• 제목/요약/키워드: Time-Varying Correlation

검색결과 157건 처리시간 0.041초

Extraction of optimal time-varying mean of non-stationary wind speeds based on empirical mode decomposition

  • Cai, Kang;Li, Xiao;Zhi, Lun-hai;Han, Xu-liang
    • Structural Engineering and Mechanics
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    • 제77권3호
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    • pp.355-368
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    • 2021
  • The time-varying mean (TVM) component of non-stationary wind speeds is commonly extracted utilizing empirical mode decomposition (EMD) in practice, whereas the accuracy of the extracted TVM is difficult to be quantified. To deal with this problem, this paper proposes an approach to identify and extract the optimal TVM from several TVM results obtained by the EMD. It is suggested that the optimal TVM of a 10-min time history of wind speeds should meet both the following conditions: (1) the probability density function (PDF) of fluctuating wind component agrees well with the modified Gaussian function (MGF). At this stage, a coefficient p is newly defined as an evaluation index to quantify the correlation between PDF and MGF. The smaller the p is, the better the derived TVM is; (2) the number of local maxima of obtained optimal TVM within a 10-min time interval is less than 6. The proposed approach is validated by a numerical example, and it is also adopted to extract the optimal TVM from the field measurement records of wind speeds collected during a sandstorm event.

시변 모형을 이용한 국내 구리 가격탄력성 분석 (Analysis of the Korean Copper Price Elasticity using Time-Varying Model)

  • 김강호;김진수
    • 자원ㆍ환경경제연구
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    • 제33권2호
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    • pp.135-157
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    • 2024
  • 본 연구에서는 국제 구리 가격 변동에 따른 국내 수요 변화를 분석하여 국내 구리(전기동)의 가격탄력성을 분석하였다. 이를 위해 구리의 순 수입량, 가격, 생산지수를 변수로 1989년 1월부터 2022년 12월까지 총 408개의 시계열 자료에 대해 벡터자기회귀(Vector autoregressive, VAR) 모형을 구성하고, 시간의 흐름에 따른 변수 간의 상관관계 변화를 파악하고자 시변 모형(Time Varying VAR)을 사용하여 변수 간의 동적 관계를 분석하였다. 분석 결과 국내 구리의 가격탄력성은 -0.1835로 음의 가격탄력성이 존재함을 확인하였고, 사분위수 범위는 -0.3130 ~ 0.0886으로 시간의 흐름에 따라 일관성 있는 추세는 없지만 주로 음의 탄력성을 띠면서 탄력성이 변화하는 것을 확인하였다. 본 연구의 결과는 비축을 포함한 광물자원 관련 정책 수립 시 파생되는 기대효과를 정량화하여 제시하는 데 활용할 수 있다.

신경회로망을 이용한 PID 제어기의 이득조정 (Neural Network Method for Tuning PID Gains)

  • 문석우;이종호
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1992년도 하계학술대회 논문집 A
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    • pp.476-479
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    • 1992
  • This paper presents a neural network method for tuning PlD controller of a time-varying process. Three gains of PlD controller are tuned for a certain desirable response pattern by back-propagation neural network. The neural network is trained using changes of output features vs. changes of PlD gains. But sometimes it needs longer training time and larger structure to train the correlation between the process and controller on entire region of the process. The difficulty in system identification is that the inverse function of the system can not be clearly stated. To cope with the problem, we do not train the neural network to respond correctly for the entire regions but train for only local region where the system is heading toward by training the neural network and tuning of the PlD controller. It may be trained for fine-tuning itself. Simulation results show that the adaptive PID controller using neural network trained in the local area performs remarkably for time-varying second order process.

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성대마비와 성대구증의 강도 변화에 따른 최대발성지속시간 비교 (Comparison of Maximum Phonation Time Associated with the Changes in Vocal Intensity in Patients with Unilateral Vocal Fold Palsy and Sulcus Vocalis)

  • 최세진;최홍식;김재옥;최예린
    • 말소리와 음성과학
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    • 제4권1호
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    • pp.125-131
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    • 2012
  • The patients with incomplete glottic closure have an important feature decreasing the maximum phonation time (MPT) because airflow rate or air leakage is greater than people without voice disorders. Also they can appear a problem in the intensity regulation. This study analyzed MPT difference based on the comfortable intensity and louder intensity and the correlation between MPT and respiration volume of unilateral vocal fold palsy (UVFP) and sulcus vocalis (SV) group. The twenty with UVFP, the 21 with SV, the 21 normal subjects measured MPT in /a/ vowel prolongation task with comfortable intensity and louder intensity and compared analysis by measuring FVC, $FEV_1$, $FEV_1/FVC$ to analyze the correlation between MPT and respiration volume. First, a comparison of MPT according to the intensity between groups is that MPT of the normal group was statistically significant long compared to the patient group in comfortable intensity, but MPT between groups was not statistically significant difference in the louder intensity. Second, an analysis of the correlation between MPT and respiration volume is that this was statistically significant correlation between MPT in comfortable intensity and MPT in louder intensity. But this did not show statistically significant correlation between intensity and respiration volume. This study can be supported the preceding study results deduced that shorting MPT of the patient group compared to the normal group was originated in the problem of laryngeal valving mechanism at the level of vocal folds rather than a problem of respiratory function. Also at the phonation by varying the intensity, the result can deduce that in the case of patient group, the length of MPT had been improved by increasing the glottal closure ratio in the louder intensity. These results can support the theoretical basis that should be applied to the clinicians by varying the intensity at the voice evaluation and voice therapy for the patients with the glottis incompetence.

Energy-Efficient Scheduling with Delay Constraints in Time-Varying Uplink Channels

  • Kwon, Ho-Joong;Lee, Byeong-Gi
    • Journal of Communications and Networks
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    • 제10권1호
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    • pp.28-37
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    • 2008
  • In this paper, we investigate the problem of minimizing the average transmission power of users while guaranteeing the average delay constraints in time-varying uplink channels. We design a scheduler that selects a user for transmission and determines the transmission rate of the selected user based on the channel and backlog information of users. Since it requires prohibitively high computation complexity to determine an optimal scheduler for multi-user systems, we propose a low-complexity scheduling scheme that can achieve near-optimal performance. In this scheme, we reduce the complexity by decomposing the multiuser problem into multiple individual user problems. We arrange the probability of selecting each user such that it can be determined only by the information of the corresponding user and then optimize the transmission rate of each user independently. We solve the user problem by using a dynamic programming approach and analyze the upper and lower bounds of average transmission power and average delay, respectively. In addition, we investigate the effects of the user selection algorithm on the performance for different channel models. We show that a channel-adaptive user selection algorithm can improve the energy efficiency under uncorrelated channels but the gain is obtainable only for loose delay requirements in the case of correlated channels. Based on this, we propose a user selection algorithm that adapts itself to both the channel condition and the backlog level, which turns out to be energy-efficient over wide range of delay requirement regardless of the channel model.

DCT 평면에서의 비정상 시변 근전도 신호의 인식과 병렬처리컴퓨터를 이용한 실시간 구현 (Identification of Nonstationary Time Varying EMG Signal in the DCT Domain and a Real Time Implementation Using Parallel Processing Computer)

  • 이영석;이진;김성환
    • 대한의용생체공학회:의공학회지
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    • 제16권4호
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    • pp.507-516
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    • 1995
  • 근전도 신호(electromyogram)의 시변 비정상(time varying nonstationary) 특성은 신호의 정확한 모델링 및 인식에 제약 조건으로 받아들여 졌다. 특히, 최근 들어 장애자들을 위한 보철제어분야에서 근전도 신호를 이용한 기능적 전기 자극을 위한 FES(funcitonal electrical stimulation) 시스템에 있어 근전도 신호의 파라메터 인식은 중요한 요소로서 작용한다. 그러나, 근전도 신호는 자세의 변화 및 근육 피로도 등의 요인에 의해서 시변 비정상 특성을 띠고 있기 때문에 시간에 따라 변하는 인식 파라메터를 정확하게 인식할 수 있는 새로운 알고리즘의 개발과 실시간 처리가 가능한 컴퓨터 하드웨어의 설계가 요구된다. 따라서, 본 논문에서는 시평면의 근전도 신호를 이산 여현 변환(discrete cosine transform)을 이용하여 변환 평면으로 옮긴 다음 상태 방정식(state space equation)을 써서 변환 평면상에서의 AR(autoregressive) 모델을 세우고 주어진 근전도 신호에 대해 모델 파라메터를 추정하였으며, 제안한 알고리즘은 실시간 처리를 위하여 2개의 독립적인 중앙 연산 처리 장치를 갖춘 INMOS사의 IMS T-805 병렬 처리 컴퓨터를 이용하여 동시 다발적인 연산을 수행함으로서 알고리즘의 연산 효율을 높였다. 제안된 알고리즘의 타당성을 검증하기 위해 모델의 추정 오차에 영향을 미치는 입력 자기상관 행렬(input correlation matrix)의 condition number의 변화 및 평균자승오차(mean square error)를 구하여 기존의 SLS(sequential least square) 알고리즘과 비교하였다.

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열식 질량 유량계 센서관의 과도 특성에 관한 연구 (Study on the Transient Characteristics of the Sensor Tube of a Thermal Mass Flow Meter)

  • 김동권;한일영;김성진
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2003년도 추계학술대회
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    • pp.308-313
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    • 2003
  • Thermal mass flow meters (TMFMs) are most widely used for measuring mass flow rates in the semiconductor industry. A TMFM should have a short response time in order to measure the time-varying flow rate rapidly and accurately. Therefore it is important to study transient heat transfer phenomena in the sensor tube of a TMFM that is the most critical part in the TMFM. In the present work, a simple numerical model for transient heat transfer phenomena of the sensor tube of a TMFM is presented. Numerical solutions for the tube and fluid temperatures in a transient state are obtained using the proposed model and compared with experimental results to validate the proposed model. Based on numerical solutions, heat transfer mechanism in a transient state in the sensor tube is explained. Finally, a correlation for predicting the response time of a sensor tube is presented. The correlation is verified by experimental results.

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KIC06118779 and KIC08682849: Extremely low mass ratio contact binaries with quasi-cyclically varying O'Connell effects and strong anti-correlations in their ETV diagrams

  • Jeong, Min-Ji;Kim, Chun-Hwey
    • 천문학회보
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    • 제41권1호
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    • pp.78.3-78.3
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    • 2016
  • The Kepler mission of NASA has enabled to discover a lot of new W UMa-type binaries with continuous light curves measured with unprecedented accuracy. Interestingly, their eclipsing time variation (hereafter ETV) diagrams show anti-correlation between primary and secondary minima, presumably occurred by continuous spot variation (Tran et al. 2013; Balaji et al. 2014). Two active Kepler binaries (KIC06118779 & KIC08682849), reported as showing the anti-correlation in ETV diagram, were investigated to see that the anti-correlations are correlated with time-variable O'connell effects appeared in their light curves. As a result, it was found that the O'connell effects for two binary stars have varied in quasi-sinusoidal ways similar to the patterns of their anti-correlation variations. In addition, our light curve syntheses of two binary stars with the latest version of the Wilson-Devinney code (Wilson & devinney 1971) show that they are very deep-contact binary system with extremely low mass ratios.

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주택시장과 주식시장 사이의 상관관계에 관한 연구 (Investigation on the Correlation between the Housing and Stock Markets)

  • 김상배
    • 부동산연구
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    • 제28권2호
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    • pp.21-34
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    • 2018
  • 본 연구의 목적은 거시경제 및 금융변수가 주택시장과 주식시장 사이의 상관관계에 미치는 영향을 분석하는데 있다. 이를 위해 본 연구에서는 표본기간(2004년 1월부터 2017년 11월) 동안의 월별 종합주택 매매가격지수와 KOSPI지수를 이용하였고, 시간가변적 상관관계는 AG-DCC GARCH 모형을 이용하여 추정하였다. 추정결과, 상관계수의 비대칭성을 나타내는 추정계수가 모두 통계적으로 유의한 양(+)의 값을 가지는 것으로 나타났으며, 이는 주택시장과 주식시장의 양(+)의 충격보다는 음(-)의 충격이 주택시장과 주식시장 사이의 상관계수를 더 증가시킨다는 것을 의미한다. 또한, 거시경제 및 금융변수가 상관계수에 미치는 영향을 분석한 결과 기간스프레드는 상관계수에 음(-)의 영향을 미치고, 신용스프레드는 상관계수에 유의한 양(+)의 영향을 미치는 것으로 나타났다. 이러한 결과들은 위험프리미엄 효과로 해석이 가능하다. 기간스프레드가 하락하거나 신용스프레드가 상승하는 경우, 즉, 미래 경기가 하락할 것으로 예상되는 경우 우리나라 주택시장과 주식시장의 변동성이 증가하고 투자자들은 더 높은 위험프리미엄을 요구하게 된다. 이로 인해 주택가격과 주가는 하락하게 되고, 두 시장 사이의 상관계수는 상승하게 된다는 것이다. 또한 이 결과는 두 시장이 서로 헤지의 역할을 하기는 어렵다는 것을 의미한다.

WCDMA 용 무 선중계기에서 상관도를 이용한 적응적 궤환 간섭 제거 (Adaptive Feedback Interference Cancellation Using Correlations for WCDMA Wireless Repeaters)

  • 문우식;임성빈;이재진;조준경
    • 한국정보통신설비학회:학술대회논문집
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    • 한국정보통신설비학회 2007년도 학술대회
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    • pp.440-444
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    • 2007
  • As the mobile communication service is widely used, the demand for wireless repeaters is rapidly increasing because of the easiness of extending service areas. But a wireless repeater has a problem that the output of the transmit antenna is partially fed back to the receive antenna, which results in feedback interference. In this paper, we propose a new varable step-size LMS algorithm, which utilizes correlation between reference and error signals to adjust the step sizes, for cancelling the feedback interference signals in the WCDMA repeater under time-varying multi-path channels. The proposed algorithm was investigated through computer simualation by being applied to the time-varying channels. The simulation results demonstrated that the proposed one is superior to the conventional ones in terms of cancelation perormance.

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