• 제목/요약/키워드: moving average method

검색결과 545건 처리시간 0.025초

자기회귀누적이동평균 모형을 이용한 전일 계통한계가격 예측 (A Day-Ahead System Marginal Price Forecasting Using ARIMA Model)

  • 김대용;이찬주;이명환;박종배;신중린
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2005년도 제36회 하계학술대회 논문집 A
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    • pp.819-821
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    • 2005
  • Since the System Marginal Price (SMP) is a vital factor to the market entities who intend to maximize the their profit, the short-term marginal price forecasting should be performed correctly. In a electricity market, the short-term trading between the market entities can be generally affected a short-term market price. Therefore, the exact forecasting of SMP can influence on the profit of market participants. This paper presents a methodology of day-ahead SMP foretasting using Autoregressive Integrated Moving Average (ARIMA). To show the efficiency and effectiveness of the proposed method, the numerical studies have been performed using historical data of SMP in 2004.

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On-line Optimal EMS Implementation for Distributed Power System

  • Choi, Wooin;Baek, Jong-Bok;Cho, Bo-Hyung
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2012년도 추계학술대회 논문집
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    • pp.33-34
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    • 2012
  • As the distributed power system with PV and ESS is highlighted to be one of the most prominent structure to replace the traditional electric power system, power flow scheduling is expected to bring better system efficiency. Optimal energy management system (EMS) where the power from PV and the grid is managed in time-domain using ESS needs an optimization process. In this paper, main optimization method is implemented using dynamic programming (DP). To overcome the drawback of DP in which ideal future information is required, prediction stage precedes every EMS execution. A simple auto-regressive moving-average (ARMA) forecasting followed by a PI-controller updates the prediction data. Assessment of the on-line optimal EMS scheme has been evaluated on several cases.

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무선 OFDMLAN 시스템의 시간 동기 (Timing Synchronization of Wireless OFDM LAN Systems)

  • 최승국
    • 한국정보통신학회논문지
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    • 제13권5호
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    • pp.980-987
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    • 2009
  • IEEE 802.11a 무선 LAN OFDM 시스템을 위한 시간 동기 처리 방법을 연구한다. 먼저 연속되는 두 개의 윈도우 내에 존재하는 OFDM 수신 신호의 에너지를 계속 측정하여 비교함으로서 신호의 시작 시간을 검출한다. 이어서 짧은 훈련 신호와 수신된 신호간의 상관성을 측정하는 방법으로 정확한 OFDM 심볼 동기가 수행된다. 훈련 신호와 수신 신호 간의 상관값에 대한 분산과 평균값을 구하고, 컴퓨터 시뮬레이션에 의한 결과 값과 비교한다.

GENERALISED PARAMETERS TECHNIQUE FOR IDENTIFICATION OF SEASONAL ARMA (SARMA) AND NON SEASONAL ARMA (NSARMA) MODELS

  • M. Sreenivasan;K. Sumathi
    • Journal of applied mathematics & informatics
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    • 제4권1호
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    • pp.135-135
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    • 1997
  • Times series modeling plays an important role in the field of engineering, Statistics, Biomedicine etc. Model identification is one of crucial steps in the modeling of an AutoRegreesive Moving Average(ARMA(p, q)) process for real world problems. Many techniques have been developed in the literature (Salas et al., McLeod et al. etc.) for the identification of an ARMA(p, q) Model. In this paper, a new technique called The Generalised Parameters Technique is formulated for seasonal and non-seasonal ARMA model identification. This technique is very simple and can e applied to any given time series. Initial estimates of the AR parameters of the ARMA model are also obtained by this method. This model identification technique is validated through many theoretical and simulated examples.

고속회전 아크센서를 이용한 필렛 용접선 추적에 관한 연구 (A Study on Seam Tracking for Fillet Welding using High Speed Rotating Arc Sensor)

  • 이원기;이근유;오명석;김상봉
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2003년도 춘계학술대회
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    • pp.917-922
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    • 2003
  • In this paper, a high speed rotating arc sensor for automatic fillet welding is introduced. In order to track the welding seam, The high speed rotating arc sensor is used. The welding tip of a high speed rotating arc sensor rotates about 3000 rpm using DC motor. The rotating torch is driven by gear between welding torch body and wire guide. The welding current is measured by using the current sensor and rot at ing position sensor. To realize the welding seam tracking algorithm with accuracy, a software filter algorithm using the moving average method is applied to the measured welding current in the microprocessor. The welding mobile robot with two wheels and two sliders is developed for fillet welding. The welding mobile robot can control its traveling direction and turn itself around the corner. The effectiveness is proven through the experimental results conducted with varied fillet tracking patterns.

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Smart AGV system using the 2D spatial map

  • Ko, Junghwan;Lee, Jong-Yong
    • International Journal of Internet, Broadcasting and Communication
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    • 제8권4호
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    • pp.54-57
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    • 2016
  • In this paper, the method for an effective and intelligent route decision of the automatic ground vehicle (AGV) using a 2D spatial map of the stereo camera system is proposed. The depth information and disparity map are detected in the inputting images of a parallel stereo camera. The distance between the automatic moving robot and the obstacle detected and the 2D spatial map obtained from the location coordinates, and then the relative distance between the obstacle and the other objects obtained from them. The AGV moves automatically by effective and intelligent route decision using the obtained 2D spatial map. From some experiments on robot driving with 480 frames of the stereo images, it is analyzed that error ratio between the calculated and measured values of the distance between the objects is found to be very low value of 1.57% on average, respectably.

적응노치필터를 이용한 심도제어시스템 외란처리 (Disturbance countermeasurement of depth control system using adaptive notch filter)

  • 김윤호;윤형식;임재환;이석필;박상희
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1992년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 19-21 Oct. 1992
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    • pp.86-89
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    • 1992
  • One of the most difficult problems in depth control for underwater vehicle is the effect of seaway disturbance. One component of the seaway forces is of large magnitude with a relatively narrow-band, first order component. The other component is generaly of somewhat smaller magnitude, second order component. Since the magnitude of the first order component is generally much greater than the compensating force that can be generating by the planes, it is undesirable for the controller to generate a control command. In this paper, we disigned adaptive notch filtering system using filter bank structure. Energies of each band-passed signal are obtained by MA(Moving Average) method and compared to produce center frequency. By adapting this parameter to notch filter, 1st order seaway disturbance can be removed, which lead to the improvement of automatic depth control system.

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물류창고에서 블록별 저장방식 및 주문 처리에 관한 연구 (The Block-Based Storage Policy and Order Processing in Logistics Warehouse)

  • 김명훈;김종화
    • 한국컴퓨터정보학회논문지
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    • 제8권4호
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    • pp.159-164
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    • 2003
  • 물류창고의 적재위치는 창고를 이동하는 물품의 총 자재취급비용에 의해 직접전인 영향을 받는다. 본 논문의 목적은 물류 창고에서의 총 오더피킹 시간을 감소하기 위한 물품 저장방식인 블록 저장방식을 개발하고자 한다. 블록저장방식은 랙들을 블록으로 분할하고, 각 물품은 회전율과 도크와 블록간의 평균 거리를 기준으로 할당한다. 제시한 저장방식의 수행도를 평가하기 위해 다양한 주문 결합 방법들을 이용하여 기존의 등급별 저장방식과 비교 연구한다.

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디지탈 필터링 기법(技法)을 이용(利用)한 자동차(自動車) 배기소음(排氣騷音)의 음향특성(音響特性) 재현(再現)에 관(關)한 연구(硏究) (A Study on the Reproduction of Acoustic Characteristics of a Car's Exhaust Noise Using Digital Filtering Technique)

  • 조재환;이종민;황요하
    • 한국자동차공학회논문집
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    • 제1권3호
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    • pp.55-62
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    • 1993
  • Autoregressive moving average(ARMA) model which is a time domain parametric modeling method is implemented for modeling and reproducing characteristics of exhaust noise of an automobile in various RPM range. Experiments have been carried out using 9 set of exhaust noise signals measured at 1,000-3,000 RPM range. Characteristics of sampled signals were estimated using ARMA modeling and Akaike's FPE(final prediction error) criterion to define exact model structure and for model validation. The digital filter consisted of the esitmated ARMA(70,1) model parameters was programed to reproduce exhaust noise. The spectral analysis of reproduced noise is very close to original. The results show that our approaching technique for reproducing acoustic characteristics is valid and feasible to apply in the field of noise quality control.

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단기 생산공정에 활용되는 SPC 기법의 비교 연구 (Comparison of Statistical Process Control Techniques for Short Production Run)

  • 서순근;이성재;김병태
    • 품질경영학회지
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    • 제28권2호
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    • pp.70-88
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    • 2000
  • Short runs where it is neither possible nor practical to obtain sufficient subgroups to estimate accurately the control limit are common in modem business environments. In this study, the standardized control chart, Hillier's exact method, Q chart, EWMA(Exponentially Weighted Moving Average) chart for Q statistics and EWMA chart for mean and absolute deviation among many SPC(Statistical Process Control) techniques for short runs have been reviewed and advantages and disadvantages of these techniques are discussed. The simulation experiments to compare performances of these variable charts for process mean and variations are conducted for combination of subgroup size, scale and timing of shifts of process mean an/or standard deviation. Based upon simulation results, some guidelines for practitioners to choose short run SPC techniques are recommended.

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