• Title/Summary/Keyword: Autoregressive (AR) model

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Prewhitening Method for LFM Reverberation by Linear Dechirping (선형 Dechirping 기법을 이용한 LFM 잔향의 백색화 기법)

  • Choi, Byung-Woong;Kim, Jeong-Soo;Lee, Kyun-Kyung
    • The Journal of the Acoustical Society of Korea
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    • v.26 no.3
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    • pp.129-135
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    • 2007
  • In this paper. we propose a prewhitening method for the km reverberation to enhance the target signal. The proposed algorithm uses the dechirping method which inversely compensates the frequency chirp rate of LFM and transforms the LFM reverberation to have stationary frequency property in each data block. Also, using the left and right adjacent beam signals as reference signals. we model frequency response of each data block by AR coefficients. From these coefficients, we implement inverse filter and prewhiten the LFM reverberation of the center beam efficiently.

결함검출을 위한 실험적 연구

  • 목종수
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 1996.03a
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    • pp.24-29
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    • 1996
  • The seniconductor, which is precision product, requires many inspection processes. The surface conditions of the semiconductor chip effect on the functions of the semiconductors. The defects of the chip surface is crack or void. Because general inspection method requires many inspection processes, the inspection system which searches immediately and preciselythe defects of the semiconductor chip surface. We propose the inspection method by using the computer vision system. This study presents an image processing algorithm for inspecting the surface defects(crack, void)of the semiconductor test samples. The proposed image processing algorithm aims to reduce inspection time, and to analyze those experienced operator. This paper regards the chip surface as random texture, and deals with the image modeling of randon texture image for searching the surface defects. For texture modeling, we consider the relation of a pixel and neighborhood pixels as noncasul model and extract the statistical characteristics from the radom texture field by using the 2D AR model(Aut oregressive). This paper regards on image as the output of linear system, and considers the fidelity or intelligibility criteria for measuring the quality of an image or the performance of the processing techinque. This study utilizes the variance of prediction error which is computed by substituting the gary level of pixel of another texture field into the two dimensional AR(autoregressive model)model fitted to the texture field, estimate the parameter us-ing the PAA(parameter adaptation algorithm) and design the defect detection filter. Later, we next try to study the defect detection search algorithm.

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Change Point Estimators in Monitoring the Parameters of an AR(1) plus an Additional Random Error Model

  • Lee, Jae-Heon;Lee, Ho-Yun
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.4
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    • pp.963-972
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    • 2007
  • When a control chart signals that a special cause is present, process engineers must initiate a search for and an identification of the special cause. Knowing the time of the process change could lead to identify the special cause more quickly, and to take the appropriate actions immediately to improve quality. In this paper, we propose the maximum likelihood estimator (MLE) for the process change point when a control chart is used in monitoring the parameters of a process in which the observations can be modeled as a first-order autoregressive(AR(1)) process plus an additional random error.

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Drought Monitoring with Indexed Sequential Modeling

  • Kim, Hung-Soo;Yoon, Yong-Nam
    • Korean Journal of Hydrosciences
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    • v.8
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    • pp.125-136
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    • 1997
  • The simulation techniques of hydrologic data series have develped for the purposes of the design of water resources system, the optimization of reservoir operation, and the design of flood control of reservoir, etc. While the stochastic models are usually used in most analysis of water resources fields for the generation of data sequences, the indexed sequential modeling (ISM) method based on generation of a series of overlapping short-term flow sequences directly from the historical record has been used for the data generation in the western USA since the early of 1980s. It was reported that the reliable results by ISM were obtained in practical applications. In this study, we generate annual inflow series at a location of Hong Cheon Dam site by using ISM method and autoregressive, order-1 model (AR(1)), and estimate the drought characteristics for the comparison aim between ISM and AR(1).

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Asymptotic distribution of estimator in INAR(1) process with negative binomial marginal (주변분포가 음이항 분포를 따르는 INAR(1)모형에서 추정량의 점근분포)

  • 김희영;박유성
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.111-124
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    • 1996
  • In this paper, we consider the first-order integer valued autoregressive(INAR(1)) model where correlation structure is similar to that of the continuous valued AR(1) process. Several methods for estimating the parameters of the INAR(1) process with negative binomial marginal are discussed. We derive asymptotic distributions of these estimators. The results of a simulation study for these estimators methods show that the estimator which we present in this paper is better than the estimator which Klimko and Nelson(1978) presented. As an application we considered the estimator of M/M/1 queue length.

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Vibration-based damage monitoring of harbor caisson structure with damaged foundation-structure interface

  • Lee, So-Young;Nguyen, Khac-Duy;Huynh, Thanh-Canh;Kim, Jeong-Tae;Yi, Jin-Hak;Han, Sang-Hun
    • Smart Structures and Systems
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    • v.10 no.6
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    • pp.517-546
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    • 2012
  • In this paper, vibration-based methods to monitor damage in foundation-structure interface of harbor caisson structure are presented. The following approaches are implemented to achieve the objective. Firstly, vibration-based damage monitoring methods utilizing a variety of vibration features are selected for harbor caisson structure. Autoregressive (AR) model for time-series analysis and power spectral density (PSD) for frequency-domain analysis are selected to detect the change in the caisson structure. Also, the changes in modal parameters such as natural frequency and mode shape are examined for damage monitoring in the structure. Secondly, the feasibility of damage monitoring methods is experimentally examined on an un-submerged lab-scaled mono-caisson. Finally, numerical analysis of un-submerged mono-caisson, submerged mono-caisson and un-submerged interlocked multiple-caissons are carried out to examine the effect of boundary-dependent parameters on the damage monitoring of harbor caisson structures.

Remarks on correlated error tests

  • Kim, Tae Yoon;Ha, Jeongcheol
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.2
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    • pp.559-564
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    • 2016
  • The Durbin-Watson (DW) test in regression model and the Ljung-Box (LB) test in ARMA (autoregressive moving average) model are typical examples of correlated error tests. The DW test is used for detecting autocorrelation of errors using the residuals from a regression analysis. The LB test is used for specifying the correct ARMA model using the first some sample autocorrelations based on the residuals of a tted ARMA model. In this article, simulations with four data generating processes have been carried out to evaluate their performances as correlated error tests. Our simulations show that the DW test is severely dependent on the assumed AR(1) model but isn't sensitive enough to reject the misspecified model and that the LB test reports lackluster performance in general.

Iterative Channel Estimation for MIMO-OFDM System in Fast Time-Varying Channels

  • Yang, Lihua;Yang, Longxiang;Liang, Yan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.9
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    • pp.4240-4258
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    • 2016
  • A practical iterative channel estimation technique is proposed for the multiple-input-multiple-output orthogonal frequency division multiplexing (MIMO-OFDM) system in the high-speed mobile environment, such as high speed railway scenario. In the iterative algorithm, the Kalman filter and data detection are jointed to estimate the time-varying channel, where the detection error is considered as part of the noise in the Kalman recursion in each iteration to reduce the effect of the detection error propagation. Moreover, the employed Kalman filter is from the canonical state space model, which does not include the parameters of the autoregressive (AR) model, so the proposed method does not need to estimate the parameters of AR model, whose accuracy affects the convergence speed. Simulation results show that the proposed method is robust to the fast time-varying channel, and it can obtain more gains compared with the available methods.

Real-time structural damage detection using wireless sensing and monitoring system

  • Lu, Kung-Chun;Loh, Chin-Hsiung;Yang, Yuan-Sen;Lynch, Jerome P.;Law, K.H.
    • Smart Structures and Systems
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    • v.4 no.6
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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.

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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