• 제목/요약/키워드: auto-regressive model

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감조하천의 홍수위 예측에 있어서 한계자기회귀모형의 응용 (Application of Genetic Threshold Auto-regressive Model to Forecast Flood for Tidal River)

  • ;안선복;고진석;지홍기
    • 한국방재학회:학술대회논문집
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    • 한국방재학회 2007년도 정기총회 및 학술발표대회
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    • pp.587-590
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    • 2007
  • 한계자기회귀모형(TAR)을 응용하여 동시에 해조와 홍수의 영향을 받을 때 삽교천 감조구간의 삽교호수위관측소의 월 최고수위를 예측하는 모형을 구축하였으며, 모형구축과정에서 유전알고리즘으로 한계값과 자기회귀계수의 매개변수를 최적화한다. 계산결과 한계자기회귀모형은 감조하천의 비선형성특성을 모의 할 수 있으며, 예측의 정확도와 예측성능의 안정성을 확보할 수 있다. 연구결과 유전한계자귀회귀모형으로 감조하천구간의 월 최고수위를 예측하는 것이 가능하며, 또한 감조하천구간에서 기타 수문요소의 비선형성 서열예측 중에서도 광범한 실용가치가 있다고 본다.

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급수수요량의 계절별 예측모델에 관한 연구 (Seasonal Prediction Model for Urban Water Demand)

  • 구자용
    • 수도
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    • 제23권6호통권81호
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    • pp.36-46
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    • 1996
  • 급수 수요량의 단기예측은 상수도 시스템의 유지관리 계획 수립의 중요한 구성 요소이며, 대상지역의 특성을 민감하게 반영하고 있으므로, 급수수요의 지역 특성과 관련된 수요 구조의 파악이 무엇보다 중요한 과제라 할 수 있다. 따라서 본 논문에서는 상수도 시스템의 합리적 배수 제어 획을 실시하기 위한 기초적 정보인 급수량 변동 구조에 대해 통계적인 분석을 실시하였다. 특히 일단위의 급수량에 초점을 두어 급수량의 시계열 특성과 급수량 영향 요인 분석을 통하여 대상 지역의 정상 시계열장과 급수량에 영향을 미치는 요인을 분석하였다. 또한 급수량의 계절별 단기 수요 예측 모델을 제안하기 위하여 통계적 예측 수법으로 평가 받고 있는 MARIMA (Multiple Auto Regressive Integrated Moving Average) 모델을 급수량 단기 수요 예측에 적용하여 계절별 급수 수요량을 예측하였다.

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강우 데이터를 쓰지 않는 홍수예측법에 관한 연구 (A Study on Flood Prediction without Rainfall Data)

  • 김치홍
    • 기술사
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    • 제18권2호
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    • pp.1-5
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    • 1985
  • In the flood prediction research, it is pointed out that the difficulty of flood prediction is the frequently experienced overestimation of flood peak. That is caused by the rainfall prediction difficulty and the nonlinearity of hydrological phenomena. Even though the former reason will remain still unsolved, but the latter one can be possibly resolved the method of the AMRA (Auto Regressive Moving Average) model for each runoff component as developed by Dr. Hino and Dr. Hasebe. The principle of the method consists of separating though the numerical filters the total runoff time series into long-term, intermediate and short-term components, or ground water flow, interflow, and surface flow components. As a total system, a hydrological system is a non-linear one. However, once it is separated into two or three subsystems, each subsystem may be treated as a linear system. Also the rainfall components into each subsystem a estimated inversely from the runoff component which is separated from the observed flood. That is why flood prediction can be done without rainfall data. In the prediction of surface flow, the Kalman filter will be applicable but this paper shows only impulse function method.

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구조물의 동특성 추정을 위한 순차적 기법 (SEQUENTIAL ALGORITHMS FOR DYNAMIC STRUCTURAL IDENTIFICATION)

  • Yun, C-B.;Lee, H-J.
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 1992년도 봄 학술발표회 논문집
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    • pp.13-18
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    • 1992
  • 구조물의 동적실험을 통하여 얻은 하중과 거동에 대한 시간기록을 분석하여, 구조계의 동 특성계수들을 추정하는 기법에 대하여 연구하였다. 실험과정 및 해석모형과정의 오차를 고려하기 위하여, 하중기록과 구조거동기록간의 관계를 추계론적 자동회기 및 이동평균모형(Stochastic Auto-Regressive and Moving-Average (ARMAX) Model)음 사용하여 모형화하였다. 미지의 ARMAX 계수행렬들은 순차적 예측오차기법을 사용하여 추정하였으며, 계수추정기법의 효율성을 증진시키기 위하여, Exponential Data Weighting, Global Data Weighting 및 Square Root Estimation 기법을 활용하였다. 다중거동측정계의 예제해석을 통하여 이의 효율성을 분석하였다.

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백내장 수술건수 추이예측 분석 (Predictive analysis of the Number of Cataract Surgeries)

  • 정지윤;정재연;이해종
    • 한국병원경영학회지
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    • 제25권2호
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    • pp.69-75
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    • 2020
  • Purposes: This study aims to investigate the number of cataract surgeries and predict future trends using 13-year data. Methodology: Trends investigation and comparison of prediction methods was conducted to determine better prediction model using Major Surgery Statistics from Korean Statistical Information Service in 2006-2018. ARIMA(Auto Regressive Integrated Moving Average) was selected and prediction was conducted using R program. Findings: As a results, the number of surgeries will continue to increase. The trends was predicted to increase during January-April, and it declined over time and was the lowest in August. Pratical Implications: Therefore, it is necessary that management will be needed by continuously investigating and predicting the demand and trend for surgery to prepare an alternative to the increase.

편로드 유압실린더의 운동제어를 위한 자기동조 제어기설계 (Self-Tuning Controller design for the motion control of a Single Rod Hydraulic Cylinder)

  • 김정태;김문생
    • 소음진동
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    • 제8권3호
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    • pp.441-449
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    • 1998
  • A self-tuning control scheme, incorporated with the simplified 1st-order ARMAX(Auto-Regressive Moving Average eXogenous) model, for single rod hydraulic cylinder which has varying dynamic characteristics is presented here. An adaptive controller is developed for the system that uses feedforward and optimal feedback control for simultaneous parameter identification and tracking control. Through experimental results, the performance comparison of the self-tuning controller with a fixed gain proportional controller clearly shows its superior ability in handling load changes in quiescent states.

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부분구조 추정법을 이용한 국부구조계수추정 (Estimation of Localized Structural Parameters Using Substructural Identification)

  • 윤정방;이형진
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 1996년도 봄 학술발표회 논문집
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    • pp.119-126
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    • 1996
  • In this paper, a method of substructural identification is presented for the estimation of localized structural parameters. for this purpose, an auto-regressive and moving average with stochastic input (ARMAX) model is derived for the substructure to process the measurement data impaired by noises. The sequential prediction error method is used fer the estimation of unknown localized parameters. Using the substructural method, the number of unknown parameters can be reduced and the convergence and accuracy of estimation can be improved. For some substructures, the effect of the input excitation is expressed in terms of the responses at the inferences with the main structure, and substructural identification may be carried out without measuring the actual input excitation to the whole structure. Example analysis is carried out for idealized structural models of a multistory building and a truss bridge. The results indicate that the present method is effective and efficient for local damage estimation of complex structures.

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파라미터 식별을 위한 ARX 모델과 히스테리시스와 확산 효과를 고려한 이중 확장 칼만필터의 결합에 의한 AGM 배터리의 SOC/SOH 추정방법 (SOC/SOH Estimation Method for AGM Battery by Combining ARX Model for Online Parameters Identification and DEKF Considering Hysteresis and Diffusion Effects)

  • 트란녹탐;최우진
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2014년도 전력전자학술대회 논문집
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    • pp.401-402
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    • 2014
  • State of Charge (SOC) and State of Health (SOH) are the key issues for the application of Absorbent Glass Mat (AGM) type battery in Idle Start Stop (ISS) system which is popularly integrated in Electric Vehicles (EVs). However, battery parameters strongly depend on SOC, current rate and temperature and significantly change over the battery life cycles. In this research, a novel method for SOC, SOH estimation which combines the Auto Regressive with external input (ARX) method using for online parameters prediction and Dual Extended Kalman Filter (DEKF) algorithm considering hysteresis is proposed. The validity of the proposed algorithm is verified by the simulation and experiments.

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Damage assessment of shear-type structures under varying mass effects

  • Do, Ngoan T.;Mei, Qipei;Gul, Mustafa
    • Structural Monitoring and Maintenance
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    • 제6권3호
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    • pp.237-254
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    • 2019
  • This paper presents an improved time series based damage detection approach with experimental verifications for detection, localization, and quantification of damage in shear-type structures under varying mass effects using output-only vibration data. The proposed method can be very effective for automated monitoring of buildings to develop proactive maintenance strategies. In this method, Auto-Regressive Moving Average models with eXogenous inputs (ARMAX) are built to represent the dynamic relationship of different sensor clusters. The damage features are extracted based on the relative difference of the ARMAX model coefficients to identify the existence, location and severity of damage of stiffness and mass separately. The results from a laboratory-scale shear type structure show that different damage scenarios are revealed successfully using the approach. At the end of this paper, the methodology limitations are also discussed, especially when simultaneous occurrence of mass and stiffness damage at multiple locations.

INNOVATION ALGORITHM IN ARMA PROCESS

  • Sreenivasan, M.;Sumathi, K.
    • Journal of applied mathematics & informatics
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    • 제5권2호
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    • pp.373-382
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    • 1998
  • Most of the works in Time Series Analysis are based on the Auto Regressive Integrated Moving Average (ARIMA) models presented by Box and Jeckins(1976). If the data exhibits no ap-parent deviation from stationarity and if it has rapidly decreasing autocorrelation function then a suitable ARIMA(p,q) model is fit to the given data. Selection of the orders of p and q is one of the crucial steps in Time Series Analysis. Most of the methods to determine p and q are based on the autocorrelation function and partial autocor-relation function as suggested by Box and Jenkins (1976). many new techniques have emerged in the literature and it is found that most of them are over very little use in determining the orders of p and q when both of them are non-zero. The Durbin-Levinson algorithm and Innovation algorithm (Brockwell and Davis 1987) are used as recur-sive methods for computing best linear predictors in an ARMA(p,q)model. These algorithms are modified to yield an effective method for ARMA model identification so that the values of order p and q can be determined from them. The new method is developed and its validity and usefulness is illustrated by many theoretical examples. This method can also be applied to an real world data.