• 제목/요약/키워드: Fuzzy time series

검색결과 190건 처리시간 0.025초

카오스 퍼지 제어기를 이용한 전력소요량의 단기예측에 관한 연구 (A Study on Short-Term Prediction of Supplied Electrical Power using Chaos Fuzzy Controller)

  • 추연규;정대균
    • 한국항해학회지
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    • 제24권3호
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    • pp.147-155
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    • 2000
  • In this paper, we propose the Chaos Fuzzy controller to analyze the chaotic character of time series obtained from the specific plant and to predict the short-term for power consumption of the plant using the Fuzzy controller. We compared the predicted data with the active ones and checked the error generated by them after we time series of supplied power to the proposed controller. As a result of the simulation, we obtained a admirable consequence that the proposed controller can be advanced through various and accurate data acquisition, and continuous analysis of the resident and industrial environment.

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Power Series를 이용한 불확실성을 포함된 비선형 시스템의 지능형 디지털 재설계 (Intelligent Digital Redesign of Uncertain Nonlinear Systems Using Power Series)

  • 성화창;주영훈;박진배;김도완
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2005년도 학술대회 논문집 정보 및 제어부문
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    • pp.496-498
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    • 2005
  • This paper presents intelligent digital redesign method of global approach for hybrid state space fuzzy-model-based controllers. For effectiveness and stabilization of continuous-time uncertain nonlinear systems under discrete-time controller, Takagi-Sugeno(TS) fuzzy model is used to represent the complex system. And global approach design problems viewed as a convex optimization problem that we minimize the error of the norm bounds between nonlinearly interpolated linear operators to be matched. Also by using the power series, we analyzed nonlinear system's uncertain parts more precisely. When a sampling period is sufficiently small, the conversion of a continuous-time structured uncertain nonlinear system to an equivalent discrete-time system have proper reason. Sufficiently conditions for the global state-matching of the digitally controlled system are formulated in terms of linear matrix inequalities (LMIs).

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시계열 예측을 위한 퍼지 학습 알고리즘 (Fuzzy Learning Algorithms for Time Series Prediction)

  • 김인택;공창욱
    • 한국지능시스템학회논문지
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    • 제7권3호
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    • pp.34-42
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    • 1997
  • 본 논문은 새로은 퍼지 규칙의 생성을 위한 학습 알고리즘과 시계열 예측에의 응용을 다루고 있다. 데이터에서 IF-THEN문 형태의 퍼지 규칙을 생성시키는 과정에서 동일한 전건부(IF문)에 대해 상이한 후건부(THEN문)가 생겨 모순된 규칙을 형성시키는 경향이 있다. 수정된 중심값 방법(Modified Center Method)으로 명명된 새로운 알고리즘은 이와 같은 모순된 규칙의 형성을 효과적으로 해결하여, 시계열 예측을 수행하는데 그 오차를 줄일 수 있다. 알고리즘의 효과를 살표보기 위해 Mackey-Glass time series와 Gas Furnace data 분석에 적용하였다.

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온도챔버의 퍼지 자동조정 제어시스템 (Fuzzy Self-Organizing Control of Environmental Temperature Chamber)

  • 김인식;권오석
    • 전자공학회논문지B
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    • 제31B권1호
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    • pp.34-40
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    • 1994
  • The design and implementation of a fuzzy self-organizing controller for an environmental temperature chamber is discussed. The chamber is a non-linear, time-variant system with delay-time and dead-time. And the parameter tuning is required in PI control when the performance degraded. However the proposed fuzzy-SOC monitors the performance of the process. modifies the data base, and performs the delay-time compensation based on the idealized process model. A series of experiments was performed for the conventional PI and the fuzzy-SOC. These experimental results show the usefulness of the fuzzy-SOC.

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HCBKA를 이용한 Interval Type-2 퍼지 논리시스템 기반 예측 시스템 설계 (Prediction System Design based on An Interval Type-2 Fuzzy Logic System using HCBKA)

  • 방영근;이철희
    • 산업기술연구
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    • 제30권A호
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    • pp.111-117
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    • 2010
  • To improve the performance of the prediction system, the system should reflect well the uncertainty of nonlinear data. Thus, this paper presents multiple prediction systems based on Type-2 fuzzy sets. To construct each prediction system, an Interval Type-2 TSK Fuzzy Logic System and difference data were used, because, in general, it has been known that the Type-2 Fuzzy Logic System can deal with the uncertainty of nonlinear data better than the Type-1 Fuzzy Logic System, and the difference data can provide more steady information than that of original data. Also, to improve each rule base of the fuzzy prediction systems, the HCBKA (Hierarchical Correlation Based K-means clustering Algorithm) was applied because it can consider correlationship and statistical characteristics between data at a time. Subsequently, to alleviate complexity of the proposed prediction system, a system selection method was used. Finally, this paper analyzed and compared the performances between the Type-1 prediction system and the Interval Type-2 prediction system using simulations of three typical time series examples.

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Identifying Temporal Pattern Clusters to Predict Events in Time Series

  • Heesoo Hwang
    • KIEE International Transaction on Systems and Control
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    • 제2D권2호
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    • pp.125-134
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    • 2002
  • This paper proposes a method for identifying temporal pattern clusters to predict events in time series. Instead of predicting future values of the time series, the proposed method forecasts specific events that may be arbitrarily defined by the user. The prediction is defined by an event characterization function, which is the target of prediction. The events are predicted when the time series belong to temporal pattern clusters. To identify the optimal temporal pattern clusters, fuzzy goal programming is formulated to combine multiple objectives and solved by an adaptive differential evolution technique that can overcome the sensitivity problem of control parameters in conventional differential evolution. To evaluate the prediction method, five test examples are considered. The adaptive differential evolution is also tested for twelve optimization problems.

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퍼지 모델에 기초한 시계열 주가 예측 (Time Series Stock Prices Prediction Based On Fuzzy Model)

  • 황희수;오진성
    • 한국지능시스템학회논문지
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    • 제19권5호
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    • pp.689-694
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    • 2009
  • 본 논문은 일별 및 주별로 시계열 주가를 예측할 수 있는 퍼지 모델을 구성하는 방법을 제안한다. 전통적인 시계열 분석으로 주가를 예측하는 것은 어렵지만 퍼지 모델은 비선형적인 주가 데이터의 특성을 잘 기술할 수 있는 장점을 갖고 있다. 주가 예측 모델에 사용될 입력 정보를 결정하는 데는 상당한 수고가 필요한데, 본 논문에서는 전통적인 캔들 스틱 차트의 정보를 입력변수로 고려한다. 주가 예측 퍼지 모델은 사다리꼴 멤버쉽함수를 갖는 전건부와 비선형식인 후건부로 된 퍼지 규칙으로 구성된다. 차분 진화를 통해 퍼지 모델은 최적화된다. 일별 및 주별로 코스피 지수의 시가, 고가, 저가 및 종가를 예측하는 모델을 만들고 그 성능을 평가한다.

퍼지 뉴럴 네트워크 구조로의 새로운 모델링 연구 (A New Modeling Approach to Fuzzy-Neural Networks Architecture)

  • 박호성;오성권;윤양웅
    • 제어로봇시스템학회논문지
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    • 제7권8호
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    • pp.664-674
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    • 2001
  • In this paper, as a new category of fuzzy-neural networks architecture, we propose Fuzzy Polynomial Neural Networks (FPNN) and discuss a comprehensive design methodology related to its architecture. FPNN dwells on the ideas of fuzzy rule-based computing and neural networks. The FPNN architecture consists of layers with activation nodes based on fuzzy inference rules. Here each activation node is presented as Fuzzy Polynomial Neuron(FPN). The conclusion part of the rules, especially the regression polynomial, uses several types of high-order polynomials such as linear, quadratic and modified quadratic. As the premise part of the rules, both triangular and Gaussian-like membership functions are studied. It is worth stressing that the number of the layers and the nods in each layer of the FPNN are not predetermined, unlike in the case of the popular multilayer perceptron structure, but these are generated in a dynamic manner. With the aid of two representative time series process data, a detailed design procedure is discussed, and the stability is introduced as a measure of stability of the model for the comparative analysis of various architectures.

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

  • 오성권;김동원
    • 대한전기학회논문지:시스템및제어부문D
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    • 제50권9호
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    • pp.430-438
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    • 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.

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모호성을 포함하고 있는 시계열 패턴인식을 위한 새로운 모델 RFAM과 그 응용 (A Novel Model, Recurrent Fuzzy Associative Memory, for Recognizing Time-Series Patterns Contained Ambiguity and Its Application)

  • 김원;이중재;김계영;최형일
    • 정보처리학회논문지B
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    • 제11B권4호
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    • pp.449-456
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    • 2004
  • 본 논문에서는 모호성을 포함하고 있는 시계열 패턴인식을 위한 새로운 인식모델인 순환퍼지기억장치를 제안한다. 순환퍼지기억장치는 기존의 퍼지기억장치에 순차적인 입력패턴를 처리하고 시간적 관련성을 표현할 수 있는 순환층을 추가함으로써 확장된 모델이다. 본 논문에서 제안하는 순환퍼지기억장치는 입력과 출력사이의 관련정도를 설정하기 위해 헤비안 방식의 학습알고리즘을 사용한다. 그리고 순환퍼지기억장치의 순환층에 필요한 가중치를 학습하기 위해서 오류역전파 알고리즘을 이용한다. 본 논문에서는 제안하는 모델을 음성신호의 경계를 추출하는 문제에 적용하여 성능을 평가한다.