• Title/Summary/Keyword: linear series

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Analysis of Impedance Performance for Condenser by Harmonic Current Source (고조파 전류원에 의한 콘덴서 임피던스 특성 해석)

  • Kim, Jong-Gyeum;Park, Young-Jeen
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.25 no.4
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    • pp.57-64
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    • 2011
  • Most of the user has been used linear load and non-linear load. The former is usually inductive load which is needed power factor compensation, the latter is power conversion system device. Actually two kinds of load is used together in the customer application. Generally capacitor is used for power-factor compensation of inductive load and reduction harmonics of non linear load with reactor. Non-linear load generates harmonic current for its energy conversion process. If harmonic current pass along the low impedance side of distribution system, the magnification of voltage and current is appeared by the series and parallel resonance. As a result, condenser has received a bitter electrical stress by the harmonic component. In this paper, we analyzed that how resonance is changed by the 5-th harmonic current pattern and proposed an alternative plan for non-magnification.

Analytic Linearization of Symbolic Nonlinear Equations (기호 비선형 방정식의 해석적 선형화)

  • Song, Sung-Jae;Moon, Hong-Ki
    • Journal of the Korean Society for Precision Engineering
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    • v.12 no.6
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    • pp.145-151
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    • 1995
  • The first-order Taylor series expansion can be evaluated analytically from the formulated symbolic nonlinear dynamic equations. A closed-form linear dynamic euation is derived about a nominal trajectory. The state space representation of the linearized dynamics can be derived easily from the closed-form linear dynamic equations. But manual symbolic expansion of dynamic equations and linearization is tedious, time-consuming and error-prone. So it is desirable to manipulate the procedures using a computer. In this paper, the analytic linearization is performed using the symbolic language MATHEMATICA. Two examples are given to illustrate the approach anbd to compare nonlinear model with linear model.

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Grouping stocks using dynamic linear models

  • Sihyeon, Kim;Byeongchan, Seong
    • Communications for Statistical Applications and Methods
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    • v.29 no.6
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    • pp.695-708
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    • 2022
  • Recently, several studies have been conducted using state space model. In this study, a dynamic linear model with state space model form is applied to stock data. The monthly returns for 135 Korean stocks are fitted to a dynamic linear model, to obtain an estimate of the time-varying 𝛽-coefficient time-series. The model formula used for the return is a capital asset pricing model formula explained in economics. In particular, the transition equation of the state space model form is appropriately modified to satisfy the assumptions of the error term. k-shape clustering is performed to classify the 135 estimated 𝛽 time-series into several groups. As a result of the clustering, four clusters are obtained, each consisting of approximately 30 stocks. It is found that the distribution is different for each group, so that it is well grouped to have its own characteristics. In addition, a common pattern is observed for each group, which could be interpreted appropriately.

STRUCTURAL CHANGES IN DYNAMIC LINEAR MODEL

  • Jun, Duk B.
    • Journal of the Korean Operations Research and Management Science Society
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    • v.16 no.1
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    • pp.113-119
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    • 1991
  • The author is currently assistant professor of Management Science at Korea Advanced Institute of Science and Technology, following a few years as assistant professor of Industrial Engineering at Kyung Hee University, Korea. He received his doctorate from the department of Industrial Engineering and Operations Research, University of California, Berkeley. His research interests are time series and forecasting modelling, Bayesian forecasting and the related software development. He is now teaching time series analysis and econometrics at the graduate level.

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Hydrologic Time Series Model by Transfer Function (대체함수에 의한 수문 시계열 모형)

  • 강관원;김주환
    • Water for future
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    • v.24 no.3
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    • pp.61-70
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    • 1991
  • the relationships between rainfall and runoff are analyzed statistically and modelled using discrete linear transfer function, which can be shown with the relations between input and output in hydrologic system. The procedures of identification, estimation and diagnostic checking of model are proposed, and the suitabilith of assume model is determined by the statistics used in time series analysis.

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The study on the efficient Identification Model of Nonlinear dynamical system using Neural Networks (신경회로망을 이용한 비선형 동적인 시스템의 효과적인 인식모델에 관한 연구)

  • 강동우;이상배
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1995.10b
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    • pp.233-242
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    • 1995
  • In this paper, we introduce the identification model of dynamic system using the neural networks, We propose two identification models. The output of the parallel identification model is a linear combination of its past values as well as those of the input. The series-parallel model is a linear combination of the past values in the input and output of the plant. To generate stable adaptive laws, we prove that the series-parallel model is found to be proferable.

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Detecting Nonlinearity of Hydrologic Time Series by BDS Statistic and DVS Algorithm (BDS 통계와 DVS 알고리즘을 이용한 수문시계열의 비선형성 분석)

  • Choi, Kang Soo;Kyoung, Min Soo;Kim, Soo Jun;Kim, Hung Soo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.2B
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    • pp.163-171
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    • 2009
  • Classical linear models have been generally used to analyze and forecast hydrologic time series. However, there is growing evidence of nonlinear structure in natural phenomena and hydrologic time series associated with their patterns and fluctuations. Therefore, the classical linear techniques for time series analysis and forecasting may not be appropriate for nonlinear processes. In recent, the BDS (Brock-Dechert-Scheinkman) statistic instead of conventional techniques has been used for detecting nonlinearity of time series. The BDS statistic was derived from the statistical properties of the correlation integral which is used to analyze chaotic system and has been effectively used for distinguishing nonlinear structure in dynamic system from random structures. DVS (Deterministic Versus Stochastic) algorithm has been used for detecting chaos and stochastic systems and for forecasting of chaotic system. This study showed the DVS algorithm can be also used for detecting nonlinearity of the time series. In this study, the stochastic and hydrologic time series are analyzed to detect their nonlinearity. The linear and nonlinear stochastic time series generated from ARMA and TAR (Threshold Auto Regressive) models, a daily streamflow at St. Johns river near Cocoa, Florida, USA and Great Salt Lake Volume (GSL) data, Utah, USA are analyzed, daily inflow series of Soyang dam and the results are compared. The results showed the BDS statistic is a powerful tool for distinguishing between linearity and nonlinearity of the time series and DVS plot can be also effectively used for distinguishing the nonlinearity of the time series.

Iterative Series Methods in 3-D EM Modeling (급수 전개법에 의한 3차원 전자탐사 모델링)

  • Cho In-Ky;Yong Hwan-Ho;Ahn Hee-Yoon
    • Geophysics and Geophysical Exploration
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    • v.4 no.3
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    • pp.70-79
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    • 2001
  • The integral equation method is a powerful tool for numerical electromagnetic modeling. But the difficulty of this technique is the size of the linear equations, which demands excessive memory and calculation time to invert. This limitation of the integral equation method becomes critical in inverse problem. The conventional Born approximation, where the electric field in the anomalous body is approximated by the background field, is very rapid and easy to compute. However, the technique is inaccurate when the conductivity contrast between the body and the background medium is large. Quasi-linear, quasi-analytical and extended Born approximations are novel approaches to 3-D EM modeling based on the linearization of the integral equations for scattered EM field. These approximation methods are much less time consuming than full integral equation method and more accurate than conventional Born approximation. They we, however, still approximate methods for 3-D EM modeling. Iterative series methods such as modified Born, quasi-linear and quasi-analytical can be used to increase the accuracy of various approximation methods. Comparisons of numerical performance against a full integral equation and various approximation codes show that the iterative series methods are very accurate and almost always converge. Furthermore, they are very fast and easy to implement on a computer. In this study, extended Born series method is developed and it shows more accurate result than that of other series methods. Therefore, Iterative series methods, including extended Born series, open principally new possibilities for fast and accurate 3-D EM modeling and inversion.

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SFCFOS Uniform and Chebyshev Amplitude Distribution Linear Array Antenna for K-Band Applications

  • Kothapudi, Venkata Kishore;Kumar, Vijay
    • Journal of electromagnetic engineering and science
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    • v.19 no.1
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    • pp.64-70
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    • 2019
  • In this study, a compact series-fed center-fed open-stub (SFCFOS) linear array antenna for K-band applications is presented. The antenna is composed of a single-line 10-element linear array. A symmetrical Chebyshev amplitude distribution (CAD) is used to obtain a low sidelobe characteristic against a uniform amplitude distribution (UAD). The amplitude is controlled by varying the width of the microstrip patch elements, and open-ended stubs are arranged next to the last antenna element to use the energy of the radiating signal more effectively. We insert a series-fed stub between two patches and obtain a low mutual coupling for a 4.28-mm center-to-center spacing ($0.7{\lambda}$ at 21 GHz). A prototype of the antenna is fabricated and tested. The overall size of the uniform linear array is $7.04{\times}1.05{\times}0.0563{\lambda}_g^3$ and that of the Chebyshev linear array is $9.92{\times}1.48{\times}0.0793{\lambda}_g^3$. The UAD array yields a ${\mid}S_{11}{\mid}$ < -10 dB bandwidth of 1.33% (20.912-21.192 GHz) and 1.45% (20.89-21.196 GHz) for the CAD. The uniform array design gives a -23 dB return loss, and the Chebyshev array achieves a -30.68 dB return loss at the center frequency with gains of 15.3 dBi and 17 dBi, respectively. The simulated and measured results are in good agreement.

On the second order effect of the springing response of large blunt ship

  • Kim, Yooil;Park, Sung-Gun
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.7 no.5
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    • pp.873-887
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    • 2015
  • The springing response of a large blunt ship was considered to be influenced by a second order interaction between the incoming irregular wave and the blunt geometry of the forebody of the ship. Little efforts have been made to simulate this complicated fluid-structure interaction phenomenon under irregular waves considering the second order effect; hence, the above mentioned premise still remains unproven. In this paper, efforts were made to quantify the second order effect between the wave and vibrating flexible ship structure by analyzing the experimental data obtained through the model basin test of the scaled-segmented model of a large blunt ship. To achieve this goal, the measured vertical bending moment and the wave elevation time history were analyzed using a higher order spectral analysis technique, where the quadratic interaction between the excitation and response was captured by the cross bispectrum of two randomly oscillating variables. The nonlinear response of the vibrating hull was expressed in terms of a quadratic Volterra series assuming that the wave excitation is Gaussian. The Volterra series was then orthogonalized using Barrett's procedure to remove the interference between the kernels of different orders. Both the linear and quadratic transfer functions of the given system were then derived based on a Fourier transform of the orthogonalized Volterra series. Finally, the response was decomposed into a linear and quadratic part to determine the contribution of the second order effect using the obtained linear and quadratic transfer functions of the system, combined with the given wave spectrum used in the experiment. The contribution of the second order effect on the springing response of the analyzed ship was almost comparable to the linear one in terms of its peak power near the resonance frequency.