• Water for future
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• v.12 no.2
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• pp.63-69
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• 1979

The sequences of monthly streamflows constitute a non-statonary time series. The purely stochastic model has been applied to data generation of non-stationary time series. Tow different mothods--single site and multisite generation--have been used on the hydrologic time series. In this study the synthetic generation method by bivariate analysis, studied by Thomas Fiering, one of multi-site models, has been applied to the historical data on monthly streamflows at two sites in Nakdong River, and also for validity of this model the single site Thomas Fiering model applied. Through statistical analysis it has been shown that the performance of bivariate Thomas Fiering model was better than that of the other. By comparison of mean and standard deviaion between the historical and the generated, and cross correlogram interpretation, it has been known that the model used herein has good performance to simultaneously generate the monthly streamflows at two sites in a river hasin.

• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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• pp.1645-1648
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• 2010

The goal of this research is to apply the neural networks model for the disaggregation of the pan evaporation (PE) data, Republic of Korea. The neural networks model consists of recurrent neural networks model (RNNM). The disaggregation means that the yearly PE data divides into the monthly PE data. And, for the performances of the neural networks model, it is composed of training and test performances, respectively. The training and test performances consist of the historic, the generated, and the mixed data, respectively. From this research, we evaluate the impact of RNNM for the disaggregation of the nonlinear time series data. We should, furthermore, construct the credible data of the monthly PE from the disaggregation of the yearly PE data, and can suggest the methodology for the irrigation and drainage networks system.

• 한국방재학회:학술대회논문집
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• 2008.02a
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• pp.501-504
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• 2008

A non-homogeneous markov model which is able to simulate hourly rainfall series is developed for estimating reliable hydrological variables. The proposed approach is applied to simulate hourly rainfall series in Korea. The simulated rainfall is used to estimate the design rainfall and compared to observations in terms of reproducing underlying distributions of the data to assure model's validation. The model shows that the simulated rainfall series reproduce a similar statistical attribute with observations, and expecially maximum value is gradually increased as number of simulation increase.

• The Korean Journal of Applied Statistics
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• v.37 no.3
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• pp.297-309
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• 2024

This paper evaluates the performance of the neural network autoregressive model combined with an exponential smoothing model, called the NNARX+ETS model. The combined model utilizes the components of ETS as exogenous variables for NNARX, to forecast time series data using artificial neural networks. The main idea is to enhance the performance of NNAR using only lags of the original time series data, by combining traditional time series analysis methods with the neural networks through NNARX. We employ two real data for performance evaluation and compare the NNARX+ETS with NNAR and traditional time series analysis methods such as ETS and ARIMA (autoregressive integrated moving average) models.

• Smart Structures and Systems
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• v.15 no.5
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• pp.1329-1344
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• 2015

The stiffness of a structure is one of several structural signals that are useful indicators of the amount of damage that has been done to the structure. To accurately estimate the stiffness, an equation of motion containing a stiffness parameter must first be established by expansion as a linear series model, a Taylor series model, or a power series model. The model is then used in multivariate autoregressive modeling to estimate the structural stiffness and compare it to the theoretical value. Stiffness assessment for modeling purposes typically involves the use of one of three statistical model refinement approaches, one of which is the efficient Akaike information criterion (AIC) proposed in this paper. If a newly added component of the model results in a decrease in the AIC value, compared to the value obtained with the previously added component(s), it is statistically justifiable to retain this new component; otherwise, it should be removed. This model refinement process is repeated until all of the components of the model are shown to be statistically justifiable. In this study, this model refinement approach was compared with the two other commonly used refinement approaches: principal component analysis (PCA) and principal component regression (PCR) combined with the AIC. The results indicate that the proposed AIC approach produces more accurate structural stiffness estimates than the other two approaches.

• 제어로봇시스템학회:학술대회논문집
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• 1993.10b
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• pp.18-23
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• 1993

In this paper, we attempt to estimate the state of a finite state system. In such system, we can observe time series data which has some significant behaviors corresponding to its system states. The behavior is characterized by feature parameters extracted from time series. Our thought is that the system output time series data is expressed as a sequence of behavior patterns which are represented by clusters in feature parameters space. An algorithm jointing fuzzy clustering to fuzzy finite state transition model is suggested.

• The Korean Journal of Applied Statistics
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• v.8 no.2
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• pp.187-200
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• 1995

This paper is concerned with a regression model with nonlinear time series errors. Testing procedures for linearity of error terms are studied. To this end, large-sample properties of estimators of regression parameters and autoregression parameter are obtained. These results are then used to develop test statistics for testing linearity of errors. Some simulation studies are shown.

• Communications for Statistical Applications and Methods
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• v.8 no.3
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• pp.633-641
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• 2001

The least squares method is usually applied when estimating the parameters in the regression models. However the least square estimator is not very efficient when the distribution of the error is skewed. In this paper, we propose the asymmetric least square estimator for a particular nonlinear time series regression model, and give the simple and practical sufficient conditions for the strong consistency of the estimators.

• 제어로봇시스템학회:학술대회논문집
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• 1989.10a
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• pp.172-176
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• 1989

In this paper, a simple method for designing iterative learning control scheme is proposed. The proposed learning algorithm is designed based on series expansion of inverse plant model. The proposed scheme has simple structure and fast convergency so that it is suitable for implementing it on conventional micro processor based controllers. The effectiveness of the proposed algorithm is investigated through a series of computer simulations.

• Journal of the Korean Data and Information Science Society
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• v.16 no.4
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• pp.979-987
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• 2005

In this research we study conventional and new statistical methods to analyse and detect outliers in network traffic and we apply the nonlinear time series model to make better performance of detecting abnormal traffic rather the linear time series model to compare the performances of the two models.