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http://dx.doi.org/10.11627/jkise.2014.37.4.35

Control Limits of Time Series Data using Hilbert-Huang Transform : Dealing with Nested Periods  

Suh, Jung-Yul (School of Industrial Engineering, Kumoh National Institute of Technology)
Lee, Sae Jae (School of Industrial Engineering, Kumoh National Institute of Technology)
Publication Information
Journal of Korean Society of Industrial and Systems Engineering / v.37, no.4, 2014 , pp. 35-41 More about this Journal
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 a case-by-case manner. In this study, we used Empirical Mode Decomposition Method from Hilbert-Huang Transform to extract them in a systematic manner with least number of ad-hoc parameters set by users. After the periodic components are removed, the remaining time-series data can be analyzed with traditional methods such as ARIMA model. Then we suggest a different way of setting control chart limits for characteristic data with periodic components in addition to ARIMA components.
Keywords
Hilbert-Huang Transform; ARIMA; Control Limits; Periodic Data; Time Series Model;
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Times Cited By KSCI : 1  (Citation Analysis)
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