• 한국태양에너지학회:학술대회논문집
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• 2008.11a
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• pp.288-293
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• 2008

A predictive model of wind speed in the wind farm has very important meanings. This paper presents an estimation model of wind speed based on time series analysis using the observed wind data at Hangyeong Wind Farm in Jeju island, and verification of the predictive model. In case of Hangyeong Wind Farm and Haengwon Wind Farm, The ARIMA(Autoregressive Integrated Moving Average) predictive model was appropriate, and the wind speed estimation model was developed by means of parametric estimation using Maximum likelihood Estimation.

• Journal of applied mathematics & informatics
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• v.4 no.1
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• pp.135-135
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• 1997

Times series modeling plays an important role in the field of engineering, Statistics, Biomedicine etc. Model identification is one of crucial steps in the modeling of an AutoRegreesive Moving Average(ARMA(p, q)) process for real world problems. Many techniques have been developed in the literature (Salas et al., McLeod et al. etc.) for the identification of an ARMA(p, q) Model. In this paper, a new technique called The Generalised Parameters Technique is formulated for seasonal and non-seasonal ARMA model identification. This technique is very simple and can e applied to any given time series. Initial estimates of the AR parameters of the ARMA model are also obtained by this method. This model identification technique is validated through many theoretical and simulated examples.

• The KSFM Journal of Fluid Machinery
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• v.2 no.1 s.2
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• pp.56-63
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• 1999

In this study, the performance prediction programs for centrifugal pumps are developed. To estimate the losses in the centrifugal pump impellers, a two-zone model and TEIS(two elements in series) model are applied to the program. The basic concept of a two zone model considers the primary zone that is an isentropic core flow and the secondary zone that has a non-isentropic region at the impeller exit. The flow goes through two different zones and is mixed out at the impeller exit and the mixing process occurs with an increase in entropy, a decrease in total pressure. The level of the core flow diffusion in an impeller was calculated using TEIS(two elements in series) model. The effects of various parameters which are used in this program on the prediction of head and efficiency are discussed. The correlation curves used to select the effectiveness of the primitive TEIS model were suggested according to the specific speed of the centrifugal pumps.

• Communications for Statistical Applications and Methods
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• v.25 no.1
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• pp.29-42
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• 2018

We combine the integer-valued GARCH(1, 1) model with a generalized regime-switching model to propose a dynamic count time series model. Our model adopts Markov-chains with time-varying dependent transition probabilities to model dynamic count time series called the generalized regime-switching integer-valued GARCH(1, 1) (GRS-INGARCH(1, 1)) models. We derive a recursive formula of the conditional probability of the regime in the Markov-chain given the past information, in terms of transition probabilities of the Markov-chain and the Poisson parameters of the INGARCH(1, 1) process. In addition, we also study the forecasting of the Poisson parameter as well as the cumulative impulse response function of the model, which is a measure for the persistence of volatility. A Monte-Carlo simulation is conducted to see the performances of volatility forecasting and behaviors of cumulative impulse response coefficients as well as conditional maximum likelihood estimation; consequently, a real data application is given.

• Water for future
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• v.7 no.1
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• pp.71-77
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• 1974

This paper reviews several different single site generation models for further development of a model for generating the Synthetic sequences of streamflow in the continuous streams like main streams in Korea. Initially the historical time series is looked using a time series technique, that is correlograms, to determine whether a lag one Markov model will satisfactorily represent the historical data. The single site models which were examined include an empirical model using the historical probability distribution of the random component, the linear autoregressive model(Markov model, or Thomas-Fiering model) using both logarithms of the data and Matala's log-normal transformation equations, and finally gamma distribution model.

• Journal of Wind Energy
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• v.13 no.2
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• pp.42-52
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• 2022

In this paper, we propose a time-series generation methodology using a generative adversarial network (GAN) for long-term prediction of wind and sea conditions, which are information necessary for operations and maintenance (O&M) planning and optimal plans for offshore wind farms. It is a "Conditional TimeGAN" that is able to control time-series data with monthly conditions while maintaining a time dependency between time-series. For the generated time-series data, the similarity of the statistical distribution by direction was confirmed through wave and wind rose diagram visualization. It was also found that the statistical distribution and feature correlation between the real data and the generated time-series data was similar through PCA, t-SNE, and heat map visualization algorithms. The proposed time-series generation methodology can be applied to monthly or annual marine weather prediction including probabilistic correlations between various features (wind speed, wind direction, wave height, wave direction, wave period and their time-series characteristics). It is expected that it will be able to provide an optimal plan for the maintenance and optimization of offshore wind farms based on more accurate long-term predictions of sea and wind conditions by using the proposed model.

• Proceedings of the KIEE Conference
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• 2004.07d
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• pp.2209-2211
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• 2004

Unlike the wavelet neural network, since a mother wavelet layer of the self-recurrent wavelet neural network (SRWNN) is composed of self-feedback neurons, it has the ability to store past information of the wavelet. Therefore we propose the prediction method for the nonlinear chaotic time series model using a SRWNN. The SRWNN model is learned for the modeling of a function such that the inputs arc known values of the time series and the output is the value in the future. The parameters of the network are tuned to minimize the difference between the nonlinear mapping of the chaotic time series and the output of SRWNN using the gradient-descent method for the adaptive backpropagation algorithm. Through the computer simulations, we demonstrate the feasibility and the effectiveness of our method for the prediction of the logistic map and the Mackey-Glass delay-differential equation as a nonlinear chaotic time series.

• Proceedings of the KSR Conference
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• 2010.06a
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• pp.488-497
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• 2010

8100 series Electric locomotive was imported from SIEMENS of Germany on 2001. 8100 series model is modified from BR152 model to be complied with national environment. After 8100 series Electric locomotive carried out main line test for long time, 8200 series Electric locomotive produced in 10 locomotives with improvement and supplement on some parts. the one of supplement is to install the HEP equipment. In paper, about total harmonic distortion of HEP equipment power, it compares the result of combination with the result of actual measurement. It checks whether the measurement meets the specification of design or not. And it describes international standard about total harmonic distortion of supply system.

• Industrial Engineering and Management Systems
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• v.9 no.2
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• pp.131-140
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• 2010

Biclustering is a method of finding meaningful subsets of objects and attributes simultaneously, which may not be detected by traditional clustering methods. It is popularly used for the analysis of microarray data representing the expression levels of genes by conditions. Usually, biclustering algorithms do not consider a sequential relation between attributes. For time series data, however, bicluster solutions should keep the time sequence. This paper proposes a new biclustering algorithm for time series data by modifying the plaid model. The proposed algorithm introduces a parameter controlling an interval between two selected time points. Also, the pruning step preventing an over-fitting problem is modified so as to eliminate only starting or ending points. Results from artificial data sets show that the proposed method is more suitable for the extraction of biclusters from time series data sets. Moreover, by using the proposed method, we find some interesting observations from real-world time-course microarray data sets and apartment price data sets in metropolitan areas.

• The Korean Journal of Applied Statistics
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• v.5 no.2
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• pp.139-156
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• 1992

Recently several authors have introduced iterative methods for detecting time series outliers. Most of these methods are developed under the assumption that an underlying outlier-free model is known or can be identified. Since outliers can distort model identification or even make it impossible, we propose procedure begins with a descriptive data analysis of a time series using distance measures between two observations. Properties of the proposed test statistic are presented. To distinguish the type of an outlier are used transfer function models. An empirical example is given to illustrate the time series modeling procedure.