• 제목/요약/키워드: Box-Jenkins method

검색결과 42건 처리시간 0.024초

퍼지 균등화와 유전알고리즘을 이용한 퍼지 모델링 (Fuzzy Modeling Using Fuzzy Equalization and GA)

  • 김승석;고현주;전병석;유정웅
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 2001년도 하계학술대회 논문집 D
    • /
    • pp.2653-2655
    • /
    • 2001
  • In this paper, we proposed a method of modeling a system using Fuzzy Equalization(FE) and Genetic Algorithm(GA). The initial model is constructed using FE. The antecedent parameters and the rules in fuzzy logic are tuned by GA. The proposed system minimizes the modeling error and the size of structure. The process of building membership functions using PDF(Probability Density Function) and GA tunes the antecedent parameter and rules for minimizing the error and structure. The usefulness of proposed method is demonstrated by applying to Box-Jenkins furnace data.

  • PDF

계층적 클러스터링과 Gaussian Mixture Model을 이용한 뉴로-퍼지 모델링 (A Neuro-Fuzzy Modeling using the Hierarchical Clustering and Gaussian Mixture Model)

  • 김승석;곽근창;유정웅;전명근
    • 한국지능시스템학회논문지
    • /
    • 제13권5호
    • /
    • pp.512-519
    • /
    • 2003
  • 본 논문에서는 계층적 클러스터링과 GMM을 순차적으로 이용하여 최적의 파라미터를 추정하고 이를 뉴로-퍼지 모델의 초기 파리미터로 사용하여 모델의 성능 개선을 제안한다. 반복적인 시도 중 가장 좋은 파라미터를 선택하는 기존의 알고리즘 과 달리 계층적 클러스터링은 데이터들 간의 유클리디언 거리를 이용하여 클러스터를 생성하므로 반복적인 시도가 불필요하다. 또한 클러스터링 방법에 의해 퍼지 모델링을 행하므로 클러스터와 동일한 갯수의 적은 규칙을 갖는다. 제안된 방법의 유용함을 비선형 데이터인 Box-Jenkins의 가스로 예측 문제와 Sugeno의 비선형 시스템에 적용하여 이전의 연구보다 적은 규칙으로도 성능이 개선되는 것을 보였다.

충주호 수질변동의 추계학적 특성 (Stochastic Characteristics of Water Quality Variation of the Chungju Lake)

  • 정효준;황대호;백도현;이홍근
    • 한국환경보건학회지
    • /
    • 제27권3호
    • /
    • pp.35-42
    • /
    • 2001
  • The characteristics of water quality variation were predicted by stochastic model in Chungju dam, north Chungcheong province of south Korea, Monthly time series data of water quality from 1989 to 2001;temperature, BOD, COD and SS, were obtained from environmental yearbook and internet homepage of ministry of environment. Development of model was carried out with Box-Jenkins method, which includes model identification, estimation and diagnostic checking. ACF and PACF were used to model identification. AIC and BIC were used to model estimation. Seosonal multiplicative ARIMA(1, 0, 1)(1, 1, 0)$_{12}$ model was appropriate to explain stochastic characteristics of temperature. BOD model was ARMa(2, 2, 1), COD was seasonal multiplicative ARIMA(2. 0. 1)(1. 0, 1)$_{12}$, and SS was ARIMA(1, 0, 2) respectively. The simulated water quality data showed a good fitness to the observed data, as a result of model verification.ion.

  • PDF

신경망 이론에 의한 링크 통행시간 예측모형의 개발 (Development of a neural-based model for forecating link travel times)

  • 박병규;노정현;정하욱
    • 대한교통학회지
    • /
    • 제13권1호
    • /
    • pp.95-110
    • /
    • 1995
  • n this research neural -based model was developed to forecast link travel times , And it is also compared wiht other time series forecasting models such as Box-Jenkins model, Kalman filter model. These models are validated to evaluate the accuracy of models with real time series data gathered by the license plate method. Neural network's convergency and generalization were investigated by modifying learning rate, momentum term and the number of hidden layer units. Through this experiment, the optimum configuration of the nerual network architecture was determined. Optimumlearining rate, momentum term and the number of hidden layer units hsow 0.3, 0.5, 13 respectively. It may be applied to DRGS(dynamic route guidance system) with a minor modification. The methods are suggested at the condlusion of this paper, And there is no doubt that this neural -based model can be applied to many other itme series forecating problem such as populationforecasting vehicel volume forecasting et .

  • PDF

선반가공시 채터 모드 및 안정영역 분석 (Chatter Mode and Stability Boundary Analysis in Turning)

  • 오상록;진도훈;윤문철;류인일;하만경
    • 한국공작기계학회논문집
    • /
    • 제14권5호
    • /
    • pp.7-12
    • /
    • 2005
  • This paper presents several time series methods to analyze the chatter mechanics by using the power spectrum of these algorithms considering the cutting dynamics. In this study, several time series models such as AR(burg, forwardbackward, geometric lattice, instrument variable, least square, Yule Walker), ARX(1s, iv4), ARMAX, ARMA, Box Jenkins, Output Error were modeled and compared with one another. Finally, it was proven that time series modelings are also a desirable and reliable algorithm than the other conventional methods(FFT) for the calculation of the chatter mode in turning operation. Also, the spectrum of times series methods is a little bit more powerful than the FFT fer the detection of a high noisy and weak chatter mode. The radial cutting force Fy has been used for spectrum and chatter stability lobe analysis in this study.

ARIMA를 이용한 항공기 수리부속의 수요 예측 (A Demand Forecasting for Aircraft Spare Parts using ARMIA)

  • 박영진;전건욱
    • 한국국방경영분석학회지
    • /
    • 제34권2호
    • /
    • pp.79-101
    • /
    • 2008
  • 신형/장기 운영 무기체계 수리부속의 불균형적 수요발생에 따른 항공기 불가동을 해소하기 위한 수요예측기법 개선의 필요성이 대두되고 있다. 항공기 수리부품들은 고단가이고, 청구에 소요되는 기간이 길어 사전에 예측하지 못한다면 작전지원에 문제가 발생하게 된다. 신뢰성 있는 수요 예측은 과보유로 인한 재고비용을 줄일 수 있으며, 수요를 예측하기 위한 방법은 회귀분석, 단/다변량 시 계열분석, 데이터 마이닝 기법 등이 있다. 항공기 부품의 수요 예측은 그 부품의 수가 8만 가지 이상이며 각 부품간의 관계를 분석하기에 어려움이 있어 시간에 종속적인 단변량 시계열 분석을 통해 수요예측을 실시하였다. 본 연구에서는 이러한 문제점을 해결하기 위하여 첫째, 자료를 기존 AMMIS 체계에서 고장 자료를 실수요로 가정하여 수집하였다. 고장이나 주기 검사, 시한성 기술지시 등으로 부품을 장 탈착하게 되면 정비부서에서 이를 전산프로그램인 AMMIS에 입력하도록 하고 있다. 따라서 실제 정비부서에서 부품을 사용한 현황을 실수요라고 인정할 수 있다. 둘째, 1999년 1월부터 2007년 2월까지의 월별 자료(98개)를 수집하였다. 자료의 수가 충분하므로 예측 정확성 향상을 위하여 ARIMA기법에 적용이 가능하다. 고장빈도가 높은 부품 50여개를 추출하여 Box-Jenkins의 ARIMA기법을 적용하여 예측을 실시하였다 실시 결과 적합한 모형식을 도출하였으며, 현용기법보다 예측 정확성이 높다는 결론을 얻었다.

Data Pattern Estimation with Movement of the Center of Gravity

  • Ahn Tae-Chon;Jang Kyung-Won;Shin Dong-Du;Kang Hak-Soo;Yoon Yang-Woong
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • 제6권3호
    • /
    • pp.210-216
    • /
    • 2006
  • In the rule based modeling, data partitioning plays crucial role be cause partitioned sub data set implies particular information of the given data set or system. In this paper, we present an empirical study result of the data pattern estimation to find underlying data patterns of the given data. Presented method performs crisp type clustering with given n number of data samples by means of the sequential agglomerative hierarchical nested model (SAHN). In each sequence, the average value of the sum of all inter-distance between centroid and data point. In the sequel, compute the derivation of the weighted average distance to observe a pattern distribution. For the final step, after overall clustering process is completed, weighted average distance value is applied to estimate range of the number of clusters in given dataset. The proposed estimation method and its result are considered with the use of FCM demo data set in MATLAB fuzzy logic toolbox and Box and Jenkins's gas furnace data.

여행수요예측모델 비교분석 (Comparative Analysis of Travel Demand Forecasting Models)

  • 김종호
    • 한국산림과학회지
    • /
    • 제84권2호
    • /
    • pp.121-130
    • /
    • 1995
  • 미국 미시간주의 여행수요(旅行需要)를 예측(豫測)하기 위하여 사용되어진 여러 모델들의 예측정확성(豫測正確性)이 검토되었다. 8가지의 연년(連年)모델들은 2년까지 예측하는데 그리고 9가지의 분기(分期)모델들은 4분기(分期)까지 예측하는데 사용되어 졌다. 연년(連年)모델의 예측정확성(豫測正確性) 평가(評價)에서, 중회귀(重回歸)모델은 1년과 2년을 예측(豫測)하는데 있어 다른 방법들 보다 더 정확(正確)했다. 분기(分期)모델에 있어서는, Winters' exponential smoothing와 Box-Jenkins 방법이 1 분기예측(分期豫測)에 있어 naive 1 s 보다 더 정확(正確)했으나 2분기(分期), 3분기(分期), 4분기(分期)를 예측(豫測)하는데 이 방법(方法)들은 naive 1 s 보다 정확(正確)하지 않았다. 정교(精巧)한 모델들은 분기별(分期別) 예측(豫測)을 하는데 있어서 단순(單純)한 모델들보다 더 정확(正確)하지 않았다. 연년(連年)모델과 분기(分期)모델을 이용한 1년간(年間) 예측비교(豫測比較)에서, 중회귀모형(重回歸模型)은 연간자료(年間資料)보다 분기자료(分期資料)에 적용(適用)할 때 더 좋은 결과(結果)를 얻었으나 그 차이(差異)가 미약(微弱)하며 다른 모델들은 일관성(一貫性)있게 좋은 결과(結果)를 갖지 않으므로 연년(連年)모델보다 分期모델을 사용하도록 강력하게 권장할 수 없다. 연년(連年)모델은 기대(期待)하였던 것처럼 예측기간(豫測期間)이 길어짐으로서 예측정확성(豫測正確性)이 감소(減少)하였으나 분기(分期)모델은 이같은 결과(結果)를 나타내지 않았다.

  • PDF

다목적 저수지 유입량의 예측모형 (A Development of Inflow Forecasting Models for Multi-Purpose Reservior)

  • 심순보;김만식;한재석
    • 한국수자원학회:학술대회논문집
    • /
    • 한국수자원학회 1992년도 수공학연구발표회논문집
    • /
    • pp.411-418
    • /
    • 1992
  • The purpose of this study is to develop dynamic-stochastic models that can forecast the inflow into reservoir during low/drought periods and flood periods. For the formulation of the models, the discrete transfer function is utilized to construct the deterministic characteristics, and the ARIMA model is utilized to construct the stochastic characteristics of residuals. The stochastic variations and structures of time series on hydrological data are examined by employing the auto/cross covariance function and auto/cross correlation function. Also, general modeling processes and forecasting method are used the model building methods of Box and Jenkins. For the verifications and applications of the developed models, the Chungju multi-purpose reservoir which is located in the South Han river systems is selected. Input data required are the current and past reservoir inflow and Yungchun water levels. In order to transform the water level at Yungchon into streamflows, the water level-streamflows rating curves at low/drought periods and flood periods are estimated. The models are calibrated with the flood periods of 1988 and 1989 and hourly data for 1990 flood are analyzed. Also, for the low/drought periods, daily data of 1988 and 1989 are calibrated, and daily data for 1989 are analyzed.

  • PDF

적응 다항식 뉴로-퍼지 네트워크 구조에 관한 연구 (A Study on the Adaptive Polynomial Neuro-Fuzzy Networks Architecture)

  • 오성권;김동원
    • 대한전기학회논문지:시스템및제어부문D
    • /
    • 제50권9호
    • /
    • pp.430-438
    • /
    • 2001
  • In this study, we introduce the adaptive Polynomial Neuro-Fuzzy Networks(PNFN) architecture generated from the fusion of fuzzy inference system and PNN algorithm. The PNFN dwells on the ideas of fuzzy rule-based computing and neural networks. Fuzzy inference system is applied in the 1st layer of PNFN and PNN algorithm is employed in the 2nd layer or higher. From these the multilayer structure of the PNFN is constructed. In order words, in the Fuzzy Inference System(FIS) used in the nodes of the 1st layer of PNFN, either the simplified or regression polynomial inference method is utilized. And as the premise part of the rules, both triangular and Gaussian like membership function are studied. In the 2nd layer or higher, PNN based on GMDH and regression polynomial is generated in a dynamic way, unlike in the case of the popular multilayer perceptron structure. That is, the PNN is an analytic technique for identifying nonlinear relationships between system's inputs and outputs and is a flexible network structure constructed through the successive generation of layers from nodes represented in partial descriptions of I/O relatio of data. The experiment part of the study involves representative time series such as Box-Jenkins gas furnace data used across various neurofuzzy systems and a comparative analysis is included as well.

  • PDF