• Journal of the Korean Statistical Society
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• 제31권2호
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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.

• 한국대기환경학회지
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• 제15권6호
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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.

• 대한전기학회논문지:시스템및제어부문D
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• 제54권1호
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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.

• 한국정밀공학회지
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• 제19권5호
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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.

• 한국공작기계학회:학술대회논문집
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• 한국공작기계학회 2001년도 춘계학술대회 논문집(한국공작기계학회)
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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.

• 응용통계연구
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• 제31권2호
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• pp.303-313
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• 2018

본 논문에서는 약품비 지출에 대한 예측을 수행하기 위하여 시계열 모형을 도입한다. 2012년 약가 일괄인하를 반영하기 위하여 구간별 모형을 토대로, 자기회귀오차모형과 전이함수모형을 고려하였다. 자기회귀오차모형에서는 예측의 편리성을 위하여 결정적 추세만을 고려하였으며, 전이함수모형에서는 주요한 외생변수와의 교차상관성을 이용하여 약품비 지출의 인과 메커니즘을 설명하였다. 각 모형에서 약가 일괄인하 이후 수준 변화가 유의하게 나타났으며, 전이함수모형에서는 의약품 사용자 수 및 노인환자 비중 시계열 변수가 유의하게 나타났다. 자기회귀오차모형은 약가 일괄인하로 의한 약품비 수준이동에 좌우되어 비교적 낮은 예측값이 도출되었으며, 전이함수모형은 약품비 지출에 영향을 미치는 외부 설명변수의 증가 추세가 적절히 반영되어 더 높은 예측값을 보였다. 설명변수를 포함하지 않을 경우, 약품비 수준이동만을 고려한 ARIMA 모형은 약품비 지출 추세를 가장 높이 예측하였다.

• 응용통계연구
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• 제15권2호
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• pp.311-321
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• 2002

시계열 자료의 전이함수분석에 있어서 조건부 이분산성을 도입하고 기존의 선형 이분산모형인 Engle(1982)의 ARCH 모형과 더불어 비선형 모형인 베타-ARCH 및 분계점-ARCH모형을 고려하였다. 모형적합절차를 간략히 소개하였으며 제안된 모형을 미국 나스닥지수와 국내 종합주가지수에 적용시켜본 결과 비선형 ARCH 모형이 우수함을 알 수 있었다.

• 제어로봇시스템학회논문지
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• 제11권2호
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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.

• 한국정밀공학회지
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• 제19권5호
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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.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 2001년도 춘계학술대회 논문집
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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.