• Title/Summary/Keyword: series model

Search Result 5,386, Processing Time 0.033 seconds

A Dynamic Rain Attenuation Model for Adaptive Satellite Communication Systems (적응형 위성통신 시스템 설계를 위한 동적 강우 감쇠 모델)

  • Zhang, Meixiang;Kim, Soo-Young;Pack, Jeong-Ki
    • Journal of Satellite, Information and Communications
    • /
    • v.6 no.1
    • /
    • pp.12-18
    • /
    • 2011
  • Signal fading due to rain is one of the most significant factors degrading link quality in satellite communication systems. Adaptive transmission is considered to be the most efficient means to countermeasure the rain attenuation. In order to develop and design a good adaptive transmission system, we need a dynamic rain attenuation model which can synthesize time series of rain attenuation. In this paper, we present a modeling technique for dynamic rain attenuation using a Markov process. We derive statistical fading properties of the rain attenuation data measured in second time interval and define four states in the Markov process. We synthesize the rain attenuation data using the 4-state Markov process, and compare statistical properties of the simulated data to those of the measured data.

Volatility Computations for Financial Time Series: High Frequency and Hybrid Method (금융시계열 변동성 측정 방법의 비교 분석: 고빈도 자료 및 융합 방법)

  • Yoon, J.E.;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
    • /
    • v.28 no.6
    • /
    • pp.1163-1170
    • /
    • 2015
  • Various computational methods for obtaining volatilities for financial time series are reviewed and compared with each other. We reviewed model based GARCH approach as well as the data based method which can essentially be regarded as a smoothing technique applied to the squared data. The method for high frequency data is focused to obtain the realized volatility. A hybrid method is suggested by combining the model based GARCH and the historical volatility which is a data based method. Korea stock prices are analysed to illustrate various computational methods for volatilities.

Site-response effects on RC buildings isolated by triple concave friction pendulum bearings

  • Ates, Sevket;Yurdakul, Muhammet
    • Computers and Concrete
    • /
    • v.8 no.6
    • /
    • pp.693-715
    • /
    • 2011
  • The main object of this study is to evaluate the seismic response effects on a reinforced concrete building isolated by triple concave friction pendulum (TCFP) bearings. The site-response effects arise from the difference in the local soil conditions at the support points of the buildings. The local soil conditions are, therefore, considered as soft, medium and firm; separately. The results on the responses of the isolated building are compared with those of the non-isolated. The building model used in the time history analysis, which is a two-dimensional and eight-storey reinforced concrete building with and without the seismic isolation bearings and/or the local soil conditions, is composed of two-dimensional moment resisting frames for superstructure and of plane elements featuring plane-stress for substructure. The TCFP bearings for isolating the building are modelled as of a series arrangement of the three single concave friction pendulum (SCFP) bearings. In order to investigate the efficiency of both the seismic isolation bearings and the site-response effects on the buildings, the time history analyses are elaborately conducted. It is noted that the site-response effects are important for the isolated building constructed on soft, medium or firm type local foundation soil. The results of the analysis demonstrate that the site-response has significant effects on the response values of the structure-seismic isolation-foundation soil system.

An Experimental Study upon Modeling and Control of Coupled Engine and Generator System (엔진-발전기 시스템 모델링 및 제어특성에 관한 실험적 연구)

  • 송승호;정세종;오정훈;함윤영;최용각;이광희
    • Transactions of the Korean Society of Automotive Engineers
    • /
    • v.11 no.5
    • /
    • pp.163-169
    • /
    • 2003
  • Modeling of engine-generator system and its control responses are investigated using high performance generator controller. The nonlinear engine is modeled using mean torque production model based on experimental engine map. In case of diesel engine. the amount of injected fief is decided by engine controller depending on the APS(Acceleration Position Sensor) value. An electromechanical generator model contains electrical circuits and moment of inertia. The generator controller maximizes the performance of generator using decoupling and linearized current feedback control. The generator control system consists of 3-phase IGBT inverter and controller board based on 32 bit floating point DSP. Field oriented control algorithm with digital current feedback control at 10kHz sampling enabled high performance torque and speed control of induction machine. Not only the steady state but also the transient state responses can be evaluated through a batch test of the engine generator system. Developed engine and generator modeling and control can be utilized in various applications such as Series Hybrid Electric Vehicle(SHEV), engine-generator for emergency, and other hybrid generation systems.

HQSAR Analysis on Novel series of 1-(4-Phenylpiperazin-1-yl-2-(1H-Pyrazol-1-yl) Ethanone Derivatives Targeting CCR1

  • Balasubramanian, Pavithra K.;Cho, Seung Joo
    • Journal of Integrative Natural Science
    • /
    • v.6 no.3
    • /
    • pp.163-169
    • /
    • 2013
  • The chemokine receptor CCR1 a GPCR super family protein contains seven transmembrane domains. It plays an important role in rheumatoid arthritis, organ transplant rejection, Alzheimer's disease and also causes inflammation. Because of its role in disease processes, antagonism of CCR1 became an attractive therapeutic target. In the current study, we have taken a novel series of recently reported CCR1 antagonist of 1-(4-Phenylpiperazin-1-yl_-2-(1H-Pyrazol-1-yl) ethanone derivatives and performed a HQSAR analysis. The model was developed with Atom (A) and bond (B) parameters and with different set of atom counts to improve the model. The results of HQSAR showed good predictive ability in terms of $r^2$ (0.904) and $q^2$ (0.590) with 0.710 as standard error of prediction and 0.344 as standard error of estimate. The contribution map depicted the atom contribution in inhibitory effect. Compound-14 which was reported to be a highly active compound showed positive atom contribution in three R groups ($R^3$. $R^{5a}$ and $R^{2b}$) in inhibitory effect, which could be the reason why this compound is highly active compound whereas, the lowest active compound-6 showed negative contribution to inhibitory effect.

Comparison of Filtration Resistances according to Membrane Cleaning Methods (막표면의 케이크층 세정 방법에 따른 여과 저항값 비교)

  • Han, Song-Hee;Chang, In-Soung
    • Journal of Environmental Science International
    • /
    • v.25 no.6
    • /
    • pp.817-827
    • /
    • 2016
  • The resistance in series model has been frequently used for determination of various filtration resistance to correctly understand the membrane fouling behaviour in MBR (membrane bio-reactor) for wastewater treatment. The cake layer resistance ($R_c$) which is commonly determined by calculation of flux dataset that are obtained empirically before and after removing the cake layer on membrane surface. However, the calculated Rc values are very dependent on the cleaning methods adapted for removal of cake layer. This study investigated how the various cleaning options affect $R_c$. Seven different cleaning methods were employed: i) ultrasonication (100 W, 10 min), ii) ultrasonication (200 W, 60 min), iii) ultrasonication (400 W, 120 min), iv) water rinsing in a shaker (100 rpm, 10 min), v) water rinsing in a shaker (300 rpm, 60 min), vi) water rinsing, vii) sponge scrubbing. For the hydrophilic PES membrane, the cake layer removal efficiencies ranged from 64% to 10%, indicating that the removal of cake layer was highly dependent on the cleaning options. For the hydrophobic PVDF membrane, the cake layer removal efficiencies ranged from 79% to 97%. Consequently, a standardized method for cake layer removal to determine cake resistance ($R_c$) is needed for correct interpretation of the fouling phenomena.

Analysis of Non-Linear Behavior in Silty Sand (실트질 모래지반의 비선형 거동특성 분석)

  • Lee, Kyung-Sook;Kim, Hyun-Ju;Lee, Jun-Hwan
    • Proceedings of the Korean Geotechical Society Conference
    • /
    • 2005.03a
    • /
    • pp.1159-1166
    • /
    • 2005
  • In the present study, a series of laboratory tests with sands of different silt contents, are conducted and methods to assess non-linear behaviors based on in-situ test results are proposed. Modified hyperbolic stress-strain model is used to analyze non-linearity of silty sands in terms of non-linear degradation parameters f and g as a function of silt contents and relative density $D_R$. Stress-strain relationship results were obtained from a series of triaxial tests on sands containing different amounts of silt. Initial shear modulus which was applied to normalize modulus degradation of silty sands were determined based on the resonant column test results. From the laboratory test results, it was observed that, as the relative density increases, values of f decrease and those of g increase. Cone resistance $q_c$ for silty soil condition used in the triaxial tests were estimated based on the cavity expansion analysis. A suggestion to make an estimation of degradation parameters f and g as a function of fine contents is addressed in terms of cone resistance $q_c$ .

  • PDF

Development of System Marginal Price Forecasting Method Using ARIMA Model (ARIMA 모형을 이용한 계통한계가격 예측방법론 개발)

  • Kim Dae-Yong;Lee Chan-Joo;Jeong Yun-Won;Park Jong-Bae;Shin Joong-Rin
    • The Transactions of the Korean Institute of Electrical Engineers A
    • /
    • v.55 no.2
    • /
    • pp.85-93
    • /
    • 2006
  • Since the SMP(System Marginal Price) is a vital factor to the market participants who intend to maximize the their profit and to the ISO(Independent System Operator) who wish to operate the electricity market in a stable sense, the short-term marginal price forecasting should be performed correctly. In an electricity market the short-term market price affects considerably the short-term trading between the market entities. Therefore, the exact forecasting of SMP can influence on the profit of market participants. This paper presents a new methodology for a day-ahead SMP forecasting using ARIMA(Autoregressive Integrated Moving Average) model based on the time-series method. And also the correction algorithm is proposed to minimize the forecasting error in order to improve the efficiency and accuracy of the SMP forecasting. To show the efficiency and effectiveness of the proposed method, the case studies are performed using historical data of SMP in 2004 published by KPX(Korea Power Exchange).

Zirconium Titanate Thin FIlm Prepared by Surface Sol-Gel Process and Effects of Thickness on Dielectric Property

  • Kim, Chy-Hyung;Lee, Moon-Hee
    • Bulletin of the Korean Chemical Society
    • /
    • v.23 no.5
    • /
    • pp.741-744
    • /
    • 2002
  • Single phase of multicomponent oxide ZrTiO4 film could be prepared through surface sol-gel route simply by coating the mixture of 100 mM zirconium butoxide and titanium butoxide on $Pt/Ti/SiO_2Si(100)$ substrate, following pyro lysis at $450^{\circ}C$, and annealing it at 770 $^{\circ}C.$ The dielectric constant of the film was reduced as the film thickness decreased due to of the interfacial effects caused by layer/electrode and a few voids inside the multilayer. However, the dielectric property was independent of applied dc bias sweeps voltage (-2 to +2 V).The dielectric constant of bulk film, 31.9, estimated using series-connected capacitor model was independent of film thickness and frequency in the measurement range, but theoretical interfacial thickness, ti, was dependent on the frequency. It reached a saturated ti value, $6.9{\AA}$, at high frequency by extraction of some capacitance component formed at low frequency range. The dielectric constant of bulk ZrTiO4 pellet-shaped material was 33.7 and very stable with frequency promising as good applicable devices.

Time Series Change Characteristics of Unconfined Groundwater Wells Temperatures for Agricultural Water Use (농업용수 활용을 위한 비피압지하수관정 수온의 시계열 변동특성)

  • Park, Seung Ki;Jung, Nam Su
    • Journal of Korean Society of Rural Planning
    • /
    • v.22 no.1
    • /
    • pp.13-23
    • /
    • 2016
  • There is a need to analyze unconfined groundwater behavior since the demand of groundwater use has been increasing. While unconfined groundwater temperature is tend to be affected by air temperature, it is hard to find an empirical study in South Korea. In this research, we try to determine the relationship between daily average air temperature and daily average groundwater temperature by time-sequential analysis of groundwater monitoring wells in Galshin basin in Yesan-Gun, Chungcheongnam-Do. In addition, models to estimate groundwater temperature from air temperature were developed. In this research 101-day moving average method with measured air temperature is used to estimate groundwater temperature. To verify the developed model, estimated values of average groundwater temperature with 101 moving average are compared to the measured data from September 10 2007 to September 9 2008. And, Nash-Stucliff Efficiency and Coefficient of Determination were 0.970 and 0.976, therefore it was concluded that the model allowing groundwater temperature estimation from air temperature is with reasonable applicability.