• Title/Summary/Keyword: series model

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EWMA Based Fusion for Time Series Forecasting (시계열 예측을 위한 EWMA 퓨전)

  • Shin, Hyung Won;Sohn, So Young
    • Journal of Korean Institute of Industrial Engineers
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    • v.28 no.2
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    • pp.171-177
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    • 2002
  • In this paper, we propose a new data fusion method to improve the performance of individual prediction models for time series data. Individual models used are ARIMA and neural network and their results are combined based on the weight reflecting the inverse of EWMA of squared prediction error of each individual model. Monte Carlo simulation is used to identify the situation where the proposed approach can take a vintage point over typical fusion methods which utilize MSE for weight. Study results indicate the following: EWMA performs better than MSE fusion when the data size is large with a relatively big amplitude, which is often observed in intra-cranial pressure data. Additionally, EWMA turns out to be a best choice among MSE fusion and the two individual prediction models when the data size is large with relatively small random noises, often appearing in tax revenue data.

A Feasibility Study on Bayesian Inference of Parameters of Weibull Distributions of Failures for Two Non-identical Components in Series System by using Discrete Time Approximation Method (이산 시간 접근 방법을 사용하는 2 개의 직렬계 비동일 부품 고장의 와이블 분포 모수의 베이시안 추정에 대한 타당성 조사)

  • Chung, In-Seung
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.33 no.10
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    • pp.1144-1150
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    • 2009
  • This paper investigates the feasibility of the Bayesian discrete time approximation method to estimate the parameters of Weibull distributions of failures for two non-identical components connected in series system. A Bayesian model based on the discrete time approximation method is formulated to infer the Weibull parameters of two non-identical components with the failure data of the virtual tests. The study of this paper comes to a conclusion that the method is feasible only for some special cases under the given constraints on the concerned parameters.

Forecasting of Motorway Traffic Flow based on Time Series Analysis (시계열 분석을 활용한 고속도로 교통류 예측)

  • Yoon, Byoung-Jo
    • Journal of Urban Science
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    • v.7 no.1
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    • pp.45-54
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    • 2018
  • The purpose of this study is to find the factors that reduce prediction error in traffic volume using highway traffic volume data. The ARIMA model was used to predict the day, and it was confirmed that weekday and weekly characteristics were distinguished by prediction error. The forecasting results showed that weekday characteristics were prominent on Tuesdays, Wednesdays, and Thursdays, and forecast errors including MAPE and MAE on Sunday were about 15% points and about 10 points higher than weekday characteristics. Also, on Friday, the forecast error was high on weekdays, similar to Sunday's forecast error, unlike Tuesday, Wednesday, and Thursday, which had weekday characteristics. Therefore, when forecasting the time series belonging to Friday, it should be regarded as a weekly characteristic having characteristics similar to weekend rather than considering as weekday.

Nonlinearities and Forecasting in the Economic Time Series

  • Lee, Woo-Rhee
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.931-954
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    • 2003
  • It is widely recognized that economic time series involved not only the linearities but also the non-linearities. In this paper, when the economic time series data have the nonlinear characteristics we propose the forecasts method using combinations of both forecasts from linear and nonlinear models. In empirical study, we compare the forecasting performance of 4 exchange rates models(AR, GARCH, AR+GARCH, Bilinear model) and combination of these forecasts for dairly Won/Dollar exchange rates returns. The combination method is selected by the estimated individual forecast errors using Monte Carlo simulations. And this study shows that the combined forecasts using unrestricted least squares method is performed substantially better than any other combined forecasts or individual forecasts.

Development of Standard Series for Turbo Blowers (터보 블로워 표준화 제품 개발 사례)

  • Song, Kween;Kim, Kwang-Ho;Kim, Shin Hyoung;Kim, Hwe-Ryong
    • 유체기계공업학회:학술대회논문집
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    • 2000.12a
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    • pp.99-103
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    • 2000
  • This paper describes the development of standard series for turbo blowers. In mass production system, it is very required to standardize blowers to improve the productivity of ordering, estimating, manufacturing. To standardize blowers, we performed researches on the effects of $b_1$(impeller inlet width), $b_2$(impeller outlet width), ${\beta}_1$(blade inlet angle), ${\beta}_2$(blade outlet angle), Z(number of blades) of impellers and geometry of casing experimentally. Through this study, we chose the several best model of turbo blowers with high efficiency and low noise, which represent each specific speed series 63, 80, 100, 125, 160, 200, 250, 315. After the development of such standardized blowers, the test results are used to prepare the fan geometry and performance database for a selection software.

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Time-Discretization of Nonlinear Systems with Time Delayed Output via Taylor Series

  • Yuanliang Zhang;Chong Kil-To
    • Journal of Mechanical Science and Technology
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    • v.20 no.7
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    • pp.950-960
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    • 2006
  • An output time delay always exists in practical systems. Analysis of the delay phenomenon in a continuous-time domain is sophisticated. It is appropriate to obtain its corresponding discrete-time model for implementation via a digital computer. A new method for the discretization of nonlinear systems using Taylor series expansion and the zero-order hold assumption is proposed in this paper. This method is applied to the sampled-data representation of a nonlinear system with a constant output time-delay. In particular, the effect of the time-discretization method on key properties of nonlinear control systems, such as equilibrium properties and asymptotic stability, is examined. In addition, 'hybrid' discretization schemes resulting from a combination of the 'scaling and squaring' technique with the Taylor method are also proposed, especially under conditions of very low sampling rates. A performance of the proposed method is evaluated using two nonlinear systems with time-delay output.

Blending Surface Modelling Using Sixth Order PDEs

  • You, L.H.;Zhang, Jian J.
    • International Journal of CAD/CAM
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    • v.6 no.1
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    • pp.157-166
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    • 2006
  • In order to model blending surfaces with curvature continuity, in this paper we apply sixth order partial differential equations (PDEs), which are solved with a composite power series based method. The proposed composite power series based approach meets boundary conditions exactly, minimises the errors of the PDEs, and creates almost as accurate blending surfaces as those from the closed form solution that is the most accurate but achievable only for some simple blending problems. Since only a few unknown constants are involved, the proposed method is comparable with the closed form solution in terms of computational efficiency. Moreover, it can be used to construct 3- or 4-sided patches through the satisfaction of continuities along all edges of the patches. Therefore, the developed method is simpler and more efficient than numerical methods, more powerful than the analytical methods, and can be implemented into an effective tool for the generation and manipulation of complex free-form surfaces.

계층구조 시스템에서의 최적 중복 구조 설계

  • 김종운;윤원영;신주환
    • Proceedings of the Korean Reliability Society Conference
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    • 2000.11a
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    • pp.399-404
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    • 2000
  • Redundancy allocation problems have been considered at single-level systems and it may be the best policy in some specific situations, but not in general. With regards to reliability, it is most effective to allocate the lowest objects, because parallel-series systems are more reliable than series-parallel systems. However, the smaller and tower in the system an object is, the more time and accuracy are needed for duplicating it, and so, the cost can be decreased by using modular redundancy. Therefore, providing redundancy at high levels like as modules or subsystems, can be more economical than providing redundancy at low levels or duplicating components. In this paper, the problem in which redundancy is allocated at all level in a series system is addressed, a mixed integer nonlinear programming model is presented and genetic algorithm is proposed. An example illustrates the procedure.

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Monographic Study of the Endemic Plants in Korea III. Taxonomy and Interspecific Relationships of the Genus Astilbe (한국산 고유식물의 종속지 III. 노루오줌속 식물의 분류와 종간유록관계)

  • 정영호
    • Journal of Plant Biology
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    • v.26 no.2
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    • pp.73-90
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    • 1983
  • The analysis in external morphology of Astilbe including three endemic species in Korea was undertaken. From this study, five species and three varieties of Astilbe in Korea were redescribed. Their scientific names and Korean names were also consulted. Korean Astilbe could be grouped in two Series-Series 1. Simplicifoliae; Astilbe simplicifoliae and Series 2. compositae; A. taquetii, A. microphylla, A. chiensis var. chinensis, A. chinensis var. paniculata, A. chinensis var. davidii, A. divaricata, A. koreana. Interspecific relationships of eight taxa were represented as a toxonomic model by the considering their external morphology-pubescence on floral axis and surface of leafblade, inflorescence type, ratio of petal and stamen length-and distributional range in Korea and neighboring countries.

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Digital Positioning Control of Pneumatic Cylinder System with Elastic and Viscous Load (탄성 및 점성 부하시 공기압 실린더 시스템의 디지털 위치 제어)

  • 박명관;문영진;편창관
    • Journal of the Korean Society for Precision Engineering
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    • v.15 no.1
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    • pp.137-144
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    • 1998
  • For a model system consisted of four pneumatic cylinders with strokes of 10, 20, 40 and 80 mm, investigation was carried out experimentally and numerically about the reliability of system with elastic and viscous load. The elastic load affects the performance of each cylinder in cylinder series, and changes the time lag and the velocity of the piston which makes the positioning control rather difficult. Taking the effects of the elastic load into consideration, positioning can be carried out comparatively smoothly by only adjusting the driving timing. The effect of a viscous load reduces the vibration of each moving body in the cylinder series and also reduces the over-travelled distance which happens when several cylinders move at the same time. For reasons, a positioning with a viscous load can be relatively smoothly carried out even without the timing control.

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