• Title/Summary/Keyword: three-state model

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Forecasting with a combined model of ETS and ARIMA

  • Jiu Oh;Byeongchan Seong
    • Communications for Statistical Applications and Methods
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    • v.31 no.1
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    • pp.143-154
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    • 2024
  • This paper considers a combined model of exponential smoothing (ETS) and autoregressive integrated moving average (ARIMA) models that are commonly used to forecast time series data. The combined model is constructed through an innovational state space model based on the level variable instead of the differenced variable, and the identifiability of the model is investigated. We consider the maximum likelihood estimation for the model parameters and suggest the model selection steps. The forecasting performance of the model is evaluated by two real time series data. We consider the three competing models; ETS, ARIMA and the trigonometric Box-Cox autoregressive and moving average trend seasonal (TBATS) models, and compare and evaluate their root mean squared errors and mean absolute percentage errors for accuracy. The results show that the combined model outperforms the competing models.

A Novel Control Strategy for HEV Using Brushless Dual-Mechanical-Port Electrical Machine on Cruising Condition

  • Wang, Ende;Huang, Shenghua;Wan, Shanming;Chen, Xiao
    • Journal of Electrical Engineering and Technology
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    • v.9 no.2
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    • pp.523-531
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    • 2014
  • Brushless Dual-Mechanical-Port Electrical Machine (BLDMPEM) is a new type of motor designed for Hybrid Electric Vehicle (HEV), which contains two mechanical ports and two electric ports. Compared with Dual-Mechanical-Port Electrical Machine (DMPEM), the brushless structure brings higher reliability and easier maintenance. In this paper, the model of BLDMPEM is discussed. In Chapter 2, the energy flow and mathematical model of BLDMPEM are analyzed. Then a novel three-phase half-bridge controlled rectifier topology and its control strategy for cruising mode of HEV based on BLDMPEM are proposed in Chapter 3. Compared with the Field Oriented Control (FOC) strategy of BLDMPEM, the proposed method does not require accurate motor parameters, and it is much simpler and easier to be implemented. At last, simulation and experiment results show the feasibility and validity of the proposed strategy.

A Lightweight Three-Party Privacy-preserving Authentication Key Exchange Protocol Using Smart Card

  • Li, Xiaowei;Zhang, Yuqing;Liu, Xuefeng;Cao, Jin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.7 no.5
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    • pp.1313-1327
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    • 2013
  • How to make people keep both the confidentiality of the sensitive data and the privacy of their real identity in communication networks has been a hot topic in recent years. Researchers proposed privacy-preserving authenticated key exchange protocols (PPAKE) to answer this question. However, lots of PPAKE protocols need users to remember long secrets which are inconvenient for them. In this paper we propose a lightweight three-party privacy-preserving authentication key exchange (3PPAKE) protocol using smart card to address the problem. The advantages of the new 3PPAKE protocol are: 1. The only secrets that the users need to remember in the authentication are their short passwords; 2. Both of the users can negotiate a common key and keep their identity privacy, i.e., providing anonymity for both users in the communication; 3. It enjoys better performance in terms of computation cost and security. The security of the scheme is given in the random oracle model. To the best of our knowledge, the new protocol is the first provably secure authentication protocol which provides anonymity for both users in the three-party setting.

Numerical analysis of a three-dimensional turbulent wall-jet flow (3차원 난류 벽면제트 유동의 수치해석)

  • Ryu, S.Y.;Choi, D.H.;Kim, S.J.
    • Proceedings of the KSME Conference
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    • 2000.04b
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    • pp.479-484
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    • 2000
  • A Navier-stokes based finite volume method has been developed to analyze an incompressible, steady state, turbulent wall-jet flow. The standard k-e model, the RNG ${\kappa}-{\varepsilon}$ model and their nonlinear counterparts are adopted as a closure relationship. Comparison with the experimental data shows that a linear ${\kappa}-{\varepsilon}$ model performs satisfatorily for two-dimensional wall-jet flows. However, as the flow becomes three dimensional, the linear model fails to predict the spanwise jet growth accurately and the nonlinear model needs to be adopted to capture three-dimensional flow characteristics.

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A FINITE-VISCOELASTIC CONTINUUM MODEL FOR RUBBER AND ITS FINITE ELEMENT ANALYSIS

  • Kim, Seung-Jo;Kim, Kyeong-Su;Cho, Jin-Yeon
    • Journal of Theoretical and Applied Mechanics
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    • v.1 no.1
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    • pp.97-109
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    • 1995
  • In this paper, a finite viscoelastic continuum model for rubber and its finite element analysis are presented. This finite viscoelatic model based on continuum mechanics is an extended model of Johnson and Wuigley's 1-D model. In this extended model, continuum based kinematic measures are rigorously defied and by using this kinematic measures, elastic stage law and flow rule are introduced. In kinematics, three configuration are introduced. In kinematics, three configuration are introduced. They are reference, current and virtual visco configurations. In elastic state law, it is assumed that at a certain time, there exists an elastic potential which describes the recoverable elastic energy. From this elastic potential, elastic state law is derived. The proposed flow rule is based on phenomenological observation. The flow rule gives precise relaxation response. In finite element approximation, mixed Lagrangian description is used, where total and similar method of updated Lagrangian descriptions are used together. This approach reduces the numerical job and gives simple nonlinear syatem of equations. To satisfy the incompressible condition, penalty-type modified Mooney-Rivlin energy function is adopted. By this method nearly incompressible condition is obtain the virtual visco configuration. For verification, uniaxial stretch tests are simulated for various stretch rates. The simulated results show good agreement with experiments. As a practical experiments. As a preactical example, pressurized rubber plate is simulated. The result shows finite viscoelastic effects clearly.

Prediction of solute rejection and modelling of steady-state concentration polarisation effects in pressure-driven membrane filtration using computational fluid dynamics

  • Keir, Greg;Jegatheesan, Veeriah
    • Membrane and Water Treatment
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    • v.3 no.2
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    • pp.77-98
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    • 2012
  • A two-dimensional (2D) steady state numerical model of concentration polarisation (CP) phenomena in a membrane channel has been developed using the commercially available computational fluid dynamics (CFD) package CFX (Ansys, Inc., USA). The model incorporates the transmembrane pressure (TMP), axially variable permeate flux, variable diffusivity and viscosity, and osmotic pressure effects. The model has been verified against several benchmark analytical and empirical solutions from the membrane literature. Additionally, the model is able to predict the rejection of an arbitrary solute by the membrane using a pore model, given some basic knowledge of the geometry of the solute molecule or particle, and the membrane pore geometry. This allows for predictive design of membrane systems without experimental determination of the membrane rejection for the specified operating conditions. A demonstration of the model is presented against experimental results for two uncharged test compounds (sucrose and PEG1000) from the literature. The model will be extended to incorporate charge effects, transient simulations, three-dimensional (3D) geometry and turbulent effects in future work.

Regression models for interval-censored semi-competing risks data with missing intermediate transition status (중간 사건이 결측되었거나 구간 중도절단된 준 경쟁 위험 자료에 대한 회귀모형)

  • Kim, Jinheum;Kim, Jayoun
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1311-1327
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    • 2016
  • We propose a multi-state model for analyzing semi-competing risks data with interval-censored or missing intermediate events. This model is an extension of the 'illness-death model', which composes three states, such as 'healthy', 'diseased', and 'dead'. The state of 'diseased' can be considered as an intermediate event. Two more states are added into the illness-death model to describe missing events caused by a loss of follow-up before the end of the study. One of them is a state of 'LTF', representing a lost-to-follow-up, and the other is an unobservable state that represents the intermediate event experienced after LTF occurred. Given covariates, we employ the Cox proportional hazards model with a normal frailty and construct a full likelihood to estimate transition intensities between states in the multi-state model. Marginalization of the full likelihood is completed using the adaptive Gaussian quadrature, and the optimal solution of the regression parameters is achieved through the iterative Newton-Raphson algorithm. Simulation studies are carried out to investigate the finite-sample performance of the proposed estimation procedure in terms of the empirical coverage probability of the true regression parameter. Our proposed method is also illustrated with the dataset adapted from Helmer et al. (2001).

Analysis of Tumorigenicity Data with Informative Censoring (종속적인 중도절단을 가진 동물종양 자료의 분석을 위한 모형)

  • Kim, Jin-Heum;Kim, Youn-Nam
    • The Korean Journal of Applied Statistics
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    • v.23 no.5
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    • pp.871-882
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    • 2010
  • In animal tumorigenicity data, the occurrence time of tumor is not observed because the existence of a tumor is examined only at either time of natural death or time of sacrifice for the animal. A three-state model (Health-Tumor onset-Death) is widely used to model the incomplete data. In this paper, we employed a frailty effect into the three-state model to incorporate the dependency of death on tumor occurrence when the time of natural death works as an informative censoring against the tumor onset time. For the inference of parameters, then the EM algorithm is considered in order to deal with missing quantities of tumor onset time and random frailty. The proposed method is applied to the bladder tumor data taken from Lindsey and Ryan (1993, 1994) and a simulation study is performed to show the behavior of the proposed estimators.

Numerical simulation of three-dimensional flow and heat transfer characteristics of liquid lead-bismuth

  • He, Shaopeng;Wang, Mingjun;Zhang, Jing;Tian, Wenxi;Qiu, Suizheng;Su, G.H.
    • Nuclear Engineering and Technology
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    • v.53 no.6
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    • pp.1834-1845
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    • 2021
  • Liquid lead-bismuth cooled fast reactor is one of the most promising reactor types among the fourth-generation nuclear energy systems. The flow and heat transfer characteristics of lead-bismuth eutectic (LBE) are completely different from ordinary fluids due to its special thermal properties, causing that the traditional Reynolds analogy is no longer recommended and appropriate. More accurate turbulence flow and heat transfer model for the liquid metal lead-bismuth should be developed and applied in CFD simulation. In this paper, a specific CFD solver for simulating the flow and heat transfer of liquid lead-bismuth based on the k - 𝜀 - k𝜃 - 𝜀𝜃 model was developed based on the open source platform OpenFOAM. Then the advantage of proposed model was demonstrated and validated against a set of experimental data. Finally, the simulation of LBE turbulent flow and heat transfer in a 7-pin wire-wrapped rod bundle with the k - 𝜀 - k𝜃 - 𝜀𝜃 model was carried out. The influence of wire on the flow and heat transfer characteristics and the three-dimensional distribution of key thermal hydraulic parameters such as temperature, cross-flow velocity and Nusselt number were studied and presented. Compared with the traditional SED model with a constant Prt = 1.5 or 2.0, the k - 𝜀 - k𝜃 - 𝜀𝜃 model is more accurate on predicting the turbulence flow and heat transfer of liquid lead-bismuth. The average relative error of the k - 𝜀 - k𝜃 - 𝜀𝜃 model is reduced by 11.1% at most under the simulation conditions in this paper. This work is meaningful for the thermal hydraulic analysis and structure design of fuel assembly in the liquid lead-bismuth cooled fast reactor.

DETERMINATION OF TROPHIC STATE AND TESTING OF PHOSPHORUS MODEL IN THE KI HEUNG RESERVOIR

  • Lee, Do-Hun;Oh, Jong-Min
    • Water Engineering Research
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    • v.1 no.3
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    • pp.199-208
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    • 2000
  • The relationship between areal total phosphorus(TP) and areal hydraulic loading was identified and used as defining the trophic state of the reservoir. And three simple, conceptual TP models were tested against the measured in-reservoir TP concentration. The analyses were based on water quality data measured in the Ki Heung reservoir for two years. The results showed that Ki Heung reservoir has undergone eutrophic state, and Dillon's and Vollenweider's TP models were in close agreement with the measured annual mean TP concentration. However, the OECD's model understimated the measured annual mean TP concentration in the Ki Heung reservor. A discussion is given for the hypothetical application of TP loading plot which might be useful for establishing the TP control program in the resavoirs/lakes.

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