• Title/Summary/Keyword: series model

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HAMILTONIAN OF A SECOND ORDER TWO-LAYER EARTH MODEL

  • Selim, H.H.
    • Journal of The Korean Astronomical Society
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    • v.40 no.2
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    • pp.49-60
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    • 2007
  • This paper deals with the theory for rotational motion of a two-layer Earth model (an inelastic mantle and liquid core) including the dissipation in the mantle-core boundary(CMB) along with tidal effects produced by Moon and Sun. An analytical solution being derived using Hori's perturbation technique at a second order Hamiltonian. Numerical nutation series will be deduced from the theory.

A sub-optimal controller design for constant-frequency series resonant converter with buck type pre-regulator (벅형 프리레귤레이터를 가진 일정주파수 직렬공진변환기를 위한 새로운 준최적제어기 설계)

  • 안희욱;고정호;윤명중
    • 제어로봇시스템학회:학술대회논문집
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    • 1990.10a
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    • pp.96-100
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    • 1990
  • Dynamic modelling and controller design technique for constant-frequency series resonant converter with buck type preregulator are mainly described in this paper. An equivalent circuit model is derived and a state equation is developed from this model. To improve the dynamic performance, a negative feedback of inductor current is added to the proportional and integral control of output voltage. Furthermore, an optimization technique with prescribed eigenvalue region is applied to the determination of feedback gains. With the presented design method, much better dynamic performance can be obtained.

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Efficient Quasi-likelihood Estimation for Nonlinear Time Series Models and Its Application

  • Kim, Sahmyeong;Cha, Kyungyup;Lee, Sungduck
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.101-113
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    • 2003
  • Quasi likelihood estimators defined by Wedderburn are derived for several nonlinear time series models. And also, the least squared estimator and Quasi-likelihood estimator are compared in sense of asymptotic relative efficiency at those models. Finally, we apply these estimations to a real data on exchanging rate and stock market prices.

STRUCTURAL CHANGES IN DYNAMIC LINEAR MODEL

  • Jun, Duk B.
    • Journal of the Korean Operations Research and Management Science Society
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    • v.16 no.1
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    • pp.113-119
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    • 1991
  • The author is currently assistant professor of Management Science at Korea Advanced Institute of Science and Technology, following a few years as assistant professor of Industrial Engineering at Kyung Hee University, Korea. He received his doctorate from the department of Industrial Engineering and Operations Research, University of California, Berkeley. His research interests are time series and forecasting modelling, Bayesian forecasting and the related software development. He is now teaching time series analysis and econometrics at the graduate level.

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A Study on the Solution of the Epidemic Model Using Elementary Series Expansions (초등급수 전개에 의한 유행병 모델의 해법에 관한 연구)

  • 정형환;주수원
    • Journal of Biomedical Engineering Research
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    • v.12 no.3
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    • pp.171-176
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    • 1991
  • A solution for the course of the general deterministic epidemic model is obtained by elementary series expansion. This is valid over all times, and appears to hold accurate]y over a very wide range of population and threshould parameter values. This algorithm can be more efficient than either numerical or recursive procedures in terms of the number of operations required to evaluate a sequence of points along the course of the epidemic.

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An Estimation of Nonlinear Time Series with ARCH errors using ECtBnS algorithm

  • Asato, Hajime;Miyagi, Hauao;Yamashita, Katsumi
    • Proceedings of the IEEK Conference
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    • 2000.07b
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    • pp.1111-1114
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    • 2000
  • In this paper, a method of estimating second-order Volterra model with ARCH errors is presented. Then we use an ECLMS algorithm for noise canceling of nonlinear time series. The validity of the proposed method is demonstrated for estimating second-order Volterra model with ARCH errors, using computer simulations.

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Small Signal Modeling for the PWM Series Resonant Converter (PWM-SRC) (펄스-폭 변조방식의 직렬공진 컨버터의 소신호 모델링)

  • Choi, Hyun-Chil
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.11
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    • pp.1441-1447
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    • 1999
  • A discrete time domain modeling is presented for the pulse-width modulated series resonant converter (PWM-SRC) with a discontinuous current mode. This nonlinear system is linearized about its equilibrium state to obtain a linear discrete time model for the investigation of small signal performances such as the stability and transient response. The usefulness of this small signal model is verified through the dynamic simulation.

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Asymptotic Distribution of Sample Autocorrelation Function for the First-order Bilinear Time Series Model

  • Kim, Won-Kyung
    • Journal of the Korean Statistical Society
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    • v.19 no.2
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    • pp.139-144
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    • 1990
  • For the first-order bilinear time series model $X_t = aX_{t-1} + e_i + be_{t-1}X_{t-1}$ where ${e_i}$ is a sequence of independent normal random variables with mean 0 and variance $\sigma^2$, the asymptotic distribution of sample autocarrelation function is obtained and shown to follow a normal distribution. The variance of the asymptotic distribution is of a complicated form and hence a bootstrap estimate of the variance is proposed for large sample inference. This result can be used to distinguish between different bilinear models.

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The Prediction of the Hydrodynamic Coefficients of Added Mass for Ship in Shallow Waters (천수역 선체 부가질양에 대한 추정 근사식에 관한 연구)

  • 이윤석;김순갑;조익순
    • Journal of the Korean Institute of Navigation
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    • v.24 no.3
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    • pp.123-132
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    • 2000
  • In order to improve the ship maneuverability, It is important to estimate precisely the hydrodynamic coefficients of added mass forces acting on a ship especially in shallow waters, and simple methods for predicting such hydrodynamic forces Is also very desirable. In the previous paper using 3-Dimension potential flow theory, it has been demonstrated that potential calculation is available to estimate added mass coefficients. The present work is aimed at the suggestion of the simplified formulas for predicting the translation and lateral motion of added mass coefficients in shallow water. So, 3-D potential flow theory is also used to calculate the added mass coefficients in deep and shallow waters for Series 60 model which has 5 different kinds of block coefficients (0.6-0.8), SR196 model and T/S HANNARA. After some series computation, simplified formulas for Predicting the added mass force in shallow waters is suggested based on the computation results of Series 60 model. The formulas consist of the combination of principal dimensions and the water depth; d/B, Cb, d/H. The predicted results are compared with the Computation results for SR196 model and T/S HANNARA. The precision of predicted results by simplified formulas are good enough for the practical use. (d/B : draft-Breadth ratio, d/H draft-Water depth ratio, Cb : Block coefficients).

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A Study on the Nonlinear Relationship between CO2 Emissions and Economic Growth : Empirical Evidence with the STAR Model (비선형 STAR 모형을 이용한 이산화탄소 배출량과 경제성장 간의 관계 분석)

  • Kim, Seiwan;Lee, Kihoon
    • Environmental and Resource Economics Review
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    • v.17 no.1
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    • pp.3-22
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    • 2008
  • We study nonlinearities of $CO_2$ emissions and economic growth m Korea using the Smooth Transition Autoregressive (or STAR) model. We find evidence for nonlinearities and cyclical regime changes of both time series. In the extended nonlinear empirical work, we characterize dynamic properties of the two time series and then find mutually significant Granger causality between $CO_2$ emissions and economic growth. All these empirical evidences together reinforce long standing concern that economy-wide restrictions on $CO_2$ emissions would hurt economic growth for Korean styled medium industrialized countries.

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