• Title/Summary/Keyword: temporal simulation

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Effects of Temporal Aggregation on Hannan-Rissanen Procedure

  • Shin, Dong-Wan;Lee, Jong-Hyup
    • Journal of the Korean Statistical Society
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    • v.23 no.2
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    • pp.325-340
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    • 1994
  • Effects of temporal aggregation on estimation for ARMA models are studied by investigating the Hannan & Rissanen (1982)'s procedure. The temporal aggregation of autoregressive process has a representation of an autoregressive moving average. The characteristic polynomials associated with autoregressive part and moving average part tend to have roots close to zero or almost identical. This caused a numerical problem in the Hannan & Rissanen procedure for identifying and estimating the temporally aggregated autoregressive model. A Monte-Carlo simulation is conducted to show the effects of temporal aggregation in predicting one period ahead realization.

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Turbulence in temporally decelerating pipe flows (시간에 대해 감속하는 난류 파이프 유동에 관한 연구)

  • Jeong, Wongwan;Lee, Jae Hwa
    • Journal of the Korean Society of Visualization
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    • v.14 no.1
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    • pp.46-50
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    • 2016
  • Direct numerical simulations (DNSs) of turbulent pipe flows with temporal deceleration were performed to examine response of the turbulent flows to the deceleration. The simulations were started with a fully-developed turbulent pipe flow at the Reynolds number, $Re_D=24380$, based on the pipe radius and the laminar centerline velocity, and three different constant temporal decelerations were applied to the initial flow with varying dU/dt = -0.001274, -0.00625 and -0.025. It was shown that the mean flows were greatly affected by temporal decelerations with downward shift of log law, and turbulent intensities were increased in particular in the outer layer, compared to steady flows at a similar Reynolds number. The analysis of Reynolds shear stress showed that second- and fourth-quadrant Reynolds shear stresses were increased with the decelerations, and the increase of the turbulence was attributed to enhancement of outer turbulent vortical structures by the temporal decelerations.

Neural Network Design for Spatio-temporal Pattern Recognition (시공간패턴인식 신경회로망의 설계)

  • Lim, Chung-Soo;Lee, Chong-Ho
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.11
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    • pp.1464-1471
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    • 1999
  • This paper introduces complex-valued competitive learning neural network for spatio-temporal pattern recognition. There have been quite a few neural networks for spatio-temporal pattern recognition. Among them, recurrent neural network, TDNN, and avalanche model are acknowledged as standard neural network paradigms for spatio-temporal pattern recognition. Recurrent neural network has complicated learning rules and does not guarantee convergence to global minima. TDNN requires too many neurons, and can not be regarded to deal with spatio-temporal pattern basically. Grossberg's avalanche model is not able to distinguish long patterns, and has to be indicated which layer is to be used in learning. In order to remedy drawbacks of the above networks, unsupervised competitive learning using complex umber is proposed. Suggested neural network also features simultaneous recognition, time-shift invariant recognition, stable categorizing, and learning rate modulation. The network is evaluated by computer simulation with randomly generated patterns.

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Statistical network analysis for epilepsy MEG data

  • Haeji Lee;Chun Kee Chung;Jaehee Kim
    • Communications for Statistical Applications and Methods
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    • v.30 no.6
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    • pp.561-575
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    • 2023
  • Brain network analysis has attracted the interest of neuroscience researchers in studying brain diseases. Magnetoencephalography (MEG) is especially proper for analyzing functional connectivity due to high temporal and spatial resolution. The application of graph theory for functional connectivity analysis has been studied widely, but research on network modeling for MEG still needs more. Temporal exponential random graph model (TERGM) considers temporal dependencies of networks. We performed the brain network analysis, including static/temporal network statistics, on two groups of epilepsy patients who removed the left (LT) or right (RT) part of the brain and healthy controls. We investigate network differences using Multiset canonical correlation analysis (MCCA) and TERGM between epilepsy patients and healthy controls (HC). The brain network of healthy controls had fewer temporal changes than patient groups. As a result of TERGM, on the simulation networks, LT and RT had less stable state than HC in the network connectivity structure. HC had a stable state of the brain network.

An adaptive time-delay recurrent neural network for temporal learning and prediction (시계열패턴의 학습과 예측을 위한 적응 시간지연 회귀 신경회로망)

  • 김성식
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.2
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    • pp.534-540
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    • 1996
  • This paper presents an Adaptive Time-Delay Recurrent Neural Network (ATRN) for learning and recognition of temporal correlations of temporal patterns. The ATRN employs adaptive time-delays and recurrent connections, which are inspired from neurobiology. In the ATRN, the adaptive time-delays make the ATRN choose the optimal values of time-delays for the temporal location of the important information in the input parrerns, and the recurrent connections enable the network to encode and integrate temporal information of sequences which have arbitrary interval time and arbitrary length of temporal context. The ATRN described in this paper, ATNN proposed by Lin, and TDNN introduced by Waibel were simulated and applied to the chaotic time series preditcion of Mackey-Glass delay-differential equation. The simulation results show that the normalized mean square error (NMSE) of ATRN is 0.0026, while the NMSE values of ATNN and TDNN are 0.014, 0.0117, respectively, and in temporal learning, employing recurrent links in the network is more effective than putting multiple time-delays into the neurons. The best performance is attained bythe ATRN. This ATRN will be sell applicable for temporally continuous domains, such as speech recognition, moving object recognition, motor control, and time-series prediction.

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Correction of Mean and Extreme Temperature Simulation over South Korea Using a Trend-preserving Bias Correction Method (변동경향을 보존하는 편의보정기법을 이용한 우리나라의 평균 및 극한기온 모의결과 보정)

  • Jung, Hyun-Chae;Suh, Myoung-Seok
    • Atmosphere
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    • v.25 no.2
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    • pp.205-219
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    • 2015
  • In this study, the simulation results of temperature by regional climate model (Reg- CM4) over South Korea were corrected by Hempel et al. (2013)'s method (Hempel method), and evaluated with the observation data of 50 stations from Korea Meteorological Administration. Among the 30 years (1981~2010) of simulation data, 20 years (1981~2000) of simulation data were used as a training data, and the remnant 10 years (2001~2010) data were used for the evaluation of correction. In general, the Hempel method and parametric quantile mapping show a reasonable correction both in mean and extreme climate of temperature. As the results, the systematic underestimation of mean temperature was greatly reduced after bias correction by Hempel method. And the overestimation of extreme climate, such as the number of TN5% and freezing day, was significantly recovered. In addition to that, the Hempel method better preserved the temporal trend of simulated temperature than other bias correction methods, such as the quantile mapping. However, the overcorrection of the extreme climate related to the upper quantile, such as TX5% and hot days, resulted in the exaggeration of the simulation errors. In general, the Hempel method can reduce the systematic biases embedded in the simulation results preserving the temporal trend but it tends to overcorrect the non-linear biases, in particular, extreme climate related to the upper percentile.

Adaptive Reconstruction of Multi-periodic Harmonic Time Series with Only Negative Errors: Simulation Study

  • Lee, Sang-Hoon
    • Korean Journal of Remote Sensing
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    • v.26 no.6
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    • pp.721-730
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    • 2010
  • In satellite remote sensing, irregular temporal sampling is a common feature of geophysical and biological process on the earth's surface. Lee (2008) proposed a feed-back system using a harmonic model of single period to adaptively reconstruct observation image series contaminated by noises resulted from mechanical problems or environmental conditions. However, the simple sinusoidal model of single period may not be appropriate for temporal physical processes of land surface. A complex model of multiple periods would be more proper to represent inter-annual and inner-annual variations of surface parameters. This study extended to use a multi-periodic harmonic model, which is expressed as the sum of a series of sine waves, for the adaptive system. For the system assessment, simulation data were generated from a model of negative errors, based on the fact that the observation is mainly suppressed by bad weather. The experimental results of this simulation study show the potentiality of the proposed system for real-time monitoring on the image series observed by imperfect sensing technology from the environment which are frequently influenced by bad weather.

Speech Enhancement Using Nonnegative Matrix Factorization with Temporal Continuity (시간 연속성을 갖는 비음수 행렬 분해를 이용한 음질 개선)

  • Nam, Seung-Hyon
    • The Journal of the Acoustical Society of Korea
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    • v.34 no.3
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    • pp.240-246
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    • 2015
  • In this paper, speech enhancement using nonnegative matrix factorization with temporal continuity has been addressed. Speech and noise signals are modeled as Possion distributions, and basis vectors and gain vectors of NMF are modeled as Gamma distributions. Temporal continuity of the gain vector is known to be critical to the quality of enhanced speech signals. In this paper, temporal continiuty is implemented by adopting Gamma-Markov chain priors for noise gain vectors during the separation phase. Simulation results show that the Gamma-Markov chain models temporal continuity of noise signals and track changes in noise effectively.

Changes of Hemodynamic Characteristics during Angulated Stenting in the Stenosed Coronary (관상동맥 협착부에 각이진 스텐트 시술시 혈류역학적 특성변화)

  • Suh Sang-Ho;Cho Min-Tae;Kwon Hyuck-Moon;Lee Byung-Kwon
    • Proceedings of the KSME Conference
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    • 2002.08a
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    • pp.717-720
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    • 2002
  • The present study is to evaluate the performances of flow velocity and wall shear stress in the stenosed coronary artery using human in vivo hemodynamic Parameters and computer simulation. Initial and follow-up coronary angiographics in the patients with angulated coronary stenosis are performed. Follow-up coronary angiogram demonstrated significant difference in the percent of diameter in the stenosed coronary between two groups ($Group\;1:\;40.3{\%},\;Group\;2:\;25.5{\%}$). Flow-velocity wave obtained from in vivo intracoronary Doppler ultrasound data is used for the boundary condition for the computer simulation. Spatial and temporal variations of flow velocity vector and recirculation area are drawn throughout the selected segment of coronary models. The WSS of pre- and post-intracoronary stenting are calculated from three-dimensional computer simulation. Then negative shear stresses area on 3D simulation we noted on the inner wall of the post-stenotic area before stenting. The negative WSS is disappeared after stenting. High spatial and temporal WSS before stenting fell into within physiologic WSS after stenting. This finding was prominent in Model 2. The present study suggest that hemodynamic forces exerted by pulsatile coronary circulation termed WSS might affect on the evolution of atherosclerosis within the angulated vascular curvature. The local recirculation area which has low or negative WSS, might lead to progression of atherosclerosis.

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Spatio-temporal video segmentation using a joint similarity measure (결합 유사성 척도를 이용한 시공간 영상 분할)

  • 최재각;이시웅;조순제;김성대
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.22 no.6
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    • pp.1195-1209
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    • 1997
  • This paper presents a new morphological spatio-temporal segmentation algorithm. The algorithm incorporates luminance and motion information simultaneously, and uses morphological tools such as morphological filtersand watershed algorithm. The procedure toward complete segmentation consists of three steps:joint marker extraction, boundary decision, and motion-based region fusion. First, the joint marker extraction identifies the presence of homogeneours regions in both motion and luminance, where a simple joint marker extraction technique is proposed. Second, the spatio-temporal boundaries are decided by the watershed algorithm. For this purposek, a new joint similarity measure is proposed. Finally, an elimination ofredundant regions is done using motion-based region function. By incorporating spatial and temporal information simultaneously, we can obtain visually meaningful segmentation results. Simulation results demonstratesthe efficiency of the proposed method.

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