• 농업과학연구
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• 제45권4호
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• pp.859-870
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• 2018

Dried red peppers are a staple agricultural product used in Korean cuisine and as such, are an important aspect of agricultural producers' income. Correctly forecasting both their supply and demand situations and price is very important in terms of the producers' income and consumer price stability. The primary objective of this study was to compare the performance of time series forecasting models for dried red peppers in Korea. In this study, three models (an autoregressive model with exogenous variables [ARX], AR-exponential generalized autoregressive conditional heteroscedasticity [EGARCH], and ARX-EGARCH) are presented for forecasting the wholesale price of dried red peppers. As a result of the analysis, it was shown that the ARX model and ARX-EGARCH model, each of which adopt both the rolling window and the adding approach and use the agricultural cooperatives price as the exogenous variable, showed a better forecasting performance compared to the autoregressive model (AR)-EGARCH model. Based on the estimation methods and results, there was no significant difference in the accuracy of the estimation between the rolling window and adding approach. In the case of dried red peppers, there is limitation in building the price forecasting models with a market-structured approach. In this regard, estimating a forecasting model using only price data and identifying the forecast performance can be expected to complement the current pricing forecast model which relies on market shipments.

• 대한의용생체공학회:의공학회지
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• 제10권3호
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• pp.303-308
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• 1989

A new estimationn mothod of single-EP(evoked potential) using adaptive algorithm and paralnetrlc model is proposed. Since the EEG(eletroencephalogram) signal is stationary in short time interval the AR(autoregressive) parameters of the EEG are estimated by the Burg algorithm using the EEG of prestimulus interval. After stimulus, the single-EP is estimated by adaptive algorithm. The validity of this method is verified by the simulation for generated auditory single-EP based on parametric model.

• Smart Structures and Systems
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• 제4권6호
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• pp.759-777
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• 2008

A wireless sensing system is designed for application to structural monitoring and damage detection applications. Embedded in the wireless monitoring module is a two-tier prediction model, the auto-regressive (AR) and the autoregressive model with exogenous inputs (ARX), used to obtain damage sensitive features of a structure. To validate the performance of the proposed wireless monitoring and damage detection system, two near full scale single-story RC-frames, with and without brick wall system, are instrumented with the wireless monitoring system for real time damage detection during shaking table tests. White noise and seismic ground motion records are applied to the base of the structure using a shaking table. Pattern classification methods are then adopted to classify the structure as damaged or undamaged using time series coefficients as entities of a damage-sensitive feature vector. The demonstration of the damage detection methodology is shown to be capable of identifying damage using a wireless structural monitoring system. The accuracy and sensitivity of the MEMS-based wireless sensors employed are also verified through comparison to data recorded using a traditional wired monitoring system.

• Structural Engineering and Mechanics
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• 제72권6호
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• pp.689-712
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• 2019

Time-series models like AR-ARX and ARMAX, provide a robust way to capture the dynamic properties of structures, and their residuals can be effectively used as features for damage detection. Even though several research papers discuss the implementation of AR-ARX and ARMAX models for damage diagnosis, they are basically been exploited so far for detecting the time instant of damage and also the spatial location of the damage. However, the inverse problem associated with damage quantification i.e. extent of damage using time series models is not been reported in the literature. In this paper, an approach to detect the extent of damage by combining the ARMAX model by formulating the inverse problem as a multi-constrained optimization problem and solving using a newly developed hybrid adaptive differential search with dynamic interaction is presented. The proposed variant of the differential search technique employs small multiple populations which perform the search independently and exchange the information with the dynamic neighborhood. The adaptive features and local search ability features are built into the algorithm in order to improve the convergence characteristics and also the overall performance of the technique. The multi-constrained optimization formulations of the inverse problem, associated with damage quantification using time series models, attempted here for the first time, can considerably improve the robustness of the search process. Numerical simulation studies have been carried out by considering three numerical examples to demonstrate the effectiveness of the proposed technique in robustly identifying the extent of the damage. Issues related to modeling errors and also measurement noise are also addressed in this paper.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2022년도 학술발표회
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• pp.437-437
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• 2022

The prediction of dam inflow rate is crucial for the management of the largest multi-purpose dam in South Korea, the Soyang Dam. The main issue associated with the management of water resources is the stochastic nature of the reservoir inflow leading to an increase in uncertainty associated with the inflow prediction. The Autoregressive (AR) model is commonly used to provide the simulation and forecast of hydrometeorological data. However, because its estimation is based solely on the time-series data, it has the disadvantage of being unable to account for external variables such as climate information. This study proposes the use of the Autoregressive Exogenous Stochastic Volatility (ARXSV) model within a Bayesian modeling framework for increased predictability of the monthly dam inflow by addressing the exogenous and stochastic factors. This study analyzes 45 years of hydrological input data of the Soyang Dam from the year 1974 to 2019. The result of this study will be beneficial to strengthen the potential use of data-driven models for accurate inflow predictions and better reservoir management.