Journal of Korean Society of Industrial and Systems Engineering (산업경영시스템학회지)

Society of Korea Industrial and System Engineering (한국산업경영시스템학회)
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Evaluating Efficacy of Hilbert-Huang Transform in Analyzing Manufacturing Time Series Data with Periodic Components

제조업의 주기성 시계열분석에서 힐버트 황 변환의 효용성 평가

  • Lee, Sae-Jae (School of Industrial Engineering, Kumoh National Institute of Technology) ;
  • Suh, Jung-Yul (School of Industrial Engineering, Kumoh National Institute of Technology)
  • 이세재 (금오공과대학교 산업공학부) ;
  • 서정렬 (금오공과대학교 산업공학부)
  • Received : 2012.04.02
  • Accepted : 2012.04.23
  • Published : 2012.06.30
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Abstract

Real-life time series characteristic data has significant amount of non-stationary components, especially periodic components in nature. Extracting such components has required many ad-hoc techniques with external parameters set by users in case-by-case manner. In our study, we evaluate whether Hilbert-Huang Transform, a new tool of time-series analysis can be used for effective analysis of such data. It is divided into two points : 1) how effective it is in finding periodic components, 2) whether we can use its results directly in detecting values outside control limits, for which a traditional method such as ARIMA had been used. We use glass furnace temperature data to illustrate the method.

Keywords

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