• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.931-954
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• 2003

It is widely recognized that economic time series involved not only the linearities but also the non-linearities. In this paper, when the economic time series data have the nonlinear characteristics we propose the forecasts method using combinations of both forecasts from linear and nonlinear models. In empirical study, we compare the forecasting performance of 4 exchange rates models(AR, GARCH, AR+GARCH, Bilinear model) and combination of these forecasts for dairly Won/Dollar exchange rates returns. The combination method is selected by the estimated individual forecast errors using Monte Carlo simulations. And this study shows that the combined forecasts using unrestricted least squares method is performed substantially better than any other combined forecasts or individual forecasts.

• The Journal of the Korea institute of electronic communication sciences
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• v.7 no.6
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• pp.1443-1447
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• 2012

In this paper, the characteristic of temperature variation was reviewed according to pattern variation. In order to degrade of diagnosis of power supply by using time series data for temperature measured by infrared camera it was transformed into 2 dimension phase plane using Takens embedding method. As a simulation results we cannot completely confirm the characteristic behaviors of nonlinear dynamics in phase plane. However these results has a certain patterns, it requires verification method through additional research in the future.

• The Korean Journal of Applied Statistics
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• v.20 no.2
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• pp.219-227
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• 2007

The time series models have been used to analyze and predict the network traffic. In this paper, we compare the performance of the time series models for prediction of network traffic. The feasibility study showed that a class of nonlinear time series models can be outperformed than the linear time series models to predict the network traffic.

• Journal of the Korean Institute of Intelligent Systems
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• v.15 no.7
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• pp.881-886
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• 2005

This paper presents intelligent digital redesign method of global approach for hybrid state space fuzzy-model-based controllers. For effectiveness and stabilization of continuous-time uncertain nonlinear systems under discrete-time controller, Takagi-Sugeno(TS) fuzzy model is used to represent tile complex system. And global approach design problems viewed as a convex optimization problem that we minimize the error of the norm bounds between nonlinearly interpolated linear operators to be matched. Also, by using the power series, we analyzed nonlinear system's uncertain parts more precisely. When a sampling period is sufficiently small, the conversion of a continuous-time structured uncertain nonlinear system to an equivalent discrete-time system have proper reason. Sufficiently conditions for the global state-matching of tile digitally controlled system are formulated in terms of linear matrix inequalities (LMIs). Finally, a TS fuzzy model for the chaotic Lorentz system is used as an example to guarantee the stability and effectiveness of the proposed method.

• 제어로봇시스템학회:학술대회논문집
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• 2001.10a
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• pp.102.4-102
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• 2001

An evolutionary structure optimization method for the Gaussian radial basis function (RBF) network is presented, for modelling and predicting nonlinear time series. Generalization performance is significantly improved with a much smaller network, compared with that of the usual clustering and least square learning method.

• 제어로봇시스템학회:학술대회논문집
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• 1986.10a
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• pp.108-112
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• 1986

Several algorithms for bivariate time series modeling are reviewed : linear least square, nonlinear least squares, generalized least square, and multi-stage least square methods. Estimation results of simulated data by the above methods are discussed.

• The Korean Journal of Applied Statistics
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• v.19 no.1
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• pp.33-41
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• 2006

In this paper, we analyse the volatilities in financial data such as stock prices and exchange rates in term of a class of nonlinear time series models. We compare the performance of Generalized Autoregressive Conditional Heteroscadastic(GARCH) , Integrated GARCH(IGARCH), Exponential GARCH(EGARCH) models by KOSPI (Korean stock Prices Index) data. The estimation for the parameters in the models was carried out by the ML methods.

• Environmental and Resource Economics Review
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• v.17 no.1
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• pp.3-22
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• 2008

We study nonlinearities of $CO_2$ emissions and economic growth m Korea using the Smooth Transition Autoregressive (or STAR) model. We find evidence for nonlinearities and cyclical regime changes of both time series. In the extended nonlinear empirical work, we characterize dynamic properties of the two time series and then find mutually significant Granger causality between $CO_2$ emissions and economic growth. All these empirical evidences together reinforce long standing concern that economy-wide restrictions on $CO_2$ emissions would hurt economic growth for Korean styled medium industrialized countries.

• Journal of the Korean Data and Information Science Society
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• v.16 no.4
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• pp.979-987
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• 2005

In this research we study conventional and new statistical methods to analyse and detect outliers in network traffic and we apply the nonlinear time series model to make better performance of detecting abnormal traffic rather the linear time series model to compare the performances of the two models.

• Journal of the Korean Society for Precision Engineering
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• v.18 no.10
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• pp.116-126
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• 2001

This paper suggests a numerical method to find optimal geometric path and minimum-time motion for a spatial 6-link manipulator arm (PUMA 560 type). To find a minimum-time motion, the optimal geometric paths minimizing 2 different dynamic performance indices are searched first, and the minimum-time motions are searched on these optimal paths. In the algorithm to find optimal geometric paths, the objective functions (performance indices) are selected to minimize joint velocities, actuator forces or the combinations of them as well as to avoid one static obstacle. In the minimum-time algorithm the traveling time is expressed by the power series including 21 terms. The coefficients of the series are obtained using nonlinear programming to minimize the total traveling time subject to the constraints of velocity-dependent actuator forces.