• 제목/요약/키워드: Nonlinear time series

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하이브리드 학습알고리즘의 다층신경망을 이용한 시급수의 비선형예측 (Nonlinear Prediction of Time Series Using Multilayer Neural Networks of Hybrid Learning Algorithm)

  • 조용현;김지영
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 1998년도 추계종합학술대회 논문집
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    • pp.1281-1284
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    • 1998
  • This paper proposes an efficient time series prediction of the nonlinear dynamical discrete-time systems using multilayer neural networks of a hybrid learning algorithm. The proposed learning algorithm is a hybrid backpropagation algorithm based on the steepest descent for high-speed optimization and the dynamic tunneling for global optimization. The proposed algorithm has been applied to the y00 samples of 700 sequences to predict the next 100 samples. The simulation results shows that the proposed algorithm has better performances of the convergence and the prediction, in comparision with that using backpropagation algorithm based on the gradient descent for multilayer neural network.

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펄스-폭 변조방식의 직렬공진 컨버터의 소신호 모델링 (Small Signal Modeling for the PWM Series Resonant Converter (PWM-SRC))

  • 최현칠
    • 대한전기학회논문지:전력기술부문A
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    • 제48권11호
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    • pp.1441-1447
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    • 1999
  • A discrete time domain modeling is presented for the pulse-width modulated series resonant converter (PWM-SRC) with a discontinuous current mode. This nonlinear system is linearized about its equilibrium state to obtain a linear discrete time model for the investigation of small signal performances such as the stability and transient response. The usefulness of this small signal model is verified through the dynamic simulation.

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Design of a controller for input time-delay nonlinear system

  • Choi, Hyung-Jo;Choi, Yong-Ho;Chong, Kil-To
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2005년도 ICCAS
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    • pp.548-552
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    • 2005
  • In most physical processes, the transfer function includes a time-delay, and in the general distributed control system using a computer network, an inherent time-delay exists due to the spatial separation between controllers and actuators. Under the circumstance where an input time-delay exits, the system response overshoots and tends to diverge. For this reasons described above, a controller design method is proposed for a discrete nonlinear system including input time-delay, which adopts the time-discretization using Taylor series. Controllers are synthesized using an input/output linearization method. Finally, several cases of the computer simulations were conducted, and the results validate the proposed methods.

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The use of linear stochastic estimation for the reduction of data in the NIST aerodynamic database

  • Chen, Y.;Kopp, G.A.;Surry, D.
    • Wind and Structures
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    • 제6권2호
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    • pp.107-126
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    • 2003
  • This paper describes a simple and practical approach through the application of Linear Stochastic Estimation (LSE) to reconstruct wind-induced pressure time series from the covariance matrix for structural load analyses on a low building roof. The main application of this work would be the reduction of the data storage requirements for the NIST aerodynamic database. The approach is based on the assumption that a random pressure field can be estimated as a linear combination of some other known pressure time series by truncating nonlinear terms of a Taylor series expansion. Covariances between pressure time series to be simulated and reference time series are used to calculate the estimation coefficients. The performance using different LSE schemes with selected reference time series is demonstrated by the reconstruction of structural load time series in a corner bay for three typical wind directions. It is shown that LSE can simulate structural load time series accurately, given a handful of reference pressure taps (or even a single tap). The performance of LSE depends on the choice of the reference time series, which should be determined by considering the balance between the accuracy, data-storage requirements and the complexity of the approach. The approach should only be used for the determination of structural loads, since individual reconstructed pressure time series (for local load analyses) will have larger errors associated with them.

Evolvable Neural Networks for Time Series Prediction with Adaptive Learning Interval

  • Seo, Sang-Wook;Lee, Dong-Wook;Sim, Kwee-Bo
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제8권1호
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    • pp.31-36
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    • 2008
  • This paper presents adaptive learning data of evolvable neural networks (ENNs) for time series prediction of nonlinear dynamic systems. ENNs are a special class of neural networks that adopt the concept of biological evolution as a mechanism of adaptation or learning. ENNs can adapt to an environment as well as changes in the enviromuent. ENNs used in this paper are L-system and DNA coding based ENNs. The ENNs adopt the evolution of simultaneous network architecture and weights using indirect encoding. In general just previous data are used for training the predictor that predicts future data. However the characteristics of data and appropriate size of learning data are usually unknown. Therefore we propose adaptive change of learning data size to predict the future data effectively. In order to verify the effectiveness of our scheme, we apply it to chaotic time series predictions of Mackey-Glass data.

Evolvable Neural Networks for Time Series Prediction with Adaptive Learning Interval

  • Lee, Dong-Wook;Kong, Seong-G;Sim, Kwee-Bo
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2005년도 ICCAS
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    • pp.920-924
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    • 2005
  • This paper presents adaptive learning data of evolvable neural networks (ENNs) for time series prediction of nonlinear dynamic systems. ENNs are a special class of neural networks that adopt the concept of biological evolution as a mechanism of adaptation or learning. ENNs can adapt to an environment as well as changes in the environment. ENNs used in this paper are L-system and DNA coding based ENNs. The ENNs adopt the evolution of simultaneous network architecture and weights using indirect encoding. In general just previous data are used for training the predictor that predicts future data. However the characteristics of data and appropriate size of learning data are usually unknown. Therefore we propose adaptive change of learning data size to predict the future data effectively. In order to verify the effectiveness of our scheme, we apply it to chaotic time series predictions of Mackey-Glass data.

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Chaotic Predictability for Time Series Forecasts of Maximum Electrical Power using the Lyapunov Exponent

  • Park, Jae-Hyeon;Kim, Young-Il;Choo, Yeon-Gyu
    • Journal of information and communication convergence engineering
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    • 제9권4호
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    • pp.369-374
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    • 2011
  • Generally the neural network and the Fuzzy compensative algorithms are applied to forecast the time series for power demand with the characteristics of a nonlinear dynamic system, but, relatively, they have a few prediction errors. They also make long term forecasts difficult because of sensitivity to the initial conditions. In this paper, we evaluate the chaotic characteristic of electrical power demand with qualitative and quantitative analysis methods and perform a forecast simulation of electrical power demand in regular sequence, attractor reconstruction and a time series forecast for multi dimension using Lyapunov Exponent (L.E.) quantitatively. We compare simulated results with previous methods and verify that the present method is more practical and effective than the previous methods. We also obtain the hourly predictability of time series for power demand using the L.E. and evaluate its accuracy.

Learning the Covariance Dynamics of a Large-Scale Environment for Informative Path Planning of Unmanned Aerial Vehicle Sensors

  • Park, Soo-Ho;Choi, Han-Lim;Roy, Nicholas;How, Jonathan P.
    • International Journal of Aeronautical and Space Sciences
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    • 제11권4호
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    • pp.326-337
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    • 2010
  • This work addresses problems regarding trajectory planning for unmanned aerial vehicle sensors. Such sensors are used for taking measurements of large nonlinear systems. The sensor investigations presented here entails methods for improving estimations and predictions of large nonlinear systems. Thoroughly understanding the global system state typically requires probabilistic state estimation. Thus, in order to meet this requirement, the goal is to find trajectories such that the measurements along each trajectory minimize the expected error of the predicted state of the system. The considerable nonlinearity of the dynamics governing these systems necessitates the use of computationally costly Monte-Carlo estimation techniques, which are needed to update the state distribution over time. This computational burden renders planning to be infeasible since the search process must calculate the covariance of the posterior state estimate for each candidate path. To resolve this challenge, this work proposes to replace the computationally intensive numerical prediction process with an approximate covariance dynamics model learned using a nonlinear time-series regression. The use of autoregressive time-series featuring a regularized least squares algorithm facilitates the learning of accurate and efficient parametric models. The learned covariance dynamics are demonstrated to outperform other approximation strategies, such as linearization and partial ensemble propagation, when used for trajectory optimization, in terms of accuracy and speed, with examples of simplified weather forecasting.

뇌 신호원의 시계열 추출 및 인과성 분석에 있어서 ICA 기반 접근법과 MUSIC 기반 접근법의 성능 비교 및 문제점 진단 (Comparison of ICA-based and MUSIC-based Approaches Used for the Extraction of Source Time Series and Causality Analysis)

  • 정영진;김도원;이진영;임창환
    • 대한의용생체공학회:의공학회지
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    • 제29권4호
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    • pp.329-336
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    • 2008
  • Recently, causality analysis of source time series extracted from EEG or MEG signals is becoming of great importance in human brain mapping studies and noninvasive diagnosis of various brain diseases. Two approaches have been widely used for the analyses: one is independent component analysis (ICA), and the other is multiple signal classification (MUSIC). To the best of our knowledge, however, any comparison studies to reveal the difference of the two approaches have not been reported. In the present study, we compared the performance of the two different techniques, ICA and MUSIC, especially focusing on how accurately they can estimate and separate various brain electrical signals such as linear, nonlinear, and chaotic signals without a priori knowledge. Results of the realistic simulation studies, adopting directed transfer function (DTF) and Granger causality (GC) as measures of the accurate extraction of source time series, demonstrated that the MUSIC-based approach is more reliable than the ICA-based approach.

상태피드백 실시간 회귀 신경회망을 이용한 EEG 신호 예측 (EEG Signal Prediction by using State Feedback Real-Time Recurrent Neural Network)

  • 김택수
    • 대한전기학회논문지:시스템및제어부문D
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    • 제51권1호
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    • pp.39-42
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    • 2002
  • For the purpose of modeling EEG signal which has nonstationary and nonlinear dynamic characteristics, this paper propose a state feedback real time recurrent neural network model. The state feedback real time recurrent neural network is structured to have memory structure in the state of hidden layers so that it has arbitrary dynamics and ability to deal with time-varying input through its own temporal operation. For the model test, Mackey-Glass time series is used as a nonlinear dynamic system and the model is applied to the prediction of three types of EEG, alpha wave, beta wave and epileptic EEG. Experimental results show that the performance of the proposed model is better than that of other neural network models which are compared in this paper in some view points of the converging speed in learning stage and normalized mean square error for the test data set.