• Proceedings of the KIEE Conference
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• 2005.05a
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• pp.21-23
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• 2005

NARX(Nonlinear AutoRegressive with eXogenous input) neural network was used for prediction of nuclear reactor behavior which was influenced by control rods in short-term period and also by xenon and boron in long-term period in load following operations. The developed model was designed to predict reactor power, xenon worth and axial offset with different burnup rates when control rod and boron were adjusted in load following operations. Data of UCN 3 were collected by ONED94 code. The test results presented exhibit the capability of the NARX neural network model to capture the long term and short term dynamics of the reactor core and seems to be utilized as a handy tool for the use of a plant simulation.

• Proceedings of the Korean Society of Machine Tool Engineers Conference
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• 1999.10a
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• pp.40-45
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• 1999

The demands for robotic and automatic system are continually increasing in manufacturing fields. There have been many studies to monitor and predict the system, but they have mainly focused upon measuring cutting force, and current of motor spindle, and upon using acoustic sensor, etc.In this study, time series sequence of cutting force was acquired by taking advantage of piezoelectric type tool dynamometer. Radial cutting force was obtained from it and was available for useful observation data. The parameter was estimated using PAA (parameter adaptation algorithm) from observation data. ARMA(auto regressive moving average) model was selected for system model and second order was decided according to parameter estimation. Uncorrelation test was also carried out to verify convergence of parameter.

• Journal of KSNVE
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• v.7 no.2
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• pp.301-310
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• 1997

This paper presents active noise control method to form the near-field quiet zone for passengers in an automobile. The actuator model including interior acoustic plant, speaker and amplifier is experimentally identified in forms of auto-regressive and moving average by means of least mean square algorithm, The digital controller is composed of the regulator and Kalman filter to be designed based on LQG (linear quadratic gaussian). If the actuator model is prefiltered with digital filter to be properly designed for concentrating control performance index on the frequency band of primary noise source, LQG design approach can be effectively applied for the design of headset controller. Experimental results demonstrate that near-field quiet zone showing about 10dB noise reduction at microphone position can be formed using the headset located at passenger seat.

• Computational Structural Engineering
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• v.2 no.4
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• pp.111-116
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• 1989

Methods for the estimation of the coefficient matrices in the equation of motion for a linear multi-degree-of-freedom structure are studied. For this purpose, the equation of motion is transformed into an auto-regressive and moving average with auxiliary input(ARMAX) model. The ARMAX parameters are evaluated using several methods of parameter estimation : such as the least squares, the instrumental variable, the maximum likelihood and the limited information maximum likelihood methods. Then the parameters of the equation of motion are recovered therefrom. Numerical example is given for a 3-story building model subjected to an earthquake exitation.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.64 no.8
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• pp.1240-1245
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• 2015

The purpose of this paper is to investigate the autonomic nervous system activity in various ambient temperatures. To evaluate autonomic function, we use the frequency domain analysis of heart rate variability such as FFT(fast fourier transformation), AR(Auto-Regressive) model and Lomb-Scargle peridogram. HRV(heart rate variability) is calculated by using ECG recorded from 3 different temperature room which temperature is controlled in 18℃(low), 25℃(mid) and 38℃(high), respectively. Totally 22 subjects were participated in the experiment. In the results, the most significant autonomic changes caused by temperature load were found in the HF(high frequency) component of FFT and AR model. And the HF power is decreased by increasing temperature. Significance level was increased by increasing the difference of temperatures.

• International Journal of Aerospace System Engineering
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• v.2 no.2
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• pp.44-49
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• 2015

A gust response analyses method based on Reduced Order Models (ROMs) was developed in the paper. Firstly, taken random signal as the input signal and adopt Single Input-Multi-Output (SIMO) training fashion, a ROM based on Auto-Regressive and Moving Average model (ARMA) was established and validated with the comparison of CFD/CSD and experiment. Then, by introducing control surface deflection and control laws, flutter active suppress was studied. Lastly, through filtering and transferring function, the gust temporal signal is obtained based on Dryden gust model, and gust response and suppress were simulated.

• Proceedings of the KIPE Conference
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• 2016.11a
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• pp.75-76
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• 2016

The relationship of widely used Open circuit Voltage (OCV) versus State of Charge (SOC) is critical for any reliable SOC estimation technique. However, the hysteresis existing in all type of battery which has been come to the market leads this relationship to a complicated one, especially in Lithium Iron Phosphate (LiFePO4) battery. An accurate model for hysteresis phenomenon is essential for a reliable SOC identification. This paper aims to investigate and propose a method for hysteresis modeling. The SOC estimation is done by using Extended Kalman Filter (EKF), the parameter of the battery is modeled by Auto Regressive Exogenous (ARX) and estimated by using Recursive Least Square (RLS) filter to tract each element of the parameter of the model.

• Journal of Korea Water Resources Association
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• v.39 no.12 s.173
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• pp.997-1012
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• 2006

We have presented a nonparametric stochastic approach for the SOI(Southern Oscillation Index) series that used nonlinear methodology called Nonlinear AutoRegressive(NAR) based on conditional kernel density function and CAFPE(Corrected Asymptotic Final Prediction Error) lag selection. The fitted linear AR model represents heteroscedasticity, and besides, a BDS(Brock - Dechert - Sheinkman) statistics is rejected. Hence, we applied NAR model to the SOI series. We can identify the lags 1, 2 and 4 are appropriate one, and estimated conditional mean function. There is no autocorrelation of residuals in the Portmanteau Test. However, the null hypothesis of normality and no heteroscedasticity is rejected in the Jarque-Bera Test and ARCH-LM Test, respectively. Moreover, the lag selection for conditional standard deviation function with CAFPE provides lags 3, 8 and 9. As the results of conditional standard deviation analysis, all I.I.D assumptions of the residuals are accepted. Particularly, the BDS statistics is accepted at the 95% and 99% significance level. Finally, we split the SOI set into a sample for estimating themodel and a sample for out-of-sample prediction, that is, we conduct the one-step ahead forecasts for the last 97 values (15%). The NAR model shows a MSEP of 0.5464 that is 7% lower than those of the linear model. Hence, the relevance of the NAR model may be proved in these results, and the nonparametric NAR model is encouraging rather than a linear one to reflect the nonlinearity of SOI series.

• KIPS Transactions on Software and Data Engineering
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• v.10 no.12
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• pp.579-586
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• 2021

Time series forecasting refers to predicting future time information based on past time information. Accurately predicting future information is crucial because it is used for establishing strategies or making policy decisions in various fields. Recently, a transformer model has been mainly studied for a time series prediction model. However, the existing transformer model has a limitation in that it has an auto-regressive structure in which the output result is input again when the prediction sequence is output. This limitation causes a problem in that accuracy is lowered when predicting a distant time point. This paper proposes a sequential decoding model focusing on the style transformation technique to handle these problems and make more precise time series forecasting. The proposed model has a structure in which the contents of past data are extracted from the transformer-encoder and reflected in the style-based decoder to generate the predictive sequence. Unlike the decoder structure of the conventional auto-regressive transformer, this structure has the advantage of being able to more accurately predict information from a distant view because the prediction sequence is output all at once. As a result of conducting a prediction experiment with various time series datasets with different data characteristics, it was shown that the model presented in this paper has better prediction accuracy than other existing time series prediction models.

• International Journal of Control, Automation, and Systems
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• v.6 no.5
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• pp.639-650
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• 2008

Electricity price forecasting has become an integral part of power system operation and control. In this paper, a wavelet transform (WT) based neural network (NN) model to forecast price profile in a deregulated electricity market has been presented. The historical price data has been decomposed into wavelet domain constitutive sub series using WT and then combined with the other time domain variables to form the set of input variables for the proposed forecasting model. The behavior of the wavelet domain constitutive series has been studied based on statistical analysis. It has been observed that forecasting accuracy can be improved by the use of WT in a forecasting model. Multi-scale analysis from one to seven levels of decomposition has been performed and the empirical evidence suggests that accuracy improvement is highest at third level of decomposition. Forecasting performance of the proposed model has been compared with (i) a heuristic technique, (ii) a simulation model used by Ontario's Independent Electricity System Operator (IESO), (iii) a Multiple Linear Regression (MLR) model, (iv) NN model, (v) Auto Regressive Integrated Moving Average (ARIMA) model, (vi) Dynamic Regression (DR) model, and (vii) Transfer Function (TF) model. Forecasting results show that the performance of the proposed WT based NN model is satisfactory and it can be used by the participants to respond properly as it predicts price before closing of window for submission of initial bids.