• Journal of applied mathematics & informatics
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• v.5 no.2
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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.

• Journal of the Korean Institute of Intelligent Systems
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• v.10 no.3
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• pp.194-202
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• 2000

In this paper, an efficient fuzzy rule generation scheme for Adaptive Network-based Fuzzy Inference System(ANFIS) using the conditional fuzzy-means(CFCM) and fuzzy equalization(FE) methods is proposed. Usually, the number of fuzzy rules exponentially increases by applying the gird partitioning of the input space, in conventional ANFIS approaches. Therefore, CFCM method is adopted to render the clusters which represent the given input and output fuzzy and FE method is used to automatically construct the fuzzy membership functions. From this, one can systematically obtain a small size of fuzzy rules which shows satisfying performance for the given problems. Finally, we applied the proposed method to the truck backer-upper control and Box-Jenkins modeling problems and obtained a better performance than previous works.

• Journal of the Korean Institute of Intelligent Systems
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• v.13 no.5
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• pp.512-519
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• 2003

In this paper, we propose a neuro-fuzzy modeling to improve the performance using the hierarchical clustering and Gaussian Mixture Model(GMM). The hierarchical clustering algorithm has a property of producing unique parameters for the given data because it does not use the object function to perform the clustering. After optimizing the obtained parameters using the GMM, we apply them as initial parameters for Adaptive Network-based Fuzzy Inference System. Here, the number of fuzzy rules becomes to the cluster numbers. From this, we can improve the performance index and reduce the number of rules simultaneously. The proposed method is verified by applying to a neuro-fuzzy modeling for Box-Jenkins s gas furnace data and Sugeno's nonlinear system, which yields better results than previous oiles.

• 제어로봇시스템학회:학술대회논문집
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• 1997.10a
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• pp.442-445
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• 1997

We present a hybrid self-tuning method of fuzzy inference systems with hyper elliptic Gaussian membership functions using genetic algorithm(GA) and back-propagation algorithm. The proposed self-tuning method has two phases : one is the coarse tuning process based on GA and the other is the fine tuning process based on back-propagation. But the parameters which is obtained by a GA are near optimal solutions. In order to solve the problem in GA applications, it uses a back-propagation algorithm, which is one of learning algorithms in neural networks, to finely tune the parameters obtained by a GA. We provide Box-Jenkins time series to evaluate the advantage and effectiveness of the proposed approach and compare with the conventional method.

• Proceedings of the IEEK Conference
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• 2003.07d
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• pp.1541-1544
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• 2003

In This Paper, alternative method fur data pattern estimation is proposed and its numerical experiment is carried out. Proposed method gives candidates cluster numbers of given data set between n-2 and 2 by means of movement of the center of gravity. To observe the performance of proposed method, Test sample data sets are offered. Finally, this method is applied to Box and Jenkins's gas furnace data to verify the performance with previous researches.

• Journal of Environmental Health Sciences
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• v.27 no.3
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• pp.35-42
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• 2001

The characteristics of water quality variation were predicted by stochastic model in Chungju dam, north Chungcheong province of south Korea, Monthly time series data of water quality from 1989 to 2001;temperature, BOD, COD and SS, were obtained from environmental yearbook and internet homepage of ministry of environment. Development of model was carried out with Box-Jenkins method, which includes model identification, estimation and diagnostic checking. ACF and PACF were used to model identification. AIC and BIC were used to model estimation. Seosonal multiplicative ARIMA(1, 0, 1)(1, 1, 0)$_{12}$ model was appropriate to explain stochastic characteristics of temperature. BOD model was ARMa(2, 2, 1), COD was seasonal multiplicative ARIMA(2. 0. 1)(1. 0, 1)$_{12}$, and SS was ARIMA(1, 0, 2) respectively. The simulated water quality data showed a good fitness to the observed data, as a result of model verification.ion.

• The Korean Journal of Applied Statistics
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• v.15 no.2
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• pp.311-321
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• 2002

Transfer function model(TFM) capturings conditional heteroscedastic pattern is introduced to analyze stochastic regression relationship between the two time series. Nonlinear ARCH concept is incorporated into the TFM via threshold ARCH and beta- ARCH models. Steps for statistical analysis of the proposed model are explained along the lines of the Box & Jenkins(1976, ch. 10). For illustration, dynamic analysis between KOSPI and NASDAQ is conducted from which it is seen that threshold ARCH performs the best.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.1892-1896
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• 2005

In this paper, an effective method for selecting significant input variables in building ANFIS (Adaptive Neuro-Fuzzy Inference System) for nonlinear system modeling is proposed. Dominant inputs in a nonlinear system identification process are extracted by evaluating the performance index and they are applied to ANFIS. The availability of our proposed model is verified with the Box and Jenkins gas furnace data. The comparisons with other methods are also given in this paper to show our proposed method is superior to other models.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.2490-2495
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• 2005

The scheduling of plant should be determined based on the product demands correctly forecasted by reasonable methods. However, because most existing forecasting packages need user's knowledge about forecasting, it has been hard for plant engineers without forecasting knowledge to apply forecasted demands to scheduling. Therefore, a forecasting module has been developed for plant engineers without forecasting knowledge. In this study, for the development of the forecasting module, an automatic method using the ARIMA model that is framed from the modified Box-Jenkins process is proposed. And a new method for safety inventory determination is proposed to reduce the penalty cost by forecasting errors. Finally, using the two proposed methods, the web-based automatic module has been developed.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.6 no.2
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• pp.138-143
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• 2006

In this paper, we have presented a Sequential Agglomerative Hierarchical Nested (SAHN) algorithm-based data clustering method in fuzzy inference system to achieve optimal performance of fuzzy model. SAHN-based algorithm is used to give possible range of number of clusters with cluster centers for the system identification. The axes of membership functions of this fuzzy model are optimized by using cluster centers obtained from clustering method and the consequence parameters of the fuzzy model are identified by standard least square method. Finally, in this paper, we have observed our model's output performance using the Box and Jenkins's gas furnace data and Sugeno's non-linear process data.