• 제목/요약/키워드: auto-regressive models

검색결과 51건 처리시간 0.021초

비선형 시스템규명; 신경회로망과 기존방법의 비교 (Nonlinear System Identification; Comparison of the Traditional and the Neural Networks Approaches)

  • 정길도
    • 한국정밀공학회지
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    • 제12권5호
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    • pp.157-165
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    • 1995
  • In this paper the comparison between the neural networks and traditional approaches as nonlinear system identification methods are considered. Two model structures of neural networks are the state space model and the input output model neural networks. The traditional methods are the AutoRegressive eXogeneous Input model and the Nonlinear AutoRegressive eXogeneous Input model. Computer simulation for an analytic dynamic model of a single input single output nonlinear system has been done for all the chosen models. Model validation for the obtained models also has been done with testing inputs of the sinusoidal, ramp and the noise ramp.

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Spatio-temporal models for generating a map of high resolution NO2 level

  • Yoon, Sanghoo;Kim, Mingyu
    • Journal of the Korean Data and Information Science Society
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    • 제27권3호
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    • pp.803-814
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    • 2016
  • Recent times have seen an exponential increase in the amount of spatial data, which is in many cases associated with temporal data. Recent advances in computer technology and computation of hierarchical Bayesian models have enabled to analyze complex spatio-temporal data. Our work aims at modeling data of daily average nitrogen dioxide (NO2) levels obtained from 25 air monitoring sites in Seoul between 2003 and 2010. We considered an independent Gaussian process model and an auto-regressive model and carried out estimation within a hierarchical Bayesian framework with Markov chain Monte Carlo techniques. A Gaussian predictive process approximation has shown the better prediction performance rather than a Hierarchical auto-regressive model for the illustrative NO2 concentration levels at any unmonitored location.

시계열 모델 기반의 계절성에 특화된 S-ARIMA 모델을 사용한 리튬이온 배터리의 노화 예측 및 분석 (Degradation Prediction and Analysis of Lithium-ion Battery using the S-ARIMA Model with Seasonality based on Time Series Models)

  • 김승우;이평연;권상욱;김종훈
    • 전력전자학회논문지
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    • 제27권4호
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    • pp.316-324
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    • 2022
  • This paper uses seasonal auto-regressive integrated moving average (S-ARIMA), which is efficient in seasonality between time-series models, to predict the degradation tendency for lithium-ion batteries and study a method for improving the predictive performance. The proposed method analyzes the degradation tendency and extracted factors through an electrical characteristic experiment of lithium-ion batteries, and verifies whether time-series data are suitable for the S-ARIMA model through several statistical analysis techniques. Finally, prediction of battery aging is performed through S-ARIMA, and performance of the model is verified through error comparison of predictions through mean absolute error.

Modeling and Forecasting Livestock Feed Resources in India Using Climate Variables

  • Suresh, K.P.;Kiran, G. Ravi;Giridhar, K.;Sampath, K.T.
    • Asian-Australasian Journal of Animal Sciences
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    • 제25권4호
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    • pp.462-470
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    • 2012
  • The availability and efficient use of the feed resources in India are the primary drivers to maximize productivity of Indian livestock. Feed security is vital to the livestock management, extent of use, conservation and productivity enhancement. Assessment and forecasting of livestock feed resources are most important for effective planning and policy making. In the present study, 40 years of data on crop production, land use pattern, rainfall, its deviation from normal, area under crop and yield of crop were collected and modeled to forecast the likely production of feed resources for the next 20 years. The higher order auto-regressive (AR) models were used to develop efficient forecasting models. Use of climatic variables (actual rainfall and its deviation from normal) in combination with non-climatic factors like area under each crop, yield of crop, lag period etc., increased the efficiency of forecasting models. From the best fitting models, the current total dry matter (DM) availability in India was estimated to be 510.6 million tonnes (mt) comprising of 47.2 mt from concentrates, 319.6 mt from crop residues and 143.8 mt from greens. The availability of DM from dry fodder, green fodder and concentrates is forecasted at 409.4, 135.6 and 61.2 mt, respectively, for 2030.

Embedment of structural monitoring algorithms in a wireless sensing unit

  • Lynch, Jerome Peter;Sundararajan, Arvind;Law, Kincho H.;Kiremidjian, Anne S.;Kenny, Thomas;Carryer, Ed
    • Structural Engineering and Mechanics
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    • 제15권3호
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    • pp.285-297
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    • 2003
  • Complementing recent advances made in the field of structural health monitoring and damage detection, the concept of a wireless sensing network with distributed computational power is proposed. The fundamental building block of the proposed sensing network is a wireless sensing unit capable of acquiring measurement data, interrogating the data and transmitting the data in real time. The computational core of a prototype wireless sensing unit can potentially be utilized for execution of embedded engineering analyses such as damage detection and system identification. To illustrate the computational capabilities of the proposed wireless sensing unit, the fast Fourier transform and auto-regressive time-series modeling are locally executed by the unit. Fast Fourier transforms and auto-regressive models are two important techniques that have been previously used for the identification of damage in structural systems. Their embedment illustrates the computational capabilities of the prototype wireless sensing unit and suggests strong potential for unit installation in automated structural health monitoring systems.

A novel SARMA-ANN hybrid model for global solar radiation forecasting

  • Srivastava, Rachit;Tiwaria, A.N.;Giri, V.K.
    • Advances in Energy Research
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    • 제6권2호
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    • pp.131-143
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    • 2019
  • Global Solar Radiation (GSR) is the key element for performance estimation of any Solar Power Plant (SPP). Its forecasting may help in estimation of power production from a SPP well in advance, and may also render help in optimal use of this power. Seasonal Auto-Regressive Moving Average (SARMA) and Artificial Neural Network (ANN) models are combined in order to develop a hybrid model (SARMA-ANN) conceiving the characteristics of both linear and non-linear prediction models. This developed model has been used for prediction of GSR at Gorakhpur, situated in the northern region of India. The proposed model is beneficial for the univariate forecasting. Along with this model, we have also used Auto-Regressive Moving Average (ARMA), SARMA, ANN based models for 1 - 6 day-ahead forecasting of GSR on hourly basis. It has been found that the proposed model presents least RMSE (Root Mean Square Error) and produces best forecasting results among all the models considered in the present study. As an application, the comparison between the forecasted one and the energy produced by the grid connected PV plant installed on the parking stands of the University shows the superiority of the proposed model.

자동 공조설비의 고장 검출 기술 (Fault Detection in an Automatic Central Air-Handling Unit)

  • 이원용;신동열
    • 대한전기학회논문지:전력기술부문A
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    • 제48권4호
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    • pp.410-418
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    • 1999
  • This paper describes the use of residual and parameter identification methods for fault detection in an air handling unit. Faults can be detected by comparing expected condition with the measured faulty data using residuals. Faults can also be detected by examining unmeasurable parameter changes in a model of a controlled system using a system identification technique. In this study, AutoRegressive Moving Average with seXtrnal input(ARMAX) and AutoRegressive with eXternal input(ARX) models with both single-input/single-input and multi-input/single-input structures are examined. Model parameters are determined using the Kalman filter recursive identification method. Regression equations are calculated from normal experimental data and are used to compute expected operating variables. These approaches are tested using experimental data from a laboratory's variable-air-volume air-handling-unit.

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시계열예측에 대한 역전파 적용에 대한 결정적, 추계적 가상항 기법의 효과 (The Effect of Deterministic and Stochastic VTG Schemes on the Application of Backpropagation of Multivariate Time Series Prediction)

  • 조태호
    • 한국정보처리학회:학술대회논문집
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    • 한국정보처리학회 2001년도 추계학술발표논문집 (상)
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    • pp.535-538
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    • 2001
  • Since 1990s, many literatures have shown that connectionist models, such as back propagation, recurrent network, and RBF (Radial Basis Function) outperform the traditional models, MA (Moving Average), AR (Auto Regressive), and ARIMA (Auto Regressive Integrated Moving Average) in time series prediction. Neural based approaches to time series prediction require the enough length of historical measurements to generate the enough number of training patterns. The more training patterns, the better the generalization of MLP is. The researches about the schemes of generating artificial training patterns and adding to the original ones have been progressed and gave me the motivation of developing VTG schemes in 1996. Virtual term is an estimated measurement, X(t+0.5) between X(t) and X(t+1), while the given measurements in the series are called actual terms. VTG (Virtual Tern Generation) is the process of estimating of X(t+0.5), and VTG schemes are the techniques for the estimation of virtual terms. In this paper, the alternative VTG schemes to the VTG schemes proposed in 1996 will be proposed and applied to multivariate time series prediction. The VTG schemes proposed in 1996 are called deterministic VTG schemes, while the alternative ones are called stochastic VTG schemes in this paper.

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자기회귀 모델과 신경망 모델을 이용한 복잡한 지형 내 항만에서의 파고 및 하역중단 예측 (Wave Height and Downtime Event Forecasting in Harbour with Complex Topography Using Auto-Regressive and Artificial Neural Networks Models)

  • 이진학;류경호;백원대;정원무
    • 한국해안·해양공학회논문집
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    • 제29권4호
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    • pp.180-188
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    • 2017
  • 최근에 기후변화로 인해 너울성 고파 등 이상고파의 출현빈도가 높아지고 항만에서의 하역중단이 증가할 가능성이 커지고 있다. 하역중단을 최소화할 수 있도록 방파제(breakwater) 등을 추가적으로 건설하여 정온도(tranquility)를 향상시키는 것도 매우 중요하지만, 하역중단시점을 미리 예보함으로써 항만 운영을 효율적으로 하는 것도 또한 중요하다. 본 연구에서는 효율적인 항만 운영을 위하여 하역중단시점을 사전에 예보할 수 있도록 바람 예보자료를 이용하여 항외 주요 지점에서의 파랑자료를 추산하고, 복잡한 지형을 가진 항내 주요 지점에 대해서는 장기 관측을 실시하여 파랑자료를 수집한 후, 광역 계산지점에서의 파고와 항내 관측지점에서의 파고 사이의 관계를 자기회귀모델(auto-regressive model)과 인공신경망(artificial neural networks) 모델을 이용하여 바람예보자료를 이용한 수치실험 결과만으로 항내 파고를 예측하고, 하역중단시점을 예보할 수 있는 방법을 제안하였다. 제안방법의 적용성을 평가하기 위하여 포켓(pocket) 형상의 비교적 복잡한 지형 조건을 가진 포항신항 내 파랑관측지점에서의 파고 예측 및 하역중단시점을 예측하였으며, 그 결과를 관측자료와 비교하여 제안 방법의 성능을 검증하였다. 인공신경망 모델의 파고 예측결과를 자기회귀모델에 의한 파고 예측결과와 비교할 때, 인공신경망 모델의 예측결과가 관측자료와의 상관계수가 높고 RMS 오차가 작음을 알 수 있었고, 하역중단시점의 예측에 있어서도 인공신경망의 결과가 자기회귀모델의 결과보다 상대적으로 우수함을 알 수 있었다.

이변량 조건부자기회귀모형을이용한강력범죄자료분석 (Analysis of Violent Crime Count Data Based on Bivariate Conditional Auto-Regressive Model)

  • 최정순;박만식;원유복;김학열;허태영
    • Communications for Statistical Applications and Methods
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    • 제17권3호
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    • pp.413-421
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    • 2010
  • 본 연구에서는 5대 범죄중 사람의 생명과 신체에 심각한 위해를 가하는 강력범죄인 살인과 강도 범죄의 이변량 가산자료에 대해 이변량조건부자기회귀모형을 사용하여 공간상관성을 반영한 강력범죄모형을 제안하였다. 범죄자료와 같은 가산자료에 대한 과대산포 검정을 위해 우도비 검정 실시하였으며, 그 결과 과대산포가 유의하지 않음에 따라 공간포아송모형을 이용하였다. 실증예제로 2007년 서울시에서 제공하는 25개 자치구별 강력범죄자료를 지리정보시스템을 이용하여 강력범죄 발생실태를 시각화하였으며 강력범죄에 영향을 주는 다양한 요인들에 대하여 분석을 실시하였다.