• 제목/요약/키워드: Fractional Integration

검색결과 31건 처리시간 0.026초

비정수 차수를 갖는 비례적분미분제어법과 가우시안 혼합모델을 이용한 연속아연도금라인에서의 전자기 제진제어 기술 (Electromagnetic Strip Stabilization Control in a Continuous Galvanizing Line using Mixture of Gaussian Model Tuned Fractional PID Controller)

  • 구배영;원상철
    • 제어로봇시스템학회논문지
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    • 제21권8호
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    • pp.718-722
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    • 2015
  • This paper proposes a fractional-order PID (Proportional-Integral-Derivative) control used electromagnetic strip stabilization controller in a continuous galvanizing line. Compared to a conventional PID controller, a fractional-order PID controller has integration-fractional-order and derivation-fractional-order as additional control parameters. Thanks to increased control parameters, more precise controller adjustment is available. In addition, accurate transfer function of a real system generally has a fractional-order form. Therefore, it is more adequate to use a fractional-order PID controller than a conventional PID controller for a real world system. Finite element models of a $1200{\times}2000{\times}0.8mm$ strip, which were extracted using a commercial software ANSYS were used as simulation plants, and Gaussian mixture models were used to find optimized control parameters that can reduce the strip vibrations to the lowest amplitude. Simulation results show that a fractional-order PID controller significantly reduces strip vibration and transient response time than a conventional PID controller.

FRACTIONAL INTEGRATION AND DIFFERENTIATION OF THE (p, q)-EXTENDED MODIFIED BESSEL FUNCTION OF THE SECOND KIND AND INTEGRAL TRANSFORMS

  • Purnima Chopra;Mamta Gupta;Kanak Modi
    • 대한수학회논문집
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    • 제38권3호
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    • pp.755-772
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    • 2023
  • Our aim is to establish certain image formulas of the (p, q)-extended modified Bessel function of the second kind Mν,p,q(z) by employing the Marichev-Saigo-Maeda fractional calculus (integral and differential) operators including their composition formulas and using certain integral transforms involving (p, q)-extended modified Bessel function of the second kind Mν,p,q(z). Corresponding assertions for the Saigo's, Riemann-Liouville (R-L) and Erdélyi-Kober (E-K) fractional integral and differential operators are deduced. All the results are represented in terms of the Hadamard product of the (p, q)-extended modified Bessel function of the second kind Mν,p,q(z) and Fox-Wright function rΨs(z).

Long Term Mean Reversion of Stock Prices Based on Fractional Integration

  • Jun, Duk-Bin;Kim, Yong-Jin;Park, Dae-Keun
    • Management Science and Financial Engineering
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    • 제17권2호
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    • pp.85-97
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    • 2011
  • In this study we examine the long term behavior of stock returns. The analysis reveals that negative autocorrelations of the returns exist for a super-long horizon as long as 10 years. This pattern, however, contrasts to predictions of previous stock price models which include random walks. We suggest the introduction of a fractionally integrated process into a nonstationary component of stock prices, and demonstrate empirically the existence of the process in NYSE stock returns. The predicted values of autocorrelation from our stock price model confirm the super-long term behavior of the returns observed in regression, indicating that inefficiency in the stock market could remain for a long time.

FRACTIONAL INTEGRATION AND DIFFERENTIATION OF THE (p, q)-EXTENDED BESSEL FUNCTION

  • Choi, Junesang;Parmar, Rakesh K.
    • 대한수학회보
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    • 제55권2호
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    • pp.599-610
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    • 2018
  • We aim to present some formulas for Saigo hypergeometric fractional integral and differential operators involving (p, q)-extended Bessel function $J_{{\nu},p,q}(z)$, which are expressed in terms of Hadamard product of the (p, q)-extended Gauss hypergeometric function and the Fox-Wright function $_p{\Psi}_q(z)$. A number of interesting special cases of our main results are also considered. Further, it is emphasized that the results presented here, which are seemingly complicated series, can reveal their involved properties via those of the two known functions in their respective Hadamard product.

한·중·일 환율 사이의 움직임 분석 - 분수공적분과 진동수영역의 인과성 - (Comovement and Forecast of won/dollar, yuan/dollar, yen/dollar: Application of Fractional Cointegration approach and Causal Analysis of Frequency Domain)

  • 정수관;원두환
    • 국제지역연구
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    • 제21권2호
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    • pp.3-20
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    • 2017
  • 본 연구는 원/달러 환율, 엔/달러 환율, 위안/달러 환율 사이의 관계를 분석하였다. 전통적인 공적분 방법은 환율 변수 사이에 공적분 관계를 명확하게 판별하기 어려운 것으로 알려졌다. 이를 고려하여 분수공적분 방법과 진동수영역의 인과성 분석이 이용되었다. 분석 결과 환율변수 사이에 분수공적분 관계가 존재하는 것을 확인할 수 있었다. 환율 사이에 장기적으로 동조화가 이루어지지만, 충격으로 발생한 이탈은 상당 기간 지속하는 장기기억을 가지는 것을 의미한다. 시간영역의 인과성 분석과 진동수영역의 인과성 분석결과는 다소 차이가 있지만, 원/달러 환율을 예측하는 데 엔/달러 환율이 유용한 것으로 나타났다. 분수공적분 접근방법과 진동수영역의 인과성 분석을 적절하게 활용한다면 기존 방법으로부터 설명되지 못하는 유용한 정보를 획득할 수 있을 것이다.

An ALE Finite Element Method for Baffled Fuel Container in Yawing Motion

  • Cho, Jin-Rae;Lee, Hong-Woo;Yoo, Wan-Suk;Kim, Min-Jeong
    • Journal of Mechanical Science and Technology
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    • 제18권3호
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    • pp.460-470
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    • 2004
  • A computational analysis of engineering problems with moving domain or/and boundary according to either Lagrangian or Eulerian approach may encounter inherent numerical difficulties, the extreme mesh distortion in the former and the material boundary indistinctness in the latter. In order to overcome such defects in classical numerical approaches, the ALE(arbitrary Lagrangian Eulerian) method is widely being adopted in which the finite element mesh moves with arbitrary velocity. This paper is concerned with the ALE finite element formulation, aiming at the dynamic response analysis of baffled fuel-storage container in yawing motion, for which the coupled time integration scheme, the remeshing and smoothing algorithm and the mesh velocity determination are addressed. Numerical simulation illustrating theoretical works is also presented.