• Title/Summary/Keyword: auto-regressive coefficient

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Characterization and Generation of Machined Surfaces

  • Uchidate, M.;Shimizu, T.;Iwabuchi, A.
    • Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
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    • 2002.10b
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    • pp.259-260
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    • 2002
  • In this paper, electrical discharge machined (EDM) surfaces machined with various machining parameters are characterized and simulated. Three-dimensional surface topography of EDM surfaces are measured by a stylus instrument. Surface topography is characterized with auto-correlation coefficient and height probability density functions. Then, EDM surfaces are modeled and computer-simulated by using the non-causal 2-D auto-regressive model. Simulation results show that EDM surfaces are characterized well by a few parameters.

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Structural Health Monitoring of Full-Scale Concrete Girder Bridge Using Acceleration Response (가속도 응답을 이용한 실물 콘크리트 거더 교량의 구조건전성 모니터링)

  • Hong, Dong-Soo;Kim, Jeong-Tae
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.14 no.1
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    • pp.165-174
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    • 2010
  • In this paper, a two-phase structural health monitoring system using acceleration response signatures are presented to firstly alarm the change in structural condition and to secondly detect the changed location for full-scale concrete girder bridges. Firstly, Mihocheon Bridge which is a two-span continuous concrete girder bridge is selected as the target structure. The dynamic response features of Mihocheon Bridge are extracted by forced vibration test using bowling ball. Secondly, the damage alarming occurrence and the damage localization techniques are selected to design two-phase structural health monitoring system for Mihocheon Bridge. As the damage alarming techniques, auto-regressive model using time-domain signatures, correlation coefficient of frequency response function and frequency response ratio assurance criterion are selected. As the damage localization technique, modal strain energy-based damage index method is selected. Finally, the feasibility of two-phase structural health monitoring systems is evaluated from static loading tests using a dump truck.

Identification of Linear Structural Systems (선형 구조계의 동특성 추정법)

  • 윤정방
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1989.10a
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    • pp.46-50
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    • 1989
  • Methods for the estimation of the coefficient matrices in the equation of motion for a linear multi-degree-of-freedom structure arc studied. For this purpose, the equation of motion is transformed into an auto-regressive and moving average with auxiliary input (ARMAX) model. The ARMAX parameters are evaluated using several methods of parameter estimation; such as toe least squares, the instrumental variable, the maximum likelihood and the limited Information maximum likelihood methods. Then the parameters of the equation of motion are recovered therefrom. Numerical example is given for a 3-story building model subjected to an earthquake exitation.

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Identification of Linear Structural Systems (선형 구조계의 동특성 추정법)

  • 윤정방
    • Computational Structural Engineering
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    • v.2 no.4
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    • pp.111-116
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    • 1989
  • Methods for the estimation of the coefficient matrices in the equation of motion for a linear multi-degree-of-freedom structure are studied. For this purpose, the equation of motion is transformed into an auto-regressive and moving average with auxiliary input(ARMAX) model. The ARMAX parameters are evaluated using several methods of parameter estimation : such as the least squares, the instrumental variable, the maximum likelihood and the limited information maximum likelihood methods. Then the parameters of the equation of motion are recovered therefrom. Numerical example is given for a 3-story building model subjected to an earthquake exitation.

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Temperature Classification of Heat-treated Metals using Pattern Recognition of Ultrasonic Signal (초음파 신호의 패턴 인식에 의한 금속의 열처리 온도 분류)

  • Im, Rae-Muk;Sin, Dong-Hwan;Kim, Deok-Yeong;Kim, Seong-Hwan
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.12
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    • pp.1544-1553
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    • 1999
  • Recently, ultrasonic testing techniques have been widely used in the evaluation of the quality of metal. In this experiment, six heat-treated temperature of specimen have been considered : 0, 1200, 1250, 1300, 1350 and 1387$^{\circ}C$. As heat-treated temperature increases, the grain size of stainless steel also increases and then, eventually make it destroy. In this paper, a pattern recognition method is proposed to identify the heat-treated temperature of metals by evidence accumulation based on artificial intelligence with multiple feature parameters; difference absolute mean value(DAMV), variance(VAR), mean frequency(MEANF), auto regressive model coefficient(ARC), linear cepstrum coefficient(LCC) and adaptive cepstrum vector(ACV). The grain signal pattern recognition is carried out through the evidence accumulation procedure using the distances measured with reference parameters. Especially ACV is superior to the other parameters. The results (96% successful pattern classification) are presented to support the feasibility of the suggested approach for ultrasonic grain signal pattern recognition.

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Ultrasound attenuation coefficient estimation using recursive total least squares method (재귀적인 완전 최소자승법을 이용한 초음파 감쇠 계승 추정 기법)

  • Song Joon-Il;Choi Nakjin;Lim Jun-seok;Sung Koeng-Mo
    • Proceedings of the Acoustical Society of Korea Conference
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    • autumn
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    • pp.163-166
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    • 2001
  • 초음파를 이용하여 인체 조직의 특성을 알아내는 방법은 매우 광범위하게 응용되어 오고있다. 그 중에서 초음파를 발생시킨 후 반사되어 되돌아오는 신호를 측정하여 그 감쇠 정도로부터 조직의 특성을 추정하는 방법이 많이 사용되고 있다. 이러한 감쇠현상은 발생된 초음파가 조직 내에서 흡수 또는 산란현상을 거치면서 주파수가 변이를 일으키기 때문에 발생한다. 따라서, 조직의 감쇠 특성을 알아내기 위해서, 주파수의 함수로 근사할 수 있는 감쇠 계수(attenuation coefficient)를 이용하여 시간에 따라 달라지는 주파수 변화를 추정한다. 그러나, 기존의 Ah(Auto-Regressive) 모델을 통한 시간영역 및 주파수 영역에서의 추정 방법을 사용하면 잡음이 존재하는 상황에서 시변 신호를 추정하는데 성능이 많이 저하된다. 본 논문에서는 이러한 단점을 보완하기 위해서, 가변 망각 인자와 재귀적인 TLS(Total Least Squares) 방법을 사용하여 시간에 따라 변하는 신호를 정확하게 추정하고 잡음환경에도 강인한 알고리듬을 제안하였다. 또한, 제안된 알고리듬은 추정 성능을 향상시킬 뿐 아니라 감쇠정도의 강약에 관계없이 망각인자의 값을 적응적으로 변화시켜 동작하는 장점을 가진다.

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The Relationship between Exchange Rate and Trade Balance: Empirical Evidence from Sri Lanka

  • FATHIMA THAHARA, Aboobucker;FATHIMA RINOSHA, Kalideen;FATHIMA SHIFANIYA, Abdul Jawahir
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.5
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    • pp.37-41
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    • 2021
  • This study aims to investigate the relationship between the exchange rate and Trade Balance. Trade Balance is used as the dependent variable, and the independent variables are Exchange Rate, Gross Domestic Product, and Inflation. Augmented Dickey-Fuller unit root test was adopted to test the stationary property of time series data, Auto Regressive Distributed Lag model was employed to find the long run and short-run relationship and long-run adjustment, Bound test approach, the unrestricted Error Correction Model and Granger Causality Test are used to analyze the data from 1977 to 2019. The research findings suggest that inflation has a positive impact on the trade balance in the short run. The exchange rate and the Gross Domestic Product have adverse effects on Trade balance in the long run. The coefficient of ER in the previous year is negative, and the coefficient of TB in the previous year is positive and significant. This is consistent with the J-Curve phenomenon, which states that devaluation may not improve trade balance in the immediate period, but will significantly impact the trade balance improvement in subsequent periods. Hence Marshall Lerner Condition exists in Sri Lanka.

Prediction and Causality Examination of the Environment Service Industry and Distribution Service Industry (환경서비스업과 물류서비스업의 예측 및 인과성 검정)

  • Sun, Il-Suck;Lee, Choong-Hyo
    • Journal of Distribution Science
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    • v.12 no.6
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    • pp.49-57
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    • 2014
  • Purpose - The world now recognizes environmental disruption as a serious issue when regarding growth-oriented strategies; therefore, environmental preservation issues become pertinent. Consequently, green distribution is continuously emphasized. However, studying the prediction and association of distribution and the environment is insufficient. Most existing studies about green distribution are about its necessity, detailed operation methods, and political suggestions; it is necessary to study the distribution service industry and environmental service industry together, for green distribution. Research design, data, and methodology - ARIMA (auto-regressive moving average model) was used to predict the environmental service and distribution service industries, and the Granger Causality Test based on VAR (vector auto regressive) was used to analyze the causal relationship. This study used 48 quarters of time-series data, from the 4th quarter in 2001 to the 3rd quarter in 2013, about each business type's production index, and used an unchangeable index. The production index about the business type is classified into the current index and the unchangeable index. The unchangeable index divides the current index into deflators to remove fluctuation. Therefore, it is easy to analyze the actual production index. This study used the unchangeable index. Results - The production index of the distribution service industry and the production index of the environmental service industry consider the autocorrelation coefficient and partial autocorrelation coefficient; therefore, ARIMA(0,0,2)(0,1,1)4 and ARIMA(3,1,0)(0,1,1)4 were established as final prediction models, resulting in the gradual improvement in every production index of both types of business. Regarding the distribution service industry's production index, it is predicted that the 4th quarter in 2014 is 114.35, and the 4th quarter in 2015 is 123.48. Moreover, regarding the environmental service industry's production index, it is predicted that the 4th quarter in 2014 is 110.95, and the 4th quarter in 2015 is 111.67. In a causal relationship analysis, the environmental service industry impacts the distribution service industry, but the distribution service industry does not impact the environmental service industry. Conclusions - This study predicted the distribution service industry and environmental service industry with the ARIMA model, and examined the causal relationship between them through the Granger causality test based on the VAR Model. Prediction reveals the seasonality and gradual increase in the two industries. Moreover, the environmental service industry impacts the distribution service industry, but the distribution service industry does not impact the environmental service industry. This study contributed academically by offering base line data needed in the establishment of a future style of management and policy directions for the two industries through the prediction of the distribution service industry and the environmental service industry, and tested a causal relationship between them, which is insufficient in existing studies. The limitations of this study are that deeper considerations of advanced studies are deficient, and the effect of causality between the two types of industries on the actual industry was not established.

Beyond Growth: Does Tourism Promote Human Development in India? Evidence from Time Series Analysis

  • SHARMA, Manu;MOHAPATRA, Geetilaxmi;GIRI, Arun Kumar
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.12
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    • pp.693-702
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    • 2020
  • The present study aims to investigate the impact of tourism growth on human development in Indian economy. For this purpose, the study uses annual data from 1980 to 2018 and utilizes two proxies for tourism growth - tourism receipt and tourist arrivals - and uses human development index calculated by UNDP. The study uses control variables such as government expenditure and trade openness. The study employs auto regressive distributed lag (ARDL) approach to investigate the cointegrating relationship among the variables in the model. Further, the study also explores the causal nexus between tourism sector and human development by using the Toda-Yamamoto Granger non-causality test. The result of ARDL bounds test reveals the existence of cointegrating relationship between human development indicators, government expenditure, trade openness, and tourism sector growth. The cointegating coefficient confirms a positive and significant relationship between tourism sector growth and human development in India. The causality result suggests that economic growth and tourism have a positive impact while trade openness has a negative impact on human development in India. The major findings of this study suggest that tourism plays an important role in the socio-economic development of Indian economy in recent years and the country must develop this sector to achieve sustainable development.

Modeling of Reaction Wheel Using KOMPSAT-1 Telemetry (KOMPSAT-1 Telemetry를 활용한 반작용휠 모델링)

  • Lee, Seon-Ho;Choi, Hong-Taek;Yong, Gi-Ryeok;Oh, Si-Hwan;Rhee, Seung-U
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.32 no.3
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    • pp.45-50
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    • 2004
  • The design of reaction wheel control logic is critical to achieve the spacecraft attitude stabilization and performance requirements for the successful mission. Due to various uncertainties on orbit there exist limitation to obtain the model parameters through the ground tests and to design the associated control logic. Thus, the model parameter correction using on-orbit data is essential to the control performance on orbit. This paper performs the system identification using KOMPSAT-1 telemetry data and extracts the model parameters of the reaction wheel. Moreover, the reaction wheel is remodeled and compared with the ground test results.