• Title/Summary/Keyword: Procedure time

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Test for Structural Change in ARIMA Models

  • Lee, Sang-Yeol;Park, Si-Yun
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.11a
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    • pp.279-285
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    • 2002
  • In this paper we consider the problem of testing for structural changes in ARIMA models based on a cusum test. In particular, the proposed test procedure is applicable to testing for a change of the status of time series from stationarity to nonstationarity or vice versa. The idea is to transform the time series via differencing to make stationary time series. We propose a graphical method to identify the correct order of differencing.

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Real-time Stability Assessment and Energy Margin Estimation using Fuzzy (퍼지를 이용한 실시간 안정도 판별과 에너지 마진의 추정)

  • Choi, Won-Chan;Kim, Soo-Nam;You, Seok-Ku
    • Proceedings of the KIEE Conference
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    • 1999.07c
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    • pp.1239-1241
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    • 1999
  • In this paper, we propose real time transient stability assessment and energy margin estimation using fuzzy approximate reasoning. The proposed method used rotor angle, kinetic energy and acceleration power of generators at clearing time as fuzzy input. In order to calculate energy margin in transient energy function (TEF), we obtained controlling unstable equilibrium point (UEP) using mode of disturbance procedure (MOD). The proposed algorithm is tested on 4-machine, 6-bus, 7-line power system to prove of effectiveness.

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A study on the development of standard-time receiving device for process computer (공정용 컴퓨터를 위한 표준시각 수신장치 개발에 관한 연구)

  • 홍용표;손창호
    • 제어로봇시스템학회:학술대회논문집
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    • 1988.10a
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    • pp.592-596
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    • 1988
  • PCS(Process Computer System) is installed to monitor various kinds of process parameters in Power Plant and networked for synthetic monitor and event analysis in all site. But when an event is occured sequentially or simultaneously among the plants, it is difficult to analyze it because of different Standard-Time in each Plant. Standard-Time Receiving Device is developed to solve this problem and development procedure is descried here.

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A study on the development of standard-time receiving device for process computer (공정용 컴퓨터를 위한 표준시각 수신장치 개발에 관한 연구)

  • 홍용표;손창호
    • 제어로봇시스템학회:학술대회논문집
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    • 1988.10a
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    • pp.385-389
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    • 1988
  • PCS(Process Computer System) is installed to monitor various kinds of process parameters in Power Plant and networked for synthetic monitor and event analysis in all site. But when an event is occured sequentially or simultaneously among the plants, it is difficult to analyze it because of different Stardard-Time in each plant. Standard-Time Receiving Device is developed to solve this problem and development procedure is described here.

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Design of sub-optimal regulators for the large-scale stochastic system with time-scale separation properties (여러 시간스케일로 분리 가능한 대규모 스토캐스틱 시스템의 준 최적 조정기의 설계)

  • 이종효;전기준
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.550-553
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    • 1986
  • This paper presents a procedure for the time-scale separation and a design method for the sub-optimal composite regulator and Kalman filter of the large-scale discrete stochastic system with two time-scale properties. Provided that the fast sub-system is asymptotically stable, the reduced-order regulator and Kalman filter for the slow sub-system with dominant modes is designed as a sub-optimal regulator for the system.

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Dependence structure analysis of KOSPI and NYSE based on time-varying copula models

  • Lee, Sangyeol;Kim, Byungsoo
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1477-1488
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    • 2013
  • In this study, we analyze the dependence structure of KOSPI and NYSE indices based on a two-step estimation procedure. In the rst step, we adopt ARMA-GARCH models with Gaussian mixture innovations for marginal processes. In the second step, time-varying copula parameters are estimated. By using these, we measure the dependence between the two returns with Kendall's tau and Spearman's rho. The two dependence measures for various copulas are illustrated.

Implementation and performance analysis of digital servo controller using LQG/LTR method (LQG/LTR 방법을 이용한 견실한 디지탈 서어보 제어기 실현 및 성능분석)

  • 최중락;이장규
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10b
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    • pp.570-574
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    • 1987
  • The robust servo controller is designed by the procedure of LQG/LTR method in the continuous-time domain. This design results is equivalently converted to the discrete-time suboptimal LQG in order to implement by the microcomputer system. The LTP, condition of the discrete-time LQG is analyzed and approved by the experiments against the uncertainty of real plant, the discretized LQG /LTR control shows the good robustness.

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The Change Point Analysis in Time Series Models

  • Lee, Sang-Yeol
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.11a
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    • pp.43-48
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    • 2005
  • We consider the problem of testing for parameter changes in time series models based on a cusum test. Although the test procedure is well-established for the mean and variance in time series models, a general parameter case has not been discussed in the literature. Therefore, here we develop a cusum test for parameter change in a more general framework. As an example, we consider the change of the parameters in an RCA(1) model and that of the autocovariances of a linear process. We also consider the variance change test for unstable models with unit roots and GARCH models.

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A Study on the Design of Economic Production Quantity Model with Partial Backorders (부분부재고를 갖는 경제적 생산량모형의 설계에 관한 연구)

  • 이강우;이꾸따세이조
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.18 no.36
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    • pp.93-103
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    • 1995
  • This paper des with an economic production quantity model with partial backorders for the situation in which production lead time is deterministic and demand during lead time follows a continuous distribution. In the model, an objective function is formulated In minimize an average annual inventory cost. And then the procedure of iterative solution method for the model is developed to find both production reorder point and production quantity. Finally, sensitivity analysis for various partial backorder ratios and standard deviations of demand during production lead time are presented.

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Real-Time Visualization of Thrombus during Suction Thrombectomy : Contrast-in-Stasis Technique

  • Yoon-Soo Lee
    • Journal of Korean Neurosurgical Society
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    • v.67 no.4
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    • pp.477-482
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    • 2024
  • This report introduces a simple method to visualize the captured thrombus in real-time during suction thrombectomy using "contrast-in-stasis technique". It enables visualization of the thrombus captured by a suction catheter as it is being retrieved through the tortuous course of the carotid artery eventually into the guiding catheter. It also offers visual identification of important findings such as fragmentation of thrombus into pieces or loss of thrombus during retrieval, and, therefore, helps clinicians to make further critical decisions during the procedure.