• Journal of Electrical Engineering and Technology
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• 제8권3호
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• pp.421-427
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• 2013

The dependence between wind speeds in multiple wind sites has a considerable impact on the reliability of power systems containing wind energy. This paper presents a new method to generate dependent wind speed time series (WSTS) based on copulas theory. The basic feature of the method lies in separating multivariate WSTS into dependence structure and univariate time series. The dependence structure is modeled through the use of copulas, which, unlike the cross-correlation matrix, give a complete description of the joint distribution. An autoregressive moving average (ARMA) model is applied to represent univariate time series of wind speed. The proposed model is illustrated using wind data from two sites in Canada. The IEEE Reliability Test System (IEEE-RTS) is used to examine the proposed model and the impact of wind speed dependence between different wind regimes on the generation system reliability. The results confirm that the wind speed dependence has a negative effect on the generation system reliability.

• 응용통계연구
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• 제30권1호
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• pp.103-117
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• 2017

경시적 자료분석에서 공변량 효과를 추정할 때 반복 측정된 결과들의 상관성은 고려되어야 한다. 따라서 공분산 행렬을 모형화하는 것은 매우 중요하다. 그러나 공분산 행렬의 추정은 모수들의 수가 많고 추정된 공분산행렬이 양정치성을 만족해야 하므로 쉽지 않은 문제이다. 이러한 제한을 극복하기 위해, 공분산행렬의 모형화를 위한 여러가지 방법을 제안하였다: 자기회귀/이동평균/자기회귀-이동평균 구조를 각각 적용한 수정 콜레스키분해 (Pourahmadi, 1999), 이동평균 콜레스키분해 (Zhang과 Leng, 2012)와 자기회귀-이동평균 콜레스키 분해 (Lee 등, 2017) 이들 구조를 가지는 공분산 행렬의 특징을 비교연구하고자 한다. 이 세 가지 모형의 성능을 비교하기 위한 모의실험을 실시한다.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 1993년도 춘계학술대회 논문집
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• pp.86-91
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• 1993

연삭숫돌은 드레싱에 의해 초기숫돌면의 상태가조정되며, 가공과 더불어 공작물과 연삭숫돌의 연속적인 간섭으로 공작물의 치수변화와함께 연삭숫돌도 작업면이 변화하게 된다. 공작물의 표면은 연삭조건 및 공작물과 숫돌의 접촉특성에 따라 Rubbging, Ploughing, Cutting 작용이 이루어져 가공면이 형성되며 이때의 공작물의 표면 품위( Surface Integrity)는 연삭숫돌의 상태변화에따라 매우 민감하게 영향을 받는다. 본 연구에서는 원통연삭작업 에서의 감시 및 진단기술개발을 위하여 AE 센서의 적용가능성을 살펴보기위하여, 센서의 설치위치에 따른 영향 및 연삭가공 특성을 잘나타내는 AE Parameter의 선정을 위한 실험을 수행하며, 가공시간에 따른 연삭숫돌작업면 의 상태변화에 의한 AE Parameter의 변화를 조사하며, 이와더불어 연삭중의 법선저항을 측정분석하고 통계적인 수법으로 ARMA (Autoregressive Moving Average)을 이용하여 가공특성변화를 분석한다.

• 한국시뮬레이션학회논문지
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• 제5권1호
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• pp.1-12
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• 1996

We propose a new approach to classifying a time series data into one of the autoregressive moving-average (ARMA) models. It is bases on two pattern recognition concepts for solving time series identification. The one is an extended sample autocorrelation function (ESACF). The other is a neural network-driven decision tree classifier(NNDTC) in which two pattern recognition techniques are tightly coupled : neural network and decision tree classfier. NNDTc consists of a set of nodes at which neural network-driven decision making is made whether the connecting subtrees should be pruned or not. Therefore, time series identification problem can be stated as solving a set of local decisions at nodes. The decision values of the nodes are provided by neural network functions attached to the corresponding nodes. Experimental results with a set of test data and real time series data show that the proposed approach can efficiently identify the time seires patterns with high precision compared to the previous approaches.

• 한국해양공학회지
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• 제3권2호
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• pp.551-551
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• 1989

In general, a remotely operated vehicle(ROV) operates at deep sea. The control system of ROV is composed of two local loops; the first loop placed on the surface vessel monitors and manipulates the attitude of the ROV using joystick, and the second part on the ROV automatically controls thrusters and acquires positional data. This paper presents a position control simulation of a ROV using an adaptive controller and discusses the control effects of two different conditions. The design of an adaptive control system is obtained by the application of a self-tuning controller with the minimization of an appropriate cost function. The parameters of the control system are estimated by a recursive least square method(RLS). In the simulation, a Runge-Kutta method is used for the numerical integration and the generated outputs are obtained by adding measurement errors. Additionally, this paper discusses the mathematical modelling of a ROV and make a survey of control systems.

• 한국해양공학회지
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• 제3권2호
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• pp.51-58
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• 1989

In general, a remotely operated vehicle(ROV) operates at deep sea. The control system of ROV is composed of two local loops; the first loop placed on the surface vessel monitors and manipulates the attitude of the ROV using joystick, and the second part on the ROV automatically controls thrusters and acquires positional data. This paper presents a position control simulation of a ROV using an adaptive controller and discusses the control effects of two different conditions. The design of an adaptive control system is obtained by the application of a self-tuning controller with the minimization of an appropriate cost function. The parameters of the control system are estimated by a recursive least square method(RLS). In the simulation, a Runge-Kutta method is used for the numerical integration and the generated outputs are obtained by adding measurement errors. Additionally, this paper discusses the mathematical modelling of a ROV and make a survey of control systems.

• Journal of Communications and Networks
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• 제14권3호
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• pp.310-318
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• 2012

Detecting intrusion attacks accurately and rapidly in wireless networks is one of the most challenging security problems. Intrusion attacks of various types can be detected by the change in traffic flow that they induce. Wireless industrial networks based on the wireless networks for industrial automation-process automation (WIA-PA) standard use a superframe to schedule network communications. We propose an intrusion detection system for WIA-PA networks. After modeling and analyzing traffic flow data by time-sequence techniques, we propose a data traffic prediction model based on autoregressive moving average (ARMA) using the time series data. The model can quickly and precisely predict network traffic. We initialized the model with data traffic measurements taken by a 16-channel analyzer. Test results show that our scheme can effectively detect intrusion attacks, improve the overall network performance, and prolong the network lifetime.

• 한국경영과학회지
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• 제17권2호
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• pp.91-106
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• 1992

It an inventory control system, the demand over time are often assumed to be independently identically distributed (i. i. d.). However, the demands may well be correlated over time in many situations. The estimation of reorder points is not simple for correlated demands with variable lead time. In this paper, a general class of autoregressive and moving average processes is considered for modeling the demands of an inventory item. The first four moments of the lead-time demand (L) are derived and used to approximate the distribution of L. The reorder points at given service level are then estimated by the three approximation methods : normal approximation, Charlier series and Pearson system. Numerical investigation shows that the Pearson system and the Charlier series performs extremely well for various situations whereas the normal approximation show consistent underestimation and sensitive to the distribution of lead time. The same conclusion can be reached when the parameters are estimated from the sample based on the simulation study.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2000년도 하계학술대회 논문집 D
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• pp.2968-2970
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• 2000

시계열(time series)이란 한 사상 또는 여러 사상에 대하여 시간의 흐름에 따라 일정한 간격으로 이들을 관측하여 기록한 자료를 말한다. 이러한 시계열은 어떠한 경제현상이나 자연현상에 관한 시간적 변화를 나타내는 역사적 계열(historical series)이므로 어느 한 시점에서 관측된 시계열자료는 그 이전까지의 자료들에 주로 의존하게 된다. 따라서 시계열분석을 통한 예측에서는 과거의 자료들을 분석하여 법칙성을 발견해서 이를 모형화하여 추정하고. 이 추정된 모형을 사용하여 미래에 관측될 값들을 예측하게 된다. 본 연구에서는 ARMA (p, q)모형 (autoregressive moving-average model)을 이용하여 시계열 데이터를 분석하며 계수의 추정에는 Levinson-Durbin 알고리듬과 Newton-Raphson Method를 이용한다.

• Communications for Statistical Applications and Methods
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• 제23권6호
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• pp.575-585
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• 2016

Longitudinal studies repeatedly measure outcomes over time. Therefore, repeated measurements are serially correlated from same subject (within-subject variation) and there is also variation between subjects (between-subject variation). The serial correlation and the between-subject variation must be taken into account to make proper inference on covariate effects (Diggle et al., 2002). However, estimation of the covariance matrix is challenging because of many parameters and positive definiteness of the matrix. To overcome these limitations, we propose autoregressive moving average Cholesky decomposition (ARMACD) for the linear mixed models. The ARMACD allows a class of flexible, nonstationary, and heteroscedastic models that exploits the structure allowed by combining the AR and MA modeling of the random effects covariance matrix. We analyze a real dataset to illustrate our proposed methods.