• 제어로봇시스템학회논문지
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• 제11권4호
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• pp.385-391
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• 2005

As the Internet real-time multimedia applications increases, the bandwidth available to TCP connections is oppressed by the UDP traffic, result in the performance of overall system is extremely deteriorated. Therefore, developing a new transmission protocol is necessary. The TCP-friendly algorithm is an example satisfying this necessity. The TCP-Friendly Rate Control (TFRC) is an UDP-based protocol that controls the transmission rate that is based on the available round trip time (RTT) and the packet loss rate (PLR). In the data transmission processing, transmission rate is determined based on the conditions of the previous transmission period. If the one-step ahead predicted values of the control factors are available, the performance will be improved significantly. This paper proposes a prediction model of transmission rate control factors that will be used in the transmission rate control, which improves the performance of the networks. The model developed through this research is predicting one-step ahead variables of RTT and PLR. A multiplayer perceptron neural network is used as the prediction model and Levenberg-Marquardt algorithm is used for the training. The values of RTT and PLR were collected using TFRC protocol in the real system. The obtained prediction model is validated using new data set and the results show that the obtained model predicts the factors accurately.

• Journal of the Korean Statistical Society
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• 제35권1호
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• pp.37-47
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• 2006

Recently, as a result of the growing interest in modeling stationary processes with discrete marginal distributions, several models for integer valued time series have been proposed in the literature. One of these models is the integer-valued autoregressive (INAR) models. However, when modeling with integer-valued autoregressive processes, the distributional properties of forecasts have been not yet discovered due to the difficulty in handling the Steutal Van Ham thinning operator 'o' (Steutal and van Ham, 1979). In this study, we derive the mean squared error of h-step-ahead prediction from a Poisson INAR(1) process, reflecting the effect of the variability of parameter estimates in the prediction mean squared error.

• Agricultural and Biosystems Engineering
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• 제1권2호
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• pp.67-72
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• 2000

A dynamic draft model is necessary to analyze mechanics of tillage and to design optimal tillage tools. In order to deal with draft dynamics, a neural network paradigm was applied to develop dynamic draft models. For the development of the models, three kinds of tillage tools were used to measure drafts in the soil bin and a time lagged recurrent neural network was developed. The neural network had a structure to predict dynamic draft, having a function of one-step-ahead prediction. A procedure for network prediction model identification was established. The results show promising modeling of the dynamic drafts with developed neural network.

• 한국수자원학회논문집
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• 제39권12호
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• pp.997-1012
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• 2006

본 연구에서는 조건부 핵밀도함수와 CAFPE(Corrected Asymptotic Final Prediction Error) 차수결정 방법에 근거한 비매개변수적 비선형 자기회귀 (Nonlinear AutoRegressive, NAR) 모형을 소개하고 이를 SOI(Southern Oscillation Index)에 적용하였다. SOI 자료에 대해서 선형 AR 모형을 적용하였으나 잔차에 대한 검정결과 이분산성(heteroscedasticity)을 나타내었다. 또한 BDS(Brock-Dechert-Sheinkman) 검정에서 비선형성이 존재함을 확인하였다. 따라서 NAR 모형에 SOI 자료를 적용시켰다. CAFPE를 이용하여 가장 적합한 모형으로 지체 1, 2와 4가 선택되었으며 조건부 평균함수를 추정하여 SOI 자료를 모의한 결과 잔차에 대해서 정규성과 이분산성 가정이 Jarque-Bera 검정과 ARCH-LM 검정에서 각각 기각되었으며 또한 조건부 표준편차함수의 최적 차수로 3, 8과 9가 CAPFE를 통해 선택되었다. 조건부 평균함수와 표준편차함수를 모두 고려한 모형에 대한 잔차 검정 결과 잔차의 I.I.D 가정을 만족하였으며 특히, BDS 검정에서 신뢰구간 95%와 99%에서 모두 만족한 결과를 나타내었다. 마지막으로 전체의 15%에 해당하는 SOI 자료에 대해서 One-Step 예측을 수행하였으며 선형 모형에 비해 평균제곱예측오차가 7% 적게 나타났다. 따라서, NAR 모형은 여타의 매개변수적 방법과 달리 모형 선택에 있어 자유로우며 비선형성을 고려할 수 있는 모형으로서 SOI 자료와 같은 비선형 자료를 위한 모의방법으로 선형 모형에 비해 많은 장점을 가지고 있다.