• Journal of Institute of Control, Robotics and Systems
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• v.11 no.4
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• pp.385-391
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• 2005

As the Internet real-time multimedia applications increases, the bandwidth available to TCP connections is oppressed by the UDP traffic, result in the performance of overall system is extremely deteriorated. Therefore, developing a new transmission protocol is necessary. The TCP-friendly algorithm is an example satisfying this necessity. The TCP-Friendly Rate Control (TFRC) is an UDP-based protocol that controls the transmission rate that is based on the available round trip time (RTT) and the packet loss rate (PLR). In the data transmission processing, transmission rate is determined based on the conditions of the previous transmission period. If the one-step ahead predicted values of the control factors are available, the performance will be improved significantly. This paper proposes a prediction model of transmission rate control factors that will be used in the transmission rate control, which improves the performance of the networks. The model developed through this research is predicting one-step ahead variables of RTT and PLR. A multiplayer perceptron neural network is used as the prediction model and Levenberg-Marquardt algorithm is used for the training. The values of RTT and PLR were collected using TFRC protocol in the real system. The obtained prediction model is validated using new data set and the results show that the obtained model predicts the factors accurately.

• Journal of the Korean Statistical Society
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• v.35 no.1
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• pp.37-47
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• 2006

Recently, as a result of the growing interest in modeling stationary processes with discrete marginal distributions, several models for integer valued time series have been proposed in the literature. One of these models is the integer-valued autoregressive (INAR) models. However, when modeling with integer-valued autoregressive processes, the distributional properties of forecasts have been not yet discovered due to the difficulty in handling the Steutal Van Ham thinning operator 'o' (Steutal and van Ham, 1979). In this study, we derive the mean squared error of h-step-ahead prediction from a Poisson INAR(1) process, reflecting the effect of the variability of parameter estimates in the prediction mean squared error.

• Agricultural and Biosystems Engineering
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• v.1 no.2
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• pp.67-72
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• 2000

A dynamic draft model is necessary to analyze mechanics of tillage and to design optimal tillage tools. In order to deal with draft dynamics, a neural network paradigm was applied to develop dynamic draft models. For the development of the models, three kinds of tillage tools were used to measure drafts in the soil bin and a time lagged recurrent neural network was developed. The neural network had a structure to predict dynamic draft, having a function of one-step-ahead prediction. A procedure for network prediction model identification was established. The results show promising modeling of the dynamic drafts with developed neural network.

• Journal of Korea Water Resources Association
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• v.39 no.12 s.173
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• pp.997-1012
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• 2006

We have presented a nonparametric stochastic approach for the SOI(Southern Oscillation Index) series that used nonlinear methodology called Nonlinear AutoRegressive(NAR) based on conditional kernel density function and CAFPE(Corrected Asymptotic Final Prediction Error) lag selection. The fitted linear AR model represents heteroscedasticity, and besides, a BDS(Brock - Dechert - Sheinkman) statistics is rejected. Hence, we applied NAR model to the SOI series. We can identify the lags 1, 2 and 4 are appropriate one, and estimated conditional mean function. There is no autocorrelation of residuals in the Portmanteau Test. However, the null hypothesis of normality and no heteroscedasticity is rejected in the Jarque-Bera Test and ARCH-LM Test, respectively. Moreover, the lag selection for conditional standard deviation function with CAFPE provides lags 3, 8 and 9. As the results of conditional standard deviation analysis, all I.I.D assumptions of the residuals are accepted. Particularly, the BDS statistics is accepted at the 95% and 99% significance level. Finally, we split the SOI set into a sample for estimating themodel and a sample for out-of-sample prediction, that is, we conduct the one-step ahead forecasts for the last 97 values (15%). The NAR model shows a MSEP of 0.5464 that is 7% lower than those of the linear model. Hence, the relevance of the NAR model may be proved in these results, and the nonparametric NAR model is encouraging rather than a linear one to reflect the nonlinearity of SOI series.