• 제목/요약/키워드: auto-regressive coefficient

검색결과 16건 처리시간 0.022초

Characterization and Generation of Machined Surfaces

  • Uchidate, M.;Shimizu, T.;Iwabuchi, A.
    • 한국윤활학회:학술대회논문집
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    • 한국윤활학회 2002년도 proceedings of the second asia international conference on tribology
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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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가속도 응답을 이용한 실물 콘크리트 거더 교량의 구조건전성 모니터링 (Structural Health Monitoring of Full-Scale Concrete Girder Bridge Using Acceleration Response)

  • 홍동수;김정태
    • 한국구조물진단유지관리공학회 논문집
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    • 제14권1호
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    • pp.165-174
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    • 2010
  • 본 논문에서는 실물 콘크리트 거더 교량의 가속도 응답 신호를 이용하여 구조물의 상태변화를 경보한 후 그 위치 변화를 검색하는 2단계 구조건전성 모니터링 체계를 제시하였다. 먼저, 2경간 연속 콘크리트 거더 교량인 미호천교를 대상교량으로 선정하였으며, 볼링공을 이용한 강제진동 실험으로부터 동특성을 추출하였다. 다음으로, 미호천교의 2단계 구조건전성 모니터링 체계 구축을 위한 손상 발생 경보 및 손상 위치 검색 기법들을 선정하였다. 손상 경보 기법으로는 시간영역 특징을 이용하는 자기회귀모델과 주파수응답함수의 상관계수, 주파수응답비보증지수를 선정하였다. 손상 위치 검색 기법으로는 모드변형에너지기반 손상지수법을 선정하였다. 마지막으로, 덤프트럭을 이용한 정적 재하 실험을 통해 2단계 손상 모니터링 체계의 적합성을 검증하였다.

선형 구조계의 동특성 추정법 (Identification of Linear Structural Systems)

  • 윤정방
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 1989년도 가을 학술발표회 논문집
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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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선형 구조계의 동특성 추정법 (Identification of Linear Structural Systems)

  • 윤정방
    • 전산구조공학
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    • 제2권4호
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    • pp.111-116
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    • 1989
  • 구조설계에 작용되는 하중과 이로 인한 동적거동의 측정기록을 바탕으로 하여 구조계의 미지계수 행렬을 추정하는 방법에 대하여 연구하였다. 이를 위하여 통상 미분방정식으로 주어지는 운동방정식을 ARMAX 모형식으로 변환시켜 ARMAX 식의 계수행렬을 추정한 후, 이로부터 운동방정식의 계수행렬을 구하였다. ARMAX 계수의 추정은 최소자승법, Instrumental Variable방법, Maximum Likelihood방법 및 Limited Information Maximum Likelihood방법을 사용하여 수행하였으며, 지진 하중을 받는 3층 건물 모형을 예제로 하여 각 방법의 효율성을 비교분석하였다.

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

  • 임내묵;신동환;김덕영;김성환
    • 대한전기학회논문지:전력기술부문A
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    • 제48권12호
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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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재귀적인 완전 최소자승법을 이용한 초음파 감쇠 계승 추정 기법 (Ultrasound attenuation coefficient estimation using recursive total least squares method)

  • 송준일;최낙진;임준석;성굉모
    • 한국음향학회:학술대회논문집
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    • 한국음향학회 2001년도 추계학술발표대회 논문집 제20권 2호
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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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    • 제8권5호
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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.

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

  • 선일석;이충효
    • 유통과학연구
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    • 제12권6호
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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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    • 제7권12호
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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.

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

  • 이선호;최홍택;용기력;오시환;이승우
    • 한국항공우주학회지
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    • 제32권3호
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    • pp.45-50
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    • 2004
  • 위성의 성공적인 임무 수행을 위한 자세 안정화와 성능요구조건을 만족하기 위해서 반작용휠 제어로직의 설계가 중요하다. 실제 위성궤도 상에서 발생하는 여러 가지 불확실성으로 인해 지상실험을 통해 획득한 모델 파라미터 값들만으로 제어로직을 설계하는데 한계가 있다. 그러므로 위성이 궤도상에 있을 때의 반작용휠 입력 및 출력 데이터를 이용하여 모델 파라미터를 보정하고 자세제어기에 반영하는 것이 요구된다. 본 논문에서는 다목적실용위성의 Telemetry 데이터를 활용한 시스템인식 (System Identification)을 수행하였고, 이를 통한 반작용휠의 모델 파라미터를 추출한다. 또한, 반작용휠을 모델링 하고 또한 제어기설계에 사용된 모델 파라미터를 추출하여 지상실험 데이터와 비교분석한다.