• Journal of the Korean Society of Propulsion Engineers
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• 제20권2호
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• pp.56-66
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• 2016

Robustness is essential for model based FDI (Fault Detection and Isolation) and it is inevitable to have modeling errors and sensor signal noises during the process of FDI. This study suggests an improved method by applying NARX (Nonlinear Auto Regressive eXogenous) model and Kalman estimator in order to cope with problems caused by linear model errors and sensor signal noises in the process of fault diagnoses. Fault decision is made by the probability of the trend of gradually accumulated errors applying Fuzzy logic, which are robust to instantaneous sensor signal noises. Reliability of fault diagnosis is verified under various fault simulations.

• Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
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• 한국윤활학회 2002년도 proceedings of the second asia international conference on tribology
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• pp.259-260
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• 2002

In this paper, electrical discharge machined (EDM) surfaces machined with various machining parameters are characterized and simulated. Three-dimensional surface topography of EDM surfaces are measured by a stylus instrument. Surface topography is characterized with auto-correlation coefficient and height probability density functions. Then, EDM surfaces are modeled and computer-simulated by using the non-causal 2-D auto-regressive model. Simulation results show that EDM surfaces are characterized well by a few parameters.

• Journal of Korean Society of Industrial and Systems Engineering
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• 제19권40호
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• pp.1-14
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• 1996

We develop a dynamic demand forecasting model compared to regression analysis model and AutoRegressive Integrated Moving Average(ARIMA) model. The dynamic model can apply to the current dynamic data to forecasts through introducing state equation. A multiple regression model and ARIMA model using given data are designed via the model analysis. The forecasting fitness evaluation between the designed models and the dynamic model is compared with the criterion of sum of squared error.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.342-345
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• 2005

This paper describes dynamics analysis of a small training boat and a new type of ship's autopilot not only to keep her course but also to reduce her roll motion. Firstly, statistical analysis through multi-variate auto regressive model is carried out using the real data collected from the sea trial on an actual small training boat Sazanami after the navigational system of the boat was upgraded. It is shown that the roll motion is strongly influenced by the rudder motion and it is suggested that there is a possibility of reducing the roll motion by controlling the rudder order properly. Based on this observation, a new type of ship's autopilot that takes the roll motion into account is designed using the muti-variate modern control theory. Lastly, digital simulations by white noise are carried out in order to evaluate the proposed system and a typical result is demonstrated. As results of simulations, the proposed autopilot had good performance compared with the original data.

• Journal of Positioning, Navigation, and Timing
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• 제9권2호
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• pp.89-98
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• 2020

Prediction of clock behaviors is necessary to generate very high stable system time which is essential for a satellite navigation system. For the purpose, we applied the Auto-Regressive Integrated Moving Average (ARIMA) model to the prediction of two hydrogen masers' behaviors with respect to the rapid Coordinated Universal Time (UTCr). Using the packaged programming language R, we made an analysis and prediction of time series data of [UTCr - clocks]. The maximum variation width of the residuals which were obtained by the difference between the predicted and measured values, was 6.2 ns for 106 days. This variation width was just one-sixth of [UTCr-UTC (KRIS)] published by the BIPM for the same period. Since the two hydrogen masers were found to be strongly correlated, we applied the Vector Auto-Regressive Moving Average (VARMA) model for more accurate prediction. The result showed that the prediction accuarcy was improved by two times for one hydrogen maser.

• Smart Structures and Systems
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• 제17권6호
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• pp.1031-1053
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• 2016

The health conditions of in-service civil infrastructures can be evaluated by employing structural health monitoring technology. A reliable health evaluation result depends heavily on the quality of the data collected from the structural monitoring sensor network. Hence, the problem of sensor fault diagnosis has gained considerable attention in recent years. In this paper, an innovative sensor fault diagnosis method that focuses on fault detection and isolation stages has been proposed. The dynamic or auto-regressive characteristic is firstly utilized to build a multivariable statistical model that measures the correlations of the currently collected structural responses and the future possible ones in combination with the canonical correlation analysis. Two different fault detection statistics are then defined based on the above multivariable statistical model for deciding whether a fault or failure occurred in the sensor network. After that, two corresponding fault isolation indices are deduced through the contribution analysis methodology to identify the faulty sensor. Case studies, using a benchmark structure developed for bridge health monitoring, are considered in the research and demonstrate the superiority of the new proposed sensor fault diagnosis method over the traditional principal component analysis-based and the dynamic principal component analysis-based methods.

• Communications for Statistical Applications and Methods
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• 제26권3호
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• pp.261-272
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• 2019

In this paper, we propose a procedure to build a prediction interval of the sum of dependent binary random variables over a graph to account for the dependence among binary variables. Our main interest is to find a prediction interval of the weighted sum of dependent binary random variables indexed by a graph. This problem is motivated by the prediction problem of various elections including Korean National Assembly and US presidential election. Traditional and popular approaches to construct the prediction interval of the seats won by major parties are normal approximation by the CLT and Monte Carlo method by generating many independent Bernoulli random variables assuming that those binary random variables are independent and the success probabilities are known constants. However, in practice, the survey results (also the exit polls) on the election are random and hardly independent to each other. They are more often spatially correlated random variables. To take this into account, we suggest a spatial auto-regressive (AR) model for the surveyed success probabilities, and propose a residual based bootstrap procedure to construct the prediction interval of the sum of the binary outcomes. Finally, we apply the procedure to building the prediction intervals of the number of legislative seats won by each party from the exit poll data in the $19^{th}$ and $20^{th}$ Korea National Assembly elections.

• Journal of the Korea Institute of Information and Communication Engineering
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• 제25권12호
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• pp.1756-1761
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• 2021

Although the COVID-19 outbreak that occurred in Wuhan, Hubei around December 2019, seemed to be gradually decreasing, it was gradually increasing as of November 2020 and June 2021, and estimated confirmed cases were 192 million worldwide and approximately 184 thousand in South Korea. The Central Disaster and Safety Countermeasures Headquarters have been taking strong countermeasures by implementing level 4 social distancing. However, as the highly infectious COVID-19 variants, such as Delta mutation, have been on the rise, the number of daily confirmed cases in Korea has increased to 1,800. Therefore, the number of cumulative confirmed COVID-19 cases is predicted using ARIMA algorithms to emphasize the severity of COVID-19. In the process, differences are used to remove trends and seasonality, and p, d, and q values are determined and forecasted in ARIMA using MA, AR, autocorrelation functions, and partial autocorrelation functions. Finally, forecast and actual values are compared to evaluate how well it was forecasted.

• Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
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• 한국윤활학회 2002년도 proceedings of the second asia international conference on tribology
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• pp.249-250
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• 2002

In this paper, the relationship among the 3-D surface topography parameters are studied. Several surface topography parameters that are important in tribology are calculated against various surface topography data. 3-D surface data with desired properties are generated by using the non-causal 2-D auto-regressive (AR) model. The non-causal 2-D AR model is a random 3-D surface topography model that can generate 3-D surface topography data with specified parameters.

• Journal of the Korean Data and Information Science Society
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• 제19권2호
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• pp.413-420
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• 2008

This paper suggests a marginal logit mixed-effects for analyzing repeated binary response data. Since binary repeated measures are obtained over time from each subject, observations will have a certain covariance structure among them. As a plausible covariance structure, 1st order auto-regressive correlation structure is assumed for analyzing data. Generalized estimating equations(GEE) method is used for estimating fixed effects in the model.