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

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Forecasting the Trading Volumes of Marine Transport and Ports Logistics Policy -Using Multiplicative Seasonal ARIMA Model- (해상운송의 물동량 예측과 항만물류정책 -승법 계절 ARIMA 모형을 이용하여-)

  • Kim, Chang-Beom
    • Journal of Korea Port Economic Association
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    • v.23 no.1
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    • pp.149-162
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    • 2007
  • The purpose of this study is to forecast the marine trading volumes using multiplicative seasonal Autoregressive Integrated Moving Average(ARIMA) model. The paper proceeds by comparing the forecasting performances of the unload volumes with those of the load volumes with Box-Jenkins ARIMA model. Also, I present the predicted values based on the ARIMA model. The result shows that the trading volumes increase very slowly.

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An Efficient QoS-Aware Bandwidth Re-Provisioning Scheme in a Next Generation Wireless Packet Transport Network (차세대 이동통신 패킷 수송망에서 서비스 품질을 고려한 효율적인 대역폭 재할당 기법)

  • Park, Jae-Sung
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.1A
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    • pp.30-37
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    • 2006
  • In this paper, we propose a QoS-aware efficient bandwidth re-provisioning scheme in a next generation wireless packet transport network. At the transport network layer, it classifies the traffic of the radio network layer into a real time class and a non-real time class. Using an auto-regressive time-series model and a given packet loss probability, our scheme predicts the needed bandwidth of the non-real time class at every re-provisioning interval. Our scheme increases the system capacity by releasing the unutilized bandwidth of the non-real time traffic class for the real-time traffic class while insuring a controllable upper bound on the packet loss probability of a non-real time traffic class. Through empirical evaluations using the real Internet traffic traces, our scheme is validated that it can increase the bandwidth efficiency while guaranteeing the quality of service requirements of the non-real time traffic class.

Dynamic Polling Algorithm Based on Line Utilization Prediction (선로 이용률 예측 기반의 동적 폴링 기법)

  • Jo, Gang-Hong;An, Seong-Jin;Jeong, Jin-Uk
    • The KIPS Transactions:PartC
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    • v.9C no.4
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    • pp.489-496
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    • 2002
  • This study proposes a new polling algorithm allowing dynamic change in polling period based on line utilization prediction. Polling is the most important function in network monitoring, but excessive polling data causes rather serious congestion conditions of network when network is In congestion. Therefore, existing multiple polling algorithms decided network congestion or load of agent with previously performed polling Round Trip Time or line utilization, chanced polling period, and controlled polling traffic. But, this algorithm is to change the polling period based on the previous polling and does not reflect network conditions in the current time to be polled. A algorithm proposed in this study is to predict whether polling traffic exceeds threshold of line utilization on polling path based on the past data and to change the polling period with the prediction. In this study, utilization of each line configuring network was predicted with AR model and violation of threshold was presented in probability. In addition, suitability was evaluated by applying the proposed dynamic polling algorithm based on line utilization prediction to the actual network, reasonable level of threshold for line utilization and the violation probability of threshold were decided by experiment. Performance of this algorithm was maximized with these processes.

A Study on Estimation of a Beat Spectrum in a FMCW Radar (FMCW 레이다에서의 비트 스펙트럼 추정에 관한 연구)

  • Lee, Jong-Gil
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.13 no.12
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    • pp.2511-2517
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    • 2009
  • Recently, a FMCW radar is used for the various purposes in the short range detection and tracking of targets. The main advantages of a FMCWradar are the comparative simplicity of implementation and the low peak power transmission characterizing the very low probability of signal interception. Since it uses the frequency modulated continuous wave for transmission and demodulation, the received beat frequency represents the range and Doppler information of targets. Detection and extraction of useful information from targets are performed in this beat frequency domain. Therefore, the resolution and accuracy in the estimation of a beat spectrum are very important. However, using the conventional FFT estimation method, the high resolution spectrum estimation with a low sidelobe level is not possible if the acquisition time is very short in receiving target echoes. This kind of problems deteriorates the detection performance of adjacent targets having the large magnitude differences in return echoes and also degrades the reliability of the extracted information. Therefore, in this paper, the model parameter estimation methods such as autoregressive and eigenvector spectrum estimation are applied to mitigate these problems. Also, simulation results are compared and analyzed for further improvement.