• Smart Structures and Systems
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• 제15권5호
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• pp.1329-1344
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• 2015

The stiffness of a structure is one of several structural signals that are useful indicators of the amount of damage that has been done to the structure. To accurately estimate the stiffness, an equation of motion containing a stiffness parameter must first be established by expansion as a linear series model, a Taylor series model, or a power series model. The model is then used in multivariate autoregressive modeling to estimate the structural stiffness and compare it to the theoretical value. Stiffness assessment for modeling purposes typically involves the use of one of three statistical model refinement approaches, one of which is the efficient Akaike information criterion (AIC) proposed in this paper. If a newly added component of the model results in a decrease in the AIC value, compared to the value obtained with the previously added component(s), it is statistically justifiable to retain this new component; otherwise, it should be removed. This model refinement process is repeated until all of the components of the model are shown to be statistically justifiable. In this study, this model refinement approach was compared with the two other commonly used refinement approaches: principal component analysis (PCA) and principal component regression (PCR) combined with the AIC. The results indicate that the proposed AIC approach produces more accurate structural stiffness estimates than the other two approaches.

• The Journal of Asian Finance, Economics and Business
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• 제7권11호
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• pp.83-93
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• 2020

This empirical research aims to modeling and improving the forecasting accuracy of the volatility pattern by employing the Saudi Arabia stock market (Tadawul)by studying daily closed price index data from October 2011 to December 2019 with a number of observations being 2048. In order to achieve significant results, this study employs many mathematical functions which are non-linear spectral model Maximum overlapping Discrete Wavelet Transform (MODWT) based on the best localized function (Bl14), autoregressive integrated moving average (ARIMA) model and generalized autoregressive conditional heteroskedasticity (GARCH) models. Therefore, the major findings of this study show that all the previous events during the mentioned period of time will be explained and a new forecasting model will be suggested by combining the best MODWT function (Bl14 function) and the fitted GARCH model. Therefore, the results show that the ability of MODWT in decomposition the stock market data, highlighting the significant events which have the most highly volatile data and improving the forecasting accuracy will be showed based on some mathematical criteria such as Mean Absolute Percentage Error (MAPE), Mean Absolute Scaled Error (MASE), Root Means Squared Error (RMSE), Akaike information criterion. These results will be implemented using MATLAB software and R- software.

• 한국정밀공학회지
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• 제11권1호
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• pp.138-149
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• 1994

This paper introduces a new monitoring technique which utilizes an adaptive signal processing for feature generation, coupled with a multilayered merual network for pattern recognition. The cutting force signal in face milling operation was modeled by a low order discrete autoregressive model, shere parameters were estimated recursively at each sampling instant using a parameter adaptation algorithm based on an RLS(recursive least square) method with discounted measurements. The influences of the adaptation algorithm parameters as well as some considerations for modeling on the estimation results are discussed. The sensitivity of the extimated model parameters to the tool state(new and worn tool)is presented, and the application of a multilayered neural network to tool state monitoring using the previously generated features is also demonstrated with a high success rate. The methodology turned out to be quite suitable for in-process tool wear monitoring in the sense that the model parameters are effective as tool state features in milling operation and that the classifier successfully maps the sensors data to correct output decision.

• 한국정보처리학회:학술대회논문집
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• 한국정보처리학회 2007년도 추계학술발표대회
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• pp.113-116
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• 2007

In this paper, our proposed Nonlinear Autoregressive Exogenous (NARX) based on Least Square-Support Vector Regression (LS-SVR) is introduced and tested for producing natural sounds. This nonlinear synthesizer perfectly reproduce voiced sounds, and also conserve the naturalness such as jitter and shimmer, compared to LPC does not keep these naturalness. However, the results of some phonation are quite different from the original sounds. These results are assumed that single-band model can not afford to control and decompose the high frequency components. Therefore multi-band model with wavelet filterbank is adopted for substituting single band model. As a results, multi-band model results in improved stability. Finally, nonlinear speech modeling using NARX based on LS-SVR can successfully reconstruct synthesized sounds nearly similar to original voiced sounds.

• 대한가정학회지
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• 제47권1호
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• pp.65-73
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• 2009

The present longitudinal study examined reciprocal influence between self-esteem and academic achievement using cross-lagged autoregressive model. This study employed data(four wave) from Korea Youth Panel Survey. Participants were 300 students(143 boys, 157 girls) who were 4th graders in 2004 and 7th graders in 2007. The results of this study indicated that 4th graders' self-esteem influenced 5th graders' academic achievement, in turn, 5th graders' academic achievement influenced 6th graders' self-esteem. However, students' self-esteem in 6th grade did not influence their academic achievement during 7th grade. Conversely, 6th graders' academic achievement influenced 7th graders' self-esteem.

• Communications for Statistical Applications and Methods
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• 제21권2호
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• pp.169-181
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• 2014

Marginalized random effects models (MREM) are commonly used to analyze longitudinal categorical data when the population-averaged effects is of interest. In these models, random effects are used to explain both subject and time variations. The estimation of the random effects covariance matrix is not simple in MREM because of the high dimension and the positive definiteness. A relatively simple structure for the correlation is assumed such as a homogeneous AR(1) structure; however, it is too strong of an assumption. In consequence, the estimates of the fixed effects can be biased. To avoid this problem, we introduce one approach to explain a heterogenous random effects covariance matrix using a modified Cholesky decomposition. The approach results in parameters that can be easily modeled without concern that the resulting estimator will not be positive definite. The interpretation of the parameters is sensible. We analyze metabolic syndrome data from a Korean Genomic Epidemiology Study using this method.

• 대한기계학회논문집
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• 제10권2호
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• pp.241-246
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• 1986

본 연구에서는 산업 현장에 쉽게 적용할 수 있도록 측정과 설치가 용이한 용접 모재간에 가해지는 전압(weld voltage)파형에서 용접 변수를 구하고, 실험으로 구한 용접 강도와의 상관 관계로부터, 점용접 품질 감시체제를 개발하고자 한다. 전압 파형에서 용접 변수를 구하기 위하여 추계 모델링 기법을 적용하고, 구해진 모 델로부터 분산 해석(dispersion analysis)을 통하여 용접 변수를 찾으며, 동시에 전극 변위 곡선을 실험적으로 구하여서, 분산 해석 방법의 신뢰도를 검사 하고자 한다.

• 산업경영시스템학회지
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• 제34권4호
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• pp.57-65
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• 2011

Monitoring auto correlated processes is prevalent in recent manufacturing environments. As a proactive control for manufacturing processes is emphasized especially in the semiconductor industry, it is natural to monitor real-time status of equipment through sensor rather than resultant output status of the processes. Equipment's sensor data show various forms of correlation features. Among them, considerable amount of sensor data, statistically autocorrelated, is well represented by Box-Jenkins autoregressive moving average (ARMA) model. In this paper, we present a design method of statistical process control (SPC) used for monitoring processes represented by the ARMA model. The proposed method shows benefits in the power of detecting process changes, and considers robustness to ARMA modeling errors simultaneously. We prove benefits through Monte carlo simulation-based investigations.

• 대한전기학회논문지:시스템및제어부문D
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• 제53권2호
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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.

• 전자공학회논문지S
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• 제36S권6호
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• pp.87-95
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• 1999

본 논문에서는 ATM망에서 3차원 동영상 데이터의 시뮬레이션 모델을 제시한다. 이 모델은 슬라이스 레벨에 기초를 두며, PVAR(Projected Vector Autoregressive)모델이라고 명한다. PVAR 모델은 자기상관성(Autocorrelation)과 히스토그램(Histogram)특성을 만족하기 위해 AR(Autoregressive)모델에 기초로 모델링 되고 프로젝션 함수(Projection function)에 의해 실제 데이터를 매핑 한다. 프로젝션 함수로는 CDPF(cumulative distribution probability function)를 사용한다. 이때 과정은 슬라이스 단위로 수행된다. 제안된 모델은 자기 상관성과 히스토그램을 만족시키는데 좋은 성능을 보여주고, 네트워크 성능 분석에 중요하다. 이어서 이것을 주기적 평균값에 의한 Smoothing 방법에 적용한다. 일반적으로 QoS는 버퍼(buffer)에서의 셀 손신과 최대 지연에 관계된 CLR에 달려 있다. 따라서 제안한 Smoothing 기법은 QoS를 향상시키는데 이용할 수 있다.