• 제목/요약/키워드: Time Series Representation

검색결과 79건 처리시간 0.032초

시계열 분류를 위한 PIPs 탐지와 Persist 이산화 기법들을 결합한 시계열 표현 (Time Series Representation Combining PIPs Detection and Persist Discretization Techniques for Time Series Classification)

  • 박상호;이주홍
    • 한국콘텐츠학회논문지
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    • 제10권9호
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    • pp.97-106
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    • 2010
  • 시계열 데이터를 효율적이고 효과적으로 처리하기 위해 다양한 시계열 표현 방법들이 제안되었다. SAX(Symbolic Aggregate approXimation)는 단편화와 이산화 기법들을 결합한 시계열 표현 방법으로, 시계열 분류 문제에 성공적으로 적용되었다. 그러나 SAX는 시계열의 움직임을 평활하여 시계열의 중요한 동적 패턴들을 정확히 표현하기 위해 세그먼트 수를 크게 해야 한다. 본 논문은 PIPs (Perceptually Important Points)탐지 기법과 Persist 이산화 방법을 결합한 시계열 표현 방법을 제안한다. 제안된 방법은 시계열의 중요한 변곡점들을 나타내는 PIP 들을 탐지하여 고차원 시계열의 동적 움직임을 저차원 공간에서 표현한다. 그리고 시계열의 자기 전이와 주변 확률 분포를 KL 다이버전스에 적용하여 최적의 이산화 영역들을 결정한다. 제안된 방법은 시계열의 차원 축소과정에서 정보 손실을 최소화하여 시계열 분류의 성능을 향상시킨다.

불균형 Haar 웨이블릿 변환을 이용한 군집화를 위한 시계열 표현 (Time series representation for clustering using unbalanced Haar wavelet transformation)

  • 이세훈;백창룡
    • 응용통계연구
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    • 제31권6호
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    • pp.707-719
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    • 2018
  • 시계열 데이터의 분류와 군집화를 효율적으로 수행하기 위해 다양한 시계열 표현 방법들이 제안되었다. 본 연구는 Lin 등 (2007)이 제안한 국소 평균 근사를 이용하여 시계열의 차원을 축소한 후 심볼릭 자료로 이산화하는 symbolic aggregate approximation (SAX) 방법의 개선에 대해서 연구하였다. SAX는 국소 평균 근사를 할 때 등간격으로 임의의 개수의 세그먼트로 나누어 평균을 계산하여 세그먼트의 개수에 그 성능이 크게 좌우된다. 따라서 본 논문은 불균형 Haar 웨이블릿 변환을 통해 국소 평균 수준을 등간격이 아니라 자료의 특성을 반영하여 자료 의존적으로 선택하게 함으로써 시계열의 차원을 효과적으로 축소함과 동시에 정보의 손실을 줄이는 방법에 대해서 제안한다. 제안한 방법은 실증 자료 분석을 통해 SAX 방법을 개선시킴을 확인하였다.

Time-Discretization of Nonlinear Systems with Delayed Multi-Input Using Taylor Series

  • Park, Ji-Hyang;Chong, Kil-To;Nikolaos Kazantzis;Alexander G. Parlos
    • Journal of Mechanical Science and Technology
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    • 제18권7호
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    • pp.1107-1120
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    • 2004
  • This study proposes a new scheme for the sampled-data representation of nonlinear systems with time-delayed multi-input. The proposed scheme is based on the Taylor-series expansion and zero-order hold assumption. The mathematical structure of a new discretization scheme is explored. On the basis of this structure, the sampled-data representation of nonlinear systems including time-delay is derived. The new scheme is applied to nonlinear systems with two inputs and then the delayed multi-input general equation is derived. The resulting time-discretization provides a finite-dimensional representation of nonlinear control systems with time-delay enabling existing controller design techniques to be applied to them. In order to evaluate the tracking performance of the proposed scheme, an algorithm is tested for some of the examples including maneuvering of an automobile and a 2-DOF mechanical system.

Time-Discretization of Time Delayed Non-Affine System via Taylor-Lie Series Using Scaling and Squaring Technique

  • Zhang Yuanliang;Chong Kil-To
    • International Journal of Control, Automation, and Systems
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    • 제4권3호
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    • pp.293-301
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    • 2006
  • A new discretization method for calculating a sampled-data representation of a nonlinear continuous-time system is proposed. The proposed method is based on the well-known Taylor series expansion and zero-order hold (ZOH) assumption. The mathematical structure of the new discretization method is analyzed. On the basis of this structure, a sampled-data representation of a nonlinear system with a time-delayed input is derived. This method is applied to obtain a sampled-data representation of a non-affine nonlinear system, with a constant input time delay. In particular, the effect of the time discretization method on key properties of nonlinear control systems, such as equilibrium properties and asymptotic stability, is examined. 'Hybrid' discretization schemes that result from a combination of the 'scaling and squaring' technique with the Taylor method are also proposed, especially under conditions of very low sampling rates. Practical issues associated with the selection of the method parameters to meet CPU time and accuracy requirements are examined as well. The performance of the proposed method is evaluated using a nonlinear system with a time-delayed non-affine input.

Time-Discretization of Non-Affine Nonlinear System with Delayed Input Using Taylor-Series

  • Park, Ji-Hyang;Chong, Kil-To;Kazantzis, Nikolaos;Parlos, Alexander G.
    • Journal of Mechanical Science and Technology
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    • 제18권8호
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    • pp.1297-1305
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    • 2004
  • In this paper, we propose a new scheme for the discretization of nonlinear systems using Taylor series expansion and the zero-order hold assumption. This scheme is applied to the sampled-data representation of a non-affine nonlinear system with constant input time-delay. The mathematical expressions of the discretization scheme are presented and the ability of the algorithm is tested for some of the examples. The proposed scheme provides a finite-dimensional representation for nonlinear systems with time-delay enabling existing controller design techniques to be applied to them. For all the case studies, various sampling rates and time-delay values are considered.

Taylor-Lei Series에 의한 지연이 있는 비선형 시스템의 시간 이산화 (Time-Discretization of Nonlinear control systems with State-delay via Taylor-Lie Series)

  • 장위옌리앙;이의동;정길도
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2005년도 심포지엄 논문집 정보 및 제어부문
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    • pp.125-127
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    • 2005
  • In this paper, we propose a new scheme for the discretization of nonlinear systems using Taylor series expansion and the zero-order hold assumption. This scheme is applied to the sample-data representation of a nonlinear system with constant state tine-delay. The mathematical expressions of the discretization scheme are presented and the effect of the time-discretization method on key properties of nonlinear control system with state tine-delay, such as equilibrium properties and asymptotic ability, is examined. The proposed scheme provides a finite-dimensional representation for nonlinear systems with state time-delay enabling existing controller design techniques to be applied to then. The performance of the proposed discretization procedure is evaluated using a nonlinear system. For this nonlinear system, various sampling rates and time-delay values are considered.

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Discrete Representation Method of Nonlinear Time-Delay System in Control

  • Park, Ji-Hyang;Chong, Kil-To
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.327-332
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    • 2003
  • A new discretization method for nonlinear system with time-delay is proposed. It is based on the well-known Taylor series expansion and the zero-order hold (ZOH) assumption. We know that a discretization of linear system can be obtained with the ZOH assumption and within the sampling interval. A similar line of thinking is available in nonlinear case. The mathematical structure of the new discretization method is explored and under the structure, the sampled-data representation of nonlinear system including time-delay is computed. Provided that the discrete form of the single input nonlinear system with time-delay is derived, this result is easily extended to nonlinear system with multi-input time-delay. For simplicity two inputs are considered in this study. It is enough to generalize that of multiple inputs. Finally, the time-discretization of non-affine nonlinear system with time-delay is investigated for apply all nonlinear system

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Data anomaly detection for structural health monitoring of bridges using shapelet transform

  • Arul, Monica;Kareem, Ahsan
    • Smart Structures and Systems
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    • 제29권1호
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    • pp.93-103
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    • 2022
  • With the wider availability of sensor technology through easily affordable sensor devices, several Structural Health Monitoring (SHM) systems are deployed to monitor vital civil infrastructure. The continuous monitoring provides valuable information about the health of the structure that can help provide a decision support system for retrofits and other structural modifications. However, when the sensors are exposed to harsh environmental conditions, the data measured by the SHM systems tend to be affected by multiple anomalies caused by faulty or broken sensors. Given a deluge of high-dimensional data collected continuously over time, research into using machine learning methods to detect anomalies are a topic of great interest to the SHM community. This paper contributes to this effort by proposing a relatively new time series representation named "Shapelet Transform" in combination with a Random Forest classifier to autonomously identify anomalies in SHM data. The shapelet transform is a unique time series representation based solely on the shape of the time series data. Considering the individual characteristics unique to every anomaly, the application of this transform yields a new shape-based feature representation that can be combined with any standard machine learning algorithm to detect anomalous data with no manual intervention. For the present study, the anomaly detection framework consists of three steps: identifying unique shapes from anomalous data, using these shapes to transform the SHM data into a local-shape space and training machine learning algorithms on this transformed data to identify anomalies. The efficacy of this method is demonstrated by the identification of anomalies in acceleration data from an SHM system installed on a long-span bridge in China. The results show that multiple data anomalies in SHM data can be automatically detected with high accuracy using the proposed method.

Time-Discretization of Nonlinear Systems with Time Delayed Output via Taylor Series

  • Yuanliang Zhang;Chong Kil-To
    • Journal of Mechanical Science and Technology
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    • 제20권7호
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    • pp.950-960
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    • 2006
  • An output time delay always exists in practical systems. Analysis of the delay phenomenon in a continuous-time domain is sophisticated. It is appropriate to obtain its corresponding discrete-time model for implementation via a digital computer. A new method for the discretization of nonlinear systems using Taylor series expansion and the zero-order hold assumption is proposed in this paper. This method is applied to the sampled-data representation of a nonlinear system with a constant output time-delay. In particular, the effect of the time-discretization method on key properties of nonlinear control systems, such as equilibrium properties and asymptotic stability, is examined. In addition, 'hybrid' discretization schemes resulting from a combination of the 'scaling and squaring' technique with the Taylor method are also proposed, especially under conditions of very low sampling rates. A performance of the proposed method is evaluated using two nonlinear systems with time-delay output.

An Analysis of the Momentum Effect by Students' Characteristics and the Modes of Representation Patterns

  • Kim, Jun-Tae;Kwon, Jae-Sool
    • 한국과학교육학회지
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    • 제21권5호
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    • pp.841-854
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    • 2001
  • The purpose of this study was to find the effect of these variables on the duration of the momentum effect. To examine the momentum effect for gravitational field concepts, an intensive time series design was used. We collected data every day except Sundays and holidays for 50 days; 5 days for baseline, 30 days for intervention, and 15 days for the follow up We adopted cognitive levels and styles as students characteristics and two item characteristics(quantity versus quality, and word versus picture) as the item representation patterns. In this study, the momentum effect was influenced by students characteristics and item representation patterns. The results showed that two variables, cognitive style and quantity/quality, were the most influential factors for the duration of momentum effect. Field independent students showed a longer duration than field dependent students did. In addition, students showed a longer duration in quality items than in quantity items. However, students cognitive levels(formal or preformal) and word/picture presentations seemed to have relatively weak effect on the duration of the momentum effect.

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