• Journal of applied mathematics & informatics
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• 제5권2호
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• pp.373-382
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• 1998

Most of the works in Time Series Analysis are based on the Auto Regressive Integrated Moving Average (ARIMA) models presented by Box and Jeckins(1976). If the data exhibits no ap-parent deviation from stationarity and if it has rapidly decreasing autocorrelation function then a suitable ARIMA(p,q) model is fit to the given data. Selection of the orders of p and q is one of the crucial steps in Time Series Analysis. Most of the methods to determine p and q are based on the autocorrelation function and partial autocor-relation function as suggested by Box and Jenkins (1976). many new techniques have emerged in the literature and it is found that most of them are over very little use in determining the orders of p and q when both of them are non-zero. The Durbin-Levinson algorithm and Innovation algorithm (Brockwell and Davis 1987) are used as recur-sive methods for computing best linear predictors in an ARMA(p,q)model. These algorithms are modified to yield an effective method for ARMA model identification so that the values of order p and q can be determined from them. The new method is developed and its validity and usefulness is illustrated by many theoretical examples. This method can also be applied to an real world data.

• 한국안전학회지
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• 제7권2호
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• pp.71-79
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• 1992

This paper presents a least-square algorithms of lattice structures and their use for adaptive prediction of time series generated from the dynamic system. As the view point of adaptive prediction, a new method of Identification of dynamic characteristics by means of estimating the parameters of linear auto regressive model is proposed. The fast convergence of adaptive lattice algorithms is seen to be due to the orthogonalization and decoupling properties of the lattice. The superiority of the least-square lattice is verified by computer simulation, then predictor coefficients are computed from the linear sequential time data. For the application to the dynamic characteristic analysis of unknown system, the transfer function of ideal system represented in frquency domain and the estimated one obtained by predicted coefficients are compared. Using the proposed method, the damping ratio and the natural frequency of a dynamic structure subjected to random excitations can be estimated. It is expected that this method will be widely applicable to other technical dynamic problem in which estimation of damping ratio and fundamental vibration modes are required.

• 대한기계학회논문집A
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• 제21권6호
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• pp.988-994
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• 1997

The demands for robotic and automatic system are continually increasing in manufacturing fields. There have been many studies to monitor and predict the system, but they have mainly focused upon measuring cutting force, and current of motor spindle, and upon using acoustic sensor, etc. In this study, digital image of time series sequence was acquired by taking advantage of optical technique. Mean square error was obtained from it and was available for useful observation data. The parameter was estimated using PAA(parameter adaptation algorithm) from observation data. AR(auto regressive) model was selected for system model and fifth order was decided according to parameter estimation. Uncorrelation test was also carried out to verify convergence of parameter. Through the proceedings, it was found that there was a system stability.

• IEIE Transactions on Smart Processing and Computing
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• 제6권1호
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• pp.10-17
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• 2017

We propose classification algorithms for human and dog movement. The proposed algorithms use micro-Doppler signals obtained from humans and dogs moving in four different directions. A two-stage classifier based on a support vector machine (SVM) is proposed, which uses a radial-based function (RBF) kernel and $16^{th}$-order linear predictive code (LPC) coefficients as feature vectors. With the proposed algorithms, we obtain the best classification results when a first-level SVM classifies the type of movement, and then, a second-level SVM classifies the moving object. We obtain the correct classification probability 95.54% of the time, on average. Next, to deal with the difficult classification problem of human and dog running, we propose a two-layer convolutional neural network (CNN). The proposed CNN is composed of six ($6{\times}6$) convolution filters at the first and second layers, with ($5{\times}5$) max pooling for the first layer and ($2{\times}2$) max pooling for the second layer. The proposed CNN-based classifier adopts an auto regressive spectrogram as the feature image obtained from the $16^{th}$-order LPC vectors for a specific time duration. The proposed CNN exhibits 100% classification accuracy and outperforms the SVM-based classifier. These results show that the proposed classifiers can be used for human and dog classification systems and also for classification problems using data obtained from an ultra-wideband (UWB) sensor.