeways and selected some various independent variables related to accident occurrence in tunnels. The study aims to develop reliable accident forecasting models using the various dependent variables such as the number of accident (no.), no./km, and no./MVK. Finally, reliable multiple linear regression models were proposed in this paper. This study tested the validity verification of developed models through statistics such as $R^2$, F values, multicollinearity, residual analysis. The paper selected the accident forecasting models considering the characteristics of tunnel accidents and two models were finally proposed according to two groups of tunnel length. In the selected models, natural logarithm of ln(no./MVK) is used for the dependent variable and AADT, vertical slope, and tunnel hight are used for the independent variables. The reliability of two models was proved by the comparison analysis between field data and estimating data using RMSE and MAE. These models may be not only effective in evaluating tunnel safety under design and planning phases of tunnel but also useful to reduce traffic accidents in tunnels and to manage the traffic flow of tunnel.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.31 no.8C
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• pp.795-800
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• 2006

In this paper, the minimum mean square error(MSE) convergence of the RBF equalizer is evaluated and compared with the linear equalizer based on the theoretical minimum MSE. The basic idea of comparing these two equalizers comes from the fact that the relationship between the hidden and output layers in the RBF equalizer is also linear. As extensive studies of this research, various channel models are selected, which include linearly separable channel, slightly distorted channel, and severely distorted channel models. In this work, the theoretical minimum MSE for both RBF and linear equalizers were computed, compared and the sensitivity of minimum MSE due to RBF center spreads was analyzed. It was found that RBF based equalizer always produced lower minimum MSE than linear equalizer, and that the minimum MSE value of RBF equalizer was obtained with the center spread which is relatively higher(approximately 2 to 10 times more) than variance of AWGN. This work provides an analytical framework for the practical training of RBF equalizer system.

• Journal of the Korean Operations Research and Management Science Society
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• v.20 no.3
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• pp.17-29
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• 1995

Recently, neural network models have been employed as an alternative to regression analysis for point estimation or function fitting in various field. Thus far, however, no theoretical or empirical guides seem to exist for selecting the tool which the most suitable one for a specific function-fitting problem. In this paper, we evaluate performance of three major function-fitting techniques, regression analysis and two neural network models, back-propagation and linear-Hebbian-learning neural networks. The functions to be fitted are simple linear ones of a single independent variable. The factors considered are size of noise both in dependent and independent variables, portion of outliers, and size of the data. Based on comutational results performed in this study, some guidelines are suggested to choose the best technique that can be used for a specific problem concerned.

• Proceedings of the Korea Water Resources Association Conference
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• 1987.07a
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• pp.151-158
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• 1987

The purpose of thes study is to estimate the parameters of linear reservoir models in order to derive the instantaneous unit hydrograph from a given small experimental watershed. The linear reservoir model is a conceptual model, consisting of cascade or parallel equal linear reservoirs, preceded by a linear channel which involved NASH, SLR(single linear reservoir)and 2-PLR(two-parallel linear reservoir)model. The NASH model have two parameters N and K, single linear reservoir has one parameter K1 and two-parallel linear reservoirs have two parameters K1, K2;where N denote the number of reservoirs and K is the storage coefficient of each reservoirs.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.33B no.11
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• pp.22-30
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• 1996

In this paper, the properties and the design procedures of the internal model control (IMC) structures are discussed and a new nonlinear IMC(NIMC) strategy is proposed. The IMC controllers are simply inverse controller in principle but the development of a NIMC poses difficulties due to the inherent complexity of nonlinear systems. Existing design mehtods are a few and not easy to implement. The proposed approach is using multiple linear models, linear IMC controllers, and swiching scheme instead of using nonlinear model/controller. The advantages of the new approach are that we can use linear IMC mehtod which are now well estabilished and need not global nonlinear models.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.60 no.8
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• pp.1622-1626
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• 2011

Recently, interests on microgrids have been growing as clean power systems. Microgrids include small scaled distributed generation such as wind and solar power as well as diesel generators as main power sources. To operate a microgrid effectively, optimal scheduling for the microgrid is important. Especially, in the grid-connected mode, power trades between the microgrid and the power grid should be considered in optimal scheduling. In this paper, mathematic models for optimal operation of a microgrid were established based on the linear programming. In particular, the shiftable load was considered in the models to optimize it in microgrid operation. To show feasibility of the proposed models, they were applied to optimal microgrid operation and the results were discussed.

• Communications for Statistical Applications and Methods
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• v.21 no.5
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• pp.423-433
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• 2014

Test statistics using cumulative sums of residuals have been widely used in various regression models including generalized linear models(GLM). Recently, Pan and Lin (2005) extended this testing procedure to the generalized linear mixed models(GLMM) having random effects, in which we encounter difficulties in computing the marginal likelihood that is expressed as an integral of random effects distribution. The Gaussian quadrature algorithm is commonly used to approximate the marginal likelihood. Many commercial statistical packages provide an option to apply this type of goodness-of-fit test in GLMs but available programs are very rare for GLMMs. We suggest a computational algorithm to implement the testing procedure in GLMMs by a freely accessible R package, and also illustrate through practical examples.

• Journal of Electrical Engineering and Technology
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• v.11 no.2
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• pp.265-273
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• 2016

A water wall system is one of the most important components of a boiler in a thermal power plant, and it is a nonlinear Multi-Input and Multi-Output (MIMO) system, with 6 inputs and 3 outputs. Three models are developed and comp for the controller design, including a linear model, a multilayer feed-forward neural network (MFNN) model and an Echo State Network (ESN) model. First, the linear model is developed by linearizing a given nonlinear model and is analyzed as a function of the operating point. Second, the MFNN and the ESN are developed by using training data from the nonlinear model. The three models are validated using Matlab with nonlinear input-output data that was not used during training.

• The Korean Journal of Applied Statistics
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• v.18 no.2
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• pp.395-410
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• 2005

For the analysis of large tables formed by many categorical variables, we suggest a method to group the variables into several disjoint groups in which the variables are completely associated within the groups. We use a simple function of Kullback-Leibler divergence as a similarity measure to find the groups. Since the groups are complete hierarchical sets, we can identify the association structure of the large tables by the marginal log-linear models. Examples are introduced to illustrate the suggested method.