• 제목/요약/키워드: time-differenced

검색결과 38건 처리시간 0.021초

차분한 시계열의 단순이동평균을 이용하여 조각별 선형 추세 모형을 추정하는 방법에 대한 연구 (A study on estimating piecewise linear trend model using the simple moving average of differenced time series)

  • 나옥경
    • 응용통계연구
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    • 제36권6호
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    • pp.573-589
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    • 2023
  • 조각별 선형 추세 모형에서의 변화점은 1차 차분한 시계열의 평균 변화점과 일치한다. 그러므로 1차 차분한 시계열의 평균 변화점을 탐색하면 조각별 선형 추세 모형의 변화점을 추정할 수 있다. 본 논문에서는 이와 같은 사실에 근거하여 원 시계열이 아닌 1차 차분한 시계열의 단순이동평균을 이용하여 원 시계열의 기울기가 변하는 변화점을 탐색하는 방법을 제안하고, 이에 대한 모의실험을 수행하였다. 모의실험 결과 본 논문에서 제안한 방법은 오차항들이 서로 독립인 경우뿐만 아니라 오차항들 사이에 강한 양의 자기상관이 존재하는 경우에도 변화점의 개수를 잘 추정하는 것으로 나타났다.

저비용 GNSS 수신기를 이용한 반송파 위상 시각간 차분 측정치 기반의 정밀 상대위치 결정 기법 (A Precise Relative Positioning Method Based on Time-Differenced Carrier Phase Measurements from Low-Cost GNSS Receiver)

  • 박귀우;이동선;박찬식
    • 한국통신학회논문지
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    • 제40권9호
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    • pp.1846-1855
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    • 2015
  • 본 논문에서는 저비용 단일 GNSS(Global Navigation Satellite System) 수신기를 이용하여 정밀한 위치를 추정하는 방법으로 반송파 위상 TD(Time Differenced) 측정치를 이용한 상대위치 결정기법을 제안하고 성능을 분석하였다. 제안하는 상대위치 결정기법은 반송파 위상 측정치를 활용하지만 시각 간 차분을 사용하므로 하나의 GNSS 수신기로 동작하며, 미지정수 결정 문제를 고려하지 않아도 된다. 또한 차분 간격이 짧은 시간일 경우 공간적 공통오차 및 위성시계 오차를 효율적으로 제거할 수 있다. 제안하는 위치결정 알고리즘은 오차해석을 통해 코드측정치를 이용한 절대위치 결정기법보다 성능이 우수함을 증명하고 실차 실험으로 구현된 알고리즘 및 오차해석 결과를 검증하였다. 그 결과, 위치추정 성능은 약 10분 동안 3m이내에 수렴하여 코드기반의 절대위치기법에 비하여 약 4배 이상 향상된 정확도 및 정밀도를 확인할 수 있었다.

ARMA Modeling for Nonstationary Time Series Data without Differencing

  • Shin, Dong-Wan;Park, You-Sung
    • Journal of the Korean Statistical Society
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    • 제28권3호
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    • pp.371-387
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    • 1999
  • For possibly nonstationary autoregressive moving average, modeling based on the original observations rather than the differenced observations is considered. Under this scheme, sample autocorrelation functions, parameter estimates, model diagnostic statistics, and prediction are all computed from the original data instead of the differenced data. The methods and results established under stationarity of data are shown to naturally extend to the nonstationarity of one autoregressive unit root. The sample ACF and PACF can be used for ARMA order determination. The BIC order is strongly consistent. The parameter estimates are asymptotically normal. The portmanteau statistic has chi-square distribution. The predictor is asymptotically equivalent to that based on the differenced data.

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제트 폄프 요소 내부의 유동 해석 (Internal Viscous Flow Computation Within the Jet Pump Elements)

  • 조장근;오상욱;박원규;오세민;이수원
    • 한국전산유체공학회:학술대회논문집
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    • 한국전산유체공학회 1996년도 춘계 학술대회논문집
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    • pp.99-104
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    • 1996
  • The jet pump is being used in many fields for several purposes because of its simple construction and easy operation. The characteristics of the geometrical variables, pressure gradient and velocity distribution of the jet pump are studied using the CFD technique. The flow calculations through a bended nozzle. a mixing chamber and a venturi are presented and phenomenological aspects are discussed. This study solve 3-D steady incompressible Navier-Stokes equations using the Iterative time marching scheme. The governing equations are differenced with 1st-order accurate backward difference scheme for the time derivatives and 3rd-order accurate QUICK scheme for the convective terms. The Mark-and-cell concept was applied efficiently to solve continuity equation, which is differenced 2nd-order accurate central differenced scheme. The 4th-order artificial damping is added to the continuity equation for numerical stability. A O-type of grid system is generated inside a nozzle and venturi of the jet pump. It has concluded that the results of present study properly agree with physical flow phenomena.

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A Study on Compact Network RTK for Land Vehicles and Real-Time Test Results

  • Song, Junesol;Park, Byungwoon;Kee, Changdon
    • Journal of Positioning, Navigation, and Timing
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    • 제7권1호
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    • pp.43-52
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    • 2018
  • In recent years, the need of high accuracy navigation for vehicles has increased due to the development of autonomous driving vehicles and increase in land transportation convenience. This study is performed for vehicle users to achieve a performance of centimeter-level positioning accuracy by utilizing Compact Network Real-time Kinematic (RTK) that is applicable as a national-level infrastructure. To this end, medium-baseline RTK was implemented in real time to estimate accurate integer ambiguities between reference stations for reliable generation of Network RTK correction using the linear combination of carrier-phase observations and L1/L2 pseudo-range measurements. The residual tropospheric error was estimated in real time to improve the accuracy of double-differenced integer ambiguity resolution between network configuration reference stations that have at least 30 km or longer baseline distance. In addition, C++ based software was developed to enable real-time generation and broadcasting of Compact Network RTK correction information by utilizing an accurately estimated double-differenced integer ambiguity values. As a result, the horizontal and vertical 95% accuracy was 2.5cm and 5.2cm, respectively, without performance degradation due to user's position change within the network.

A Precise Heave Determination System Using Time-Differenced GNSS Carrier Phase Measurements

  • Cho, MinGyou;Kang, In-Suk;Park, Chansik
    • Journal of Positioning, Navigation, and Timing
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    • 제6권4호
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    • pp.149-157
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    • 2017
  • In this study, a system that precisely determines the heave of ship hull was designed using time-differenced GNSS carrier phase measurement, and the performance was examined. First, a technique that calculates precise position relative to the original position based on TDCP measurement for point positioning using only one receiver was implemented. Second, to eliminate the long-cycle drift error occurring due to the measurement error that has not been completely removed by time-differencing, an easily implementable high-pass filter was designed, and the optimum coefficient was determined through an experiment. In a static experiment based on the precise heave measurement system implemented using low-cost commercial GNSS receiver and PC, the heave could be measured with a precision of 2 cm standard deviation. In addition, in a dynamic experiment where it moved up and down with an amplitude of 48 cm and a cycle of 20 seconds, precise heave without drift error could be determined. The system proposed in this study can be easily used for many applications, such as the altitude correction of fish detection radar.

측풍영향을 고려한 고속전철 주위의 비압축성 점성 유동 해석 (Incompressible Viscous Flow Analysis around a High-Speed Train Including Cross-Wind Effects)

  • 정영래;박원규;김홍원;하성도
    • 한국전산유체공학회:학술대회논문집
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    • 한국전산유체공학회 1995년도 추계 학술대회논문집
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    • pp.55-63
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    • 1995
  • The flow field around a high-speed train including cross-wind effects has been simulated. This study solves 3-D unsteady incompressible Navier-Stokes equations in the inertial frame using the iterative time marching scheme. The governing equations are differenced with 1st-order accurate backward difference scheme for the time derivatives, 3th-order accurate QUICK scheme for the convective terms and 2nd-order accurate central difference scheme for the viscous terms. The Marker-and-Cell concept was applied to efficiently solve continuity equation, which is differenced with 2nd-order accurate central difference scheme. The 4th-order artificial damping is added to the continuity equation for numerical stability. A C-H type of elliptic grid system is generated around a high-speed train including ground. The Baldwin-Lomax turbulent model was implemented to simulate the turbulent flows. To validate the present procedure, the flow around a high speed train at constant yaw angle of $45^{\circ}\;and\;90^{\circ}$ has been simulated. The simulation shows 3-D vortex generation in the lee corner. The flow separation is also observed around the rear of the train. It has concluded that the results of present study properly agree with physical flow phenomena.

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Design of Multisensor Navigation System for Autonomous Precision Approach and Landing

  • Soon, Ben K.H.;Scheding, Steve;Lee, Hyung-Keun;Lee, Hung-Kyu
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.1
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    • pp.377-382
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    • 2006
  • Precision approach and landing of aircraft in a remote landing zone autonomously present several challenges. Firstly, the exact location, orientation and elevation of the landing zone are not always known; secondly, the accuracy of the navigation solution is not always sufficient for this type of precision maneuver if there is no DGPS availability within close proximity. This paper explores an alternative approach for estimating the navigation parameters of the aircraft to the landing area using only time-differenced GPS carrier phase measurement and range measurements from a vision system. Distinct ground landmarks are marked before the landing zone. The positions of these landmarks are extracted from the vision system then the ranges relative to these locations are used as measurements for the extended Kalman filter (EKF) in addition to the precise time-differenced GPS carrier phase measurements. The performance of this navigation algorithm is demonstrated using simulation.

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전리층 지연 효과의 통계적 모델을 이용한 반송파 정밀측위 (Precise Positioning from GPS Carrier Phase Measurement Applying Stochastic Models for Ionospheric Delay)

  • 양효진;권재현
    • 한국측량학회지
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    • 제25권4호
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    • pp.319-325
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    • 2007
  • GPS를 이용한 상대측위에 있어서 기선의 길이가 길어질수록 측위지점 사이의 상관관계 저하로 인하여 전리층 지연 효과와 같은 오차가 관측치내에 존재하는 문제가 여전히 남아있다. 본 연구에서는 중기선 이상의 상대측위에서 가장 큰 오차요인으로 알려져 있는 전리층 지연 효과를 통계적 모델을 이용하여 모델링하고, 이론적 경험적으로 가장 좋다고 알려져 있는 LAMBDA방법을 이용하여 모호정수를 결정하였다. 상시관측소데이터를 이용하여 통계적 모델을 경험적으로 Gauss-Markov 1차를 결정하였으며, 모델 파라미터인 상관시간(correlation time) 및 모델의 분산을 산출하였다. 최종적으로 개발된 알고리즘의 적용 및 정확도 분석을 위하여 상용소프트웨어 및 Bernese와 비교하였다.

Fractional Integration in the Context of Deterministic Trends

  • Gil-Alana, L.A.
    • Communications for Statistical Applications and Methods
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    • 제11권2호
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    • pp.313-321
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    • 2004
  • In this article we show that the tests of Robinson (1994) may have serious problems in distinguishing between fractionally integrated processes in the context of deterministic trends. The results are obtained via Monte Carlo experiments. A simple procedure, based on the t-values of the coefficients from the differenced regression, is presented to correctly specify the time series of interest and, an empirical application, using data of the US GNP is also carried out at the end of the article.