• 제목/요약/키워드: autoregressive modeling

검색결과 121건 처리시간 0.03초

시계열 모델과 상관차원 해석을 통한 공구수명의 감시 (Monitoring of Tool Life through AR Model and Correlation Dimension Analysis)

  • 김정석;이득우;강명창;최성필
    • 한국정밀공학회지
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    • 제15권11호
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    • pp.189-198
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    • 1998
  • Recently, monitoring of tool life is a matter of common interesting because tool life affects precision, productivity and cost in machining process. Especially flank wear has a direct effect on cutting mechanism, so the various pattern of cutting force is obtained experimentally according to variation of wear condition. By investigating cutting force signal, AR(Autoregressive) modeling and correlation dimension analysis is conducted in turning operation. In this modeling and analysis, we extract features through 6th AR model, correlation integral and normalized correlation integral. After the back-propagation model of the neural network is utilized to monitor tool life according to flank wear. As a result. a very reliable classification of tool life was obtained.

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하천유량의 모의발생을 위한 추계학적 모형의 적용에 관한 연구 (A Study on the Stochastic Modeling for Stream Flow Generation)

  • 이주헌
    • 한국방재학회 논문집
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    • 제1권2호
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    • pp.115-121
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    • 2001
  • 실측자료가 충분하지 못한 단기간의 유출량 자료로부터 추계학적 모형에 의해 장기간의 자료를 모의발생시키는 목적은 수공구조물의 설계에 필요한 설계홍수량의 산정 및 수자원 시스템의 운영조작 방침을 결정하기 위한 풍부한 입력자료를 제공하는데 있다. 특히 본 연구에서는 단일지점이 아닌 다지점에 대한 지점간 서로의 연관성을 고려한 하천유량의 추계학적인 모의 발생기법인 다변량 자기회귀 모형을 적용하고자 한다. 따라서 본 연구에서는 낙동강유역의 2개 지점에 대하여 다변량 모형을 적용하여 모의 발생된 월유량과 실측치를 통계적으로 비교, 분석하였다. 모의발생된 월유량과 실측치를 평균, 분산, 왜곡도, 상관관계 등에 의해 비교, 분석한 결과 모의발생된 월유량과 실측치는 통계적으로 매우 유사하게 나타났다.

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프레임간 상관관계를 고려한 장면기반 MPEG 비디오 트래픽 모델링 (Scen based MPEG video traffic modeling considering the correlations between frames)

  • 유상조;김성대;최재각
    • 한국통신학회논문지
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    • 제23권9A호
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    • pp.2289-2304
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    • 1998
  • For the performance analysis and traffic control of ATM networks carrying video sequences, need an appropriate video traffic model. In this paper, we propose a new traffic model for MPEG compressed videos which are widely used for any type of video applications at th emoment. The proposed modeling scheme uses scene-based traffic characteristics and considers the correlation between frames of consecutiv GOPs. Using a simple scene detection algorithm, scene changes are modeled by state transitions and the number of GOPs of a scene state is modeled by a geometric distirbution. Frames of a scene stte are modeled by mean I, P, and B frame size. For more accurate traffic modeling, quantization errors (residual bits) that the state transition model using mean values has are compensated by autoregressive processes. We show that our model very well captures the traffic chracteristics of the original videos by performance analysis in terms of autocorrelation, histogram of frame bits genrated by the model, and cell loss rate in the ATM multiplexer with limited buffers. Our model is able to perrorm translations between levels (i.e., GOP, frame, and cell levels) and to estimate very accurately the stochastic characteristics of the original videos by each level.

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학업성취와 학교만족도의 종단적 상호 관계 : 빈곤 및 비빈곤 집단 차이를 중심으로 (Longitudinal Relationships between Academic Achievement and School Satisfaction :Using Fully Autoregressive Cross-Lagged Modeling and Multi-group Analysis by Poverty Status)

  • 박현선;이현주;정익중
    • 사회복지연구
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    • 제42권3호
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    • pp.183-206
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    • 2011
  • 본 연구는 학업성취와 학교만족도간의 종단적 관계의 양상이 빈곤집단과 비빈곤 집단에서 어떻게 차이 나는지를 규명하고자 1차년에서 5차년까지의 서울아동패널 자료를 활용하여 완전 기회귀교차지연분석(Fully Autoregressive Cross-Lagged Model)을 수행하였다. 분석결과 비빈곤 집단은 초등학교 4학년 학업성취수준이 초등학교 6학년 학교만족도에 영향을 미치고 이는 다시 중학교 2학년 학업성취수준을 향상시키는 것으로 나타나 초등 시기의 학업성취가 학교만족도 및 중등시기의 학업성취에 까지 영향을 미침을 알 수 있었다. 반면, 빈곤집단의 경우 초등학교 4학년 시기의 학업성취는 중학교시기의 학업성취 및 학교만족도에 유의미한 영향을 미치지 않았으며, 다만 초등학교 6학년 시기의 학교만족도가 중학교2학년 학업성취 수준에 유의미한 영향을 미치는 것으로 나타났다. 즉, 초등시기에 학업성취가 좋았던 빈곤 아동들도 중등 과정에서는 그렇지 못함을 확인하였다. 이러한 발견은 비빈곤 아동과 빈곤아동에 대한 학업성취 지원을 위한 교육적 접근도 상이할 수 있음을 보여주고 있다. 비빈곤 아동의 경우 직접적인 학업지원을 통해 학업적으로 낙오되는 아동들이 없도록 하는 것이 중요한 학교만족도 증진 전략이 될 수 있고, 이는 궁극적으로 중등교육과정의 학업성취로 연결될 수 있음을 시사하는 것이라 할 수 있다. 그러나 빈곤아동의 경우에는 직접적인 학습지원보다 우선적으로 학교와의 애착을 높여주는 프로그램이 병행 또는 선행되어 학교만족도를 높여주고, 학업성취에 대한 동기를 높여줌으로써 궁극적으로 중등교육과정의 학업성취 지원전략으로 연결될 수 있도록 지원하는 것이 필요하다는 것이다. 이러한 결과는 현재 진행되고 있는 교육복지접근의 중요한 실천적, 정책적 함의를 제공하고 있다.

공간통계모형을 이용한 소규모 도시 형태 변경에 따른 소음도 예측 (Road Traffic Noise Simulation for Small-scale Urban Form Alteration Using Spatial Statistical Model)

  • 류훈재;전범석;박인권;장서일
    • 한국소음진동공학회논문집
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    • 제25권4호
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    • pp.284-290
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    • 2015
  • Road traffic noise is closely related with urban forms and urban components, such as population, building, traffic and land-use, etc. Hence, it is possible to minimize the noise exposure problem depending on how to plan new town or urban planning alteration. This paper provides ways to apply for urban planning in consideration of noise exposure through road traffic noise estimation for alteration of small-scale urban form. Spatial autoregressive model from the former study is used as statistical model for noise simulation. The simulation results by the spatial statistical model are compared with those by the engineering program-based modeling for 5 scenarios of small-scale urban form alteration. The error from the limitation of containing informations inside the grid cell and the difficulties of reflecting acoustic phenomena exists. Nevertheless, in the stage of preliminary design, the use of the statistical models that have been estimated well could be useful in time and economically.

Stochastic Differential Equations for Modeling of High Maneuvering Target Tracking

  • Hajiramezanali, Mohammadehsan;Fouladi, Seyyed Hamed;Ritcey, James A.;Amindavar, Hamidreza
    • ETRI Journal
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    • 제35권5호
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    • pp.849-858
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    • 2013
  • In this paper, we propose a new adaptive single model to track a maneuvering target with abrupt accelerations. We utilize the stochastic differential equation to model acceleration of a maneuvering target with stochastic volatility (SV). We assume the generalized autoregressive conditional heteroscedasticity (GARCH) process as the model for the tracking procedure of the SV. In the proposed scheme, to track a high maneuvering target, we modify the Kalman filtering by introducing a new GARCH model for estimating SV. The proposed tracking algorithm operates in both the non-maneuvering and maneuvering modes, and, unlike the traditional decision-based model, the maneuver detection procedure is eliminated. Furthermore, we stress that the improved performance using the GARCH acceleration model is due to properties inherent in GARCH modeling itself that comply with maneuvering target trajectory. Moreover, the computational complexity of this model is more efficient than that of traditional methods. Finally, the effectiveness and capabilities of our proposed strategy are demonstrated and validated through Monte Carlo simulation studies.

비쥬얼 센서 네트워크에서 트래픽 예측 방법 (Traffic Estimation Method for Visual Sensor Networks)

  • 박상현
    • 한국전자통신학회논문지
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    • 제11권11호
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    • pp.1069-1076
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    • 2016
  • 최근 비쥬얼 센서 기술의 발달로 센서 네트워크에 영상을 추가하기 위한 다양한 연구가 진행되고 있다. 비쥬얼 센서는 다른 센서 정보에 비해 데이터가 크기 때문에 데이터의 크기를 효율적으로 관리하는 것이 무엇보다 중요하다. 본 논문에서는 효과적인 데이터 관리에 필요한 비디오 트래픽 예측 방법을 제안한다. 제안하는 방법은 비디오 센서에서 획득되는 영상의 특성을 반영하여 1차 AR 모델로 비디오 트래픽을 모델링하고 칼만필터 알고리즘을 적용하여 트래픽을 예측한다. 제안하는 방법은 계산량이 많지 않아 센서 노드에 적용되기 적합하다. 실험 결과는 제안하는 방법이 비교적 간단한 형태이지만 전체 평균 트래픽의 1% 이내로 오차로 정확하게 트래픽을 예측하는 것을 보여준다.

Wind Attribute Time Series Modeling & Forecasting in IRAN

  • Ghorbani, Fahimeh;Raissi, Sadigh;Rafei, Meysam
    • 동아시아경상학회지
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    • 제3권3호
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    • pp.14-26
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    • 2015
  • A wind speed forecast is a crucial and sophisticated task in a wind farm for planning turbines and corresponds to an estimate of the expected production of one or more wind turbines in the near future. By production is often meant available power for wind farm considered (with units KW or MW depending on both the wind speed and direction. Such forecasts can also be expressed in terms of energy, by integrating power production over each time interval. In this study, we technically focused on mathematical modeling of wind speed and direction forecast based on locally data set gathered from Aghdasiyeh station in Tehran. The methodology is set on using most common techniques derived from literature review. Hence we applied the most sophisticated forecasting methods to embed seasonality, trend, and irregular pattern for wind speed as an angular variables. Through this research, we carried out the most common techniques such as the Box and Jenkins family, VARMA, the component method, the Weibull function and the Fourier series. Finally, the best fit for each forecasting method validated statistically based on white noise properties and the final comparisons using residual standard errors and mean absolute deviation from real data.

결함검출을 위한 실험적 연구

  • 목종수
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 1996년도 춘계학술대회 논문집
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    • pp.24-29
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    • 1996
  • The seniconductor, which is precision product, requires many inspection processes. The surface conditions of the semiconductor chip effect on the functions of the semiconductors. The defects of the chip surface is crack or void. Because general inspection method requires many inspection processes, the inspection system which searches immediately and preciselythe defects of the semiconductor chip surface. We propose the inspection method by using the computer vision system. This study presents an image processing algorithm for inspecting the surface defects(crack, void)of the semiconductor test samples. The proposed image processing algorithm aims to reduce inspection time, and to analyze those experienced operator. This paper regards the chip surface as random texture, and deals with the image modeling of randon texture image for searching the surface defects. For texture modeling, we consider the relation of a pixel and neighborhood pixels as noncasul model and extract the statistical characteristics from the radom texture field by using the 2D AR model(Aut oregressive). This paper regards on image as the output of linear system, and considers the fidelity or intelligibility criteria for measuring the quality of an image or the performance of the processing techinque. This study utilizes the variance of prediction error which is computed by substituting the gary level of pixel of another texture field into the two dimensional AR(autoregressive model)model fitted to the texture field, estimate the parameter us-ing the PAA(parameter adaptation algorithm) and design the defect detection filter. Later, we next try to study the defect detection search algorithm.

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Design response spectra-compliant real and synthetic GMS for seismic analysis of seismically isolated nuclear reactor containment building

  • Ali, Ahmer;Abu-Hayah, Nadin;Kim, Dookie;Cho, Sung Gook
    • Nuclear Engineering and Technology
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    • 제49권4호
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    • pp.825-837
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    • 2017
  • Due to the severe impacts of recent earthquakes, the use of seismic isolation is paramount for the safety of nuclear structures. The diversity observed in seismic events demands ongoing research to analyze the devastating attributes involved, and hence to enhance the sustainability of base-isolated nuclear power plants. This study reports the seismic performance of a seismically-isolated nuclear reactor containment building (NRCB) under strong short-period ground motions (SPGMs) and long-period ground motions (LPGMs). The United States Nuclear Regulatory Commission-based design response spectrum for the seismic design of nuclear power plants is stipulated as the reference spectrum for ground motion selection. Within the period range(s) of interest, the spectral matching of selected records with the target spectrum is ensured using the spectral-compatibility approach. NRC-compliant SPGMs and LPGMs from the mega-thrust Tohoku earthquake are used to obtain the structural response of the base-isolated NRCB. To account for the lack of earthquakes in low-to-moderate seismicity zones and the gap in the artificial synthesis of long-period records, wavelet-decomposition based autoregressive moving average modeling for artificial generation of real ground motions is performed. Based on analysis results from real and simulated SPGMs versus LPGMs, the performance of NRCBs is discussed with suggestions for future research and seismic provisions.