• The Transactions of the Korean Institute of Electrical Engineers
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• v.38 no.3
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• pp.237-246
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• 1989

A sliding memory covariance circular lattice (SMC-CL) filter and an efficient ARMA modeling method using the SMC-CL filter are presented. At first, SMC-CL filter is derived based on the geometric approach. Then ARMA process is converted into 2 channel AR process, and SMC-CL filter is applied to it. The structure of SMC-CL filter becomes simpler in case of ARMA modeling due to the whiteness of a driving input process. The parameters of ARMR process can be obtained by the Levinson recursions from the PARCOR coefficients of the second channel of the filter. Computer simulations are performed to show the effctiveness of the proposed algorithm.

• Journal of applied mathematics & informatics
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• v.4 no.1
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• pp.135-135
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• 1997

Times series modeling plays an important role in the field of engineering, Statistics, Biomedicine etc. Model identification is one of crucial steps in the modeling of an AutoRegreesive Moving Average(ARMA(p, q)) process for real world problems. Many techniques have been developed in the literature (Salas et al., McLeod et al. etc.) for the identification of an ARMA(p, q) Model. In this paper, a new technique called The Generalised Parameters Technique is formulated for seasonal and non-seasonal ARMA model identification. This technique is very simple and can e applied to any given time series. Initial estimates of the AR parameters of the ARMA model are also obtained by this method. This model identification technique is validated through many theoretical and simulated examples.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.35 no.3
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• pp.52-61
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• 2012

The design method for cumulative sum (CUSUM) control charts, which can be robust to autoregressive moving average (ARMA) modeling errors, has not been frequently proposed so far. This is because the CUSUM statistic involves a maximum function, which is intractable in mathematical derivations, and thus any modification on the statistic can not be favorably made. We propose residual-based robust CUSUM control charts for monitoring autocorrelated processes. In order to incorporate the effects of ARMA modeling errors into the design method, we modify parameters (reference value and decision interval) of CUSUM control charts using the approximate expected variance of residuals generated in model uncertainty, rather than directly modify the form of the CUSUM statistic. The expected variance of residuals is derived using a second-order Taylor approximation and the general form is represented using the order of ARMA models with the sample size for ARMA modeling. Based on the Monte carlo simulation, we demonstrate that the proposed method can be effectively used for statistical process control (SPC) charts, which are robust to ARMA modeling errors.

• Transactions of the Korean Society of Automotive Engineers
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• v.1 no.3
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• pp.55-62
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• 1993

Autoregressive moving average(ARMA) model which is a time domain parametric modeling method is implemented for modeling and reproducing characteristics of exhaust noise of an automobile in various RPM range. Experiments have been carried out using 9 set of exhaust noise signals measured at 1,000-3,000 RPM range. Characteristics of sampled signals were estimated using ARMA modeling and Akaike's FPE(final prediction error) criterion to define exact model structure and for model validation. The digital filter consisted of the esitmated ARMA(70,1) model parameters was programed to reproduce exhaust noise. The spectral analysis of reproduced noise is very close to original. The results show that our approaching technique for reproducing acoustic characteristics is valid and feasible to apply in the field of noise quality control.

• The Journal of the Acoustical Society of Korea
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• v.15 no.3E
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• pp.37-44
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• 1996

A new method for efficient modeling of the Head-Related Transfer Functions(HRTF's) without loss of any directional information is proposed. In this paper, the HRTF's were empirically measured in a real room and modeled as the ARMA models with common AR coefficients and different MA coefficients. To assess the validity of the proposed ARMA model, psychophysical tests show that the proposed ARMA model, in comparison with the conventional MA model, requires a small number of parameters to represent empirical HRTF's and improves the back-to-front confusions in sound-field localization. Thus, significant simplifications in the implementations of sound-field synthesis systems could be obtained by using the proposed ARMA model.

• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.85-93
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• 1995

Hannan and Rissanen proposed an innovation regression method of ARMA modeling, which is composed of three stages. Its second-stage is to choose orders of the ARMA model using the BIC, which needs a lot of calculation to estimate several regression models. We are going to present a simple and efficient algorithm for the second stage using a special property of triangular Toeplitz matrices.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.29 no.12C
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• pp.1606-1616
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• 2004

This paper introduces a technique for generating an appropriate template signal via modeling of minimum-phase stable ARMA (Auto-Regressive Moving Average) system for coherent impulse communication systems. It has been well known that the transmitted impulse signal becomes deformed because of dispersive and resonant characteristics. Accordingly, in spite of using ideal template signal at the correlator, these impairments degrade overall performance attributed to low level of coherence. To increase the degree of coherence, our proposed scheme realizes A3U system derived by Gaussian pulse signal, which simulates the overall characteristic of transfer function in between transmit and receive wideband antennas so as to generate an appropriate template signal in a form of output. The performance of proposed scheme will be shown in results from computer simulations to verify its affirmative impact on impulse communication system with regarding several distinctively shaped antennas.

• 제어로봇시스템학회:학술대회논문집
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• 1987.10b
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• pp.442-445
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• 1987

In this paper, a new ARMA spectrum estimation algorithm based on Circular Lattice filter is presented. Since APMA model is used in signal modeling, high-resolution spectrum can be obtained. And the computational burden is reduced by using Circular Lattice filter. By modifying the input estimation part of other proposed methods, we can get high-resolution spectrum with less computation and less memory compared with other Lattice methods. Some computer simulations are performed.

• Asia pacific journal of information systems
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• v.1 no.1
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• pp.63-86
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• 1991

In this paper, our concern is the artificial neural network-based patten classification, when can resolve the difficulties in the Autoregressive Moving Average(ARMA) model identification problem To effectively classify a time series into an approriate ARMA model, we adopt the Multi-layered Backpropagation Network (MLBPN) as a pattern classifier, and Extended Sample Autocorrelation Function (ESACF) as a feature extractor. To improve the classification power of MLBPN's we suggest an integrated neural network system which consists of an AR Network and many small-sized MA Networks. The output of AR Network which will gives the MA order. A step-by-step training strategy is also suggested so that the learned MLBPN's can effectively ESACF patterns contaminated by the high level of noises. The experiment with the artificially generated test data and real world data showed the promising results. Our approach, combined with a statistical parameter estimation method, will provide a way to the automation of ARMA modeling.

• Journal of the Korean Society of Manufacturing Technology Engineers
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• v.8 no.3
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• pp.42-51
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• 1999

An experimental modeling of cutting and structural dynamics and the on-line detection of malfunction process is substantial not only for the investigation of the static and dynamic characteristics of cutting process but also for the analytic realization of diagnostic systems. In this regard, We have discussed on the comparative assessment of two recursive time series modeling algorithms that can represent the machining process and detect the abnormal machining behaviors in precision round shape machining such as turning, drilling and boring in mold and die making. In this study, simulation and experimental work were performed to show the malfunctioned behaviors. For this purpose, two new recursive approach (REIVM, RLSM) were adopted fur the on-line system identification and monitoring of a machining process, we can apply these new algorithm in real process for the detection of abnormal machining behaviors such as chipping, chatter, wear and round shape lobe waviness.