• The Journal of the Acoustical Society of Korea
• /
• v.13 no.6
• /
• pp.66-74
• /
• 1994

Simulation of sonar reverberation time series is very useful because most acoustic models are power level models and have a difficulty when performance of hardware system is evaluated under the reverberant condition. Thus, in this paper, the simulation of reverberation time series is attempted, First, normalized spectrum, whose bandwidth is varying in the frequency domain and which has zero-mean Gaussian distribution, is calculated at pre-selected receiving time. Second, reverberation levels given by underwater acoustic model are combined with normalized spectrum in the frequency domain. Finally, nonstationary sonar reverberation time series are simulated by IFT(Inverse Fourier Transform).

• Communications for Statistical Applications and Methods
• /
• v.16 no.1
• /
• pp.31-40
• /
• 2009

Spatial time series data can be viewed either as a set of time series collected simultaneously at a number of spatial locations. In this paper, We estimate the parameters of spatial time autoregressive moving average (SIARMA) process by method of Gibbs sampling. Finally, We apply this method to a set of U.S. Mumps data over a 12 states region.

• Journal of the Korean Statistical Society
• /
• v.35 no.1
• /
• pp.79-90
• /
• 2006

We consider the subdiagonal bilinear model and ARMA model with subdiagonal bilinear errors. Sufficient conditions for geometric ergodicity of associated Markov chains are derived by using results on generalized random coefficient autoregressive models and then strict stationarity and ,a-mixing property with exponential decay rates for given processes are obtained.

• Journal of Advanced Navigation Technology
• /
• v.11 no.3
• /
• pp.252-258
• /
• 2007

There has been a lot of research done in scheme guaranteeing user's mobility and effective resources management to satisfy the requested by users in the wireless/mobile networks. In this paper, we propose a predictive resource allocation scheme based on ARMA(Auto Regressive Moving Average) prediction model to meet QoS requirements(handoff dropping rate) for guaranteeing users' mobility. The proposed scheme predicts the demanded amount of resource in the future time by ARMA time series prediction model, and then reserves it. The ARMA model can be used to take into account the correlation of future handoff resource demands with present and past handoff demands for provision of targeted handoff dropping rate. Simulation results show that the proposed scheme outperforms the existing RCS(Reserved channel scheme) in terms of handoff connection dropping rate and resource utilization.

• Journal of Ocean Engineering and Technology
• /
• v.36 no.5
• /
• pp.295-302
• /
• 2022

The initial response to a marine accident can play a key role to minimize the accident. Therefore, various decision support systems have been developed using sensors, simulations, and active response equipment. In this study, we developed an algorithm to predict damage locations using ship motion data with bidirectional long short-term memory (BiLSTM), a type of recurrent neural network. To reflect the low frequency ship motion characteristics, 200 time-series data collected for 100 s were considered as input values. Heave, roll, and pitch were used as features for the prediction model. The F1-score of the BiLSTM model was 0.92; this was an improvement over the F1-score of 0.90 of a prior model. Furthermore, 53 of 75 locations of damage had an F1-score above 0.90. The model predicted the damage location with high accuracy, allowing for a quick initial response even if the ship did not have flood sensors. The model can be used as input data with high accuracy for a real-time progressive flooding simulator on board.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
• /
• 2022.10a
• /
• pp.150-152
• /
• 2022

In this work, we propose a model that considers the behavior and synaptic plasticity of sensory neurons based on Liquid Time-constant Network (LTC). The neuron connection structure was experimented with four types: the increasing number of neurons, the decreasing number, the decreasing number, and the decreasing number. In this study, we experimented using a time series prediction dataset to see if the performance of the changed model improved compared to LTC. Experimental results show that the application of modeling of sensory neurons does not always bring about performance improvements, but improves performance through proper selection of learning rules depending on the type of dataset. In addition, the connective structure of neurons showed improved performance when it was less than four layers.

• Water Engineering Research
• /
• v.2 no.4
• /
• pp.209-218
• /
• 2001

Generation of evaporation data generally assists in planning, operation, and management of reservoirs and other water works. Annual and monthly evaporation series were generated for King Fahad Dam Lake in Bishah, Saudi Arabia. Data was gathered for period of 22 years. Tests of homogeneity and normality were conducted and results showed that data was homogeneous and normally distributed. For generating annual series, an Autoregressive first order model AR(1) was used and for monthly evaporation series method of fragments was used. Fifty replicates for annual series, and fifty replicates for each month series, each with 22 values length, were generated. Performance of the models was evaluated by comparing the statistical parameters of the generated series with those of the historical data. Annual and monthly models were found to be satisfactory in preserving the statistical parameters of the historical series. About 89% of the tested values of the considered parameters were within the assigned confidence limits

• Journal of the Korean Data and Information Science Society
• /
• v.16 no.3
• /
• pp.695-703
• /
• 2005

This paper extends the maximum likelihood seasonal cointegration procedure developed by Johansen and Schaumburg (1999) for daily time series. The finite sample distribution of the associated rank test for dally data is also presented.

• Communications for Statistical Applications and Methods
• /
• v.8 no.2
• /
• pp.565-572
• /
• 2001

This article explores the problem of ergodicity for the nonlinear autoregressive processes with ARCH structure in a very general setting. A sufficient condition for the geometric ergodicity of the model is developed along the lines of Feigin and Tweedie(1985), thereby extending classical results for specific nonlinear time series. The condition suggested is in turn applied to some specific nonlinear time series illustrating that our results extend those in the literature.

• The Pure and Applied Mathematics
• /
• v.11 no.4
• /
• pp.275-285
• /
• 2004

In this paper, the time series models for the number of reported death claims of compulsory automobile liability insurance in Korea are studied. We found that IMA${(0, 1, 1)}\;{\times}\;{(0, 1, 1)}_{12}$ would the most appropriate model for the number of reported claims by the Box-Jenkins method.