• Title/Summary/Keyword: Chaos Theory

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An Empirical Study on Verification and Prediction of Non-Linear Dynamic Characteristics of Stock Market Using Chaos Theory (혼돈기법을 이용한 주가의 비선형 결정론적 특성 검정 및 예측)

  • 김성근;윤용식
    • The Journal of Information Technology and Database
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    • v.6 no.1
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    • pp.73-88
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    • 1999
  • There have been a series of debates to determine whether it would be possible to forecast dynamic systems such as stock markets. Recently the introduction of chaos theory has allowed many researchers to bring back this issue. Their main concern was whether the behavior of stock markets is chaotic or not. These studies, however, present divergent opinions on this question, depending upon the method applied and the data used. And the issue of predictability based on the nonlinear, chaotic nature was not dealt extensively. This paper is to test the nonlinear nature of the Korea stock market and accordingly attempts to predict its behavior. The result indicates that our stock market represents a chaotic behavior. We also found out based on our simulation that executing buy/sell transactions based upon forecasts which were derived using the local approximation method outperforms the decision of holding without a buy/sell transaction.

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A Study on the Roles of Shape Properties in Evaluation of Aesthetics values on Shapes (형태속성이 미학 특성 인지 과정에 미치는 영향에 관한 연구)

  • Cha Myung-Yeol
    • Korean Institute of Interior Design Journal
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    • v.14 no.2 s.49
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    • pp.197-205
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    • 2005
  • In estimating designed architectural buildings, many factors in various design domains such as function, structure, form, environment may be considered and then a building design might be selected or modified as final design from many possible design results. This paper proposed a method to obtain complexity values from two dimensional drawings which are floor plans or elevations. The Complexity values could be turned into esthetic values. The method has been developed based on information theory, shape pattern representation and cognitive theory. Results of measuring complexity value can make the computer evaluate and select final results produced from automatic design processes by the computer That is to say, aesthetic values based on order and chaos can be measured using complexity values and then some results having superior values can be selected as final result. Also some cognitive processes as perception of two dimensional drawings are discussed using shape representations. Aesthetic values could be varied in terms of shape properties such as size, individualities and knowledge as well as order and chaos.

Application of chaos theory to simulation output analysis

  • Oh, Hyung-Sool;Lee, Young-Hae
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1994.04a
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    • pp.437-450
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    • 1994
  • The problem of testing for a change in the parameter of a stochastic process is particularly important in simulation studies. In studies of the steady state characteristics of a simulation model, it is important to identify initialization bias and to evaluate efforts to control this problem. A simulation output have the characteristics of chaotic behavior because of sensitive dependence on initial conditions. For that reason, we will apply Lyapunov exponent for diagnosis of chaotic motion to simulation output analysis. This paper proposes two methods for diagnosis of steady state in simulation output. In order to evaluate the performance and effectiveness of these methods using chaos theory, M/M/I(.inf.) queueing model is used for testing point estimator, average bias.

Chaos Synchronization of Chua's Circuit with Transmission Line (전송선로를 가진 Chua 회로에서의 카오스 동기화)

  • Ko, Jae-Ho;Bae, Young-Chul;Yim, Hwa-Young
    • Proceedings of the KIEE Conference
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    • 1997.07b
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    • pp.633-635
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    • 1997
  • In this paper, a transmitter and a receiver using two identical Chua's circuits are proposed and a wire synchronizations are investigated. As several problems have been found in both the drive-response synchronization and the coupled synchronization in the previous researches, a new drive-coupled synchronization theory is proposed that can be applicable to wire communication. Since the synchronization of the wire transmission system is impossible by coupled synchronization, theory having both the drive-response and the coupled synchronization is proposed. As a result, the chaos synchronization has delay characteristics in the wire transmission system caused by the line parameters L and C.

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Application of the Chaos Theory to Gait Analysis (카오스 이론을 적용한 보행분석 연구)

  • Park, Ki-Bong;Ko, Jae-Hun;Moon, Byung-Young;Suh, Jeung-Tak;Son, Kwon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.30 no.2 s.245
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    • pp.194-201
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    • 2006
  • Gait analysis is essential to identify accurate cause and knee condition from patients who display abnormal walking. Traditional linear tools can, however, mask the true structure of motor variability, since biomechanical data from a few strides during the gait have limitation to understanding the system. Therefore, it is necessary to propose a more precise dynamic method. The chaos analysis, a nonlinear technique, focuses on understand how variations in the gait pattern change over time. Eight healthy eight subjects walked on a treadmill for 100 seconds at 60 Hz. Three dimensional walking kinematic data were obtained using two cameras and KWON3D motion analyzer. The largest Lyapunov exponent from the measured knee angular displacement time series was calculated to quantify local stability. This study quantified the variability present in time series generated from gait parameter via chaos analysis. Knee flexion-extension patterns were found to be chaotic. The proposed Lyapunov exponent can be used in rehabilitation and diagnosis of recoverable patients.

Design and Implementation of a Web Security System using a Chaos Cipher Algorithm (카오스 암호화 알고리즘을 이용한 웹 보안 시스템 설계 및 구현)

  • Lee, Bong-Hwan;Kim, Cheol-Min;Yun, Dong-Won;Chae, Yong-Ung;Kim, Hyeon-Gon
    • The KIPS Transactions:PartC
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    • v.8C no.5
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    • pp.585-596
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    • 2001
  • In this paper, a new stream cipher algorithm based on the chaos theory is proposed and is applied to a Web security system. The Web security system is composed of three parts: certificate authority (CA), Web client, and Web server. The Web client and server system include a secure proxy client (SPC) and a secure management server (SMS), respectively, for data encryption and decryption between them. The certificate is implemented based on X.509 and the RSA public key algorithm is utilized for key creation and distribution to certify both the client and server. Once a connection is established between the client and server, outgoing and incoming data are encrypted and decrypted, respectively, using one of the three cipher algorithms: chaos, SEED, and DES. The proposed chaos algorithm outperforms the other two conventional algorithms in processing time and complexity. Thus, the developed Web security system can be widely used in electronic commerce (EC) and Internet banking.

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The Embedding Synchronization Method in the Complex System (복잡계에서의 임베딩 구동 동기화 기법)

  • Bae, Young-Chul;Kim, Yi-Gon;Kim, Chen-Suk;Koo, Young-Duk
    • Journal of the Korean Institute of Intelligent Systems
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    • v.16 no.1
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    • pp.18-23
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    • 2006
  • The complex system synchronization methods improve based on synchronization theory; however, due to deeper level of complexity within complex system compared to that of chaos system, it is difficult to synchronize complex signals from complex system. In this paper, we proposed coupled-synchronization theory in the n-double scroll circuit and new embedding driven-synchronization theory, a method of accomplishing synchronization with only one parameter out of may parameters, in hyper-chaos circuit to apply synchronization in the complex system. By applying proposed synchronization method using computer simulation, we confirmed the accomplishment of superior synchronization in complex system.

Analysis of Intrinsic Patterns of Time Series Based on Chaos Theory: Focusing on Roulette and KOSPI200 Index Future (카오스 이론 기반 시계열의 내재적 패턴분석: 룰렛과 KOSPI200 지수선물 데이터 대상)

  • Lee, HeeChul;Kim, HongGon;Kim, Hee-Woong
    • Knowledge Management Research
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    • v.22 no.4
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    • pp.119-133
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    • 2021
  • As a large amount of data is produced in each industry, a number of time series pattern prediction studies are being conducted to make quick business decisions. However, there is a limit to predicting specific patterns in nonlinear time series data due to the uncertainty inherent in the data, and there are difficulties in making strategic decisions in corporate management. In addition, in recent decades, various studies have been conducted on data such as demand/supply and financial markets that are suitable for industrial purposes to predict time series data of irregular random walk models, but predict specific rules and achieve sustainable corporate objectives There are difficulties. In this study, the prediction results were compared and analyzed using the Chaos analysis method for roulette data and financial market data, and meaningful results were derived. And, this study confirmed that chaos analysis is useful for finding a new method in analyzing time series data. By comparing and analyzing the characteristics of roulette games with the time series of Korean stock index future, it was derived that predictive power can be improved if the trend is confirmed, and it is meaningful in determining whether nonlinear time series data with high uncertainty have a specific pattern.

A high reliable optical image encryption system which combined discrete chaos function with permutation algorithm (이산 카오스 함수와 Permutation Algorithm을 결합한 고신뢰도 광영상 암호시스템)

  • 박종호
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.9 no.4
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    • pp.37-48
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    • 1999
  • Current encryption methods have been applied to secure communication using discrete chaotic system whose output is a noise-like signal which differs from the conventional encryption methods that employ algebra and number theory[1-2] We propose an optical encryption method that transforms the primary pattern into the image pattern of discrete chaotic function first a primary pattern is encoded using permutation algorithm, In the proposed system we suggest the permutation algorithm using the output of key steam generator and its security level is analyzed. In this paper we worked out problem of the application about few discrete chaos function through a permutation algorithm and enhanced the security level. Experimental results with image signal demonstrate the proper of the implemented optical encryption system.

Implementation of Chaotic UWB Systems for Low Rate WPAN

  • Lee, Cheol-Hyo;Kim, Jae-Young;Kim, Young-Kkwan;Choi, Sun-Kyu;Jang, Ui-Gi
    • Proceedings of the Korea Society of Information Technology Applications Conference
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    • 2005.11a
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    • pp.339-342
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    • 2005
  • In order to support ultrawide-band signal generation for low rate WPAN, several types of signal generation mechanisms are suggested such as Chaos, Impluse, and Chirp signals by the activity of IEEE 802.15.4a. The communication system applied chaos theory may have ultrawide-band characteristics with spread spectrum and immunity from multipath effect. In order to use the advantage of chaotic signal generation, we introduce the system implementation of communication and networking systems with the chaos UWB signal. This system may be composed of mainly three parts in hardware architecture : RF transmission with chaotic signal generation, signal receiver using amplifiers and filters, and 8051 & FPGA unit. The most difficult part is to implement the chaotic signal generator and build transceiver with it. The implementation of the system is devidced into two parts i.e. RF blocks and digital blocks with amplifiers, filters, ADC, 8051 processor, and FPGA. In this paper, we introduce the system block diagram for chaotic communications. Mainly the RF block is important for the system to have good performance based on the chaotic signal generator. And the main control board functions for controlling RF blocks, processing Tx and Rx data, and networking in MAC layer.

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