• Journal of the Korean Statistical Society
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• v.31 no.2
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• pp.199-212
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• 2002

This article introduces transfer function model (TFM) with conditional heteroscedasticity where ARCH concept is built into the traditional TFM of Box and Jenkins (1976). Model building strategies such as identification, estimation and diagnostics of the model are discussed and are illustrated via empirical study including simulated data and real data as well. Comparisons with the classical TFM are also made.

• Journal of Korean Society for Atmospheric Environment
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• v.15 no.6
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• pp.779-789
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• 1999

To support daily ground-level $O_3$ forecasting in Seoul, a transfer function model(TFM) has been developed by using surface meteorological data and pollutant data(previous-day [$O_3$] and [$NO_2$]) from 1 May to 31 August in 1997. The forecast performance of the TFM was evaluated by statistical comparison with $O_3$ concentration observed during September it is shown that correlation coefficient(R), root mean squared error(RMSE), normalized mean squared error(NMSE) and mean relative error(MRE) were 0.73, 15.64, 0.006 and 0.101, respectively. The TFM appeared to have some difficulty forecasting very high $O_3$ concentrations. To compare with this model, multiple regression model(MRM) was developed for the same period. According to statistical comparison between the TFM and MRM. two models had similar predictive capability but TFM based on $O_3$ concentration higher than 60 ppb provided more accurate forecast than MRM. It was concluded that statistical model based on TFM can be useful for improving the accuracy of local $O_3$ forecast.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.54 no.1
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• pp.17-25
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• 2005

This paper provides sufficient conditions for the robustness of Affine linear TFM(Transfer Function Matrix) MIMO (Multi-Input Multi-Output) uncertain systems based on Rosenbrock's DNA (Direct Nyquist Array). The parametric uncertainty is modeled through a Affine TFM MIMO description, and the unstructured uncertainty through a bounded perturbation of Affine polynomials. Gershgorin's theorem and concepts of diagonal dominance and GB(Gershgorin Bands) are extended to include model uncertainty. For this type of parametric robust performance we show robustness of the Affine TFM systems using Nyquist diagram and GB, DNA(Direct Nyquist Array). Multiloop PI/PB controllers can be tuned by using a modified version of the Ziegler-Nickels (ZN) relations. Simulation examples show the performance and efficiency of the proposed multiloop design method.

• Journal of the Korean Society for Precision Engineering
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• v.19 no.5
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• pp.56-63
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• 2002

A new model utilizing a transfer function is introduced in the present paper for analizing motion errors of hydrostatic tables. Relationship between film reaction force in a single hydrostatic pad and form error of a guide rail is derived at various spacial frequencies by finite element analysis, and it is expressed as a transfer function. This transfer function clarifies so called averaging effect of the oil film quantitively. For example, it is found that the amplitide of the film reaction farce is reduced as the spacial frequency increases or relative width of the pocket is reduced. Motion errors of a multiple pad table is estimated from transfer function, geomatric relationship between each pads and form errors of a guide rail, which is named as Transfer Function Method(TFM). Calculated motion errors by TFM show good agreement with motion errors calculated by Multi Pad Method, which is considered entire table as an analysis object. From the results, it is confirmed that the proposed TFM is very effective to analyze the motion errors of hydrostatic tables.

• Proceedings of the Korean Society of Machine Tool Engineers Conference
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• 2001.04a
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• pp.9-14
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• 2001

A new model utilizing a transfer function is introduced in the present paper for analizing motion errors of hydrostatic tables. Relationship between film reaction force in a single hydrostatic pad and form error of a guide rail is derived at various spacial frequencies by finite element analysis, and it is expressed as a transfer function. This transfer function clarifies so called averaging effect of the oil film quantitively. For example, it is found that the amplitide of the film reaction force is reduced as the spacial frequency increases or relative width of the pocket is reduced. Motion errors of a multiple pad table is estimated from transfer function, geometric relationship between each pads and form errors of a guide rail, which is named as Transfer Function Method. Calculated motion errors by TFM show good agreement with motion errors calculated by Multi Pad Method, which is considered entire table as an analysis object. From the results, it is confirmed that the proposed TFM is very effective to analyze the motion errors of hydrostatic tables.

• The Korean Journal of Applied Statistics
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• v.31 no.2
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• pp.303-313
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• 2018

This study considers time series models to forecast drug expenditures in national health insurance. We adopt autoregressive error model (ARE) and transfer function model (TFM) with segmented level and trends (before and after 2012) in order to reflect drug price reduction in 2012. The ARE has only a segmented deterministic term to increase the forecasting performance, while the TFM explains a causality mechanism of drug expenditure with closely related exogenous variables. The mechanism is developed by cross-correlations of drug expenditures and exogenous variables. In both models, the level change appears significant and the number of drug users and ratio of elderly patients variables are significant in the TFM. The ARE tends to produce relatively low forecasts that have been influenced by a drug price reduction; however, the TFM does relatively high forecasts that have appropriately reflected the effects of exogenous variables. The ARIMA model without the exogenous variables produce the highest forecasts.

• The Korean Journal of Applied Statistics
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• v.15 no.2
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• pp.311-321
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• 2002

Transfer function model(TFM) capturings conditional heteroscedastic pattern is introduced to analyze stochastic regression relationship between the two time series. Nonlinear ARCH concept is incorporated into the TFM via threshold ARCH and beta- ARCH models. Steps for statistical analysis of the proposed model are explained along the lines of the Box & Jenkins(1976, ch. 10). For illustration, dynamic analysis between KOSPI and NASDAQ is conducted from which it is seen that threshold ARCH performs the best.

• Journal of Institute of Control, Robotics and Systems
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• v.11 no.2
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• pp.93-102
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• 2005

The Nyquist robust stability margin is proposed as a measure of robust stability for systems with Affine TFM(Transfer Function Matrix) parametric uncertainty. The parametric uncertainty is modeled through a Affine TFM MIMO (Multi-Input Multi-Output) description with dead-time, and the unstructured uncertainty through a bounded perturbation of Affine polynomials. Gershgorin's theorem and concepts of diagonal dominance and GB(Gershgorin Bands) are extended to include model uncertainty. Multiloop PI/PID controllers can be tuned by using a modified version of the Ziegler-Nichols (ZN) relations. Consequently, this paper provides sufficient conditions for the robustness of Affine TFM MIMO uncertain systems with dead-time based on Rosenbrock's DNA. Simulation examples show the performance and efficiency of the proposed multiloop design method for Affine uncertain systems with dead-time.

• Journal of the Korean Society for Precision Engineering
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• v.19 no.5
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• pp.64-71
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• 2002

A new model utilizing a transfer function was proposed in the previous paper fur analizing motion errors of hydrostatic tables. Validity of the proposed method was theoretically verified as the calculated motion errors were compared with the results by conventional multi pad method. In this paper, relationship between form error of rail and motion errors of hydrostatic table is analized theoretically in order to comprehand so-called ‘averaging effect of oil film’. Experiments on the motion errors of hydrostatic table is conducted with 3 different rails, and the results are compared with the results calculated by Transfer Function Method. The results show good agreement. From the results, it is verified that TFM is very effective to analize the motion errors of hydrostatic table.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2001.04a
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• pp.454-458
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• 2001

A new model utilizing a transfer function was proposed in the previous paper for analizing motion errors of hydrostatic tables. Validity of the proposed method was theoretically verified as the calculated motion errors were compared with the results by conventional multi pad method. In this paper, relationship between form error of rail and motion errors of hydrostatic table is analized theoretically in order to comprehand so-called 'averaging effect of oil film'. Experiments on the motion errors of hydrostatic table is conducted with 3 different rails, and the results are compared with the results calculated by Transfer Function Method. The results show good agreement. From the results, it is verified that TFM is very effective to analize the motion errors of hydrostatic table.