• Journal of the Korean Geotechnical Society
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• v.40 no.2
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• pp.65-79
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• 2024

This study employs traditional statistical auto-regressive integrated moving average (ARIMA) and deep learning-based long short-term memory (LSTM) models to predict the deformation of earth retaining walls using inclinometer data from excavation sites. It compares the predictive capabilities of both models. The ARIMA model excels in analyzing linear patterns as time progresses, while the LSTM model is adept at handling complex nonlinear patterns and long-term dependencies in the data. This research includes preprocessing of inclinometer measurement data, performance evaluation across various data lengths and input conditions, and demonstrates that the LSTM model provides statistically significant improvements in prediction accuracy over the ARIMA model. The findings suggest that LSTM models can effectively assess the stability of retaining walls at excavation sites. Additionally, this study is expected to contribute to the development of safety monitoring systems at excavation sites and the advancement of time series prediction models.

• Asia pacific journal of information systems
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• v.26 no.4
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• pp.526-541
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• 2016

This research aims to examine the predictive power of multiple online stock message boards, namely, NAVER Finance and PAXNET, which are the most popular stock message boards in South Korea, in stock market activities. If predictive power exists, we then compare the predictive power of multiple online stock message boards. To accomplish the research purpose, we constructed a panel data set with close price, volatility, Spell out acronyms at first mention.PER, and number of posts in 40 companies in three months, and conducted a panel vector auto-regression analysis. The analysis results showed that the number of posts could predict stock market activities. In NAVER Finance, previous number of posts positively influenced volatility on the day. In PAXNET, previous number of posts positively influenced close price, volatility, and PER on the day. Second, we confirmed a difference in the prediction power for stock market activities between multiple online stock message boards. This research is limited by the fact that it only considered 40 companies and three stock market activities. Nevertheless, we found correlation between online stock message board and stock market activities and provided practical implications. We suggest that investors need to focus on specific online message boards to find interesting stock market activities.

• Journal of the Korea institute for structural maintenance and inspection
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• v.19 no.4
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• pp.43-48
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• 2015

In this study, a method to enhance the dynamic range of seismic sensor is proposed. The low frequency noise included in the measurement of seismic sensor is modelled as an ARMA(Auto Regressive Moving Average) model and the order and parameters of the model are identified through system identification method. The identified noise model is augmented into Kalmman filter which estimate seismic signal from sensor measurement. The proposed method is applied to a newly developed seismic sensor which is MEMS based 3-axis accelerometer type. The experiment show that the proposed method can enhance the dynamic range compared to the simple low pass filtering.

• The Bulletin of The Korean Astronomical Society
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• v.39 no.1
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• pp.75.2-75.2
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• 2014

We have developed a set of daily solar flare peak flux forecast models using the multiple linear regression (MLR), the auto regression (AR), and artificial neural network (ANN) methods. We consider input parameters as solar activity data from January 1996 to December 2013 such as sunspot area, X-ray flare peak flux, weighted total flux $T_F=1{\times}F_C+10{\times}F_M+100{\times}F_X$ of previous day, mean flare rates of a given McIntosh sunspot group (Zpc), and a Mount Wilson magnetic classification. We compute the hitting rate that is defined as the fraction of the events whose absolute differences between the observed and predicted flare fluxes in a logarithm scale are ${\leq}$ 0.5. The best three parameters related to the observed flare peak flux are as follows: weighted total flare flux of previous day (r=0.5), Mount Wilson magnetic classification (r=0.33), and McIntosh sunspot group (r=0.3). The hitting rates of flares stronger than the M5 class, which is regarded to be significant for space weather forecast, are as follows: 30% for the auto regression method and 69% for the neural network method.

• ETRI Journal
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• v.26 no.6
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• pp.622-634
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• 2004

In this paper, we discuss the design problem and the robustness of space-frequency trellis codes (SFTCs) for multiple input multiple output, orthogonal frequency division multiplexing (MIMO-OFDM) systems. We find that the channel constructed by the consecutive subcarriers of an OFDM block is a correlated fading channel with the regular correlation function of the number and time delay of the multipaths. By introducing the first-order auto-regressive model, we decompose the correlated fading channel into two independent components: a slow fading channel and a fast fading channel. Therefore, the design problem of SFTCs is converted into the joint design in both slow fading and fast fading channels. We present an improved design criterion for SFTCs. We also show that the SFTCs designed according to our criterion are robust against the multipath time delays. Simulation results are provided to confirm our theoretic analysis.

• Computational Structural Engineering
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• v.3 no.4
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• pp.143-148
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• 1990

The modal parameter estimations of linear multi-degree-of-freedom structural dynamic systems are carried out in time domain. For this purpose, the equation of motion is transformed into the auto regressive and moving average model with auxiliary stochastic input(ARMAX) model. The parameters of the ARMAX model are estimated by using the sequential prediction error method. Then the modal parameters of the system are obtained thereafter. Experimental results are given for a 3-story budding model subject to ground exitations.

• Proceedings of the KIPE Conference
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• 2016.07a
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• pp.309-310
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• 2016

Sealed flooded lead acid batteries are becoming popular in the industry because of their low cost as compared to their counterparts. State of Charge (SOC) estimation has always been an important factor in battery management systems. For the accurate SOC estimation, open circuit voltage (OCV) hysteresis should be modelled accurately. The hysteresis phenomenon of the sealed flooded lead acid battery is discussed in detail and its ultimate modeling is proposed based on the conventional parallelogram method. The SOC estimation is performed by using Unscented Kalman Filter (UKF) while the parameters of the battery are estimated using Auto Regressive with external input (ARX) method. The validity of the proposed method is verified by the experimental results. The SOC estimation error by the proposed method is less than 3 % all wing the 125hr test.

• 한국방재학회:학술대회논문집
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• 2007.02a
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• pp.587-590
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• 2007

한계자기회귀모형(TAR)을 응용하여 동시에 해조와 홍수의 영향을 받을 때 삽교천 감조구간의 삽교호수위관측소의 월 최고수위를 예측하는 모형을 구축하였으며, 모형구축과정에서 유전알고리즘으로 한계값과 자기회귀계수의 매개변수를 최적화한다. 계산결과 한계자기회귀모형은 감조하천의 비선형성특성을 모의 할 수 있으며, 예측의 정확도와 예측성능의 안정성을 확보할 수 있다. 연구결과 유전한계자귀회귀모형으로 감조하천구간의 월 최고수위를 예측하는 것이 가능하며, 또한 감조하천구간에서 기타 수문요소의 비선형성 서열예측 중에서도 광범한 실용가치가 있다고 본다.

• Journal of the Korean Society of Manufacturing Technology Engineers
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• v.9 no.5
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• pp.144-149
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• 2000

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, time series sequence of cutting force was acquired by taking advantage of piezoelectric type tool dynamometer. Radial cutting force was obtained from it and was available for useful observation data. The parameter was estimated using PAA(parameter adaptation algorithm) from observation data. ARMA(auto regressive moving average) model was selected for system model and second order was decided according to parameter estimation. Uncorrelation test was also carried out to verify convergence of parameter.

• International Journal of Automotive Technology
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• v.6 no.4
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• pp.367-374
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• 2005

This paper proposes a sound quality index to evaluate the vehicle interior noise. The index was developed using a correlation analysis of an objective measurement and a subjective evaluation data. First, the objective set of measurements was obtained at two specified driving conditions. One is from a wide-open test condition and the other is from a constant-speed test condition. At the same time, subjective evaluation was carried out using a score of ten scale where 17 test engineers participated in the experiment. The correlation analysis between the psycho-acoustic parameters derived from the objective measurement and the subjective evaluation was performed. The most critical factors at both test conditions were determined, and the corresponding equations for the sound quality were obtained from the multiple factor regression method. Finally, a comparative work between previous index and present index was performed to validate the effectiveness of the proposed index.