• The Korean Journal of Financial Management
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• v.11 no.1
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• pp.73-96
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• 1994

본 연구는 비선형적 제반 특성을 종합적으로 반영하는 chaos모형을 우리나라의 종합 주가지수 수익률의 시계열 자료에 적용하여 주식 수익률의 비선형적 행태를 실증적으로 분석하였다. 실증분석의 결과, 종합 주가지수 수익률은 내재차원이 14이고, 상관차원이 5에서 6사이인 chaos적 특성을 갖고 있다는 것을 알 수 있었다. 또한 상관차원이 5에서 6사이라는 것은 우리나라 주식시장에 영향을 미치는 주요 변수가 약 6개라는 것을 의미한다. 특히 리야푸노프 지수에 의한 분석 결과는 주별 및 일별 수익률에서 이들 값이 공히 양의 값에 수렴하고 있어 우리나라 주식 수익률은 이상한 끌개(strange attractor)를 갖는chaos적 행태를 보인다고 결론 지울 수 있다. 콜모고로프 엔트로피에 의한 분석 결과는 주별 수익률 및 일별 수익률의 경우에 모두 $0.25{\pm}0.05$의 유한한 값으로 나타나고 있으며, 또한 이들 일별 및 주별양 수익률이 유사한 값을 보이고 있어 서로 유사한 chaos적 특성을 갖고 있다는 것을 알게되었다.

• Journal of the Korean Institute of Intelligent Systems
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• v.9 no.5
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• pp.545-549
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• 1999

Previous studies on high impedance faults assumed that the erratic behavior of fault current would be random. In this paper we prove that the nature of the high impedance faults is indeed a deterministic chaos not a random motion. Algorithms for estimating Lyapunov spectrum and the largest Lyapunov exponent are applied to various fault currents in order to evaluate the orbital instability peculiar to deterministic chaos dynamically and fractal dimensions of fault currents which represent geometrical self-similarity are calculated. In addition qualitative analysis such a s phase planes Poincare maps obtained from fault currents indicate that the irregular behavior is described by strange attractor.

• Proceedings of the KIEE Conference
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• 2003.11a
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• pp.297-299
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• 2003

This paper proposes a totally new method in the chaos characteristics analysis of power systems, the introduction of topological invariants. Using a return histogram the bifurcation graph was drawn, the periodic orbits and topological invariants the local crossing number, relative rotation rates, and linking number during the process of period-doubting bifurcation and chaos were extracted. This study also examined the effect on the topological invariants when the sensitive parameters were varied. In addition, the topological invariants of a three-dimensional embedding of the strange attractor was extracted and the result was compared with those obtained from differential equations. This could be a new way for a state detection and fault diagnosis in a dynamical system.

• Proceedings of the Korea Water Resources Association Conference
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• 2006.05a
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• pp.1032-1036
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• 2006

본 연구에서는 영산강 본류를 대표하는 나주지점을 대상으로 하여, 해당 지점에서 자동 측정되고 있는 수질 항목들 중에서 총유기탄소(TOC: Total Organic Carbon)의 시계열 자료에 대한 비선형 동역학적 거동을 파악하고자 하였다. 1994년 낙동강에서의 수질오염 사고 이후 4대강 유역에서 설치.운영되고 있는 수질자동 측정망의 TOC 자료를 일자료로 환산하여 사용하였으며, 시계열 자료에 비선형 동역학적(카오스적) 특성이 존재하는지를 알아보기에 앞서 자료의 전처리 과정으로써 3가지의 잡음제거 방법을 적용하였다. 잡음이 제거된 시계열 자료에 비선형 동역학적 거동의 파악을 위해 보편적으로 사용되고 있는 상관차원분석을 실시하였다. 또한 상관차원분석 결과 비선형 동역학적 거동을 나타내는 것으로 판별된 자료에 대하여 그 양상을 가시적으로 알아보기 위해 지체시간$(\tau)$을 적용하여 3차원 위상공간에 도시하였다. 본 연구의 결과, 나주지점에서 측정되고 있는 총유기탄소에 대해 비선형 잡음제거 방법을 적용한 자료가 비선형 동역학적 거동을 내재하고 있는 것으로 나타났으나, 이를 위상공간에 재건하였을 경우 이상한 끌개(strange attractor)의 뚜렷한 구조가 보이지 않았다. 그러나 상관차원분석 결과 잡음이 제거된 자료가 카오스적 특성을 보이므로, 자료의 단기예측을 위한 방법에 기초적인 정보를 제공할 수 있을 것으로 기대된다.

• Journal of the Korean Society for Precision Engineering
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• v.15 no.6
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• pp.167-174
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• 1998

The ultrasonic test is recognized for its significance as a non-destructive testing method to detect volume defects such as porosity and incomplete penetration which reduce strength in the weld zone. This paper illustrates the defect detection in the weld zone of ferritic carbon steel using ultrasonic wave and the evaluation of pattern recognition by chaotic feature extraction using time series signal of detected defects as data. Shown in the time series data were that the time delay was 4 and the embedding dimension was 6 which indicate the geometric dimension of the subject system and the extent of information correlation. Based on fractal dimension and lyapunov exponent in quantitative chaotic feature extraction, feature value of 2.15, 0.47 is presented for porosity and 2.24, 0.51 for incomplete penetration The precision rate of the pattern recognition is enhanced with these values on the total waveform of defect signal in the weld zone. Therefore, we think that the ultrasonic pattern recognition method of weld zone defects of ferritic carbon steel by ultrasonic-chaotic feature extraction proposed in this paper can boost precision rate further than the existing method applying only partial waveform.

• Proceedings of the KOSOMBE Conference
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• v.1996 no.11
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• pp.363-367
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• 1996

In general, the physiological systems have shown nonlinear complex phenomena. This study analyzes nonlinear characteristics of the flow of peripheral blood vessel dynamics in physiological systems using chaos theory. We performed this study by means of several quantity methods and power spectrum. The quantity methods are a phase space reconstruction and a poincare's map. And the power spectrum method is a conventional linear analysis. Experimental data have been acquired from examining 10 diabetic patients, and 10 control subjects in initial stable state. In acquisition experminetal data, we anlysized the differences of nonlinear characteristics between diabetic group and control group. The results of quality analysis methods showed the flow of peripheral blood vessel had the nonlinear and chaotic characteristics, screening a strange attractor on reconstructed phase space. In conclusion, the flow dynamics of peripheral blood vessel had a chaotic behavior of nonlinear dynamic systems, dynamic system, and differences of characteristic of nonlinear dynamic system.

• Journal of the Korean Vacuum Society
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• v.21 no.5
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• pp.249-257
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• 2012

Nonlinear dynamical behaviors of plasma in the Pierce diode are investigated by a numerical code developed using a one dimensional fluid model. The plasma in Pierce diode is alternately stable and unstable as Pierce parameter is changed. The dynamical characteristics of neutral and non-neutral Pierce system is examined analytically and numerically. It alternately has growing and oscillatory mode as Pierce parameter varies. As Pierce parameter is decreased, each oscillatory mode undergoes a sequence of subharmonic period-doubling bifurcation and then culminate in a chaotic strange attractor. The analysis for this nonlinear behavior can be used as a model for understanding of beam-plasma interaction in more complex geometries and a data for chaos control.