• Title/Summary/Keyword: Power series method

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Analysis of Intrinsic Patterns of Time Series Based on Chaos Theory: Focusing on Roulette and KOSPI200 Index Future (카오스 이론 기반 시계열의 내재적 패턴분석: 룰렛과 KOSPI200 지수선물 데이터 대상)

  • Lee, HeeChul;Kim, HongGon;Kim, Hee-Woong
    • Knowledge Management Research
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    • v.22 no.4
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    • pp.119-133
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    • 2021
  • As a large amount of data is produced in each industry, a number of time series pattern prediction studies are being conducted to make quick business decisions. However, there is a limit to predicting specific patterns in nonlinear time series data due to the uncertainty inherent in the data, and there are difficulties in making strategic decisions in corporate management. In addition, in recent decades, various studies have been conducted on data such as demand/supply and financial markets that are suitable for industrial purposes to predict time series data of irregular random walk models, but predict specific rules and achieve sustainable corporate objectives There are difficulties. In this study, the prediction results were compared and analyzed using the Chaos analysis method for roulette data and financial market data, and meaningful results were derived. And, this study confirmed that chaos analysis is useful for finding a new method in analyzing time series data. By comparing and analyzing the characteristics of roulette games with the time series of Korean stock index future, it was derived that predictive power can be improved if the trend is confirmed, and it is meaningful in determining whether nonlinear time series data with high uncertainty have a specific pattern.

A Study on the Mobility of Power Tiller in Wetland Rice Field (수도포장(水稻圃場)에서의 동력경운기(動力耕耘機) 주행성(走行性)에 관(関) 연구(硏究))

  • Lee, Kyou Seung;Lee, Yong Kook;Lee, Choong Yong;Park, Seung Je;Kim, Sang Hun
    • Journal of Biosystems Engineering
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    • v.9 no.2
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    • pp.8-18
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    • 1984
  • To investigate the most important factors affecting the mobility of power tiller and to find the method which can be used for predicting the mobility of power tiller in soft paddy field, a series of field experiment was performed with two models of power tiller (8ps and 6ps diesel). From the results obtained throughout field experiment, the following conclusions were derived. 1. The wheel sinkage of power tiller during both traveling and field operations, which mainly influence the mobility, could be predicted from both plate ($50{\times}100mm$) sinkage and soil cone index (30-degree cone with 2 and $6cm^2$ base area). 2. Prediction of wheel sinkage from the rectangular plate sinkage was found to be more suitable compared with the cone index. 3. The upper limit of rectangular plate sinkage was found as 15 centimeter for operation of power tiller in muddy field which is equivalent of $1kg/cm^2$ of $2cm^2$ cone index value.

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Use of the Moving Average of the Current Weather Data for the Solar Power Generation Amount Prediction (현재 기상 정보의 이동 평균을 사용한 태양광 발전량 예측)

  • Lee, Hyunjin
    • Journal of Korea Multimedia Society
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    • v.19 no.8
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    • pp.1530-1537
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    • 2016
  • Recently, solar power generation shows the significant growth in the renewable energy field. Using the short-term prediction, it is possible to control the electric power demand and the power generation plan of the auxiliary device. However, a short-term prediction can be used when you know the weather forecast. If it is not possible to use the weather forecast information because of disconnection of network at the island and the mountains or for security reasons, the accuracy of prediction is not good. Therefore, in this paper, we proposed a system capable of short-term prediction of solar power generation amount by using only the weather information that has been collected by oneself. We used temperature, humidity and insolation as weather information. We have applied a moving average to each information because they had a characteristic of time series. It was composed of min, max and average of each information, differences of mutual information and gradient of it. An artificial neural network, SVM and RBF Network model was used for the prediction algorithm and they were combined by Ensemble method. The results of this suggest that using a moving average during pre-processing and ensemble prediction models will maximize prediction accuracy.

Power transformation in quasi-likelihood innovations for GARCH volatility (금융 시계열 변동성 추정을 위한 준-우도 이노베이션의 멱변환)

  • Sunah, Chung;Sun Young, Hwang;Sung Duck, Lee
    • The Korean Journal of Applied Statistics
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    • v.35 no.6
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    • pp.755-764
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    • 2022
  • This paper is concerned with power transformations in estimating GARCH volatility. To handle a semi-parametric case for which the exact likelihood is not known, quasi-likelihood (QL) rather than maximum-likelihood method is investigated to best estimate GARCH via maximizing the information criteria. A power transformation is introduced in the innovation generating QL estimating functions and then optimum power is selected by maximizing the profile information. A combination of two different power transformations is also studied in order to increase the parameter estimation efficiency. Nine domestic stock prices data are analyzed to order to illustrate the main idea of the paper. The data span includes Covid-19 pandemic period in which financial time series are really volatile.

THE STABILITY IN AN INCLINED LAYER OF VISCOELASTIC FLUID FLOW OF HYDROELECTRIC NATURAL CONVECTION

  • El-Bary, A.A.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.9 no.2
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    • pp.17-27
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    • 2005
  • The problem of the onset stability in an inclined layer of dielectric viscoelastic fluid (Walter's liquid B') is studied. The analysis is made under the simultaneous action of a normal a.c. electric field and the natural convection flow due to uniformly distributed internal heat sources. The power series method used to obtain the eigen value equation which is then solved numerically to obtain the stable and unstable solutions. Numerical results are given and illustrated graphically.

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Design of 2.2 GHz Low Noise Amplifier (2.2 GHz 저잡음 증폭기 설계)

  • 조민기;주재령;박성교;박종백
    • Proceedings of the IEEK Conference
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    • 2000.11a
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    • pp.381-384
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    • 2000
  • In this paper, we designed and fabricated a low noise amplifier which can be used in W-CDMA. For improving input VSWR and stability an emitter inductance series feedback was used, and for acquiring higer linearity at low current DC bais by-passing method was used. Fabricated low noise amplifier had 15.33 ㏈ power gain, 2.17 ㏈ NF, -9.53 ㏈ $S_{11}$ and -35.91 ㏈ $S_{22}$ at 2.16 GHz, and +5.34 ㏈m II $P_{ 3}$ at 10 MHz channel spacing.g.g.g.

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Life Estimation of DC Link Electroytic Capacitors (직류 링크 전해 커패시터의 수명 추정)

  • 이동춘
    • Proceedings of the KIPE Conference
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    • 2000.07a
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    • pp.57-60
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    • 2000
  • An aluminum electrolytic capacitor is used in DC Link of ac motor drive system. In this case it usually has the shortest lifetime in the system and then determines the system lifetime. Therefore life estimation of the electrolytic capacitor is needed for maintenance of th circuit. In this paper a method for life estimation is presented with a ESR(equivalent series resistance) model and a heat transfer model of capacitor that can be used to estimate operating temperature it is investigated through a simple example using ESR and heat transfer.

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Sliding Mode Controller Design Considering Weight (가중치를 고려한 슬라이딩 모드 제어기 설계)

  • 임동균;서병설
    • Proceedings of the KIPE Conference
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    • 1998.11a
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    • pp.73-77
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    • 1998
  • The conventional sliding mode controller (SMCr) approach is often impractical or difficult when applied to high order process because the number of tuning parameters in the SMCr increases with the order of the plant. Camacho(1996) proposed the design of a fixed structure sliding mode controller based on a first order plus dead time approximation to the higher-order process. But, there are such problems as overshoot, settling time and command following. They are mainly due to the approximation errors of the time delay term by Taylor series. In this paper, in order to improve Camcho's method, a new Taylor approximation technique considering a weight is proposed.

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High concentration ratio approximation of linear effective properties of materials with cubic inclusions

  • Mejak, George
    • Coupled systems mechanics
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    • v.7 no.1
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    • pp.61-77
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    • 2018
  • This paper establish a high concentration ratio approximation of linear elastic properties of materials with periodic microstructure with cubic inclusions. The approximation is derived using first few terms of power series expansion of the solution of the equivalent eigenstrain problem with a homogeneous eigenstrain approximation. Viability of the approximation at high concentration ratios is proved by comparison with a numerical solution of the homogenization problem. To this end some theoretical result of symmetry properties of the homogenization problem are given. Using these results efficient numerical computation on a reduced computational domain is presented.

ON COMPLEX VARIABLE METHOD IN FINITE ELASTICITY

  • Akinola, Ade
    • Journal of applied mathematics & informatics
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    • v.12 no.1_2
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    • pp.183-198
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    • 2003
  • We highlight the alternative presentation of the Cauchy-Riemann conditions for the analyticity of a complex variable function and consider plane equilibrium problem for an elastic transversely isotropic layer, in finite deformation. We state the fundamental problems and consider traction boundary value problem, as an example of fundamental problem-one. A simple solution of“Lame's problem”for an infinite layer is obtained. The profile of the deformed contour is given; and this depends on the order of the term used in the power series specification for the complex potential and on the material constants of the medium.