• Journal of Korean Society of Industrial and Systems Engineering
• /
• v.15 no.26
• /
• pp.181-187
• /
• 1992

본 논문은 CIMS에서 적응되는 ARMA 공정제어의 새로운 3단계절차를 제안한다. 첫번째 단계는 다변량 ARMA모델을 식별하여 모수를 추정하고, white noise로 진단된 잔차 series에 대하여 다변량 제어통계량(즉, 다변량 Hotelling T$^2$통계량, 다변량 CUSUM, 다변량 EWHA 통계량, 다변량 MA 통계량)등을 계산한다. 마지막으로 본 논문에서 제안한 8가지 다변량 제어통계량을 상호비교하여 이상점을 발견한다.

• Asia pacific journal of information systems
• /
• v.1 no.1
• /
• pp.63-86
• /
• 1991

In this paper, our concern is the artificial neural network-based patten classification, when can resolve the difficulties in the Autoregressive Moving Average(ARMA) model identification problem To effectively classify a time series into an approriate ARMA model, we adopt the Multi-layered Backpropagation Network (MLBPN) as a pattern classifier, and Extended Sample Autocorrelation Function (ESACF) as a feature extractor. To improve the classification power of MLBPN's we suggest an integrated neural network system which consists of an AR Network and many small-sized MA Networks. The output of AR Network which will gives the MA order. A step-by-step training strategy is also suggested so that the learned MLBPN's can effectively ESACF patterns contaminated by the high level of noises. The experiment with the artificially generated test data and real world data showed the promising results. Our approach, combined with a statistical parameter estimation method, will provide a way to the automation of ARMA modeling.

• Journal of the Korea Institute of Information and Communication Engineering
• /
• v.16 no.8
• /
• pp.1753-1758
• /
• 2012

This paper introduces analog FIR filters based on a distributed amplifier and analyzes the proposed filter's characteristics. A simple design method of an analog FIR filter based on the digital filter design technique is also introduced. The proposed analog FIR filters are a moving average(MA) and a comb type filters with no multiplier. This simple structures of the proposed filters may enable to operate at multi-GHz frequency range and applicable to combine a filter and an amplifier of RF system. The proposed analog FIR filters were implemented with standard $0.18{\mu}m$ CMOS technology. The designed GHz analog FIR filters are simulated by Cadence Spectre and compared to the results of digital FIR filters obtained from MATLAB simulations. From the simulation results, the characteristics of the proposed analog FIR filters are fairly well matched with those of digital FIR filters.

• Journal of the Korea Safety Management & Science
• /
• v.12 no.4
• /
• pp.255-263
• /
• 2010

The research developes short-run standardized control charts(SSCC) and short-run acceptance control charts(SACC) under the various demand patterns. The demand patterns considered in this paper are three types such as high-variety and repetitive low-volume pattern, extremely-high-variety and nonrepetitive low-volume pattern, and high-variety and extremely-low-volume pattern. The short-run standardized control charts developed by extending the long-run ${\bar{x}}$-R, ${\bar{x}}$-s and I-MR charts have strengths for practioners to understand and use easily. Moreover, the short-range acceptance control charts developed in the study can be efficiently used through combining the functions of the inspection and control chart. The weighting schemes such as Shewhart, moving average (MA) and exponentially weighted moving average (EWMA) can be considered by the reliability of data sets. The two types according to the use of control chart are presented in the short-range standardized charts and acceptance control charts. Finally, process capability index(PCI) and process performance index(PPI) classified by the demand patterns are presented.

• Proceedings of the Korea Information Processing Society Conference
• /
• 2001.10a
• /
• pp.535-538
• /
• 2001

Since 1990s, many literatures have shown that connectionist models, such as back propagation, recurrent network, and RBF (Radial Basis Function) outperform the traditional models, MA (Moving Average), AR (Auto Regressive), and ARIMA (Auto Regressive Integrated Moving Average) in time series prediction. Neural based approaches to time series prediction require the enough length of historical measurements to generate the enough number of training patterns. The more training patterns, the better the generalization of MLP is. The researches about the schemes of generating artificial training patterns and adding to the original ones have been progressed and gave me the motivation of developing VTG schemes in 1996. Virtual term is an estimated measurement, X(t+0.5) between X(t) and X(t+1), while the given measurements in the series are called actual terms. VTG (Virtual Tern Generation) is the process of estimating of X(t+0.5), and VTG schemes are the techniques for the estimation of virtual terms. In this paper, the alternative VTG schemes to the VTG schemes proposed in 1996 will be proposed and applied to multivariate time series prediction. The VTG schemes proposed in 1996 are called deterministic VTG schemes, while the alternative ones are called stochastic VTG schemes in this paper.

• The Korean Journal of Applied Statistics
• /
• v.30 no.1
• /
• pp.103-117
• /
• 2017

In longitudinal data analysis, the serial correlation of repeated outcomes must be taken into account using covariance matrix. Modeling of the covariance matrix is important to estimate the effect of covariates properly. However, It is challenging because there are many parameters in the matrix and the estimated covariance matrix should be positive definite. To overcome the restrictions, several Cholesky decomposition approaches for the covariance matrix were proposed: modified autoregressive (AR), moving average (MA), ARMA Cholesky decompositions. In this paper we review them and compare the performance of the approaches using simulation studies.

• The Transactions of the Korean Institute of Power Electronics
• /
• v.5 no.5
• /
• pp.459-466
• /
• 2000

A new control method for precision robust speed control of a PMSM(Permanent Magnet Synchronous Motor) using load torque observer is presented. Using this system, we can more precisely evacuate of vestibular function. Until now a rotating chair system, so called 2D-stimulator, which has vertical rotate axis is used to make dizziness. However, an inclined rotating chair system witch is called 3D-stimulator is needed to obtain the precise dizziness data. This 3D-stimulator include unbalanced load caused by unbalanced center of mass. In this case, new compensation method is considered to obtain robust speed control using load torque observer. To reduce the effect of this disturbance, we can use dead-beat observer that has high gain. The application of the load to torque observer is published in for position control. However, there is a problem of using speed information such as amplifying effect of noise. Therefore, we can reduce a noise effect by moving average process. The experimental results are depicted in this paper to show the effect of this proposed algorithm.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.28 no.6A
• /
• pp.341-350
• /
• 2003

In this paper, we evaluate the performance of a moving average (MA) channel estimation filter when space-time block coding transmit diversity (STBC-TD) is applied to the wideband direct sequence code division multiple access (WCDMA) forward link. And we present the infinite impulse response (IIR) filter scheme that can reduce the required memory buffer and the channel estimation delay time. This paper also compares the performance between MA filter scheme and IIR filter scheme in various Rayleigh fading channel environments through the bit error rate (BER) and the frame error rate (FER). Extensive computer simulation results show that transmission with STBC-TD provides a significant gain in performance over no transmit diversity technique, particularly at pedestrian speeds. If STBC-TD technique is employed in the channel estimator based on MA filter, it provides considerable performance gains against Rayleigh fading and reduces the optimum filter tap number. Consequently, the channel estimation delay time and the complexity of the receiver are reduced. In addition, the channel estimator based on IIR filter has the advantages such as little memory requirement and no delay time compared to the MA scheme. However, IIR filter coefficients is very sensitive to the mobile speed change and it exerts a serious influence upon the performance. For that reason, it is important to set uP the optimum IIR filter coefficients.

• The Transactions of the Korean Institute of Power Electronics
• /
• v.9 no.1
• /
• pp.42-49
• /
• 2004

This paper presents a new method of external load disturbance compensation using deadbeat load torque observer and gain compensation by parameter estimator. The response of the permanent magnet synchronous motor(PMSM) follows the nominal plant. The load torque compensation method is composed of a deadbeat observer. To reduce the noise effect, the post-filter implemented by moving average(MA) process is adopted. The parameter compensator with recursive least square method(RLSM) parameter estimator is suggested to make the new system work as same as the name plate system which in used to take gains. The proposed estimator is combined with a high performance load torque observer to resolve the problems. As a result, the proposed control system has a robust and precise system against the load torque and the parameter variation. A stability and usefulness are verified by computer simulation and experiment.

• Journal of the Korean Society of Fisheries and Ocean Technology
• /
• v.32 no.3
• /
• pp.235-240
• /
• 1996

Forecasts of monthly landings of walleye pollock, Theragra chalcogramma, in Korea were carried out by the seasonal Autoregressive Integrated Moving Average(ARlMA) model. The Box - Cox transformation on the walleye pollock catch data handles nonstationary variance. The equation of Box - Cox transformation was Y'=($Y^0.31$_ 1)/0.31. The model identification was determined by minimum AIC(Akaike Information Criteria). And the seasonal ARlMA model is presented (1- O.583B)(1- $B^1$)(l- $B^12$)$Z_t$ =(l- O.912B)(1- O.732$B^12$)et where: $Z_t$=value at month t ; $B^p$ is a backward shift operator, that is, $B^p$$Z_t$=$Z_t$-P; and et= error term at month t, which is to forecast 24 months ahead the walleye pollock landings in Korea. Monthly forecasts of the walleye pollock landings for 1993~ 1994, which were compared with the actual landings, had an absolute percentage error(APE) range of 20.2-226.1 %. Thtal observed annual landings in 1993 and 1994 were 16, 61OM/T and 1O, 748M/T respectively, while the model predicted 10, 7 48M/T and 8, 203M/T(APE 37.0% and 23.7%, respectively).