• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.11a
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• pp.169-172
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• 2006

Most studies using state-space models have been conducted under the assumption of independently distributed noises in measurement and state equation without adequate verification of the assumption. To avoid the improper use of state-space model, testing the assumption prior to the parameter estimation of state-space model is very important. The purpose of this paper is to investigate the general relationship between parameters of state-space models and those of ARIMA processes. Under the assumption, we derive restricted parameter spaces of ARIMA(p,0,p-1) models with mutually different AR roots where $p\;{\le}\;5$. In addition, the results of ARIMA(p,0,p-1) case can be expanded to more general ARIMA models, such as ARIMA(p-1,0,p-1), ARIMA(p-1,1,p-1), ARIMA(p,0,p-2) and ARIMA(p-1,1,p-2).

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2003.11a
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• pp.11-14
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• 2003

The dynamics of unobservable short rate are frequently estimated directly by using a proxy. We estimate the biases resulting from this practice ("proxy problem"). To solve this problem, State-Space models have been proposed by many researchers. State-Space models have been used to estimate the unobservable variables from the observable variables in econometrics. However, applications of State-Space models often result in a misleading interpretation of the underlying processes especially when the absorbability of the State-Space model and the assumption of noise processes in the state vector are not properly considered. In this study, we propose the exact State-Space model that properly considers the faults of previous researchers to solve the proxy problem.

• Nuclear Engineering and Technology
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• v.49 no.1
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• pp.134-140
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• 2017

A well-performed core power control to track load changes is crucial in pressurized water reactor (PWR) nuclear power stations. It is challenging to keep the core power stable at the desired value within acceptable error bands for the safety demands of the PWR due to the sensitivity of nuclear reactors. In this paper, a state-space model predictive control (MPC) method was applied to the control of the core power. The model for core power control was based on mathematical models of the reactor core, the MPC model, and quadratic programming (QP). The mathematical models of the reactor core were based on neutron dynamic models, thermal hydraulic models, and reactivity models. The MPC model was presented in state-space model form, and QP was introduced for optimization solution under system constraints. Simulations of the proposed state-space MPC control system in PWR were designed for control performance analysis, and the simulation results manifest the effectiveness and the good performance of the proposed control method for core power control.

• Journal of environmental and Sanitary engineering
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• v.15 no.2
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• pp.65-74
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• 2000

The purpose of this study is to develop the stochastic stream water quality model for the intake station of Chung-Ju city waterworks in the Han river system. This model was based on the theory of Box-Jenkins Multiplicative ARIMA(SARIMA) and the state space model to simulate changes of water qualities. Variable of water qualities included in the model are temperature and dissolved oxygen(DO). The models development were based on the data obtained from Jan. 1990 to Dec. 1997 and followed the typical procedures of the Box-Jenkins method including identification and estimation. The seasonality of DO and temperature data to formulate for the SARIMA model are conspicuous and the period of revolution was twelve months. Both models had seasonality of twelve months and were formulates as SARIMA {TEX}$(2,1,1)(1,1,1)_{12}${/TEX} for DO and temperature. The models were validated by testing normality and independency of the residuals. The prediction ability of SARIMA model and state space model were tested using the data collected from Jan. 1998 to Oct. 1999. There were good agreements between the model predictions and the field measurements. The performance of the SARIMA model and state space model were examined through comparisons between the historical and generated monthly dissolved oxygen series. The result reveal that the state space model lead to the improved accuracy.

• Journal of the Korean Society of Fisheries and Ocean Technology
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• v.55 no.3
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• pp.206-216
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• 2019

This study is aimed to compare stock assessment models depending on how the models fit to observed data. Process-error model, Observation-error model, and Bayesian state-space model for the Korean Western coast fisheries were applied for comparison. Analytical results show that there is the least error between the estimated CPUE and the observed CPUE with the Bayesian state-space model; consequently, results of the Bayesian state-space model are the most reliable. According to the Bayesian State-space model, potential yield of fishery resources in the West Sea of Korea is estimated to be 231,949 tons per year. However, the results show that the fishery resources of West Sea have been decreasing since 1967. In addition, the amounts of stock in 2013 are assessed to be only 36% of the stock biomass at MSY level. Therefore, policy efforts are needed to recover the fishery resources of West Sea of Korea.

• Journal of Computing Science and Engineering
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• v.9 no.1
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• pp.9-19
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• 2015

The most important challenge in the region-based abstraction method as an approach to compute the state space of time Petri Nets (TPNs) for model checking is that the method results in a huge number of regions, causing a state explosion problem. Thus, region-based abstraction methods are not appropriate for use in developing practical tools. To address this limitation, this paper applies a modification to the basic region abstraction method to be used specially for computing the state space of TPN models, so that the number of regions becomes smaller than that of the situations in which the current methods are applied. The proposed approach is based on the special features of TPN that helps us to construct suitable and small region graphs that preserve the time properties of TPN. To achieve this, we use TPN-TCTL as a timed extension of CTL for specifying a subset of properties in TPN models. Then, for model checking TPN-TCTL properties on TPN models, CTL model checking is used on TPN models by translating TPN-TCTL to the equivalent CTL. Finally, we compare our proposed method with the current region-based abstraction methods proposed for TPN models in terms of the size of the resulting region graph.

• Knowledge Management Research
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• v.14 no.4
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• pp.19-46
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• 2013

This paper aims to show the learning process and the educational effects of Divide-and-Combine principles and State Models, which are included in the Butterfly Model for creative problem solving. In our State Models, there are Time State Model, Space State Model, and Whole-Parts State Model. We have taught middle school students (for 18 hours), high school students (for 24 hours), and undergraduate students (for 1 semester) about our proposed Models when they solved contradiction problems. Also, we have made the students learn our contradiction resolution algorithms by themselves based on team-based discussion. By learning and by using our Models, the students had the higher level of expertise in contradiction problems and had the growth mindset that made them have confidence in themselves and kept them challenging themselves about problems. Also, learning and solving with our Models improved the students' growth mindset as well as their problem-solving ability.

• International Journal of Aeronautical and Space Sciences
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• v.16 no.3
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• pp.347-359
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• 2015

A method of describing the rovibrational energy transitions and coupled chemical reactions in the direct simulation Monte Carlo (DSMC) calculations is constructed for $H(^2S)+H_2(X^1{\Sigma}_g)$ and $He(^1S)+H_2(X^1{\Sigma}_g)$. First, the state-specific total cross sections for each rovibrational states are proposed to describe the state-resolved elastic collisions. The state-resolved method is constructed to describe the rotational-vibrational-translational (RVT) energy transitions and coupled chemical reactions by these state-specific total cross sections and the rovibrational state-to-state transition cross sections of bound-bound and bound-free transitions. The RVT energy transitions and coupled chemical reactions are calculated by the state-resolved method in various heat bath conditions without relying on a macroscopic properties and phenomenological models of the DSMC. In nonequilibrium heat bath calculations, the state-resolved method are validated with those of the master equation calculations and the existing shock-tube experimental data. In bound-free transitions, the parameters of the existing chemical reaction models of the DSMC are proposed through the calibrations in the thermochemical nonequilibrium conditions. When the bound-free transition component of the state-resolved method is replaced by the existing chemical reaction models, the same agreement can be obtained except total collision energy model.

• Communications for Statistical Applications and Methods
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• v.31 no.1
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• pp.143-154
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• 2024

This paper considers a combined model of exponential smoothing (ETS) and autoregressive integrated moving average (ARIMA) models that are commonly used to forecast time series data. The combined model is constructed through an innovational state space model based on the level variable instead of the differenced variable, and the identifiability of the model is investigated. We consider the maximum likelihood estimation for the model parameters and suggest the model selection steps. The forecasting performance of the model is evaluated by two real time series data. We consider the three competing models; ETS, ARIMA and the trigonometric Box-Cox autoregressive and moving average trend seasonal (TBATS) models, and compare and evaluate their root mean squared errors and mean absolute percentage errors for accuracy. The results show that the combined model outperforms the competing models.

• Proceedings of the KIEE Conference
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• 1986.07a
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• pp.140-144
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• 1986

In this paper an FIR(finite impulse response) filter and smoother are introduced for discrete time-invariant state-space models with driving noises. The FIR structure not only quarantees the BIBO stability and the robustness to parameter changes but also improves the filter divergence problem. It is shown that the impulse responses of the FIR filter and the smoother are obtained by Riccati-type difference equations and that they are to be time-invariant and reduced to very simple forms. For implementational purpose, recursive forms of the FIR filler and smoother are derived with each other used as the adjoint variable.