• Title/Summary/Keyword: Time-Series clustering

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R programming: Language and Environment for Statistical Computing and Data Visualization (R 프로그래밍: 통계 계산과 데이터 시각화를 위한 환경)

  • Lee, D.H.;Ren, Ye
    • Electronics and Telecommunications Trends
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    • v.28 no.1
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    • pp.42-51
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    • 2013
  • The R language is an open source programming language and a software environment for statistical computing and data visualization. The R language is widely used among a lot of statisticians and data scientists to develop statistical software and data analysis. The R language provides a variety of statistical and graphical techniques, including basic descriptive statistics, linear or nonlinear modeling, conventional or advanced statistical tests, time series analysis, clustering, simulation, and others. In this paper, we first introduce the R language and investigate its features as a data analytics tool. As results, we may explore the application possibility of the R language in the field of data analytics.

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The Design of Fuzzy-Neural Networks using FCM Algorithms (FCM 알고리즘을 이용한 퍼지-뉴럴 네트워크 설계)

  • Yoon, Ki-Chan;Park, Byoung-Jun;Oh, Sung-Kwun;Lee, Sung-Hwan
    • Proceedings of the KIEE Conference
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    • 2000.11d
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    • pp.803-805
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    • 2000
  • In this paper, we propose fuzzy-neural Networks(FNN) which is useful for identification algorithms. The proposed FNN model consists of two steps: the first step, which determines premise and consequent parameters approximately using FCM_RI method, the second step, which adjusts the premise and consequent parameters more precisely by gradient descent algorithm. The FCM_RI algorithm consists FCM clustering algorithm and Recursive least squared(RLS) method, this divides the input space more efficiently than convention methods by taking into consideration correlations between components of sample data. To evaluate the performance of the proposed FNN model, we use the time series data for gas furnace.

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Fuzzy identification by means of fuzzy inference method (퍼지추론 방법에 의한 퍼지동정)

  • 안태천;황형수;오성권;김현기;우광방
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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    • pp.200-205
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    • 1993
  • A design method of rule-based fuzzy modeling is presented for the model identification of complex and nonlinear systems. Three kinds of method for fuzzy modeling presented in this paper include simplified inference (type 1), linear inference (type 2), and modified linear inference (type 3). The fuzzy c-means clustering and modified complex methods are used in order to identify the preise structure and parameter of fuzzy implication rules, respectively and the least square method is utilized for the identification of optimal consequence parameters. Time series data for gas funace and sewage treatment processes are used to evaluate the performances of the proposed rule-based fuzzy modeling.

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Stochastic procedures for extreme wave induced responses in flexible ships

  • Jensen, Jorgen Juncher;Andersen, Ingrid Marie Vincent;Seng, Sopheak
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.6 no.4
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    • pp.1148-1159
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    • 2014
  • Different procedures for estimation of the extreme global wave hydroelastic responses in ships are discussed. Firstly, stochastic procedures for application in detailed numerical studies (CFD) are outlined. The use of the First Order Reliability Method (FORM) to generate critical wave episodes of short duration, less than 1 minute, with prescribed probability content is discussed for use in extreme response predictions including hydroelastic behaviour and slamming load events. The possibility of combining FORM results with Monte Carlo simulations is discussed for faster but still very accurate estimation of extreme responses. Secondly, stochastic procedures using measured time series of responses as input are considered. The Peak-over-Threshold procedure and the Weibull fitting are applied and discussed for the extreme value predictions including possible corrections for clustering effects.

Estimation of Volatility of Korea Stock Price Index Using Winbugs (Winbugs를 이용한 우리나라 주가지수의 변동성에 대한 추정)

  • Kim, Hyoung Min;Chang, In Hong;Lee, Seung Woo
    • Journal of Integrative Natural Science
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    • v.4 no.2
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    • pp.121-129
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    • 2011
  • The purpose of this paper is to estimate the fluctuation of an earning rate and risk management using the price index of Korea stocks. After an observation of conception of fluctuation, we can show volatility clustering and fluctuation phenomenon in the Korea stock price index using GARCH model with heteroscedasticity. In addition, the effects of fluctuation on the time-series was evaluated, which showed the heteroscedasticity. MCMC method and Winbugs as Bayesian computation were used for analysis.

Fuzzy-Neural Networks with Parallel Structure and Its Application to Nonlinear Systems (병렬구조 FNN과 비선형 시스템으로의 응용)

  • Park, Ho-Sung;Yoon, Ki-Chan;Oh, Sung-Kwun
    • Proceedings of the KIEE Conference
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    • 2000.07d
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    • pp.3004-3006
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    • 2000
  • In this paper, we propose an optimal design method of Fuzzy-Neural Networks model with parallel structure for complex and nonlinear systems. The proposed model is consists of a multiple number of FNN connected in parallel. The proposed FNNs with parallel structure is based on Yamakawa's FNN and it uses simplified inference as fuzzy inference method and Error Back Propagation Algorithm as learning rules. We use a HCM clustering and GAs to identify the structure and the parameters of the proposed model. Also, a performance index with a weighting factor is presented to achieve a sound balance between approximation and generalization abilities of the model. To evaluate the performance of the proposed model. we use the time series data for gas furnace and the numerical data of nonlinear function.

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Design of Fuzzy-Neural Networks Structure using Optimization Algorithm and an Aggregate Weighted Performance Index (최적 알고리즘과 합성 성능지수에 의한 퍼지-뉴럴네트워크구조의 설계)

  • Yoon, Ki-Chan;Oh, Sung-Kwun;Park, Jong-Jin
    • Proceedings of the KIEE Conference
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    • 1999.07g
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    • pp.2911-2913
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    • 1999
  • This paper suggest an optimal identification method to complex and nonlinear system modeling that is based on Fuzzy-Neural Network(FNN). The FNN modeling implements parameter identification using HCM algorithm and optimal identification algorithm structure combined with two types of optimization theories for nonlinear systems, we use a HCM Clustering Algorithm to find initial parameters of membership function. The parameters such as parameters of membership functions, learning rates and momentum coefficients are adjusted using optimal identification algorithm. The proposed optimal identification algorithm is carried out using both a genetic algorithm and the improved complex method. Also, an aggregate objective function(performance index) with weighted value is proposed to achieve a sound balance between approximation and generalization abilities of the model. To evaluate the performance of the proposed model, we use the time series data for gas furnace, the data of sewage treatment process and traffic route choice process.

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Feature Extraction of CNN-GRU based Multivariate Time Series Data for Regional Clustering (지역 군집화를 위한 CNN-GRU 기반 다변량 시계열 데이터의 특성 추출)

  • Kim, Jinah;Lee, Ji-Hoon;Choi, Dong-Wook;Moon, Nammee
    • Proceedings of the Korea Information Processing Society Conference
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    • 2019.10a
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    • pp.950-951
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    • 2019
  • 시계열 데이터에 대한 군집화 관련 연구는 주로 통계 분석을 통해 이뤄지기 때문에 데이터가 갖는 특성을 완전히 반영하는 데 한계를 갖는다. 본 논문에서는 다변량 데이터에서의 군집화를 위하여 변수별로 시간에 따른 변화와 특징을 추출하기 위한 CNN-GRU(Convolutional Neural Network - Gated Recurrent Unit) 기반의 신경망 모델을 제안한다. CNN을 활용하여 변수별로 갖는 특성을 파악하고자 하였으며, GRU을 통해 전체 시간에 따른 소비 추세를 도출하고자 하였다. 지역별로 업종에 따라 사용된 2년 치의 실제 카드 데이터를 활용하였으며, 유사한 소비 추세를 보이는 지역을 군집화하는데 이를 적용하였다. 결과적으로, 다변량 시계열 데이터를 통해 전체적인 흐름을 반영하여 패턴화했다는 점에서 의의를 갖는다.

Analysis on Temporal Pattern of Location Data with Time Series Model (시계열 모델을 활용한 위치 데이터의 시간적 패턴 분석)

  • Song, Ha Yoon;Lee, Da Som;Jung, Jun Woo
    • Proceedings of the Korea Information Processing Society Conference
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    • 2021.11a
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    • pp.768-771
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    • 2021
  • 시계열 분석은 이전 시점들의 데이터를 기반으로 미래 시점의 데이터를 예측하는 기술을 제공하며, SARIMA는 이러한 시계열 분석에서 활용되는 통계 모델의 일종이다. 본 연구는 직접 수집한 실시간 위치 데이터에 SARIMA를 적용하여 개인의 이동 패턴을 추출하고 이를 예측에 활용하는 전반적인 프로세스를 제작하였다. 첫째, DB에 업로드된 위치 데이터를 비지도 학습의 일종인 EM-clustering을 활용해 핵심 방문 장소들로부터의 거리에 따라 군집화했다. 둘째, 해당 장소에 입장하고 퇴장하는 시간 간격에 SARIMA를 적용해 주기성을 추출했다. 마지막으로, 이 주기성들을 군집의 중요도에 따라 순차적으로 분석하여 유의미한 예측 결과를 도출해냈다.

Impact of Hull Condition and Propeller Surface Maintenance on Fuel Efficiency of Ocean-Going Vessels

  • Tien Anh Tran;Do Kyun Kim
    • Journal of Ocean Engineering and Technology
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    • v.37 no.5
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    • pp.181-189
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    • 2023
  • The fuel consumption of marine diesel engines holds paramount importance in contemporary maritime transportation and shapes energy efficiency strategies of ocean-going vessels. Nonetheless, a noticeable gap in knowledge prevails concerning the influence of ship hull conditions and propeller roughness on fuel consumption. This study bridges this gap by utilizing artificial intelligence techniques in Matlab, particularly convolutional neural networks (CNNs) to comprehensively investigate these factors. We propose a time-series prediction model that was built on numerical simulations and aimed at forecasting ship hull and propeller conditions. The model's accuracy was validated through a meticulous comparison of predictions with actual ship-hull and propeller conditions. Furthermore, we executed a comparative analysis juxtaposing predictive outcomes with navigational environmental factors encompassing wind speed, wave height, and ship loading conditions by the fuzzy clustering method. This research's significance lies in its pivotal role as a foundation for fostering a more intricate understanding of energy consumption within the realm of maritime transport.