• Title/Summary/Keyword: autoregressive model

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A Study on the Pattern Recognition of EMG Signals for Head Motion Recognition (머리 움직임 인식을 위한 근전도 신호의 패턴 인식 기법에 관한 연구)

  • 이태우;전창익;이영석;유세근;김성환
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.53 no.2
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    • pp.103-110
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    • 2004
  • This paper proposes a new method on the EMG AR(autoregressive) modeling in pattern recognition for various head motions. The proper electrode placement in applying AR or cepstral coefficients for EMG signature discrimination is investigated. EMG signals are measured for different 10 motions with two electrode arrangements simultaneously. Electrode pairs are located separately on dominant muscles(S-type arrangement), because the bandwidth of signals obtained from S-type placement is wider than that from C-type(closely in the region between muscles). From the result of EMG pattern recognition test, the proposed mIAR(modified integrated mean autoregressive model) technique improves the recognitions rate around 17-21% compared with other the AR and cepstral methods.

Neural Network Application to the Bad Data Detection Using Autoregressive filter in Power System (AR 필터에 의한 전력계통의 불량데이타검출에서 신경회로망의 응용)

  • Lee, H.S.;Yang, S.O.;Park, J.H.
    • Proceedings of the KIEE Conference
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    • 1993.07a
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    • pp.131-133
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    • 1993
  • In the power system state estimation, the J(x)-index test and normalized residuals $r_N$ have been used to detect the presence of bad measurements and identify their location. But, these methods require the complete re-estimation of system states whenever bad data is identified. This paper presents back-propagation neural network model using autoregressive filter for identification of bad measurements. The performances of neural network method are compared with those of conventional methods and simulation results show the good performance in the bad data identification based on the neural network under sample power system.

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STRICT STATIONARITY AND FUNCTIONAL CENTRAL LIMIT THEOREM FOR ARCH/GRACH MODELS

  • Lee, Oe-Sook;Kim, Ji-Hyun
    • Bulletin of the Korean Mathematical Society
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    • v.38 no.3
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    • pp.495-504
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    • 2001
  • In this paper we consider the (generalized) autoregressive model with conditional heteroscedasticity (ARCH/GARCH models). We willing give conditions under which strict stationarity, ergodicity and the functional central limit theorem hold for the corresponding models.

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Inter-regional Employment Equilibrium and Dynamics

  • Park, Heon-Soo
    • Journal of the Korean Regional Science Association
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    • v.14 no.1
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    • pp.143-161
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    • 1998
  • This paper applies dynamic versions of shift share models to a simple regional employment model. It tests for the existence of a long run interregional employment equilibrium and then estimates the impulse response functions for each employment series to determine which shocks are temporary and which are permanent.

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Damage Monitoring in Foundation-Structure Interface of Harbor Caisson Using Vibration-based Autoregressive Model (진동기반 자기회귀모델을 통한 항만케이슨 지반-구조 경계부의 손상 모니터링)

  • Lee, So-Ra;Lee, So-Young;Kim, Jeong-Tae;Park, Woo-Sun
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.23 no.1
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    • pp.18-25
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    • 2011
  • This study presents the damage monitoring method in foundation-structure interface of harbor caisson using vibration-based autoregressive (AR) model. In order to achieve the objective, the following approaches are implemented. Firstly, vibration-based AR model is selected to monitor the damage in foundation-structure interface of caisson structure. Secondly, finite element analysis on a caisson structure model is implemented to evaluate the vibration-based damage monitoring method. Finally, vibration test on a caisson structure model is performed to evaluate applicability of vibration-based AR model method for foundation-structure interface of caisson structure.

Drought Analysis of Nakdong River Basin Based on Multivariate Stochastic Models (다변량 추계학적 모형을 이용한 낙동강 유역의 가뭄해석에 관한 연구)

  • Heo, Jun-Haeng;Kim, Gyeong-Deok;Jo, Won-Cheol
    • Journal of Korea Water Resources Association
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    • v.30 no.2
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    • pp.155-163
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    • 1997
  • In this study, drought analysis of annual flows of Jindong, Hyunpoong, and Waekwan stations located at Nakdong River Basins was performed based on multivariate stochastic models. The stochastic models used were multivariate autoregressive model (MAR) and multivariate contemporaneous (MCAR) model. MCAR(1) and MAR(1) models were selected to be a appropriate models for these stations based on skewness test of normality, test of uncorrelated residuals, and correlograms of the residual series of each model. The statistics generated by MCAR(1) model and MAR(1) model resembled very closely those computed from historical series. The drought characteristics such as run len호, run sum, and run intensity were fairly well reproduced for the various lengths of generated annual flows based on the MCAR(1) and MAR(1) models. Thus, these drought characteristics may give the important informations in planning mid or long term water supplying systems.

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Cancer incidence and mortality estimations in Busan by using spatial multi-level model (공간 다수준 분석을 이용한 부산지역 암발생 및 암사망 추정)

  • Ko, Younggyu;Han, Junhee;Yoon, Taeho;Kim, Changhoon;Noh, Maengseok
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1169-1182
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    • 2016
  • Cancer is a typical cause of death in Korea that becomes a major issue in health care. According to Cause of Death Statistics (2014) by National Statistical Office, SMRs (standardized mortality rates) in Busan were counted as the highest among all cities. In this paper, we used data of Busan Regional Cancer Center to estimate the extent of the cancer incidence rate and cancer mortality rate. The data are considered in small areas of administrative units such as Gu/Dong from years 2003 to 2009. All cancer including four major cancers (stomach cancer, colorectal cancer, lung cancer, liver cancer) have been analyzed. We carried out model selection and parameter estimation using spatial multi-level model incorporating a spatial correlation. For the spatial effects, CAR (conditional autoregressive model) has been assumed.

ARMA-based data prediction method and its application to teleoperation systems (ARMA기반의 데이터 예측기법 및 원격조작시스템에서의 응용)

  • Kim, Heon-Hui
    • Journal of Advanced Marine Engineering and Technology
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    • v.41 no.1
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    • pp.56-61
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    • 2017
  • This paper presents a data prediction method and its application to haptic-based teleoperation systems. In general, time delays inevitably occur during data transmission in a network environment, which degrades the overall performance of haptic-based teleoperation systems. To address this situation, this paper proposes an autoregressive moving average (ARMA) model-based data prediction algorithm for estimating model parameters and predicting future data recursively in real time. The proposed method was applied to haptic data captured every 5 ms while bilateral haptic interaction was carried out by two users with an object in a virtual space. The results showed that the prediction performance of the proposed method had an error of less than 1 ms when predicting position-level data 100 ms ahead.