• Title/Summary/Keyword: series model

Search Result 5,386, Processing Time 0.032 seconds

A Study on Demand Forecasting of Export Goods Based on Vector Autoregressive Model : Subject to Each Small Passenger Vehicles Quarterly Exported to USA (VAR모형을 이용한 수출상품 수요예측에 관한 연구: 소형 승용차 모델별 분기별 대미수출을 중심으로)

  • Cho, Jung-Hyeong
    • International Commerce and Information Review
    • /
    • v.16 no.3
    • /
    • pp.73-96
    • /
    • 2014
  • The purpose of this research is to evaluate a short-term export demand forecasting model reflecting individual passenger vehicle brands and market characteristics by using Vector Autoregressive (VAR) models that are based on multivariate time-series model. The short-term export demand forecasting model was created by discerning theoretical potential factors that affect the short-term export demand of individual passenger vehicle brands. Quarterly short-term export demand forecasting model for two Korean small vehicle brands (Accent and Avante) were created by using VAR model. Predictive value at t+1 quarter calculated with the forecasting models for each passenger vehicle brand and the actual amount of sales were compared and evaluated by altering subject period by one quarter. As a result, RMSE % of Accent and Avante was 4.3% and 20.0% respectively. They amount to 3.9 days for Accent and 18.4 days for Avante when calculated per daily sales amount. This shows that the short-term export demand forecasting model of this research is highly usable in terms of prediction and consistency.

  • PDF

A Study on Efficient Polynomial-Based Discrete Behavioral Modeling Scheme for Nonlinear RF Power Amplifier (비선형 RF 전력 증폭기의 효율적 다항식 기반 이산 행동 모델링 기법에 관한 연구)

  • Kim, Dae-Geun;Ku, Hyun-Chul
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
    • /
    • v.21 no.11
    • /
    • pp.1220-1228
    • /
    • 2010
  • In this paper, we suggest a scheme to develop an efficient discrete nonlinear model based on polynomial structure for a RF power amplifier(PA). We describe a procedure to extract a discrete nonlinear model such as Taylor series or memory polynomial by sampling the input and output signal of RF PA. The performance of the model is analyzed varying the model parameters such as sample rate, nonlinear order, and memory depth. The results show that the relative error of the model is converged if the parameters are larger than specific values. We suggest an efficient modeling scheme considering complexity of the discrete model depending on the values of the model parameters. Modeling efficiency index(MEI) is defined, and it is used to extract optimum values for the model parameters. The suggested scheme is applied to discrete modeling of various RF PAs with various input signals such as WCDMA, WiBro, etc. The suggested scheme can be applied to the efficient design of digital predistorter for the wideband transmitter.

Short-term Railway Passenger Demand Forecasting by SARIMA Model (SARIMA모형을 이용한 철도여객 단기수송수요 예측)

  • Noh, Yunseung;Do, Myungsik
    • The Journal of The Korea Institute of Intelligent Transport Systems
    • /
    • v.14 no.4
    • /
    • pp.18-26
    • /
    • 2015
  • This study is a fundamental research to suggest a forecasting model for short-term railway passenger demand focusing on major lines (Gyeungbu, Honam, Jeonla, Janghang, Jungang) of Saemaeul rail and Mugunghwa rail. Also the author tried to verify the potential application of the proposed models. For this study, SARIMA model considering characteristics of seasonal trip is basically used, and daily mean forecasting models are independently constructed depending on weekday/weekend in order to consider characteristics of weekday/weekend trip and a legal holiday trip. Furthermore, intervention events having an impact on using the train such as introduction of new lines or EXPO are reflected in the model to increase reliability of the model. Finally, proposed models are confirmed to have high accuracy and reliability by verifying predictability of models. The proposed models of this research will be expected to utilize for establishing a plan for short-term operation of lines.

Development of Fatigue Model for Airfield Concrete Pavement (공항 콘크리트 포장의 피로모형 개발 연구)

  • Kwon, Soo-Ahn;Yang, Hong-Seok;Suh, Young-Chan
    • International Journal of Highway Engineering
    • /
    • v.6 no.3 s.21
    • /
    • pp.27-35
    • /
    • 2004
  • There are two methods in estimating the remaining life of in-service airfield concrete pavement. They are a method simply using the past accumulated traffic and a method using the theoretical mechanistic analysis. Since the former method is somewhat far from the actual condition, the latter method is widely used by most engineers and researchers. The most essential component of the latter method is the fatigue model of the concrete slab. A fatigue model for airfield concrete pavement is developed in this study by a series of fatigue tests using 30 concrete cylinder specimens obtained from a 10 year old in-service airfield concrete slab. Strengths for the stress ratio calculation were obtained from the split tensile test of the cores sliced. Fatigue test mode was repeated split tensile test. The R2 of developed fatigue model was 0.5. Specimens taken from another airport had been tested for validation of the model. The results showed a good fit to the model. It was also found that the fatigue life predicted from the model was a tittle greater when the stress ratio is greater than 80 percent than other fatigue models developed earlier in America.

  • PDF

Development of Real time Air Quality Prediction System

  • Oh, Jai-Ho;Kim, Tae-Kook;Park, Hung-Mok;Kim, Young-Tae
    • Proceedings of the Korean Environmental Sciences Society Conference
    • /
    • 2003.11a
    • /
    • pp.73-78
    • /
    • 2003
  • In this research, we implement Realtime Air Diffusion Prediction System which is a parallel Fortran model running on distributed-memory parallel computers. The system is designed for air diffusion simulations with four-dimensional data assimilation. For regional air quality forecasting a series of dynamic downscaling technique is adopted using the NCAR/Penn. State MM5 model which is an atmospheric model. The realtime initial data have been provided daily from the KMA (Korean Meteorological Administration) global spectral model output. It takes huge resources of computation to get 24 hour air quality forecast with this four step dynamic downscaling (27km, 9km, 3km, and lkm). Parallel implementation of the realtime system is imperative to achieve increased throughput since the realtime system have to be performed which correct timing behavior and the sequential code requires a large amount of CPU time for typical simulations. The parallel system uses MPI (Message Passing Interface), a standard library to support high-level routines for message passing. We validate the parallel model by comparing it with the sequential model. For realtime running, we implement a cluster computer which is a distributed-memory parallel computer that links high-performance PCs with high-speed interconnection networks. We use 32 2-CPU nodes and a Myrinet network for the cluster. Since cluster computers more cost effective than conventional distributed parallel computers, we can build a dedicated realtime computer. The system also includes web based Gill (Graphic User Interface) for convenient system management and performance monitoring so that end-users can restart the system easily when the system faults. Performance of the parallel model is analyzed by comparing its execution time with the sequential model, and by calculating communication overhead and load imbalance, which are common problems in parallel processing. Performance analysis is carried out on our cluster which has 32 2-CPU nodes.

  • PDF

A Study of Exchange rate Prediction Model using Model-based (모델기반 방법론을 이용한 환율예측 모형 연구)

  • Jeon, Jin-Ho;Moon, Seok-Hwan;Lee, Chae-Rin
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
    • /
    • 2012.10a
    • /
    • pp.547-549
    • /
    • 2012
  • Forex trading participants, due to the intensified economic internationalization exchange risk avoidance measures are needed. In this research, Model suitable for estimation of time-series data, such as stock prices and exchange rates, through the concealment of HMM and estimate the short-term exchange rate forecasting model is applied to the prediction of the future. Estimated by applying the optimal model if the real exchange rate data for a certain period of the future will be able to predict the movement aspect of it. Alleged concealment of HMM. For the estimation of the model to accurately estimate the number of states of the model via Bayesian Information Criterion was confirmed as a model predictive aspect of physical exercise aspect and predict the movement of the two curves were similar.

  • PDF

Performance Evaluation of the High-Resolution WRF Meteorological Simulation over the Seoul Metropolitan Area (WRF 모형의 수도권 지역 상세 국지 기상장 모의 성능 평가)

  • Oh, Jun-Seo;Lee, Jae-Hyeong;Woo, Ju-Wan;Lee, Doo-Il;Lee, Sang-Hyun;Seo, Jihyun;Moon, Nankyoung
    • Atmosphere
    • /
    • v.30 no.3
    • /
    • pp.257-276
    • /
    • 2020
  • Faithful evaluation of the meteorological input is a prerequisite for a better understanding of air quality model performance. Despite the importance, the preliminary meteorological assessment has rarely been concerned. In this study, we aim to evaluate the performance of the Weather Research and Forecasting (WRF) model conducting a year-long high-resolution meteorological simulation in 2016 over the Seoul metropolitan area. The WRF model was configured based on a series of sensitivity simulations of initial/boundary meteorological conditions, land use mapping data, reanalysis grid nudging method, domain nesting method, and urban canopy model. The simulated results of winds, air temperature, and specific humidity in the atmospheric boundary layer (ABL) were evaluated following statistical evaluation guidance using the surface and upper meteorological measurements. The statistical evaluation results are presented. The model performance was interpreted acceptable for air quality modeling within the statistical criteria of complex conditions, showing consistent overestimation in wind speeds. Further statistical analysis showed that the meteorological model biases were highly systematic with systematic bias fractions (fSB) of 20~50%. This study suggests that both the momentum exchange process of the surface layer and the ABL entrainment process should be investigated for further improvement of the model performance.

An Inverse Dynamic Model of Upper Limbs during Manual Wheelchair Propulsion (수동 휠체어 추진 중 상지 역동역학 모델)

  • Song, S.J.
    • Journal of rehabilitation welfare engineering & assistive technology
    • /
    • v.7 no.1
    • /
    • pp.21-27
    • /
    • 2013
  • Manual wheelchair propulsion can lead to pain and injuries of users due to mechanical inefficiency of wheelchair propulsion motion. The kinetic analysis of the upper limbs during manual wheelchair propulsion needs to be studied. A two dimensional inverse dynamic model of upper limbs was developed to compute the joint torque during manual wheelchair propulsion. The model was composed of three segments corresponding to upper arm, lower arm and hand. These segments connected in series by revolute joints constitute open chain mechanism in sagittal plane. The inverse dynamic method is based on Newton-Euler formalism. The model was applied to data collected in experiments. Kinematic data of upper limbs during wheelchair propulsion were obtained from three dimensional trajectories of markers collected by a motion capture system. Kinetic data as external forces applied on the hand were obtained from a dynamometer. The joint rotation angles and joint torques were computed using the inverse dynamic model. The developed model is for upper limbs biomechanics and can easily be extended to three dimensional dynamic model.

  • PDF

Finite Element Analysis for Evaluating the Performance of RC Beams Strengthened with SFRP Coating (분사식 섬유보강 코팅으로 보강된 RC보의 성능평가를 위한 유한요소해석 연구)

  • Ha, Sung-Kug;Yang, Bum-Joo;Lee, Haeng-Ki
    • Journal of the Computational Structural Engineering Institute of Korea
    • /
    • v.22 no.6
    • /
    • pp.579-585
    • /
    • 2009
  • In this paper, a series of finite element analyzes were carried out to evaluate the performance of the RC beams strengthened with sprayed fiber reinforced polymer(SFRP) coating. A damage constitutive model based on the micromechanical constitutive model(Lee, 2001) in conjunction with the damage models(Lee 등, 2000) for SFRP coating was implemented into the finite element code ABAQUS. The present prediction results were compared with experimental data(Ha, 2007; Ha 등, 2009) to assess the accuracy of the damage constitutive model. It was concluded from the comparative study that the computational model developed by implementing the damage constitutive model into ABAQUS is suitable for the prediction of the performance of RC beams strengthened with SFRP coating.

Calculations of Storm Surges, Typhoon Maemi (해일고 산정 수치모의 실험, 태풍 매미)

  • Lee, Jong-Chan;Kwon, Jae-Il;Park, Kwang-Soon;Jun, Ki-Cheon
    • Journal of Korean Society of Coastal and Ocean Engineers
    • /
    • v.20 no.1
    • /
    • pp.93-100
    • /
    • 2008
  • A multi-nesting grid storm surge model, Korea Ocean Research and Development Institute-Storm surge model, was calibrated to simulate storm surges. To check the performance of this storm surge model, a series of numerical experiments were explored including tidal calibration, the influence of the open boundary condition, the grid resolutions, and typhoon paths on the surge heights using the typhoon Maemi, which caused a severe coastal disasters in Sep. 2003. In this study the meteorological input data such as atmospheric pressure and wind fields were calculated using CE wind model. Total 11 tidal gauge station records with 1-minute interval data were compared with the model results and the storm surge heights were successfully simulated. The numerical experiments emphasized the importance of meteorological input and fine-mesh grid systems on the precise storm surge prediction. This storm surge model could be used as an operational storm surge prediction system after more intensive verification.