• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 1995.10b
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• pp.233-242
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• 1995

In this paper, we introduce the identification model of dynamic system using the neural networks, We propose two identification models. The output of the parallel identification model is a linear combination of its past values as well as those of the input. The series-parallel model is a linear combination of the past values in the input and output of the plant. To generate stable adaptive laws, we prove that the series-parallel model is found to be proferable.

• The Korean Journal of Applied Statistics
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• v.11 no.2
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• pp.317-333
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• 1998

In this study, I employed the autoregressive model and the geometric Brownian motion model to analyze the recent stock prices of Korea. For all 7 series of stock prices(or index) the geometric Brownian motion model gives better predicted values compared with the autoregressive model when we use smaller number of observations.

• Journal of the Society of Naval Architects of Korea
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• v.60 no.6
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• pp.416-423
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• 2023

Recently, the design point of the propeller is gradually changing due to the demand for energy saving and environmental protection. Until recently, self-propulsion model tests were conducted using stock propellers and geometry information was provided to propeller designers, but the range of existing stock propellers did not keep up with the changing design points, and the range of series propellers required in the initial design was also insufficient. Future propeller performance requires high performance and eco-friendliness, and the need for expansion of series propellers has increased. In order to respond to future needs and provide a wide range of advantages in propeller design, KRISO manufactures about 100 series propellers and builds series data through a model tests. In this paper, the approach method for deriving the representative optimal shape to be applied to the 4-blade series propeller in the initial stage of series propeller development was summarized.

• Journal of Korea Water Resources Association
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• v.48 no.12
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• pp.981-993
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• 2015

The analysis of hydrologic time series data is crucial for the effective management of water resources. Therefore, it has been widely used for the long-term forecasting of hydrologic variables. In tradition, time series analysis has been used to predict a time series without considering exogenous variables. However, many studies using decomposition have been widely carried out with the assumption that one data series could be mixed with several frequent factors. In this study, the empirical mode decomposition method was performed for decomposing a hydrologic time series data into several components, and each component was applied to the time series models, autoregressive moving average (ARMA). After constructing the time series models, the forecasting values are added to compare the results with traditional time series model. Finally, the forecasted estimates from ARMA model with empirical mode decomposition method showed better performance than sole traditional ARMA model indicated from comparing the root mean square errors of the two methods.

• Journal of Integrative Natural Science
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• v.7 no.3
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• pp.193-199
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• 2014

As the requirement on the quality of the system has increased, the reliability is very important part in terms of enhance stability and to provide high quality services to customers. Many statistical models have been developed in the past years for the estimation of software reliability. We consider the functions for NHPP software reliability model and time series model in software failure data. We estimate parameters for the proposed models from three data sets. The values of SSE and MSE is presented from three data sets. We compare the predicted number of faults with the actual three data sets using the NHPP software reliability model and time series model.

• Journal of the Korean Data and Information Science Society
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• v.17 no.2
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• pp.475-486
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• 2006

Space time series data can be viewed either as a set of time series collected simultaneously at a number of spatial locations or as sets of spatial data collected at a number of time points. The major purpose of this article is to formulate a class of space time autoregressive moving average (STARMA) model, to discuss some of the their statistical properties such as model identification approaches, some procedure for estimation and the predictions. For illustration, we apply this STARMA model to the mumps data. The data set of mumps cases consists of the number of cases of mumps reported from twelve states monthly over the years 1969-1988.

• Health Policy and Management
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• v.13 no.3
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• pp.91-103
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• 2003

The purpose of this study was to provide basic reference data for stabilization scheme of health expenditure through forecasting of health expenditure. The authors analyzed the health expenditure from 1985 to 2000 that had been calculated by Korean institute for health and social affair using transfer function model as ARIMA model with input series. They used GDP as the input series for more precise forecasting. The model of error term was identified ARIMA(2,2,0) and Portmanteau statics of residuals was not significant. Forecasting health expenditure as percent of GDP at 2010 was 6.8%, under assumption of 5% GDP increase rate. Moreover that was 7.4%, under assumption of 3% GDP increase rate and that was 6.4%, under assumption of 7% GDP increase rate.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2007.11a
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• pp.477-481
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• 2007

The purpose of this study is to provide the ideal forecasting model of cadastral survey work load through the Economeatric Analysis of Time Series, Granger Causality and VAR Model Analysis, it suggested the forecasting reference materials for the total amount of cadastral survey general work load. The main result is that the derive of the environment variables which affect cadastral survey general work load and the outcome of VAR(vector auto regression) analysis materials(impulse response function and forecast error variance decomposition analysis materials), which explain the change of general work load depending on altering the environment variables. And also, For confirming the stability of time series data, we took a unit root test, ADF(Augmented Dickey-Fuller) analysis and the time series model analysis derives the best cadastral forecasting model regarding on general cadastral survey work load. And also, it showed up the various standards that are applied the statistical method of econometric analysis so it enhanced the prior aggregate system of cadastral survey work load forecasting.

• Journal of Astronomy and Space Sciences
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• v.28 no.1
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• pp.71-77
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• 2011

Ionospheric error modeling is necessary to create reliable global navigation satellite system (GNSS) signals using a GNSS simulator. In this paper we developed algorithms to generate Klobuchar coefficients ${\alpha}_n$, ${\beta}_n$ (n = 1, 2, 3, 4) for a GNSS simulator and verified accuracy of the algorithm. The eight Klobuchar coefficients were extracted from three years of global positioning system broadcast (BRDC) messages provided by International GNSS service from 2006 through 2008 and were fitted with Fourier series. The generated coefficients from our developed algorithms are referred to as Fourier Klobuchar model (FOKM) coefficients, while those coefficients from BRDC massages are named as BRDC coefficients. The correlation coefficient values between FOKM and BRDC were higher than 0.97. We estimated total electron content using the Klobuchar model with FOKM coefficients and compared the result with that from the BRDC model. As a result, the maximum root mean square was 1.6 total electron content unit.

• Journal of Korean Society of Transportation
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• v.13 no.1
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• pp.95-110
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• 1995

n this research neural -based model was developed to forecast link travel times , And it is also compared wiht other time series forecasting models such as Box-Jenkins model, Kalman filter model. These models are validated to evaluate the accuracy of models with real time series data gathered by the license plate method. Neural network's convergency and generalization were investigated by modifying learning rate, momentum term and the number of hidden layer units. Through this experiment, the optimum configuration of the nerual network architecture was determined. Optimumlearining rate, momentum term and the number of hidden layer units hsow 0.3, 0.5, 13 respectively. It may be applied to DRGS(dynamic route guidance system) with a minor modification. The methods are suggested at the condlusion of this paper, And there is no doubt that this neural -based model can be applied to many other itme series forecating problem such as populationforecasting vehicel volume forecasting et .