• 제목/요약/키워드: Real variance

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Extension of the VSACF for Modelling Seasonal Time Series (계절적 시계열 모형화를 위한 VSACF 의 확장)

  • 전태준
    • Journal of the Korean Operations Research and Management Science Society
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    • v.16 no.1
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    • pp.68-75
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    • 1991
  • The purpose of this thesis is to develop the new technique for the analysis of seasonal time series by extending the vector sample auto-correlation function(VSACF), which was developed for ARMA modelling procedure. After the problems of VSACF for modelling seasonal time series are investigated, the adjacent variance is defined and used for decomposing the seasonal factor from the seasonal time series. The seasonal indices are calculated and the VSACF is applied to the transformed series. The automatic procedure for modelling seasonal time series is suggested and applied to the real data, the international airline passenger travel.

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The Daily Variance in Impedance at Acupuncture Points

  • Kovich, Fletcher
    • Journal of Acupuncture Research
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    • v.35 no.4
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    • pp.176-181
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    • 2018
  • Background: Low electrical impedance at acupoints is a familiar concept, and it has also been found that this increases with poor organ function. Kovich hypothesizes that organ states are communicated to their related acupoints in real time, and this experiment set out to test this. Methods: The electrical impedance at 4 digestion-related acupuncture points (acupoints) was recorded over a 14-hour period and a food diary was recorded. The readings were taken in 23 sessions, between which the participant continued his usual daily routine. Results: The impedance at all the monitored acupoints varied considerably throughout the day, and the peaks were aligned with periods of high stomach activity. Conclusion: Variations in stomach function produced corresponding variations in the impedance at key stomach-related acupoints. However, the experiment was limited in that samples were only taken at around 30-minute intervals, and further investigations are needed to explore this phenomenon in more detail.

Generating Unit Maintenance Scheduling Considering Regional Reserve Constraints and Transfer Capability Using Hybrid PSO Algorithm (지역별 예비력 제약과 융통전력을 고려한 발전기 예방정비 계획 해법)

  • Park, Young-Soo;Park, June-Ho;Kim, Jin-Ho
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.56 no.11
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    • pp.1892-1902
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    • 2007
  • This paper presents a new generating unit maintenance scheduling algorithm considering regional reserve margin and transfer capability. Existing researches focused on reliability of the overall power systems have some problems that adequate reliability criteria cannot be guaranteed in supply shortage regions. Therefore specific constraints which can treat regional reserve ratio have to be added to conventional approaches. The objective function considered in this paper is the variance (second-order momentum) of operating reserve margin to levelize reliability during a planning horizon. This paper focuses on significances of considering regional reliability criteria and an advanced hybrid optimization method based on PSO algorithm. The proposed method has been applied to IEEE reliability test system(1996) with 32-generators and a real-world large scale power system with 291 generators. The results are compared with those of the classical central maintenance scheduling approaches and conventional PSO algorithm to verify the effectiveness of the algorithm proposed in this paper.

A State Estimator for servo system using discrete Kalman Filter (이산형 칼만 필터를 이용한 서보 시스템의 상태 추정자 설계)

  • Shin, Doo-Jin;Yum, Hyung-Sun;Huh, Uk-Youl;Lee, Je-Hie
    • Proceedings of the KIEE Conference
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    • 1998.11b
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    • pp.420-422
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    • 1998
  • In this paper, we propose a position-speed control of servo system with a state estimator. And also we utilized two mass modelling in order to deals with real system accurately. The overall control system consists of two parts: the position-speed controller and state estimator. The Kalman filter applied as state - feedback controller is an optimal state estimator applied to a dynamic system that involves random perturbations and gives a linear,unbiased and minimun error variance recursive algorithm to estimate the unknown state optimally. Therefore we consider the error problem about the servo system modelling, the measurement noise at low-speed ranges a stochastic system, and implement a optimal state observer. Performance of the proposed state estimator are demonstrated by computer simulations.

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Precontract Pricing considering Stochastic Demand (수요의 불확실성을 고려한 예약 요금제)

  • Jeong, Hae-Seong;Kim, Seong-Su;Park, Jong-Keun;Choi, Joon-Young;Hong, Jun-Hee;Rim, Seong-Hwang
    • Proceedings of the KIEE Conference
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    • 1995.07b
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    • pp.540-542
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    • 1995
  • When precontract pricing is applied, consumers must reserve expecting the amount of electricity to use. But Consumers expecting demand has stochastic property, expecting demand may be different from real demand. To prepare for this problem, spinning reserve is needed. Now I suggest new pricing system that someone has large variance and large elacity pays high price by the accumulated penalty factor. And I suggest the accumulated penalty factor for maximizing social welfare.

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A Sequencial Adaptive Kalman Filtering for Video Codec Image Enhancement (Video Codec 화질 개선을 위한 순차적 적응형 칼만 필터링 연구)

  • 백원진;이종수;김수원;박진우
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.15 no.12
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    • pp.1031-1043
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    • 1990
  • A sequential recursive Kalman filtering algorithm, using causal image model, which is designed to operate in real time in the scanning mode is developed to enhance quality of 64Kbps videocodec images via function of suppression of various noises and optimum restoration. In order to improve its performance, adapted an averaging of pixel values between processing lines and adaptive filtering strategy based on the local spatial variance. Effecttiveness of the Kalman filtering algorithm proposed has been proved in the processed test kalman filtering algorithm proposed has been proved in the processed test images and the NMSE, LOGMSE measured, therefore, it may proposes possibility of the usage in videocodec for pre- and post- processing.

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Testing Harmonic Used Better than Aged in Expectation in Upper Tail(HUBAEUT) Class of Life Distributions Using Kernel Method

  • Abu-Youssef, S.E.;Al-nachawati, H.
    • International Journal of Reliability and Applications
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    • v.7 no.2
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    • pp.89-99
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    • 2006
  • A new classes of life distribution, namely harmonic used better than aged in expectation in upper tail (HUBAEUT) is introduced. Testing exponentiality against this class is investigated using kernel method. The limiting null and nonnull distribution of the test statistics is normal and the null variance is calculated exactly. Selected critical values are tabulated for sample sizes of 5(1)40. Power of the test are estimated by simulation. the efficacies of the test statistics used for testing against HUBAEUT are calculated for som common alternatives and are compared to some other procedures. It is shown that proposed test is simple, has high relative efficiency and power for some commonly used alternatives. The set of real data are used as an examples to elucidate the use of the proposed test statistics for practical reliability.

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Allocation in Multi-way Stratification by Linear Programing

  • NamKung, Pyong;Choi, Jae-Hyuk
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.327-341
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    • 2006
  • Winkler (1990, 2001), Sitter and Skinner (1994), Wilson and Sitter (2002) present a method which applies linear programing to designing surveys with multi-way stratification, primarily in situation where the desired sample size is less than or only slightly larger than the total number of stratification cells. A comparison is made with existing methods both by illustrating the sampling schemes generated for specific examples, by evaluating sample mean, variance estimation, and mean squared errors, and by simulating sample mean for all methods. The computations required can, however, increase rapidly as the number of cells in the multi-way classification increase. In this article their approach is applied to multi-way stratification using real data.

Transform Trellis Image Coding Using a Training Algorithm (훈련 알고리듬을 이용한 변환격자코드에 의한 영상신호 압축)

  • 김동윤
    • Journal of Biomedical Engineering Research
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    • v.15 no.1
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    • pp.83-88
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    • 1994
  • The transform trellis code is an optimal source code as a block size and the constraint length of a shift register go to infinite for stationary Gaussian sources with the squared-error distortion measure. However to implement this code, we have to choose the finite block size and constraint length. Moreover real-world sources are inherently non stationary. To overcome these difficulties, we developed a training algorithm for the transform trellis code. The trained transform trellis code which uses the same rates to each block led to a variation in the resulting distortion from one block to another. To alleviate this non-uniformity in the encoded image, we constructed clusters from the variance of the training data and assigned different rates for each cluster.

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Subbnad Adaptive GSC Using the Selective Coefficient Update Algorithm (선택적 계수 갱신 알고리즘을 이용한 광대역 부밴드 적응 GSC)

  • 김재윤;이창수;유경렬
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.53 no.6
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    • pp.446-452
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    • 2004
  • Under the condition of a common narrowband target signal and interference signals from several directions, the linearly constrained minimum variance (LCMV) method using the generalized sidelobe canceller (GSC) for adaptive beamforming has been exploited successfully However, in the case of wideband signals, the length of the adaptive filter must be extended. As a result, the complexity of the beamformer increases, which makes real-time implementation difficult. In this paper, we improve the convergence characteristics of the adaptive filter using the transform domain normalized least mean square (NLMS) approach based on the subband GSC structure without the increase of complexity. Besides, the M-MAX algorithm, which is one of various selective coefficient updating methods, is employed in order to remarkably reduce the computational cost without decreasing the convergence quality. With the combination of these methods, we propose a computationally efficient wideband adaptive beamformer and verify its efficiency through a series of simulations.