• Title/Summary/Keyword: moving average method

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Online Hop Timing Detection and Frequency Estimation of Multiple FH Signals

  • Sha, Zhi-Chao;Liu, Zhang-Meng;Huang, Zhi-Tao;Zhou, Yi-Yu
    • ETRI Journal
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    • v.35 no.5
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    • pp.748-756
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    • 2013
  • This paper addresses the problem of online hop timing detection and frequency estimation of multiple frequency-hopping (FH) signals with antenna arrays. The problem is deemed as a dynamic one, as no information about the hop timing, pattern, or rate is known in advance, and the hop rate may change during the observation time. The technique of particle filtering is introduced to solve this dynamic problem, and real-time frequency and direction of arrival estimates of the FH signals can be obtained directly, while the hop timing is detected online according to the temporal autoregressive moving average process. The problem of network sorting is also addressed in this paper. Numerical examples are carried out to show the performance of the proposed method.

Using Different Method for petroleum Consumption Forecasting, Case Study: Tehran

  • Varahrami, Vida
    • East Asian Journal of Business Economics (EAJBE)
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    • v.1 no.1
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    • pp.17-21
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    • 2013
  • Purpose: Forecasting of petroleum consumption is useful in planning and management of petroleum production and control of air pollution. Research Design, Data and Methodology: ARMA models, sometimes called Box-Jenkins models after the iterative Box-Jenkins methodology usually used to estimate them, are typically applied to auto correlated time series data. Results: Petroleum consumption modeling plays a role key in big urban air pollution planning and management. In this study three models as, MLFF, MLFF with GARCH (1,1) and ARMA(1,1), have been investigated to model the petroleum consumption forecasts. Certain standard statistical parameters were used to evaluate the performance of the models developed in this study. Based upon the results obtained in this study and the consequent comparative analysis, it has been found that the MLFF with GARCH (1,1) have better forecasting results.. Conclusions: Survey of data reveals that deposit of government policies in recent yeas, petroleum consumption rises in Tehran and unfortunately more petroleum use causes to air pollution and bad environmental problems.

Site Amplification Factors in Southern Korea Determined from Coda Waves (코다파를 이용한 남한지역의 부지증폭 계수)

  • 김동일;박창업
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2002.03a
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    • pp.51-58
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    • 2002
  • The relative site amplification factors in southern Korea were determined from coda waves using coda normalization method. The seismograms of 15 events at 79 stations were used in this study. Seismogram envelopes were obtained by the Hilbert transform of bandpass-filtered velocity seismograms with frequency bands at 1-2Hz, 2-4Hz, 4-8Hz, 8-l6Hz and 16-32Hz. The envelopes were stabilized by application of moving-average scheme with time window of 1 second. The relative amplitudes of seismogram envelope were computed by dividing the amplitude of seismogram envelope at one site by the amplitude of seismogram envelope at reference site. The relative site amplification factors were obtained by taking averages of the relative amplitude. Values of relative site amplification factors in southern Korea are generally low in western area and high in eastern area.

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A Study on Arc Sensor for Weld Seam Tracking by Using Fuzzy Control (퍼지제어를 이용한 용접선 추적용 아크센서에 관한 연구)

  • 조시훈;김재웅
    • Journal of Welding and Joining
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    • v.13 no.1
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    • pp.156-166
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    • 1995
  • Experimental models which are able to determine the deviation between weld line and weaving center by measuring the weld current during welding were proposed for the gas metal arc welding process. The models were used for developing a weld seam tracking system which controls the weaving speed of a welding torch. However, it was revealed that the tracking result of the system is affected by the welding conditions. Thus an arc sensor system was developed by using fuzzy control approach for overcoming the difficulty of modelling the nonlinear process. The rule base and parameters of the fuzzy control system were determined on the basis of the results of experiments. This fuzzy control system has shown the successful tracking capability for the wide operating range of welding conditions.

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Signal analysis of respiratory muscle activity for the detection of timing points (타이밍 점들의 탐지를 위한 호흡근육 활동신호의 분석)

  • 최한고
    • Journal of Biomedical Engineering Research
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    • v.16 no.2
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    • pp.201-208
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    • 1995
  • The information obtained from the analysis of respiratory muscle elecromyographic (EMG) activities provides a mean for studying muscular activity in relation to the ventilatory process. Thus, in order to comprehend the airflow pattern and its brain control, signal processing is required to characterize respiratory muscle activity. This paper presents a computerized method for the analysis of the electrical activity of the respiratory muscles of premature lambs, and focuses upon the automatic determination of respiratory timing points such as onset and cessation points of the burst activity. Based on experimental results, reliable timing points can be obtained using the proposed methodology.

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Bayesian analysis of financial volatilities addressing long-memory, conditional heteroscedasticity and skewed error distribution

  • Oh, Rosy;Shin, Dong Wan;Oh, Man-Suk
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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    • pp.507-518
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    • 2017
  • Volatility plays a crucial role in theory and applications of asset pricing, optimal portfolio allocation, and risk management. This paper proposes a combined model of autoregressive moving average (ARFIMA), generalized autoregressive conditional heteroscedasticity (GRACH), and skewed-t error distribution to accommodate important features of volatility data; long memory, heteroscedasticity, and asymmetric error distribution. A fully Bayesian approach is proposed to estimate the parameters of the model simultaneously, which yields parameter estimates satisfying necessary constraints in the model. The approach can be easily implemented using a free and user-friendly software JAGS to generate Markov chain Monte Carlo samples from the joint posterior distribution of the parameters. The method is illustrated by using a daily volatility index from Chicago Board Options Exchange (CBOE). JAGS codes for model specification is provided in the Appendix.

Synthesis of Membrane Forming Material for the Fabrication of Conducting Langmuir-Blodgett Film and Layering the Film. (전도성 Langmuir-Blodgett 막 제작을 위한 성막물질의 합성과 막의 누적)

  • Shin, Dong-Myung;Sohn, Byung-Chung;You, Duck-Sun;Choi, Kang-Hoon;Kang, Dou-Yol
    • Proceedings of the KIEE Conference
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    • 1991.07a
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    • pp.238-240
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    • 1991
  • Langmuir-Blodgett(L.B) method is one of the most possible candidate for the fabrication of the micro scale memory or electrical devices. As for a fundamental study on the conduction mechanism in the organic thin membrane, N-alkyl quinolium-TCNQ complexes were synthesized and their physical properties were examined spectroscopically. LB film was produced by using Moving Wall Type LB Apparatus. The average area per molecule (N-docosylquinolium-TCNQ) was $67.97{\AA}^2$ which is ${\AA}^2$ larger than N-docosyl quinolium-TCNQ.

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A Study on the Application of Arc Sensor to FCA W for The Fillet Plates of Shipbuilding (조선용 Fillet 부재에 대한 FCAW용 아크센서의 적용연구)

  • 박창규;최만수;김재훈;임필주
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1995.10a
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    • pp.1138-1141
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    • 1995
  • An arc sensor for seam tracking is developed to automate sub-assembly welding in shipbuilding. We utilize a moving average method, which produces an effect of low-pass filter, to generate the position compensation. Therefore the sensor is able to modify the path of the weld seam in real time. By simplifying the compension process, the tunning time is reduced so that operators react quickly. It turns out that this sensor is highly reliable and it is installed and being used in SHI Keoje shipbuilding yard.

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A Study on Design and Development of the Electronically Controlled Power Steering Controller far a Passenger Car (승용차용 전자계어식 파워스티어링 콘트롤러의 설계 및 개발에 관한 연구)

  • 김광열;김태훈
    • Transactions of the Korean Society of Automotive Engineers
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    • v.10 no.4
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    • pp.166-174
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    • 2002
  • Power steering systems far automobile are becoming ever more popular because they reduce steering efforts of the drivers, especially during parking lot maneuver. In this paper, the controller of the motor driven hydraulic power steering(MDHPS) has been designed and developed. This system uses a power source of DC motor instead of engine power source for power steering drive oil pump. The developed MDHPS system is accomplished a highly sensitive power steering resulted from electronic control under variable driving condition. Furthermore, this system is more improvement than type of engine driving far fuel economy.

Weekly Maximum Electric Load Forecasting Method for 104 Weeks Using Multiple Regression Models (다중회귀모형을 이용한 104주 주 최대 전력수요예측)

  • Jung, Hyun-Woo;Kim, Si-Yeon;Song, Kyung-Bin
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.63 no.9
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    • pp.1186-1191
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    • 2014
  • Weekly and monthly electric load forecasting are essential for the generator maintenance plan and the systematic operation of the electric power reserve. This paper proposes the weekly maximum electric load forecasting model for 104 weeks with the multiple regression model. Input variables of the multiple regression model are temperatures and GDP that are highly correlated with electric loads. The weekly variable is added as input variable to improve the accuracy of electric load forecasting. Test results show that the proposed algorithm improves the accuracy of electric load forecasting over the seasonal autoregressive integrated moving average model. We expect that the proposed algorithm can contribute to the systematic operation of the power system by improving the accuracy of the electric load forecasting.