• The Transactions of the Korea Information Processing Society
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• v.5 no.11
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• pp.2954-2972
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• 1998

It is expected that the transport of compressed video will become a significant part of total network traffic because of the widespread introduction of multimedial services such as VOD(video on demand). Accordingly, VBR(variable bit-rate) encoded video will be widely used, due to its advantages in statistical multiplexing gain and consistent vido quality. Since the transport of video traffic requires larger bandwidth than that of voice and data, the characterization of video source and traffic modeling is very important for the design of proper resource allocation scheme in ATM networks. Suitable statistical source models are also required to analyze performance metrics such as packet loss, delay and jitter. In this paper, we analyzed and described on the characterization and traffic modeling of MPEG video sources. The models are broadly classified into two categories; i.e., statistical models and deterministic models. In statistical models, the models are categorized into five groups: AR(autoregressive), Markov, composite Marko and AR, TES, and selfsimilar models. In deterministic models, the models are categorized into $({\sigma},\;{\rho}$, parameterized model, D-BIND, and Empirical Envelopes models. Each model was analyzed for its characteristics along with corresponding advantages and shortcomings, and we made comparisons on the complexity of each model.

• The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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• v.6 no.1
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• pp.35-39
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• 2001

Multibeam echosounder data, collected to investigate seabed features and topography, are usually subject to outliers resulting from the ship's irregular movements and insufficient correction for pressure calibration to the positions of beams. We introduce a statistical method which adjusts the outliers using the ARMA (Autoregressive Moving Average) technique. Our method was applied to a set of real data acquired in the East Sea. In our approach, autocorrelation of the data is modeled by an AR (1) model. If an observation is substantially different from that obtained from the estimated AR (1) model, it is declared as an outlier and adjusted using the estimated AR (1) model. This procedure is repeated until no outlier is found. The result of processing shows that outliers that are far greater than signals in amplitude were successfully removed.

• Economic Analysis
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• v.27 no.4
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• pp.1-42
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• 2021

The outlook for Korea's consumer price inflation rate has a profound impact not only on the Bank of Korea's operation of the inflation target system but also on the overall economy, including the bond market and private consumption and investment. This study presents the prediction results of consumer price inflation in Korea for the next three years. To this end, first, model selection is performed based on the out-of-sample predictive power of autoregressive distributed lag (ADL) models, AR models, small-scale vector autoregressive (VAR) models, and large-scale VAR models. Since there are many potential predictors of inflation, a Bayesian variable selection technique was introduced for 12 macro variables, and a precise tuning process was performed to improve predictive power. In the case of the VAR model, the Minnesota prior distribution was applied to solve the dimensional curse problem. Looking at the results of long-term and short-term out-of-sample predictions for the last five years, the ADL model was generally superior to other competing models in both point and distribution prediction. As a result of forecasting through the combination of predictions from the above models, the inflation rate is expected to maintain the current level of around 2% until the second half of 2022, and is expected to drop to around 1% from the first half of 2023.

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.413-418
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• 2003

In this paper, a new multirate optimal finite impulse response (FIR) filter is proposed for the signal reconstruction in the nosy filter bank systems. The multirate optimal FIR filter replaces the conventional synthesis filters and the Kalman synthesis filter. First, the generic linear model is derived from the multirate state space model for an autoregressive (AR)input signal. Second, the multirate optimal FIR filter is derived from the multirate generic linear model using the minimum variance criterion. This paper also provides numerical examples and results. The simulation results illustrate that the performance is improved compared with conventional synthesis filters and the proposed filter has advantages over the Kalman synthesis filter.

• Journal of the Korean Statistical Society
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• v.24 no.1
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• pp.149-160
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• 1995

We consider the problem of optimal adaptive estiamtion of the euclidean parameter vector $\theta$ of the univariate non-linerar autogressive time series model ${X_t}$ which is defined by the following system of stochastic difference equations ; $X_t = \sum^p_{i=1} \theta_i \cdot T_i(X_{t-1})+e_t, t=1, \cdots, n$, where $\theta$ is the unknown parameter vector which descrives the deterministic dynamics of the stochastic process ${X_t}$ and ${e_t}$ is the sequence of white noises with unknown density $f(\cdot)$. Under some general growth conditions on $T_i(\cdot)$ which guarantee ergodicity of the process, we construct a sequence of adaptive estimatros which is locally asymptotic minimax (LAM) efficient and also attains the least possible covariance matrix among all regular estimators for arbitrary symmetric density.

• Proceedings of the KIEE Conference
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• 2005.07a
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• pp.96-98
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• 2005

In this paper, an algorithm to compensate the distorted signals due to Current Transformer(CT) saturation is suggested, First, DWT which can be easily realized by filter banks in real-time applications is used to detect a start point and an end point of the saturation. Secondly, For enough Datas those need to use the least-square curve fitting method, the distorted current signal is compensated by the AR(autoregressive) model using the data during the previous healthy section until pick point of Saturation. Thirdly, the least-square curve fitting method is used to restore the distorted section of the secondary current. Finaly, this algorithm had a Hadware test using DSP board(TMS320C32) with Doble test device. DWT has superior detection accuracy and the proposed compensation algorithm which shows very stable features under various levels of remanent flux in the CT core is also satisfactory. And this algorithm is more correct than a previous algorithm which is only using the LSQ fitting method. Also it can be used as a MU involving the compensation function that acquires the second data from CT and PT.

• Smart Structures and Systems
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• v.24 no.3
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• pp.319-332
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• 2019

Structural health monitoring (SHM) is of great importance to super high-rise buildings. The Shanghai Tower is currently the tallest building in China, and a complete SHM system was simultaneously constructed at the beginning of the construction of the tower. Due to the variety of sensor types and the large number of measurement points in the SHM system, an online automatic structural health assessment method with few computations and no manual intervention is needed. This paper introduces a structural health assessment method for the Shanghai Tower that uses the coefficients of an autoregressive (AR) time series model as structural state indicators. An analysis of collected data indicates that the coefficients of the AR model are affected by environmental factors, and the principal component analysis method is used to remove the influence of environmental factors. Finally, the control chart method is used to track the changes in structural state indicators, and a plan for online automatic structure health state evaluation is proposed. This method is applied to long-term acceleration and inclination data from the Shanghai Tower and successfully identifies the changes in the structural state. Overall, the structural state indicators of the Shanghai Tower are stable, and the structure is in a healthy state.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.45 no.4
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• pp.84-91
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• 2008

This paper suggests the robust localization system in the application of ambient display with multiple ultrasonic range sensors. The ambient display provides the interactive image and video to improve the quality of life, especially for low mobility elders. Due to the limitation of indoor localization, this paper employs linear prediction algorithm to recover the missing information based on AR(Autoregressive) model by using Yule-Walker method. Numerous speculations from prediction error and computation load are considered to decide the optimal length of referred data and order. The results of these analyses demonstrate that the linear prediction algorithm with the 16th order and 50 reference data can improve reliability of the system in average 74.39% up to 97.97% to meet the performance of interactive system.

• Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
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• 2002.10b
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• pp.235-236
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• 2002

Tribological phenomena such as wear or transfer are influenced by various factors and have complicated behavior. Therefore, it is difficult to predict the behavior of the gribological phenomena because of their complexity. But, those tribological phenomena can be considered simply as to transfer micro material particles from the sliding interface. Then, we proposed the numerical simulation method for tribological phenomena such as wear of transfer using stochastic process models. This numerical simulation shows the change of the 3-D surface topography. In this numerical simulation, initial 3-D surface toughness data are generated by the method of non-causal 2-D AR (autoregressive) model. Processes of wear and transfer for some generated initial 3-D surface data are simulated. Simulation results show successfully the change of the 3-D surface topography.

• Journal of IKEEE
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• v.6 no.1 s.10
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• pp.102-110
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• 2002

An effective scheme to detect and diagnose multiple failures in a dynamic system is described for the case where the measurement noise is correlated sequentially in time. It is based on the modified interacting multiple model (MIMM) estimation algorithm in which a generalized decorrelation process is developed by employing the autoregressive (AR) model for the colored noise and applying measurement difference method.