• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.487-493
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• 2015

Time series data sometimes show violation of normal assumptions. For cases where the assumption of normality is untenable, more exible models can be adopted to accommodate heavy tails. The exponential power distribution (EPD) is considered as possible candidate for errors of time series model that may show violation of normal assumption. Besides, the use of exible models for errors like EPD might be able to conduct the robust analysis. In this paper, we especially consider EPD as the exible distribution for errors of autoregressive models. Also, we represent this distribution as scale mixture of uniform and this form enables efficient Bayesian estimation via Markov chain Monte Carlo (MCMC) methods.

• Proceedings of the Korean Society of Machine Tool Engineers Conference
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• 1996.03a
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• pp.119-123
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• 1996

The demands for robotic and automatic system are continually increasing in manufacturing fields. There were so many studies to monitor and predict system, but it were mainly relied upon measuring of cutting force, current of motor spindle and using acoustic sensor, etc. In this study digital image of time series sequence was acquired taking advantage of optical technique. Then, mean square error was obtained from it and was available for useful observation data. The parameter was estimated using PAA(parameter adaptation algorithm) from observation data. AR model was selected for system model, fifth order was decided according to parameter estimation. Uncorrelation test was also carried out to verify convergence of parameter. Through the proceedings, we found there was a system stability.

• Proceedings of the KOSOMBE Conference
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• v.1996 no.11
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• pp.70-73
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• 1996

Many researchers had considered biological systems as linear systems. In many cases of biological systems, the phenomena that show the regular and periodic dynamics are considered the normal state. However, some clinical experiments reported, in some cases, the periodic signals represented the abnormal state. We assume that signals from human body system are generated from deterministic, intrinsic mechanisms and can be represented a simple equation that show nonlinear dynamics dependent on control parameters. The objective of our study is to model a nonlinear dynamics correctly from the nonlinear time series using the genetic programming method; to find a simple equation of nonlinear dynamics using collected time series and its nonlinear characteristics. We applied genetic programming to model RR interval of ECG that shows chaotic phenomena. We used 4 statistic measures and 2 fractal measures to estimate fitness of each chromosome, and could obtain good solutions of which chaotic features are similar.

• Journal of the Korean Society for Precision Engineering
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• v.12 no.10
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• pp.149-156
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• 1995

This paper presents a method of detecting chatter vibration in end-mill process. The detecting system consists of an adaptive signal processing scheme which uses an autore- gressive time-series model and a neural network is proposed and is verified its effectiveness by using acceleration and cutting force signals recorded during slotting in end-mill operations. Expeerimental results indicate that the proposed system provides excellent detection when chatter is occured within the ranges of cutting conditions considered in this study and an effectiveness of the integration of signals is confirmed.

• The Journal of the Korea institute of electronic communication sciences
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• v.18 no.1
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• pp.127-142
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• 2023

The management of size and weight, which are the growth information of aquaculture fish in fish-farms, is the most basic goal. In this study, the epoch is defined in fish-farms from the time of stocking or dividing to the time of shipment, and the growth data for a total of three epoch is analyzed from a time series perspective. Growth information such as the size and weight of aquaculture fish that occur over time in fish-farms is compared and analyzed with water quality environmental information and feeding information, and a model is presented using the analysis results. In this study, linear, exponential, and logarithmic regression models are presented using the Box-Jenkins method for size and weight by epoch using data obtained in the field.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.51 no.1
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• pp.39-42
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• 2002

For the purpose of modeling EEG signal which has nonstationary and nonlinear dynamic characteristics, this paper propose a state feedback real time recurrent neural network model. The state feedback real time recurrent neural network is structured to have memory structure in the state of hidden layers so that it has arbitrary dynamics and ability to deal with time-varying input through its own temporal operation. For the model test, Mackey-Glass time series is used as a nonlinear dynamic system and the model is applied to the prediction of three types of EEG, alpha wave, beta wave and epileptic EEG. Experimental results show that the performance of the proposed model is better than that of other neural network models which are compared in this paper in some view points of the converging speed in learning stage and normalized mean square error for the test data set.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.49 no.3
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• pp.136-141
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• 2000

This paper presents the design of an H$\infty$ based robust Static Synchronous Compensator (STATCOM) supplementary controller to suppress the subsynchronous resonance (SSR) in the series-compensated system. The IEEE second benchmark, System-l model is employed for this study. In order to design the effective controller, the modal controllability and observability indices to the oscillation modes are considered. Comprehensive time domain simulations using a nonlinear system model that the proposed STATCOM supplementary controller can suppress the SSR efficiently in spite of the variations of power system operating conditions.

• Wind and Structures
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• v.26 no.3
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• pp.129-146
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• 2018

Extreme wind speed analysis has been carried out conventionally by assuming the extreme series data is stationary. However, time-varying trends of the extreme wind speed series could be detected at many surface meteorological stations in China. Two main reasons, exposure change and climate change, were provided to explain the temporal trends of daily maximum wind speed and annual maximum wind speed series data, recorded at Hangzhou (China) meteorological station. After making a correction on wind speed series for time varying exposure, it is necessary to perform non-stationary statistical modeling on the corrected extreme wind speed data series in addition to the classical extreme value analysis. The generalized extreme value (GEV) distribution with time-dependent location and scale parameters was selected as a non-stationary model to describe the corrected extreme wind speed series. The obtained non-stationary extreme value models were then used to estimate the non-stationary extreme wind speed quantiles with various mean recurrence intervals (MRIs) considering changing climate, and compared to the corresponding stationary ones with various MRIs for the Hangzhou area in China. The results indicate that the non-stationary property or dependence of extreme wind speed data should be carefully evaluated and reflected in the determination of design wind speeds.

• Proceedings of the KIEE Conference
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• 2005.11b
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• pp.35-38
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• 2005

This paper suggests the method that forecast Dynamic Line Rating (DLR). Thermal Overload Risk (TOR) of next time is forecasted based on current weather condition and DLR value by Monte Carlo Simulation (MCS). To model weather element of transmission line for MCS, we will propose the use of weather forecast system and statistical models that time series law is applied. Also, through case study, forecasted TOR probability confirmed can utilize by standard that decide DLR of next time. In short, proposed method may be used usefully to keep safety of transmission line and reliability of supply of electric Power by forecasting transmission capacity of next time.

• 제어로봇시스템학회:학술대회논문집
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• 1994.10a
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• pp.106-111
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• 1994

We proposed a new variable sampling rate model which expresses the phenomena with both rapid and slow components. A method for determining the variable sampling rate and the older of the time series model was explained. The proposed variable sampling rate model was evaluated based oil an information criterion(AIC). Tile variable sampling rate model brought smaller an information criterion than one of a constant sampling rate model of conventional type, and was proved to be effective as a prediction model of the system with both rapid and slow components.