• Communications for Statistical Applications and Methods
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• v.20 no.3
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• pp.207-215
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• 2013

In this paper, we implement an empirical study to test whether the time series of daily returns in stock and Won/USD exchange markets is strictly stationary or explosive. The results indicate that only a few series show nonstationary volatility when dramatic events erupted; in addition, this nonstationary behavior occurs more often in the Won/USD exchange market than in the stock market.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1997.10a
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• pp.173-176
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• 1997

A refined plate theory including the effects of transverse shearing is used to predict the free vibration frequencies, mode shapes and stress distributions in spinning laminated composite plates. In this theory, the displacements are expressed by trigonometric series representation through the thickness. In the series for the displacements only the first few terms are retained. The model is validated by comparing the results for isotropic plates with those available in the literature.

• The Journal of Korea Robotics Society
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• v.17 no.3
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• pp.365-372
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• 2022

The accurate object recognition is important for the precise and accurate manipulation. To enhance the recognition performance, we can use various types of sensors. In general, acquired data from sensors have a high sampling rate. So, in the past, the RNN-based model is commonly used to handle and analyze the time-series sensor data. However, the RNN-based model has limitations of excessive parameters. CNN-based model also can be used to analyze time-series input data. However, CNN-based model also has limitations of the small receptive field in early layers. For this reason, when we use a CNN-based model, model architecture should be deeper and heavier to extract useful global features. Thus, traditional methods like RN N -based and CN N -based model needs huge amount of learning parameters. Recently studied result shows that Fast Fourier Convolution (FFC) can overcome the limitations of traditional methods. This operator can extract global features from the first hidden layer, so it can be effectively used for feature extracting of sensor data that have a high sampling rate. In this paper, we propose the algorithm to recognize objects using tactile sensor data and the FFC model. The data was acquired from 11 types of objects to verify our posed model. We collected pressure, current, position data when the gripper grasps the objects by random force. As a result, the accuracy is enhanced from 84.66% to 91.43% when we use the proposed FFC-based model instead of the traditional model.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.1B
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• pp.1-9
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• 2008

The impact of snow accumulation and snowmelt in rainfall-runoff modelling was analyzed for the Soyanggang dam basin by comparing the measured and simulated discharges simulated by the NWS-PC model. Sugawara's conceptual model was used to simulate the snow accumulation and snowmelt phenomena and NWS-PC model was employed to simulate rainfall-runoff. Parameters in model calibration were estimated by the Multi-step Automated Calibration Scheme and optimized using SCE-UA algorithm in each step. The results of the model calibration and verification show that the model considering snowmelt process is better than the one without consideration of snowmelt under the performance criteria such as RMSE, PBIAS, NSE, and PME. The measured discharge time series has over 60 days of persistence. Correlograms for each simulation showed that the simulated discharge with snowmelt model reproduce the persistence closely to the measured discharge's while the one without snow accumulation and snowmelt model reproduce only 20 days of persistence. The study result indicates that the inclusion of snow accumulation and snowmelt model is important for the accurate simulation of rainfall-runoff phenomena in the Soyanggang dam basin.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.61 no.2
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• pp.303-311
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• 2012

In this study, we introduce a dynamic process model as well as the design methodology of optimized fuzzy controller for its efficient application to vacuum production system to produce a semiconductor, solar module and display and so on. In a vacuum control field, PID control method is widely used from the viewpoint of simple structure and preferred performance. But, PID control method is very sensitive to the change of environment of control system as well as the change of control parameters. Therefore, it's difficult to get a preferred performance results from target system which has a complicated structure and lots of nonlinear factors. To solve such problem, we propose the design methodology of an optimized fuzzy PID controller through a following series of steps. First a dynamic characteristic of the target system is analyzed through a series of experiments. Second the process model is built up and its characteristic is compared with real process. Third, the optimized fuzzy PID controller is designed using genetic algorithms. Finally, the fuzzy controller is applied to target system and then its performance is compared with that of other conventional controllers(PID, PI, and Fuzzy PI controller). The performance of the proposed fuzzy controller is evaluated in terms of auto-tuned control parameters and output responses considered by ITAE index, overshoot, rise time and steady state time.

• Journal of Power Electronics
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• v.12 no.1
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• pp.40-48
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• 2012

This paper proposes the State-of-charge (SOC) estimator of a LiPB Battery using the Extended Kalman Filter (EKF). EKF can work properly only with an accurate model. Therefore, the high accuracy electrical battery model for EKF state is discussed in this paper, which is focused on high-capacity LiPB batteries. The battery model is extracted from a single cell of LiPB 40Ah, 3.7V. The dynamic behavior of single cell battery is modeled using a bulk capacitance, two series RC networks, and a series resistance. The bulk capacitance voltage represents the Open Circuit Voltage (OCV) of battery and other components represent the transient response of battery voltage. The experimental results show the strong relationship between OCV and SOC without any dependency on the current rates. Therefore, EKF is proposed to work by estimating OCV, and then is converted it to SOC. EKF is tested with the experimental data. To increase the estimation accuracy, EKF is improved with a single dominant varying parameter of bulk capacitance which follows the SOC value. Full region of SOC test is done to verify the effectiveness of EKF algorithm. The test results show the error of estimation can be reduced up to max 5%SOC.

• Journal of Institute of Control, Robotics and Systems
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• v.15 no.12
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• pp.1216-1222
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• 2009

This article describes a simple method for generating the walking trajectory for the biped humanoid robot. The method used a simple inverted model instead of complex multi-mass model and a reasonable explanation for the model simplification is included. The problem of gait trajectory generation is to find the solution from the desired ZMP trajectory to CoG trajectory. This article presents the analytic solution for the bipedal gait generation on the bases of ZMP trajectory. The presented ZMP trajectory has Fourier series form, which has finite or infinite summation of sine and cosine functions, and ZMP trajectory can be designed by calculating the coefficients. From the designed ZMP trajectory, this article focuses on how to find the CoG trajectory with analytical way from the simplified inverted pendulum model. Time segmentation based approach is adopted for generating the trajectories. The coefficients of the function should be designed to be continuous between the segments, and the solution is found by calculating the coefficients with this connectivity conditions. This article also has the proof and the condition of solution existence.

• Journal of applied mathematics & informatics
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• v.5 no.2
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• pp.373-382
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• 1998

Most of the works in Time Series Analysis are based on the Auto Regressive Integrated Moving Average (ARIMA) models presented by Box and Jeckins(1976). If the data exhibits no ap-parent deviation from stationarity and if it has rapidly decreasing autocorrelation function then a suitable ARIMA(p,q) model is fit to the given data. Selection of the orders of p and q is one of the crucial steps in Time Series Analysis. Most of the methods to determine p and q are based on the autocorrelation function and partial autocor-relation function as suggested by Box and Jenkins (1976). many new techniques have emerged in the literature and it is found that most of them are over very little use in determining the orders of p and q when both of them are non-zero. The Durbin-Levinson algorithm and Innovation algorithm (Brockwell and Davis 1987) are used as recur-sive methods for computing best linear predictors in an ARMA(p,q)model. These algorithms are modified to yield an effective method for ARMA model identification so that the values of order p and q can be determined from them. The new method is developed and its validity and usefulness is illustrated by many theoretical examples. This method can also be applied to an real world data.

• Smart Structures and Systems
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• v.26 no.1
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• pp.23-33
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• 2020

Majority of the damage in engineering structures is nonlinear. Damage sensitive features (DSFs) extracted by traditional methods from linear time series models cannot effectively handle nonlinearity induced by structural damage. A new DSF is proposed based on vector space cosine similarity (VSCS), which combines K-means cluster analysis and Bayesian discrimination to detect nonlinear structural damage. A reference autoregressive moving average (ARMA) model is built based on measured acceleration data. This study first considers an existing DSF, residual standard deviation (RSD). The DSF is further advanced using the VSCS, and then the advanced VSCS is classified using K-means cluster analysis and Bayes discriminant analysis, respectively. The performance of the proposed approach is then verified using experimental data from a three-story shear building structure, and compared with the results of existing RSD. It is demonstrated that combining the linear ARMA model and the advanced VSCS, with cluster analysis and Bayes discriminant analysis, respectively, is an effective approach for detection of nonlinear damage. This approach improves the reliability and accuracy of the nonlinear damage detection using the linear model and significantly reduces the computational cost. The results indicate that the proposed approach is potential to be a promising damage detection technique.

• The Journal of the Korea institute of electronic communication sciences
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• v.15 no.2
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• pp.343-348
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• 2020

During 50 years, the chaotic theory has begun to research with concerning in Mathematics and physics, and it has extended the fields to of engineering and social science. Recently, chaotic theory has progressed as a type of fusion research fused with natural science and social science. Such fused research includes problems for addiction, happiness of human, problem happened between family and love affairs between man and woman. In this paper, we consider the external environment based on love model which is one among fusion research, and when we consider colored noise in the external environment, we verify how the chaotic pattern is affected in the love model through time series and phase portrait.