• Journal of the Korean Institute of Intelligent Systems
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• v.23 no.2
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• pp.151-157
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• 2013

This paper proposes an online adaptive fuzzy controller for a wind energy conversion system (WECS) that is intrinsically highly nonlinear plant. In real application, to obtain exact system parameters such as power coefficient, many measuring instruments and off-line implementations are required, which is very difficult to perform. This shortcoming can be avoided by introducing fuzzy system in the controller design in this paper. The proposed adaptive fuzzy control scheme using self-structuring algorithm requires no system parameters to meet control objectives. Even the structure of the fuzzy system is automatically grows on-line, which distinguishes our proposed algorithm over the previously proposed fuzzy control schemes. Combining derivative estimator for wind velocity, the whole closed-loop system is shown to be stable in the sense of Lyapunov.

• Journal of the Korea Institute of Military Science and Technology
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• v.26 no.1
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• pp.10-21
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• 2023

For various target tracking applications, it is well known that the Kalman filter is the optimal estimator(in the minimum mean-square sense) to predict and estimate the state(position and/or velocity) of linear dynamical systems driven by Gaussian stochastic noise. In the case of nonlinear systems, Extended Kalman filter(EKF) and/or Unscented Kalman filter(UKF) are widely used, which can be viewed as approximations of the(linear) Kalman filter in the sense of the conditional expectation. However, to implement EKF and UKF, the exact dynamical model information and the statistical information of noise are still required. In this paper, we propose the recurrent neural-network based Kalman filter, where its Kalman gain is obtained via the proposed GRU-LSTM based neural-network framework that does not need the precise model information as well as the noise covariance information. By the proposed neural-network based Kalman filter, the state estimation performance is enhanced in terms of the tracking error, which is verified through various linear and nonlinear tracking problems with incomplete model and statistical covariance information.

• The Korean Journal of Financial Management
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• v.25 no.3
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• pp.111-130
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• 2008

This paper compares long term equilibrium relation of KOSPI 200 which is underling stock and its futures by using general method fractional cointegration instead of existing integer cointegration. Existence of integer cointegration between two price time series gives much wider information about long term equilibrium relation. These details grasp long term equilibrium relation of two price time series as well as reverting velocity to equilibrium by observing difference coefficient of error term when it renounces from equilibrium relation. The result of this study reveals existence of long term equilibrium relation between KOSPI200 and futures which follow fractional cointegration. Difference coefficient, d, of 'two price time series error term' satisfies 0 < d < 1/2 beside bandwidth parameter, m(173). It means two price time series follow stationary long memory process. This also means impulse effects to balance price of two price time series decrease gently within hyperbolic rate decay. It indicates reverting speed of error term is very low when it bolts from equilibrium. It implies to market maker, who is willing to make excess return with arbitrage trading and hedging risk using underling stock, how invest strategy should be changed. It also insinuates that information transition between KOSPI 200 Index market and futures market does not working efficiently.

• Journal of The Korean Society of Agricultural Engineers
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• v.63 no.6
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• pp.77-88
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• 2021

Duck industry had a rapid growth in recent years. Nevertheless, researches to improve duck house environment are still not sufficient enough. Moisture generation of duck house litter is an important factor because it may cause severe illness and low productivity. However, the measuring process is difficult because it could be disturbed with animal excrements and other factors. Therefore, it has to be calculated according to the environmental data around the duck house litter. To cut through all these procedures, we built several machine learning regression model forecasting moisture generation of litter by measured environment data (air temperature, relative humidity, wind velocity and water contents). 5 models (Multi Linear Regression, k-Nearest Neighbors, Support Vector Regression, Random Forest and Deep Neural Network). have been selected for regression. By using R-Square, RMSE and MAE as evaluation metrics, the best accurate model was estimated according to the variables for each machine learning model. In addition, to address the small amount of data acquired through lab experiments, bootstrapping method, a technique utilized in statistics, was used. As a result, the most accurate model selected was Random Forest, with parameters of n-estimator 200 by bootstrapping the original data nine times.