• Journal of the Institute of Electronics Engineers of Korea SP
• /
• v.46 no.6
• /
• pp.163-174
• /
• 2009

Applying the maximally polyphase decomposition and noble identity to the adaptive filter in subband structure, the conventional fullband affine projection algorithm is translated to the subband affine projection (SAP) algorithm. The Maximally polyphase decomposed SAP (MPDSAP) algorithm is a special version of the SAP algorithm, and its adaptive sub-filters have unity projection dimension. The weight updating formular of the MPDSAP is similar to that of the NLMS algorithm, so it may be more proper algorithm than other AP-type algorithms for many practical applications. This paper presents a new statistical analysis of the MPDSAP algorithm. The analytical model is derived for autoregressive (AR) inputs and the nonunity adaptive gain in the subband structure with the orthonormal analysis filters (OAF), The pre-whitening by the OAF allows the derivation of a simple-analytical model for the MPDSAP with the AR inputs and the nonunity adaptive gain.

• Transactions of the Korean Society for Noise and Vibration Engineering
• /
• v.13 no.1
• /
• pp.48-55
• /
• 2003

Hidden Markov Model(HMM) has a doubly embedded stochastic process with an underlying stochastic process that can be observed through another set of stochastic processes. This structure of HMM is useful for modeling vector sequence that doesn't look like a stochastic process but has a hidden stochastic process. So, HMM approach has become popular in various areas in last decade. The increasing popularity of HMM is based on two facts : rich mathematical structure and proven accuracy on critical application. In this paper, we applied continuous HMM (CHMM) approach with AR coefficient to detect and predict the chatter of lathe bite and to diagnose the wear of oil Journal bearing using rotor shaft displacement. Our examples show that CHMM approach is very efficient method for machine health monitoring and prediction.

• Journal of Welding and Joining
• /
• v.17 no.6
• /
• pp.100-107
• /
• 1999

In this paper, we deal with the speckle noise reduction and parameter estimation of ultrasonic NDT(non-destructive test) signals obtained during weld inspection of piping. The overall approach consists of three major steps, namely, speckle noise analysis, proposition of wavelet domain AR(autoregressive) model and flaw detection by proposed model parameter. The data are first processed whereby signals obtained using vertical and angle beam transducer. Correlation properties of speckle noise are then analyzed using multiresolution analysis in wavelet domain. The parameter estimation curve obtained using the proposed model is classified a flaw in weld region where is contaminated by severe speckle noise and also clear flaw signal is obtained through CA-CFAR threshold estimator that is a nonlinear post-processing method for removing the noise from reconstructed ultrasonic signal.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2022.05a
• /
• pp.437-437
• /
• 2022

The prediction of dam inflow rate is crucial for the management of the largest multi-purpose dam in South Korea, the Soyang Dam. The main issue associated with the management of water resources is the stochastic nature of the reservoir inflow leading to an increase in uncertainty associated with the inflow prediction. The Autoregressive (AR) model is commonly used to provide the simulation and forecast of hydrometeorological data. However, because its estimation is based solely on the time-series data, it has the disadvantage of being unable to account for external variables such as climate information. This study proposes the use of the Autoregressive Exogenous Stochastic Volatility (ARXSV) model within a Bayesian modeling framework for increased predictability of the monthly dam inflow by addressing the exogenous and stochastic factors. This study analyzes 45 years of hydrological input data of the Soyang Dam from the year 1974 to 2019. The result of this study will be beneficial to strengthen the potential use of data-driven models for accurate inflow predictions and better reservoir management.

• Journal of Korean Society of Coastal and Ocean Engineers
• /
• v.23 no.1
• /
• pp.18-25
• /
• 2011

This study presents the damage monitoring method in foundation-structure interface of harbor caisson using vibration-based autoregressive (AR) model. In order to achieve the objective, the following approaches are implemented. Firstly, vibration-based AR model is selected to monitor the damage in foundation-structure interface of caisson structure. Secondly, finite element analysis on a caisson structure model is implemented to evaluate the vibration-based damage monitoring method. Finally, vibration test on a caisson structure model is performed to evaluate applicability of vibration-based AR model method for foundation-structure interface of caisson structure.

• Journal of the Korean Society for Precision Engineering
• /
• v.15 no.11
• /
• pp.189-198
• /
• 1998

Recently, monitoring of tool life is a matter of common interesting because tool life affects precision, productivity and cost in machining process. Especially flank wear has a direct effect on cutting mechanism, so the various pattern of cutting force is obtained experimentally according to variation of wear condition. By investigating cutting force signal, AR(Autoregressive) modeling and correlation dimension analysis is conducted in turning operation. In this modeling and analysis, we extract features through 6th AR model, correlation integral and normalized correlation integral. After the back-propagation model of the neural network is utilized to monitor tool life according to flank wear. As a result. a very reliable classification of tool life was obtained.

• Journal of the Korean Statistical Society
• /
• v.31 no.2
• /
• pp.237-250
• /
• 2002

Motivated by Cook's (1986) assessment of local influence by investigating the curvature of a surface associated with the overall discrepancy measure, this paper extends this idea to the linear regression model with AR(p) disturbances. Diagnostic for the linear regression models with AR(p) disturbances are discussed when simultaneous perturbations of the response vector are allowed. For the derived criterion, numerical studies demonstrate routine application of this work.

• Journal of The Korean Astronomical Society
• /
• v.50 no.2
• /
• pp.21-27
• /
• 2017

The autoregressive method provides a univariate procedure to predict the future sunspot number (SSN) based on past record. The strength of this method lies in the possibility that from past data it yields the SSN in the future as a function of time. On the other hand, its major limitation comes from the intrinsic complexity of solar magnetic activity that may deviate from the linear stationary process assumption that is the basis of the autoregressive model. By analyzing the residual errors produced by the method, we have obtained the following conclusions: (1) the optimal duration of the past time for the forecast is found to be 8.5 years; (2) the standard error increases with prediction horizon and the errors are mostly systematic ones resulting from the incompleteness of the autoregressive model; (3) there is a tendency that the predicted value is underestimated in the activity rising phase, while it is overestimated in the declining phase; (5) the model prediction of a new Solar Cycle is fairly good when it is similar to the previous one, but is bad when the new cycle is much different from the previous one; (6) a reasonably good prediction of a new cycle can be made using the AR model 1.5 years after the start of the cycle. In addition, we predict the next cycle (Solar Cycle 25) will reach the peak in 2024 at the activity level similar to the current cycle.

• Smart Structures and Systems
• /
• v.33 no.2
• /
• pp.145-163
• /
• 2024

The evaluation of dynamic characteristics of bridges under operational traffic loads is a crucial aspect of bridge structural health monitoring. In the vehicle-bridge interaction (VBI) system, the vibration responses of bridge exhibit time-varying characteristics. To address this issue, an accurate time-frequency analysis method that combines the autoregressive power spectrum based empirical wavelet transform (AR-EWT) and local maximum synchrosqueezing transform (LMSST) is proposed to identify the time-varying instantaneous frequencies (IFs) of the bridge in the VBI system. The AR-EWT method decomposes the vibration response of the bridge into mono-component signals. Then, LMSST is employed to identify the IFs of each mono-component signal. The AR-EWT combined with the LMSST method (AR-EWT+LMSST) can resolve the problem that LMSST cannot effectively identify the multi-component signals with weak amplitude components. The proposed AR-EWT+LMSST method is compared with some advanced time-frequency analysis techniques such as synchrosqueezing transform (SST), synchroextracting transform (SET), and LMSST. The results demonstrate that the proposed AR-EWT+LMSST method can improve the accuracy of identified IFs. The effectiveness and applicability of the proposed method are validated through a multi-component signal, a VBI numerical model with a four-degree-of-freedom half-car, and a VBI model experiment. The effect of vehicle characteristics, vehicle speed, and road surface roughness on the identified IFs of bridge are investigated.

• Journal of the Korean Mathematical Society
• /
• v.41 no.6
• /
• pp.1071-1086
• /
• 2004

This paper is concerned with the strong consistency of the estimators of the autocovariance function and the spectral density function for the autoregressive process in the case where only an amplitude modulated process with missing data is observed. These results will give a simple and practical sufficient condition for the strong consistency of those estimators. Finally, some examples are given to illustrate the application of main result.