• Title/Summary/Keyword: series model

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Computational explosion in the frequency estimation of sinusoidal data

  • Zhang, Kaimeng;Ng, Chi Tim;Na, Myunghwan
    • Communications for Statistical Applications and Methods
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    • v.25 no.4
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    • pp.431-442
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    • 2018
  • This paper highlights the computational explosion issues in the autoregressive moving average approach of frequency estimation of sinusoidal data with a large sample size. A new algorithm is proposed to circumvent the computational explosion difficulty in the conditional least-square estimation method. Notice that sinusoidal pattern can be generated by a non-invertible non-stationary autoregressive moving average (ARMA) model. The computational explosion is shown to be closely related to the non-invertibility of the equivalent ARMA model. Simulation studies illustrate the computational explosion phenomenon and show that the proposed algorithm can efficiently overcome computational explosion difficulty. Real data example of sunspot number is provided to illustrate the application of the proposed algorithm to the time series data exhibiting sinusoidal pattern.

An experimental study on the improvement of resistance performance by appendage for 50 knots class planing hull form (50노트급 활주형선의 저항성능 개선을 위한 부가물 부착에 관한 실험적 연구)

  • Lee, Kwi-Joo;Park, Na-Ra;Lee, Eun-Jung
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.41 no.3
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    • pp.222-226
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    • 2005
  • A series of model tests carried out at the CWC of WJFEL for the purpose of prediction of resistance for the performance and improvement of resistance by attaching appendage for the ship of 50 knots class planing hull. The resistance performance evaluation has been carried out for the bare hull and for the appendage hull with two different depth of vertical type wedges. In the bare model test, trim and sinkage is calculated for the planing hull and the resistance is calculated. For minimizing the resistance, wedge appendage is attached and tested. Analysis and tests shows that for a 12.5mm wedge, resistance is minimum and overall power tallied to 5636ps.

Change-Point in the Recent (1976-2005) Precipitation over South Korea (우리나라에서 최근 (1976-2005) 강수의 변화 시점)

  • Kim, Chansoo;Suh, Myoung-Seok
    • Atmosphere
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    • v.18 no.2
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    • pp.111-120
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    • 2008
  • This study presents a change-point in the 30 years (1976-2005) time series of the annual and the heavy precipitation characteristics (amount, days and intensity) averaged over South Korea using Bayesian approach. The criterion for the heavy precipitation used in this study is 80 mm/day. Using non-informative priors, the exact Bayes estimators of parameters and unknown change-point are obtained. Also, the posterior probability and 90% highest posterior density credible intervals for the mean differences between before and after the change-point are examined. The results show that a single change-point in the precipitation intensity and the heavy precipitation characteristics has occurred around 1996. As the results, the precipitation intensity and heavy precipitation characteristics have clearly increased after the change-point. However, the annual precipitation amount and days show a statistically insignificant single change-point model. These results are consistent with earlier works based on a simple linear regression model.

Strain Distribution of transition zone in a nailed wall (네일로 보강된 구조물에서의 변이영역과 변형률 분포)

  • 장기태;남궁한;유병선;김경태;권병근;이선경
    • Proceedings of the Korean Geotechical Society Conference
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    • 2000.11b
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    • pp.235-239
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    • 2000
  • For the calculation of internal stability, the hypothesis in conventional design is on the basis of two distinct zones, which are 'active zone' and 'passive zone'. This means that there is an abrupt discontinuous transition from active to passive states across a potential failure line. The existence of a discontinuity of this nature appears physically unreasonable, especially from kinematic considerations. A series of pull-out model tests was undertaken from a wall being rotated about the toe to find the strain distribution mobilized from near the wall face into the deep, stable zone through the centre plane. With this finding of transition zone, the objective of study is aiming at identifying the likely effect of this zone in designing method by comparing with the prevailing design method.

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A Study on cost expenditure characteristics and importance level of each maintenance item of public office buildings by conducting cost surveys (공공업무시설의 수선비 조사를 통한 연차별 비용변화 패턴 및 수선비 항목별 발생빈도와 평균비용 분석)

  • Choi, Seok Kyoo;Kim, Gap Youl
    • KIEAE Journal
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    • v.8 no.1
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    • pp.111-118
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    • 2008
  • To maintain the public office buildings, the related government employee uses cost under the limited budget. it is difficult to execute the budget as is assigned to maintenance items with contemplating the characteristics such as frequency, cost/item, weighting factor, and etc. As a precedent study about this cost-efficiency model, this study is intended to show the expenditure trends, frequencies, and cost distributions of maintenance items for the development of cost-efficiency model by analyzing time series data from the surveys on maintenance costs of the selected public office buildings.

An Analytical Model of Maximum Simultaneous Switching Noise for Ground Interconnection Networks in CMOS Systems (CMOS 그라운드 연결망에서의 최대 동시 스위칭 잡음의 해석 모형)

  • Kim, Jung-Hak;Baek, Jong-Humn;Kim, Seok-Yoon
    • The Transactions of the Korean Institute of Electrical Engineers C
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    • v.50 no.3
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    • pp.115-119
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    • 2001
  • This paper presents an efficient and simple method for analyzine maximum simultaneous switching noise (SSN) on ground interconnection networks in CMOS systems. For the derivation of maximum SSN expression, we use ${\alpha}$-power law MOS model and Taylor's series approximation. The accuracy of the proposed method is verified by comparing the results with those of previous researches and HSPICE simulations under the contemporary process parameters and environmental conditions. The proposed method predicts the maximum SSN values more accurately when compared to existing approaches even in most practical cases such that exist some output drivers not in transition.

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Improvement of Transient Stability Energy Margin by using UPFC (UPFC를 이용한 과도안정도 에너지마진 향상)

  • Lee, Sung-Gul;Kim, Soo-Nam;You, Seok-Ku
    • Proceedings of the KIEE Conference
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    • 2001.07a
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    • pp.152-154
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    • 2001
  • This paper presents a method for determination of UPFC control quantity in order to enhance the power system transient stability energy margin using Genetic Algorithms in multi-machine system. We use the minimization of energy margin as the object function in GA. To set critical energy, we use the potential energy boundary surface(PEBS) method. PEBS is one of the transient energy function(TEF) method. And we used the series voltage compensator as the UPFC model. The proposed method is applied to 6-bus, 7-line, 4-machine model system to show its effectiveness.

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A analysis result on the PT ferroresonance at 154 kV GIS substation (154 kV GIS의 PT 철공진 소손사례와 원인규명)

  • Woo, J.W.;Shim, E.B.;Kim, S.K.
    • Proceedings of the KIEE Conference
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    • 1999.07e
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    • pp.2076-2079
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    • 1999
  • This paper describes the analysis results on the PT ferroresonance at 154 kV GIS (gas Insulated substation by EMTP (Electro-magnetic Transient Program). We had simulated the PT ferroresonance between a potential transformer(PT) and an open circuit breaker's grading capacitance. The ferroresonance leads to very large power frequency overvoltages on PT bus and subsequent insulation failure. The large power can be supplied to the PT by the high voltage on the opened circuit due to the grading capacitance and equivalent capacitance of the buses during the ferroresonance. The damping circuit connected on the secondary winding were considered in the model. The actual countermeasure include a saturable inductor and a resistor series-mounted, but the 2 ohms of damping resistance was used in the computational model.

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A Study On Optimization Of Fuzzy-Neural Network Using Clustering Method And Genetic Algorithm (클러스터링 기법 및 유전자 알고리즘을 이용한 퍼지 뉴럴 네트워크 모델의 최적화에 관한 연구)

  • Park, Chun-Seong;Yoon, Ki-Chan;Park, Byoung-Jun;Oh, Sung-Kwun
    • Proceedings of the KIEE Conference
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    • 1998.07b
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    • pp.566-568
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    • 1998
  • In this paper, we suggest a optimal design method of Fuzzy-Neural Networks model for complex and nonlinear systems. FNNs have the stucture of fusion of both fuzzy inference with linguistic variables and Neural Networks. The network structure uses the simpified inference as fuzzy inference system and the BP algorithm as learning procedure. And we use a clustering algorithm to find initial parameters of membership function. The parameters such as membership functions, learning rates and momentum coefficients are easily adjusted using the genetic algorithms. Also, the performance index with weighted value is introduced to achieve a meaningful balance between approximation and generalization abilities of the model. To evaluate the performance index, we use the time series data for gas furnace and the sewage treatment process.

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Study on the response of circular thin plate under low velocity impact

  • Babaei, Hashem;Mostofi, Tohid Mirzababaie;Alitavoli, Majid
    • Geomechanics and Engineering
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    • v.9 no.2
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    • pp.207-218
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    • 2015
  • In this paper, forming of fully clamped circular plate by using low velocity impact system has been investigated. This system consists of liquid shock tube and gravity drop hammer. A series of test on mild steel and aluminum alloy plates has been done. The effect of varying both impact load and the plate material on the deflection are described. This paper also presents a simple model to prediction of mid-point deflection of circular plate by using input-output experimental data. In this way, singular value decomposition (SVD) method is used in conjunction with dimensionless number incorporated in such complex process. The results of obtained model have very good agreement with experimental data and it provides a way of studying and understanding the plastic deformation of impact loads.