• Title/Summary/Keyword: Time-Lag Model

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Hydrologic Modeling Approach using Time-Lag Recurrent Neural Networks Model (시간지체 순환신경망모형을 이용한 수문학적 모형화기법)

  • Kim, Seong-Won
    • Proceedings of the Korea Water Resources Association Conference
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    • 2010.05a
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    • pp.1439-1442
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    • 2010
  • Time-lag recurrent neural networks model (Time-Lag RNNM) is used to estimate daily pan evaporation (PE) using limited climatic variables such as max temperature ($T_{max}$), min temperature ($T_{min}$), mean wind speed ($W_{mean}$) and mean relative humidity ($RH_{mean}$). And, for the performances of Time-Lag RNNM, it is composed of training and test performances, respectively. The training and test performances are carried out using daily time series data, respectively. From this research, we evaluate the impact of Time-Lag RNNM for the modeling of the nonlinear time series data. We should, thus, construct the credible data of the daily PE using Time-Lag RNNM, and can suggest the methodology for the irrigation and drainage networks system. Furthermore, this research represents that the strong nonlinear relationship such as pan evaporation modeling can be generalized using Time-Lag RNNM.

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Development of A Multi-Period Integration DEA Model Considering Time Lag Effect (시간지연 효과를 고려한 기간 통합 DEA 모형의 개발)

  • Zhang, Yanshuang;Jeong, Byung Ho
    • Journal of the Korean Operations Research and Management Science Society
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    • v.37 no.4
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    • pp.37-50
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    • 2012
  • The existing DEA models have been devoted to evaluate relative efficiency of DMUs based on multiple input and output factors of a same period. However, a certain kind of lead time can be required to produce outputs using inputs in an organization. R&D evaluation is a typical area with this kinds of time lag. Thus, the purpose of this paper is to develop a new DEA model to deal with time lag effect in performance evaluation. The proposed model is to find relative efficiency of each DMU for each period considering the time lag effect. A case example using a real data set is also given to show the usage or implication of the suggested model. The results are compared with the ones of the CCR model and the multi-periods input model.

A Numerical Study on Quantification of Combustion-Response Parameters of Impinging-Jet Injectors using Time-Lag Model (시간지연 모델을 이용한 충돌형 분사기의 연소응답 인자 도출 및 정량화에 관한 수치해석적 연구)

  • Son, Jin Woo;Kim, Chul Jin;Sohn, Chae Hoon
    • 한국연소학회:학술대회논문집
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    • 2012.11a
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    • pp.5-7
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    • 2012
  • This study presents relations between the time lag and interaction index of the impinging-jet injectors using time lag model in a model chamber. To analyze the response of the flame, 5% amplitude of oxidizer velocity is artificially perturbed at a resonance frequency. At the mixing point of fuel and oxidizer, which determines the characteristic length, the relationship between velocity perturbation and heat release rate is quantified by combustion parameters of interaction index and time lag. As the improved method to apply the time-lag, the method using the average velocity obtained from numerical results is suggested.

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A Multi-Period Input DEA Model with Consistent Time Lag Effects (일관된 지연 효과를 고려한 다기간 DEA 모형)

  • Jeong, Byungho;Zhang, Yanshuang;Lee, Taehan
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.42 no.3
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    • pp.8-14
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    • 2019
  • Most of the data envelopment analysis (DEA) models evaluate the relative efficiency of a decision making unit (DMU) based on the assumption that inputs in a specific period are consumed to produce the output in the same period of time. However, there may be some time lag between the consumption of input resources and the production of outputs. A few models to handle the concept of the time lag effect have been proposed. This paper suggests a new multi-period input DEA model considering the consistent time lag effects. Consistency of time lag effect means that the time delay for the same input factor or output factor are consistent throughout the periods. It is more realistic than the time lag effect for the same output or input factor can vary over the periods. The suggested model is an output-oriented model in order to adopt the consistent time lag effect. We analyze the results of the suggested model and the existing multi period input model with a sample data set from a long-term national research and development program in Korea. We show that the suggested model may have the better discrimination power than existing model while the ranking of DMUs is not different by two nonparametric tests.

Analysis on Time Lag Effect of Firm's R&D Investment (기업 R&D 투자의 시차효과 분석)

  • Lee, Hun-jun;Baek, Chulwoo;Lee, Jeong-dong
    • Journal of Technology Innovation
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    • v.22 no.1
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    • pp.1-22
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    • 2014
  • R&D investment also has a gestation period similar to other investments in economics. The gestation period originates from time lag effect of input and output. Thus it is necessary to consider time lag effects when analyzing the relationship between firms' R&D investment and R&D performance. The main objective of this research is to estimate the length of time lag effect of R&D investment. The Almon distribution lag model was applied to estimate the time lag effect. The firm level panel dataset was established from 2002 to 2009. The net value of R&D investment and the number of patent applications were used to measure R&D input and output, respectively. This method found the estimated time lag to be 1~2 years across all datasets. The same analyses were applied to chemical, metal, electronic, exact science, and machinery industries' data. And we found there were differences among sectors in regard to the time lag effect.

A Numerical Study on Combustion-Response Parameters of Impinging-Jet Injectors for Stability Rating (충돌형 분사기의 연소응답 인자 정량화에 관한 수치해석적 연구)

  • Son, Jin Woo;Kim, Chul Jin;Sohn, Chae Hoon
    • Journal of the Korean Society of Propulsion Engineers
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    • v.17 no.2
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    • pp.1-8
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    • 2013
  • This study presents relations between the time lag and interaction index of the impinging-jet injectors using the time lag model in a model chamber. The response of the flame is analyzed to artificial perturbation with 5% amplitude of oxidizer speed at a resonance frequency. At the mixing point of fuel and oxidizer, which determines the characteristic length, the relationship between velocity perturbation and heat release rate is quantified by combustion parameters of interaction index and time lag. In this method, time lag or delay is calculated by the characteristic length and the average velocity obtained from numerical results. The tendency that the time delay decreases with axial jet velocity has been observed.

An Empirical Study on the Time Lag Effect of the Academic Performance of a National R&D Program (국가연구개발사업의 학술적 성과의 시차효과에 관한 실증적 연구)

  • Jeong, Byung-Ho;Cheon, Kang-Min;Yang, Jae-Kyung
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.35 no.1
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    • pp.87-92
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    • 2012
  • This study examines the relationship between R&D investment and subsequent outputs of the research activity. Usually, there is some time difference between the production of research outputs, such as academic papers and application or registration of patents, and the investment of R&D expenditure. The time lag for producing this kind of research outputs should be considered to evaluate the performance of research activity exactly. The purpose of this study is to identify time lag effect between the times of input and output of a R&D activity and to derive the degree of time lag using the data set of a long term R&D program supported by Korean government. A modified Almon model is suggested to identify the time lag effect between input and output of research activities performed by this program. Time-series cross-section data from 16 research centers between 2001 and 2009 are used to find time lag effect.

A STUDY ON THE PARAMETER ESTIMATION OF SNYDER-TYPE SYNTHETIC UNIT-HYDROGRAPH DEVELOPMENT IN KUM RIVER BASIN

  • Jeong, Sang-man;Park, Seok-Chae;Lee, Joo-Heon
    • Water Engineering Research
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    • v.2 no.4
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    • pp.219-229
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    • 2001
  • Synthetic unit hydrograph equations for rainfall run-off characteristics analysis and estimation of design flood have long and quite frequently been presented, the Snyder and SCS synthetic unit hydrograph. The major inputs to the Snyder and SCS synthetic unit hydrograph are lag time and peak coefficient. In this study, the methods for estimating lag time and peak coefficient for small watersheds proposed by Zhao and McEnroe(1999) were applied to the Kum river basin in Korea. We investigated lag times of relatively small watersheds in the Kum river basin in Korea. For this investigation the recent rainfall and stream flow data for 10 relatively small watersheds with drainage areas ranging from 134 to 902 square kilometers were gathered and used. 250 flood flow events were identified along the way, and the lag time for the flood events was determined by using the rainfall and stream flow data. Lag time is closely related with the basin characteristics of a given drainage area such as channel length, channel slope, and drainage area. A regression analysis was conducted to relate lag time to the watershed characteristics. The resulting regression model is as shown below: ※ see full text (equations) In the model, Tlag is the lag time in hours, Lc is the length of the main river in kilometers and Se is the equivalent channel slope of the main channel. The coefficient of determinations (r$^2$)expressed in the regression equation is 0.846. The peak coefficient is not correlated significantly with any of the watershed characteristics. We recommend a peak coefficient of 0.60 as input to the Snyder unit-hydrograph model for the ungauged Kum river watersheds

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Two-Stage Estimator Design Using Stable Recursive FIR Filter and Smoother

  • Kim, Jong-Ju;Kim, Jae-Hun;Lyou, Joon
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.2532-2537
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    • 2005
  • FIR(Finite Impulse Response) filter is well known to be ideal for the finite time state-space model, but it requires much computation due to its inherent non-recursive structure especially when the measurement interval grows to a large extent. And often a fixed-lag smoother based on the finite time interval is needed to monitor the soundness of the system model and the measurement model, but the computation burden of FIR-type smoother imposes much restriction of its usage for real-time application. Conventional recursive forms of FIR estimator[1]-[4] could not be used for real time applications, since they are numerically unstable in their recursive equations. To cope with this problem, we suggest a stable recursive form FIR estimator(SRFIR) and its usefulness is demonstrated for designing the real-time fixed-lag smoother on the finite time window through an example of detection of rate bias in the anti-aircraft gun fire control system.

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A Finite Impulse Response Fixed-lag Smoother for Discrete-time Nonlinear Systems (이산 비선형 시스템에 대한 유한 임펄스 응답 고정 시간 지연 평활기)

  • Kwon, Bo-Kyu;Han, Sekyung;Han, Soohee
    • Journal of Institute of Control, Robotics and Systems
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    • v.21 no.9
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    • pp.807-810
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    • 2015
  • In this paper, a finite impulse response(FIR) fixed-lag smoother is proposed for discrete-time nonlinear systems. If the actual state trajectory is sufficiently close to the nominal state trajectory, the nonlinear system model can be divided into two parts: The error-state model and the nominal model. The error state can be estimated by adapting the optimal time-varying FIR smoother to the error-state model, and the nominal state can be obtained directly from the nominal trajectory model. Moreover, in order to obtain more robust estimates, the linearization errors are considered as a linear function of the estimation errors. Since the proposed estimator has an FIR structure, the proposed smoother can be expected to have better estimation performance than the IIR-structured estimators in terms of robustness and fast convergence. Additionally the proposed method can give a more general solution than the optimal FIR filtering approach, since the optimal FIR smoother is reduced to the optimal FIR filter by setting the fixed-lag size as zero. To illustrate the performance of the proposed method, simulation results are presented by comparing the method with an optimal FIR filtering approach and linearized Kalman filter.