• 한국음향학회:학술대회논문집
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• 한국음향학회 1998년도 제15회 음성통신 및 신호처리 워크샵(KSCSP 98 15권1호)
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• pp.225-230
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• 1998

In this paper, a Kalman filter approach for enhancing speech signals degraded by statistically independent additive nonstationary noise is developed. The autoregressive hidden markov model is used for modeling the statistical characteristics of both the clean speech signal and the nonstationary noise process. In this case, the speech enhancement comprises a weighted sum of conditional mean estimators for the composite states of the models for the speech and noise, where the weights equal to the posterior probabilities of the composite states, given the noisy speech. The conditional mean estimators use a smoothing spproach based on two Kalmean filters with Markovian switching coefficients, where one of the filters propagates in the forward-time direction with one frame. The proposed method is tested against the noisy speech signals degraded by Gaussian colored noise or nonstationary noise at various input signal-to-noise ratios. An app개ximate improvement of 4.7-5.2 dB is SNR is achieved at input SNR 10 and 15 dB. Also, in a comparison of conventional and the proposed methods, an improvement of the about 0.3 dB in SNR is obtained with our proposed method.

• 전기전자학회논문지
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• 제6권1호
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• pp.102-110
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• 2002

측정잡음이 시간에 순차적으로 상관된 경우의 동적 시스템에서의 다중 고장들을 검출하고 진단하는 효과적인 방법을 제시하였다. 제안된 고장검출 및 진단기법은 수정된 상호간섭다중모델 추정 알고리즘을 기반으로 하며 이것은 유색잡음에 대해 자기회귀 모델을 사용하고 측정 차분법을 적용함으로써 일반 비상관 프로세스를 설계하여 상호간섭다중모델 추정 알고리즘에 적용한 것이다.

• Structural Engineering and Mechanics
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• 제30권5호
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• pp.513-534
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• 2008

This paper examines local vibrations in the stay cables of a cable-stayed bridge subjected to wind gusts. The wind loads, including the self-excited load and the buffeting load, are converted into time-domain values using the rational function approximation and the multidimensional autoregressive process, respectively. The global motion of the girder, which is generated by the wind gusts, is analyzed using the modal analysis method. The local vibration of stay cables is calculated using a model in which an inclined cable is subjected to time-varying displacement at one support under global vibration. This model can consider both forced vibration and parametric vibration. The response characteristics of the local vibrations in the stay cables under wind gusts are described using an existing cable-stayed bridge. The results of the numerical analysis show a significant difference between the combined parametric and forced vibrations and the forced vibration.

• Journal of the korean society of oceanography
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• 제39권2호
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• pp.148-154
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• 2004

This study describes the realtime monitoring system for water quality conditions in coastal waters. Some issues on the data qualify control and quality analysis are examined along with examples of erroneous data. Three different cases of database produced by the realtime monitoring system are presented and analyzed, namely 1) hypoxic condition, 2) over-saturated D.O. and 3) short-term variability of temperature and D.O. In utilizing the realtime database, D.O. prediction and warning models are developed based on autoregressive stochastic process. The model is very simple, yet, users in various levels from powerful and useful with its ability to send warning messages to users in varous levels from governmental administrative staff to local fisherman, and give them some allowances to cope with the situation.

• Communications for Statistical Applications and Methods
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• 제10권1호
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• pp.19-30
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• 2003

Spatiotemporal statistical models are used for analyzing space-time data in many fields, such as environmental sciences, meteorology, geology, epidemiology, forestry, hydrology, fishery, and so on. It is well known that classical spatiotemporal process modeling requires the estimation of space-time variogram or covariance functions. In practice, the estimation of such variogram or covariance functions are computationally difficult and highly sensitive to data structures. We investigate a Bayesian hierarchical model which allows the specification of a more realistic series of conditional distributions instead of computationally difficult and less realistic joint covariance functions. The spatiotemporal model investigated in this study allows both spatial component and autoregressive temporal component. These two features overcome the inability of pure time series models to adequately predict changes in trends in individual sites.

• Communications for Statistical Applications and Methods
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• 제20권1호
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• pp.41-52
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• 2013

The stationary bootstrap of Politis and Romano (1994) is adopted to develop prediction intervals of returns and volatilities in a generalized autoregressive heteroskedastic (GARCH)(p, q) model. The stationary bootstrap method is applied to generate bootstrap observations of squared returns and residuals, through an ARMA representation of the GARCH model. The stationary bootstrap estimators of unknown parameters are defined and used to calculate the stationary bootstrap samples of volatilities. Estimates of future values of returns and volatilities in the GARCH process and the bootstrap prediction intervals are constructed based on the stationary bootstrap; in addition, asymptotic validities are also shown.

• 대한전기학회논문지:시스템및제어부문D
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• 제52권9호
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• pp.547-553
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• 2003

In this paper, we designed the PC-based analyzer of the power spectral density that could estimate the heart rate variability from time series data of R-R interval. The power spectral density estimated that it applied the autoregressive model to the measured electrocardiogram during a short period. Also, the characteristics of the designed analyzer are that it could process of the signal filtering, the generation and recomposition of time series and the feature extraction at the same time. Especially the analyzer reconstructed which applied the lowpass filter of the time series composed by the linear interpolation so as to enhance the signal-to-noise feature. We could estimate the power spectral density that confirmed a variety of power peak with low frequency range and high frequency rang of autonomic nerve by the heart rate variability.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2000년도 ITC-CSCC -2
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• pp.1080-1083
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• 2000

In this paper, we show that a variation in sampling rate give rise to system performance degradation and propose a method to effectively reduce the error. We first capture the variation as a first order autoregressive (AR) model and project it as an additional sensor measurement noise. By considering that the sensor measurements include correlated noise, we perform a decorrelation process and then apply a standard Kalman filter (SKF) to estimate the target-state. As a result of the two-step procedure, we achieve a significant reduction in the target state estimation error.

• Communications for Statistical Applications and Methods
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• 제17권3호
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• pp.377-390
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• 2010

In the case of time-series analysis, it is often more convenient to rely on the frequency domain than the time domain. Spectral density is the core of the frequency-domain analysis that describes autocorrelation structures in a time-series process. Possible ways to estimate spectral density are to compute a periodogram or to average the periodogram over some frequencies with (un)equal weights. This can be an attractive tool to measure the similarity between time-series processes. We employ the metrics based on a smoothed periodogram proposed by Park and Kim (2008) for the classification of different classes of time-series processes. We consider several lag windows with unequal weights instead of a modified Daniel's window used in Park and Kim (2008). We evaluate the performance under various simulation scenarios. Simulation results reveal that the metrics used in this study split the time series into the preassigned clusters better than do the raw-periodogram based ones proposed by Caiado et al. 2006. Our metrics are applied to an economic time-series dataset.

• 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.