• KSCE Journal of Civil and Environmental Engineering Research
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• v.6 no.2
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• pp.57-65
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• 1986

The need of forecasting river flows arised whenever a river authority must make controls to protect the life and property from the flood and maintain the adequate flows for water use. This study is on the real time flood forecasting from the gauged and ungauged rainfall input and identification of second-order autoregressive(AR(2)) which is used as system model. A Kalman filter is used to obtain the values of the system parameters needed for the optimal control strategy. This system model was applied to the data at the Naiu gauging station in Young san river basin to check the accuracy and efficiency of prediction. One step ahead prediction is checked by stochastic analysis and the order of autoregressive model is proved to be satisfied, Discussions on interesting features of the model are presented.

• 제어로봇시스템학회:학술대회논문집
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• 1992.10b
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• pp.272-275
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• 1992

A novel fault diagnosis method based on likelihood decomposition is proposed for linear stochastic systems described by autoregressive (AR) model. Assuming that at some time instant .tau. the fault of one of the following two types is occurs: innovation fault (actuator fault); and observation fault (sensor fault), the log-likelihood function is decomposed into two components based on the observations before and after .tau., respectively, Then, the type of the fault is determined by comparing the log-likelihoods corresponding two types of faults. Numerical examples demonstrate the usefulness of the proposed diagnosis method.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.30B no.4
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• pp.76-84
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• 1993

In this thesis, general method using autoregressive model in the functional separation of the myoelectric signal of human arm movements are suggested. Covariance method and sequential least squares algorithm were used to determine the model parameters and the order of signal model to describe six arm movement patterns` the forearm flexion and extension, the wrist pronation and supination, rotation-in and rotation out. The confidence interval to classify the functions of arm movement was defined by the mean and standard deviation of total squares error. With the error signals of autoregressive(AR) model, the result showed that the highest success, rate was abtained in the case of 4th order, and success rate was decreased with increase of order. This technique might be applied to biomedical-and rehabilitation-engi-neering.

• Journal of the Korean Institute of Telematics and Electronics S
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• v.36S no.6
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• pp.87-95
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• 1999

We propose a simulation model of 3-dimensional MPEG data over Asynchronous transfer Mode(ATM) networks. The model is based on a slice level and is named to Projected Vector Autoregressive(PVAR) model. The PVAR model is modeled using the Autoregressive(AR) model in order to meet the autocorrelation condition and fit the histogram, and maps real data by a projection function. For the projection function, we use the Cumulative Distribution Probability Function (CDPF), and the procedure is performed at each slice level. Our proposed model shows good performance in meeting the autocorrelation condition and fitting the histogram, and is found important in analyzing the performance of networks. In addiotion, we apply a smoothing method by which a periodic mean value. In general. the Quality of Service(QoS) depends on the Cell Loss Rate(CLR), which is related to the cell loss and a maximum delay in a buffer. Hence the proposed smoothing method can be used to improve the QoS.

• Journal of Korea Water Resources Association
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• v.55 no.12
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• pp.1137-1147
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• 2022

River and groundwater stages are the main elements in the hydrologic cycle. They are spatially correlated and can be used to evaluate hydrological and agricultural drought. Stochastic simulation is often performed independently on hydrological variables that are spatiotemporally correlated. In this setting, interdependency across mutual variables may not be maintained. This study proposes the Bayesian vector autoregression model (VAR) to capture the interdependency between multiple variables over time. VAR models systematically consider the lagged stages of each variable and the lagged values of the other variables. Further, an autoregressive model (AR) was built and compared with the VAR model. It was confirmed that the VAR model was more effective in reproducing observed interdependency (or cross-correlation) between river and ground stages, while the AR generally underestimated that of the observed.

• Journal of Korean Society for Quality Management
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• v.31 no.3
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• pp.126-135
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• 2003

A basic assumption in standard applications of control charts is that the observations are statistically independent. However, this assumption is often violated from processes in many industries. The presence of autocorrelation has a serious impact on the performance of control charts, causing a dramatic increase in the frequency of false alarms. This paper considers a process in which the observations can be modeled as a first order autoregressive(AR(1)) process, and develops (equation omitted) charts with the variable sample size(VSS) scheme for monitoring the mean of this process.

• The KIPS Transactions:PartC
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• v.14C no.3 s.113
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• pp.305-312
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• 2007

In this paper, we present a received signal strength (RSS) prediction model to timely Initiate link layer triggers for fast handoff in a wireless LAN system. Noting that the distance between a mobile terminal and an access point is not changed abruptly in a short time interval, an adaptive RSS predictor based on a stationary time series model is proposed. RSS data obtained from ns-2 simulations are used to identity the time series model and verify the predictability of the RSS data. The results suggest that an autoregressive process of order 1 (AR(1)) can be used to represent the measured RSSs in a short time interval and predict at least 1-step ahead RSS with a high confidence level.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.53 no.2
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• pp.103-110
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• 2004

This paper proposes a new method on the EMG AR(autoregressive) modeling in pattern recognition for various head motions. The proper electrode placement in applying AR or cepstral coefficients for EMG signature discrimination is investigated. EMG signals are measured for different 10 motions with two electrode arrangements simultaneously. Electrode pairs are located separately on dominant muscles(S-type arrangement), because the bandwidth of signals obtained from S-type placement is wider than that from C-type(closely in the region between muscles). From the result of EMG pattern recognition test, the proposed mIAR(modified integrated mean autoregressive model) technique improves the recognitions rate around 17-21％ compared with other the AR and cepstral methods.

• Communications for Statistical Applications and Methods
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• v.17 no.1
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• pp.27-37
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• 2010

This article concerns the forecasting in binomial AR(p) models which is proposed by Wei$\ss$ (2009b) for time series of binomial counts. Our method extends to binomial AR(p) models a recent result by Jung and Tremayne (2006) for integer-valued autoregressive model of second order, INAR(2), with simple Poisson innovations. Forecasts are produced by conditional median which gives 'coherent' forecasts, and we estimate the forecast distributions of future values of binomial AR(p) models by means of a Monte Carlo method allowing for parameter uncertainty. Model parameters are estimated by the method of moments and estimated standard errors are calculated by means of block of block bootstrap. The method is fitted to log data set used in Wei$\ss$ (2009b).

• Journal of the Korean Operations Research and Management Science Society
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• v.26 no.1
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• pp.109-116
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• 2001

The detection of corporate failures is a subject that has been particularly amenable to cross-sectional financial ratio analysis. In most of firms, however, the financial data are available over past years. Because of this, a model utilizing these longitudinal data could provide useful information on the prediction of bankruptcy. To correctly reflect the longitudinal and firm-specific data, the generalized linear model with assuming the first order AR(autoregressive) process is proposed. The method is motivated by the clinical research that several characteristics are measured repeatedly from individual over the time. The model is compared with several other predictive models to evaluate the performance. By using the financial data from manufacturing corporations in the Korea Stock Exchange (KSE) list, we will discuss some experiences learned from the procedure of sampling scheme, variable transformation, imputation, variable selection, and model evaluation. Finally, implications of the model with repeated measurement and future direction of research will be discussed.