• Title/Summary/Keyword: TAR model

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TAR(Threshold Autoregressive) Model for Short-Term Load Forecasting Using Nonlinearity of Temperature and Load (온도와 부하의 비선형성을 이용한 단기부하예측에서의 TAR(Threshold Autoregressive) 모델)

  • Lee, Gyeong Hun;Lee, Yun Ho;Kim, Jin O
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.50 no.9
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    • pp.399-399
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    • 2001
  • This paper proposes TAR(Threshold Autoregressive) model for short-term load forecasting including temperature variable. In the scatter diagram of daily peak load versus daily high or low temperature, we can find out that the load-temperature relationship has a negative slope in the lower regime and a positive slope in the upper regime due to the heating and cooling load, respectively. TAR model is adequate for analyzing these phenomena since TAR model is a piecewise linear autoregressive model. In this paper, we estimated and forecasted one day-ahead daily peak load by applying TAR model using this load-temperature characteristic in these regimes. The results are compared with those of linear and quadratic regression models.

TAR(Threshold Autoregressive) Model for Short-Term Load Forecasting Using Nonlinearity of Temperature and Load (온도와 부하의 비선형성을 이용한 단기부하예측에서의 TAR(Threshold Autoregressive) 모델)

  • Lee, Gyeong-Hun;Lee, Yun-Ho;Kim, Jin-O
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.50 no.9
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    • pp.309-405
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    • 2001
  • This paper proposes TAR(Threshold Autoregressive) model for short-term load forecasting including temperature variable. In the scatter diagram of daily peak load versus daily high or low temperature, we can find out that the load-temperature relationship has a negative slope in the lower regime and a positive slope in the upper regime due to the heating and cooling load, respectively. TAR model is adequate for analyzing these phenomena since TAR model is a piecewise linear autoregressive model. In this paper, we estimated and forecasted one day-ahead daily peak load by applying TAR model using this load-temperature characteristic in these regimes. The results are compared with those of linear and quadratic regression models.

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Introduction of TAR(Threshold Autoregressive) Model for Short-Term Load Forecasting including Temperature Variable (온도를 변수로 갖는 단기부하예측에서의 TAR(Threshold Autoregressive) 모델 도입)

  • Lee, Kyung-Hun;Lee, Yun-Ho;Kim, Jin-O
    • Proceedings of the KIEE Conference
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    • 2000.11a
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    • pp.184-186
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    • 2000
  • This paper proposes the introduction of TAR(Threshold Autoregressive) model for short-term load forecasting including temperature variable. TAR model is a piecewise linear autoregressive model. In the scatter diagram of daily peak load versus daily maximum or minimum temperature, we can find out that the load-temperature relationship has a negative slope in lower regime and a positive slope in upper regime due to the heating and cooling load, respectively. In this paper, daily peak load was forecasted by applying TAR model using this load-temperature characteristic in these regimes. The results are compared with those of linear and quadratic regression models.

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Threshold Autoregressive Models for VBR MPEG Video Traces (VBR MPEG 비디오 추적을 위한 임계치 자회귀 모델)

  • 오창윤;배상현
    • Journal of the Korea Society of Computer and Information
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    • v.4 no.4
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    • pp.101-112
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    • 1999
  • In this paper variable bit rate VBR Moving Picture Experts Group (MPEG) coded full-motion video traffic is modeled by a nonlinear time-series process. The threshold autoregressive (TAR) process is of particular interest. The TAR model is comprised of a set of autoregressive (AR) processes that are switched between amplitude sub-regions. To model the dynamics of the switching between the sub-regions a selection of amplitude dependent thresholds and a delay value is required. To this end, an efficient and accurate TAR model construction algorithm is developed to model VBR MPEG-coded video traffic. The TAR model is shown to accurately represent statistical characteristics of the actual full-motion video trace. Furthermore. in simulations for the bit-loss rate actual and TAR traces show good agreement.

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Effect of moxi-tar herbal acupuncture on the carrageenan-induced arthritis in rats (구진(灸津) 약침(藥鍼)이 Carrageenan으로 유도한 관절염에 미치는 영향(影響))

  • Koo, Sung-Tae;Shin, Jong-Keun;Choi, Yun-Young;Song, Jung-Bang;Kim, Jae-Hyo;Kim, Kyoung-Sik;Sohn, In-Chul
    • Korean Journal of Acupuncture
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    • v.23 no.1
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    • pp.67-85
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    • 2006
  • Obiecnves : The purpose of this study was to examine the analgesic effect of moxi-tar on a rat model of carrageenan-induced arthritis and the relations between moxi-tar-induced analgesia and endogenous NO and iNOS, cyclooxygenase-2 (COX-2), and c-Fos protein expression in the spinal cord. Methods : Carrageenan-induced arthritis rat model was used to test the effect of moxi-tar as a chronic pain model. After the induction of arthritis, rats subsequently showed a reduced stepping force of the affected limb for at least the next 4 days. The reduced stepping force of the limb was presumably due to a painful knee, since oral injection of indomethacin produced temporary improvement of weight bearing. Moxi-tar dissolved in ethyl alcohol was injected several acupoints. After the treatment, behavioral tests measuring stepping force were periodically conducted during the next 12 hours. Results : Moxi-tar produced significant improvement of stepping force of the hindlimb affected by the arthritis lasting at least 9 hours. The magnitude of this improvement was equivalent to that obtained after an oral injection of 3 mg/kg of indomethacin and this improvement of stepping force was interpreted as an analgesic effect. Moxi-tar produced the improvement of stepping force of the affected hindlimb in a dose-dependent manner. Both NO production and iNOS, COX-2 protein expression increased by arthritis were suppressed by moxi-tar. moxi-tar on combination with electroacupuncture (EA) produced more powerful and longer lasting improvement of stepping force of the hindlimb affected by the arthritis than either moxi-tar or EA did. Conclusion : The present study suggest that moxi-tar produces a potent analgesic effect on the chronic knee arthritis pain model in the rat and that moxi-tar-induced analgesia modulate endogenous NO through the suppression of iNOS/COX-2 protein expression.

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Analgesic Effects of Moxi-tar Pharmacopuncture on the Carrageenan-induced Arthritic Rats (Carrageenan 유도 관절염에 대한 구진(灸津) 약침(藥鍼)의 진통작용)

  • Koo, Sung-Tae;Shin, Jong-Keun;Choi, Yun-Young;Song, Jung-Bang;Kim, Jae-Hyo;Kim, Kyoung-Sik;Sohn, In-Chul
    • The Journal of Traditional Korean Medicine
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    • v.15 no.1
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    • pp.113-127
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    • 2006
  • Objectives: This study was produced to examine the effects of moxibustion that had been played important role to traditional oriental medical treatment on disease. Recently, it was reported that moxi-tar which is generated in the process of moxibustion as burning combustibles decreased nitric oxide(NO) and inducible NO synthase (iNOS) generation in cellular experiments. Methods: Carrageenan-induced arthritis rat model was used to test the effect of moxi-tar as a chronic pain model. Diluted moxi-tar was single injected in several acupoints or combined with electroacupuncture (l ms, 2 Hz, and 2 mA) into contralateral ST36 acupoint for 30 min to assess the synergic effects. After the treatment, behavioral tests measuring stepping force were periodically conducted during the next 12 hours. Endogenous NO and iNOS, cyclooxygenase-2 (COX-2), and c-Fos protein expression in the spinal cord were examined on a rat model of carrageenan-induced arthritis. Results : After the induction of arthritis, rats subsequently showed a reduced stepping force of the affected limb for at least the next 4 days. The reduced stepping force of the limb was presumably due to a painful knee, since oral injection of indomethacin produced temporary improvement of weight bearing. Maxi-tar produced significant improvement of stepping force of the hindlimb affected by the arthritis lasting at least 9 hours. The magnitude of this improvement was equivalent to that obtained after an oral injection of 3 mg/kg of indomethacin and this improvement of stepping force was interpreted as an analgesic effect. Maxi-tar produced the improvement of stepping force of the affected hindlimb in a dose-dependent manner. Both NO production and iNOS, COX-2 protein expression increased by arthritis were suppressed by maxi-tar. Moxi-tar on combination with electroacupuncture (EA) produced more powerful and longer lasting improvement of stepping force of the hindlimb affected by the arthritis than either moxi-tar or EA did. Conclusion : The present study suggest that maxi-tar produces a potent analgesic effect on the chronic knee arthritis pain model in the rat and that moxi-tar-induced analgesia modulate endogenous NO through the suppression of iNOS/COX-2 protein expression.

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TAR-GARCH processes as Alternative Models for Korea Stock Prices Data (TAR-GARCH 모형을 이용한 국내 주가 자료 분석)

  • 황선영;김은주
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.437-445
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    • 2000
  • The present paper is introducing a new model so called TAR-GARCH in the context of stock price analysis Conventional models such as AR(l), TAR(l), ARCH(I) and GARCH( 1,1) are briefly reviewed and TAR-GARCH is suggested in analyizing domestic stock prices. Also, relevant iterative estimation procedure is developed. It is seen that TAR-GARCH provides the better fit relative to traditional first order models for stock prices data in Korea.

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Tar Reforming for Biomass Gasification by Ru/$Al_2O_3$ catalyst (Ru/$Al_2O_3$ 촉매를 이용한 바이오매스 타르 개질 특성)

  • Park, Yeong-Su;Kim, Woo-Hyun;Keel, Sang-In;Yun, Jin-Han;Min, Tai-Jin;Roh, Seon-Ah
    • 한국신재생에너지학회:학술대회논문집
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    • 2008.05a
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    • pp.247-250
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    • 2008
  • Biomass gasification is a promising technology for producing a fuel gas which is useful for power generation systems. In biomass gasification processes, tar formation often causes some problems such as pipeline plugging. Thus, proper tar treatment is necessary. So far, nickel (Ni)-based catalysts have been intensively studied for the catalytic tar removal. However, the deactivation of Ni-based catalysts takes place because of coke deposition and sintering of Ni metal particles. To overcome these problems, we have been using ruthenium (Ru)-based catalyst for tar removal. It is reported by Okada et al., that a Ru/$Al_2O_3$ catalyst is very effective for preventing the carbon deposition during the steam reforming of hydrocarbons. Also, this catalyst is more active than the Ni-based catalyst at a low steam to carbon ratio (S/C). Benzene was used for the tar model compound because it is the main constituent of biomass tar and also because it represents a stable aromatic structure apparent in tar formed in biomass gasification processes. The steam reforming process transforms hydrocarbons into gaseous mixtures constituted of carbon dioxide ($CO_2$), carbon monoxide (CO), methane ($CH_4$) and hydrogen ($H_2$).

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Thermodynamic Correlations for Predicting the Properties of Coal-Tar Fractions and Process Analysys (석탄 유분에 대한 물성예측식 개발 및 공정에 대한 연구)

  • Oh, Jun Sung;Lee, Euy Soo;Park, Sang Jin
    • Korean Chemical Engineering Research
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    • v.43 no.4
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    • pp.458-466
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    • 2005
  • Full-scale utilizations of batch separation process often require knowledge about thermodynamics and correlation techniques of physical properties of complex mixture consisting of a great number of many unknown components. Various empirical correlations have been proposed to predict the physical properties mostly about the pseudocomponent of petroleum. In this study, one parameter correlations are developed for the calculations of the critical physical properties and ideal heat capacity of the pseudo-component of coal tar fractions. Developed model can provide a tool for the design and operations for the batch distillation of coal tar mixture.

Robust Unit Root Tests for a Panel TAR Model

  • Shin, Dong-Wan
    • The Korean Journal of Applied Statistics
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    • v.24 no.1
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    • pp.11-23
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    • 2011
  • Robust unit root tests are developed for dynamic panels consisting of TAR processes. The test statistics are all based on diverse combinations of individual t-type tests for significance of TAR coefficients. Limiting null distributions are established. A Monte-Carlo experiment compares the proposed tests. The tests are applied to a panel data set of Canadian unemployment rates which show asymmetric features as well as having outliers.