• Journal of Korean Institute of Industrial Engineers
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• v.39 no.2
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• pp.109-118
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• 2013

We propose a method for estimating coefficients of AR (autoregressive) model which named MLPAR (Maximum Likelihood of Pearson system for Auto-Regressive model). In the present method for estimating coefficients of AR model, there is an assumption that residual or error term of the model follows the normal distribution. In common cases, we can observe that the error of AR model does not follow the normal distribution. So the normal assumption will cause decreasing prediction accuracy of AR model. In the paper, we propose the MLPAR which does not assume the normal distribution of error term. The MLPAR estimates coefficients of auto-regressive model and distribution moments of residual by using pearson distribution system and maximum likelihood estimation. Comparing proposed method to auto-regressive model, results are shown to verify improved performance of the MLPAR in terms of prediction accuracy.

• Structural Engineering and Mechanics
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• v.15 no.3
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• pp.299-314
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• 2003

This investigation presents an efficient method for identifying modal characteristics from the measured displacement, velocity and acceleration signals of multiple channels on structural systems. A Vector Backward Auto-Regressive model (VBAR) that describes the relationship between the output information in different time steps is used to establish a backward state equation. Generally, the accuracy of the identified dynamic characteristics can be improved by increasing the order of the Auto-Regressive model (AR) in cases of measurement of data under noisy circumstances. However, a higher-order AR model also induces more numerical modes, only some of which are the system modes. The proposed VBAR model provides a clear characteristic boundary to separate the system modes from the spurious modes. A numerical example of a lumped-mass model with three DOFs was established to verify the applicability and effectiveness of the proposed method. Finally, an offshore platform model was experimentally employed as an application case to confirm the proposed VBAR method can be applied to real-world structures.

• Phonetics and Speech Sciences
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• v.2 no.4
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• pp.145-151
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• 2010

In this paper, a robust feature compensation method is proposed for improving the performance of speech recognition. The proposed method is incorporated into the auto-regressive moving average (ARMA) based feature compensation. We employ variable weights for the ARMA filter according to the degree of speech activity, and pass the normalized cepstral sequence through the weighted ARMA filter. Additionally when normalizing the cepstral sequences in training, the cepstral means and variances are estimated from total training utterances. Experimental results show the proposed method significantly improves the speech recognition performance in the noisy and reverberant environments.

• Research in Mathematical Education
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• v.13 no.1
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• pp.31-48
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• 2009

Utilizing the path analysis method, the study explores the relationships among the influential factors in mathematics modeling academic achievement. The following conclusions are drawn: 1. Achievement motivation, creative inclination, cognitive style, the mathematical cognitive structure and mathematics modeling self-monitoring ability, those have significant correlation with mathematics modeling academic achievement; 2. Mathematical cognitive structure and mathematics modeling self-monitoring ability have significant and regressive effect on mathematics modeling academic achievement, and two factors can explain 55.8% variations of mathematics modeling academic achievement; 3. Achievement motivation, creative inclination, cognitive style, mathematical cognitive structure have significant and regressive effect on mathematics modeling self-monitoring ability, and four factors can explain 70.1% variations of mathematics modeling self-monitoring ability; 4. Achievement motivation, creative inclination, and cognitive style have significant and regressive effect on mathematical cognitive structure, and three factors can explain 40.9% variations of mathematical cognitive structure.

• The Transactions of the Korean Institute of Power Electronics
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• v.27 no.4
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• pp.316-324
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• 2022

This paper uses seasonal auto-regressive integrated moving average (S-ARIMA), which is efficient in seasonality between time-series models, to predict the degradation tendency for lithium-ion batteries and study a method for improving the predictive performance. The proposed method analyzes the degradation tendency and extracted factors through an electrical characteristic experiment of lithium-ion batteries, and verifies whether time-series data are suitable for the S-ARIMA model through several statistical analysis techniques. Finally, prediction of battery aging is performed through S-ARIMA, and performance of the model is verified through error comparison of predictions through mean absolute error.

• Journal of the Korean Institute of Intelligent Systems
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• v.19 no.5
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• pp.713-719
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• 2009

In this paper, we develope a water demand forecasting algorithm using AR(Auto-regressive) and MLP(Multi-layer perceptron). To show effectiveness of the proposed method, we analyzed characteristics of time-series data collected in "A" purification plant at Jeon-Buk province during 2007-2008, and then performed the proposed method with various input factors selected through various analyses. As noted in experimental results, the performance of three types model such as multi-regressive, AR(Auto-regressive), and AR+MLP(Auto-regressive + Multi-layer perceptron) show 5.1%, 3.8%, and 3.6% with respect to MAPE(Mean Absolute Percentage Error), respectively. Thus, it is noted that the proposed method can be used to predict short-term water demand for the efficient operation of a water purification plant.

• 제어로봇시스템학회:학술대회논문집
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• 1994.10a
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• pp.134-139
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• 1994

In this paper the comparison between the neural networks and traditional approaches as system identification method are considered. Two model structures of neural networks are the state space model and the input output model neural networks. The traditional methods are the AutoRegressive eXogeneous Input model and the Nonlinear AutoRegressive eXogeneous Input model. The examples considered do not represent any physical system, no a priori knowledge concerning their structure has been used in the identification process. Testing inputs for comparison are the sinusoidal, ramp and the noise ramp.

• Journal of Korean Institute of Industrial Engineers
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• v.32 no.1
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• pp.9-17
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• 2006

This paper deals with a discrete simulation optimization method for designing a complex probabilistic discrete event simulation. The developed algorithm uses the configuration algorithm that can change decision variables and the stopping algorithm that can end simulation in order to satisfy the given objective value during single run. It tries to estimate an auto-regressive model for evaluating correctly the objective function obtained by a small amount of output data. We apply the proposed algorithm to M/M/s model, (s, S) inventory model, and known-function problem. The proposed algorithm can't always guarantee the optimal solution but the method gives an approximate feasible solution in a relatively short time period. We, therefore, show the proposed algorithm can be used as an initial feasible solution of existing optimization methods that need multiple simulation run to search an optimal solution.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.23 no.2
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• pp.117-126
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• 2019

Legacy study for detecting arrhythmia have mostly used nonlinear method to increase classification accuracy. Most methods are complex to process and manipulate data and have difficulties in classifying various arrhythmias. Therefore it is necessary to classify various arrhythmia based on short-term data. In this study, we propose a feature extraction based on auto regressive modeling and an premature contraction arrhythmia classification method using SVM., For this purpose, the R-wave is detected in the ECG signal from which noise has been removed, QRS and RR interval segment is modelled. Also, we classified Normal, PVC, PAC through SVM in realtime by extracting four optimal segment length and AR order. The detection and classification rate of R wave and PVC is evaluated through MIT-BIH arrhythmia database. The performance results indicate the average of 99.77% in R wave detection and 99.23%, 97.28%, 96.62% in Normal, PVC, PAC classification.

• 제어로봇시스템학회:학술대회논문집
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• 1996.10b
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• pp.1213-1216
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• 1996

This paper describes a precise temperature control method for refrigerating and air conditioning systems. The control technique is based on the optimal servo control design method and the control algorithm is implemented on a personal computer. To control the precise temperature, two actuators such as an inverter for the compressor speed control and a stepping motor for regulating the expansion valve are used. The superheat and evaporator temperatures are chosen as the system output. So a multivariable system which has two inputs and two outputs to be controlled. The complicative model is identified by using an ARX(Auto Regressive eXogenous) model and the controller is designed by using the Matlab software.