• Title/Summary/Keyword: AR 계수

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Prediction of Groundwater Levels in Hillside Slopes Using the Autoregressive Model (AR 모델을 이용한 산사면에서의 지하수위 예측)

  • Lee, In-Mo;Park, Gyeong-Ho;Im, Chung-Mo
    • Geotechnical Engineering
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    • v.9 no.3
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    • pp.67-76
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    • 1993
  • Korea being composed of a number of mountains has been damaged and destroyed in lives and properties by the occurrence of many landslides during the wet seasons. Therefore, it is necessary to study the forecast system and risk analysis for the occurrence of landslides : the rise of groundwater levels due to rainfall is the main cause of landslides. In this paper, the autoregressive models are used to predict the grondwater levls using cases of both time invariant and time -varing autoregressive coefficients. In the former case, AR(1), AR(2), and AR(3) models are selected and their single-valued parameters are estimated to fit them to the observed groundwater level series. In the latter case, modified AR(1) and typical AR(2) models are used as process model and a discrete Kalman Filtering technique is utilized to estimate the parameters which are themselves a function of time. The results show that the real time forecast system using the time-varying autoregressive coefficinets as well as time -invariant AR model is good to predict the groundwater level in hillside slopes and we might get better result if we use the time-hourly rainfall intensity as well as the observed groundwater level.

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Bayesian Method for the Multiple Test of an Autoregressive Parameter in Stationary AR(L) Model (AR(1)모형에서 자기회귀계수의 다중검정을 위한 베이지안방법)

  • 김경숙;손영숙
    • The Korean Journal of Applied Statistics
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    • v.16 no.1
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    • pp.141-150
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    • 2003
  • This paper presents the multiple testing method of an autoregressive parameter in stationary AR(1) model using the usual Bayes factor. As prior distributions of parameters in each model, uniform prior and noninformative improper priors are assumed. Posterior probabilities through the usual Bayes factors are used for the model selection. Finally, to check whether these theoretical results are correct, simulated data and real data are analyzed.

Single mode yield analysis of complex-coupled DFB lasers above threshold for various coupling coefficient ratios and facet reflectivity combinations (문턱 전류 이상에서 Complex-Coupled DFB 레이저 다이오드의 여러 가지 결합 계수 비와 양 단면 반사율 조합에 따른 단일 모드 수율 해석)

  • 김부균;김상택;전재두
    • Korean Journal of Optics and Photonics
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    • v.14 no.5
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    • pp.521-529
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    • 2003
  • For complex-coupled (CC) DFB lasers, we found that there might be little correlation between the single mode yields at threshold and above threshold. At threshold, the single mode yield considering f number of in-phase (IP) CC DFB lasers is the same as that of anti-phase (AP) CC DFB lasers. However, the single mode yield as a function of injection current above threshold of IP CC DFB lasers is much different from that of AP CC DFB lasers. In the case of IP CC DFB lasers, the single mode yield increases as the coupling coefficient ratio (CR) increases, while, in the case of AP CC DFB lasers, the single mode yield decreases rapidly regardless of CR as the injection current increases. In the case of AR-HR combinations, the effect of AR ref1ectivity on the single mode yield increases as the coupling strength decreases. As the coupling strength decreases, the CR at which the increase rate of the single mode yield starts to decrease, increases, and the maximum single mode yield increases. Single mode yields of AR-HR and AR-AR combinations are larger than those of AR-CL and CL-CL combinations.

Autoregressive Modeling in Orthogonal Cutting of Glass Fiber Reinforced Composites (2차원 GFRC절삭에서 AR모델링에 관한 연구)

  • Gi Heung Choi
    • Journal of the Korean Society of Safety
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    • v.16 no.1
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    • pp.88-93
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    • 2001
  • This study discusses frequency analysis based on autoregressive (AR) time series model, and process characterization in orthogonal cutting of a fiber-matrix composite materials. A sparsely distributed idealized composite material, namely a glass reinforced polyester (GFRP) was used as workpiece. Analysis method employs a force sensor and the signals from the sensor are processed using AR time series model. The resulting pattern vectors of AR coefficients are then passed to the feature extraction block. Inside the feature extraction block, only those features that are most sensitive to different types of cutting mechanisms are selected. The experimental correlations between the different chip formation mechanisms and AR model coefficients are established.

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Quantization of LPC Coefficients Using a Multi-frame AR-model (Multi-frame AR model을 이용한 LPC 계수 양자화)

  • Jung, Won-Jin;Kim, Moo-Young
    • The Journal of the Acoustical Society of Korea
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    • v.31 no.2
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    • pp.93-99
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    • 2012
  • For speech coding, a vocal tract is modeled using Linear Predictive Coding (LPC) coefficients. The LPC coefficients are typically transformed to Line Spectral Frequency (LSF) parameters which are advantageous for linear interpolation and quantization. If multidimensional LSF data are quantized directly using Vector-Quantization (VQ), high rate-distortion performance can be obtained by fully utilizing intra-frame correlation. In practice, since this direct VQ system cannot be used due to high computational complexity and memory requirement, Split VQ (SVQ) is used where a multidimensional vector is split into multilple sub-vectors for quantization. The LSF parameters also have high inter-frame correlation, and thus Predictive SVQ (PSVQ) is utilized. PSVQ provides better rate-distortion performance than SVQ. In this paper, to implement the optimal predictors in PSVQ for voice storage devices, we propose Multi-Frame AR-model based SVQ (MF-AR-SVQ) that considers the inter-frame correlations with multiple previous frames. Compared with conventional PSVQ, the proposed MF-AR-SVQ provides 1 bit gain in terms of spectral distortion without significant increase in complexity and memory requirement.

근육 피로도 분석시 사용되는 매개변수들간의 민감도 비교 연구

  • 정명철;김정룡
    • Proceedings of the ESK Conference
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    • 1997.10a
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    • pp.406-413
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    • 1997
  • 근전도(EMG:Electromyogram)를 사용하여 국부 근육 피로(Localized Muscle Fatigue)를 정량화으로 분석 하기 위해 널리 이용되고 있는 AR(Autoregressive)모델의 1차 계수, RMS(Root Mean Square), ZCR(Zero Crossing Rate), MPF(Mean Power Frequency), MF(Median Frequency)를 선택하여, 근육이 발휘하는 힘과 시간의 흐름에 따라 근육 피로의 정도를 민감하게 나타내는 매개변수를 규명하였다. 피실험자 10명의 좌우 척추세움근(Erector Spinae Muscle)을 대상으로 등장수축(Sustained Isometric Contraction)조건에서 허리의 신전(Extension)운동을 실시하였다. 이때 발휘해야 하는 힘의 수준은 15%, 30%, 45%, 60%, 75% MVC 로 정하였고 각 수준마다 20초 동안 근전도를 측정하 였다. 데이터 분석은 총20초 구간의 근전도를 0.5초 간격으로 나누어 매개변수들을 각각 구하고 분석을 실시하였다. 시간의 흐름에 대한 피로도 분석 결과, AR 모델의 1차 계수와 MPF가 유의한 차이를 보였으며, 낮은 수준의 %MVC에서는 AR 계수가, 높은 수준에서는 MPF가 민감한 반응 결과를 나타냈다. 그리고 근육이 발휘하는 힘의 정도를 분석하기 위해 주로 사용되고 있는 RMS 보다는 더 AR 계수가 모든 수준에서 뚜렷하게 차이를 보인 것이 확인되었다. 따라서 AR 모델의 1차 계수가 근육의 피로 정도와 힘의 수준을 다른 매개변수에 비해 더욱 민감하게 구별함이 입증되었다. 이러한 결과는 다른 분야에서도 근육 피로를 정량적으로 측정하는데 사용될 수 있을 것으로 생각되며, 개인적 변이도를 고려한 확률 기법을 사용한다면 보다 정확한 근전도 분석이 이루어질 것으로 기대된다.있음을 알 수 있었다. 사료된다.의 결과는 자전거 에르고노미터의 결과가 트레드밀의 결과에 87.60%정도 나타났다.음을 관찰하였다. 특히 vitamin C와 E의 병용투여는 상승적으로 적용하여 간세포손상을 더욱 억제시킴을 알 수 있었다.mance and on TFP(Total Factor Productivity) growth which is a pure measure of firm performance. To utilize the advantage of panel data, FEM(Fixed Effect Model) and REM(Random Effect Model) were used. The empirical result shows that the entropy index as a measurement of inter-business relatedness is not significant but technological relatedness index is significant. OLS estimates on pooled data were considerably different from FEM or REM estimates on panel data. By introducing interaction effect among the three variables for business portfolio properties, we obtained three findings. First, only VI (Vertical integration) has a significant positive correlation with ROS. Second, when using TFP growth as an dependent variable, both TR(Technological Relatedness) and f[ are signif

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A Unit Root Test via a Discrete Cosine Transform (이산코사인변환을 이용한 단위근 검정)

  • Lee, Go-Un;Yeo, In-Kwon
    • The Korean Journal of Applied Statistics
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    • v.24 no.1
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    • pp.35-43
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    • 2011
  • In this paper, we introduce a unit root test via discrete cosine transform in the AR(1) process. We first investigate the statistical properties of DCT coefficients under the stationary AR(1) process and the random walk process in order to verify the validity of the proposed method. A bootstrapping approach is proposed to induce the distribution of the test statistic under the unit root. We performed simulation studies for comparing the powers of the Dickey-Fuller test and the proposed test.

해상 부유체의 진동 분석을 위한 AR-ARX 모델링에 관한 연구

  • Im, Jeong-Bin;Yang, Won-Jae;Kim, Jong-Ho;Lee, Dong-Ju
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2012.06a
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    • pp.157-159
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    • 2012
  • 바람이나 파도에 의해서 해상 부유체의 진동이 발생하는데, 이러한 진동은 부유체와 부유체에 접안시킨 이동체 사이에 접촉을 야기하기 때문에 부유체나 이동체에 손상이 발생한다. 이 논문에서는 AR(Autoregressive) 모델과 ARX(AR with eXogenous) 모델을 이용하여 부유체에 발생하는 진동 모델링에 관해서 기술한다. 연구 방법은, 기준 잡음신호를 생성하여 기준 모델 계수를 구하고, 모의 충격신호를 생성하여 충격 모델 계수를 구한 후, 충격 신호만을 추출하여 가해진 충격의 정도를 분석 평가하였다. 본 연구는 향후 요트와 요트계류장의 안전확보 시스템 개발을 위한 기초 연구로 활용할 예정이다.

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The study of ionization coefficients in mixtures of $SF_6$ and Ar ($SF_6$-Ar혼합기체의 전리계수에 관한 연구)

  • Kim, Sang-Nam;Ha, Sung-Chul
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2003.05e
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    • pp.96-99
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    • 2003
  • In this dissertation the results of the combined experimental and theoretical studies designed to understand and predict the spatial growth and transport coefficients for electrons in $SF_6$ and $SF_6$-Ar mixtures have described. The transport coefficients for electrons in (0.1[%])$SF_6$-Ar, (0.5[%])$SF_6$-Ar, (1.0[%])$SF_6$-Ar, (3.0[%])$SF_6$-Ar and (5.0[%])$SF_6$-Ar mixtures were measured by time-of-flight method, and the electron energy distribution function and the parameters of the velocity and the diffusion were determined by the variation of the collision cross-sections with energy.

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A Simulation of the ionization coefficients in mixtures of $SF_6$ and Ar (시뮬레이션을 이용한 $SF_6-Ar$의 전리계수)

  • Kim, Sang-Nam
    • Proceedings of the KIEE Conference
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    • 2005.07c
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    • pp.2202-2204
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    • 2005
  • In this dissertation the results of the combined experimental and theoretical studies designed to understand and predict the spatial growth and transport coefficients for electrons in $SF_6$ and $SF_6-Ar$ mixtures have described. The transport coefficients for electrons in (0.1[%]) $SF_6-Ar$, (0.5[%])$SF_6-Ar$,(1.0[%])$SF_6-Ar$,(3.0[%])$SF_6-Ar$ and(5.0[%]) $SF_6-Ar$ mixtures were measured by time-of- flight method, and the electron energy distribution function and the parameters of the velocity and the diffusion were determined by the variation of the collision cross-sections with energy.

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