• Title/Summary/Keyword: Time-series Model

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Intelligent Digital Redesign for Uncertain Nonlinear Systems Using Power Series (Powrer Series를 이용한 불확실성을 갖는 비선형 시스템의 지능형 디지털 재설계)

  • Sung Hwa Chang;Park Jin Bae;Go Sung Hyun;Joo Young Hoon
    • Journal of the Korean Institute of Intelligent Systems
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    • v.15 no.7
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    • pp.881-886
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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 tile 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 tile digitally controlled system are formulated in terms of linear matrix inequalities (LMIs). Finally, a TS fuzzy model for the chaotic Lorentz system is used as an example to guarantee the stability and effectiveness of the proposed method.

Spectral Analysis of Heart Rate Variability in ECG and Pulse-wave using autoregressive model (AR모델을 이용한 심전도와 맥파의 심박변동 스펙트럼 해석)

  • Kim NagHwan;Lee EunSil;Min HongKi;Lee EungHyuk;Hong SeungHong
    • Journal of the Institute of Convergence Signal Processing
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    • v.1 no.1
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    • pp.15-22
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    • 2000
  • The analysis of power spectrum based on linear AR model is applied widely to quantize the response of autonomic nerve noninvasively, In this paper, we estimate the power spectrum density for heartrate variability of the electrocadiogram and pulse wave for short term data(less than two minute), The time series of heart rate variability is obtained from the time interval(RRI, PPI) between the feature point of the electrocadiogram and pulse wave for normal person, The generated time series reconstructed into new time series through polynomial interpolation to apply to the AR mode. The power spectrum density for AR model is calculated by Burg algorithm, After applying AR model, the power spectrum density for heart rate variability of the electrocadiogram and the pulse wave is shown smooth spectrum power at the region of low frequence and high frequence, and that the power spectrum density of electrocadiogram and pulse wave has similar form for same subject.

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A Comparative Study on Forecasting Groundwater Level Fluctuations of National Groundwater Monitoring Networks using TFNM, ANN, and ANFIS (TFNM, ANN, ANFIS를 이용한 국가지하수관측망 지하수위 변동 예측 비교 연구)

  • Yoon, Pilsun;Yoon, Heesung;Kim, Yongcheol;Kim, Gyoo-Bum
    • Journal of Soil and Groundwater Environment
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    • v.19 no.3
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    • pp.123-133
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    • 2014
  • It is important to predict the groundwater level fluctuation for effective management of groundwater monitoring system and groundwater resources. In the present study, three different time series models for the prediction of groundwater level in response to rainfall were built, those are transfer function noise model (TFNM), artificial neural network (ANN), and adaptive neuro fuzzy interference system (ANFIS). The models were applied to time series data of Boen, Cheolsan, and Hongcheon stations in National Groundwater Monitoring Network. The result shows that the model performance of ANN and ANFIS was higher than that of TFNM for the present case study. As lead time increased, prediction accuracy decreased with underestimation of peak values. The performance of the three models at Boen station was worst especially for TFNM, where the correlation between rainfall and groundwater data was lowest and the groundwater extraction is expected on account of agricultural activities. The sensitivity analysis for the input structure showed that ANFIS was most sensitive to input data combinations. It is expected that the time series model approach and results of the present study are meaningful and useful for the effective management of monitoring stations and groundwater resources.

On the Optimal Adaptive Estimation in the Semiparametric Non-linear Autoregressive Time Series Model

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.149-160
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    • 1995
  • We consider the problem of optimal adaptive estiamtion of the euclidean parameter vector $\theta$ of the univariate non-linerar autogressive time series model ${X_t}$ which is defined by the following system of stochastic difference equations ; $X_t = \sum^p_{i=1} \theta_i \cdot T_i(X_{t-1})+e_t, t=1, \cdots, n$, where $\theta$ is the unknown parameter vector which descrives the deterministic dynamics of the stochastic process ${X_t}$ and ${e_t}$ is the sequence of white noises with unknown density $f(\cdot)$. Under some general growth conditions on $T_i(\cdot)$ which guarantee ergodicity of the process, we construct a sequence of adaptive estimatros which is locally asymptotic minimax (LAM) efficient and also attains the least possible covariance matrix among all regular estimators for arbitrary symmetric density.

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Pan Evaporation Analysis using Nonlinear Disaggregation Model (비선형 분리모형에 의한 증발접시 증발량의 해석)

  • Kim, Seong-Won;Kim, Jeong-Heon;Park, Gi-Beom
    • Proceedings of the Korea Water Resources Association Conference
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    • 2008.05a
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    • pp.1147-1150
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    • 2008
  • The goal of this research is to apply the neural networks models for the disaggregation of the pan evaporation (PE) data, Republic of Korea. The neural networks models consist of the support vector machines neural networks model (SVM-NNM) and multilayer perceptron neural networks model (MLP-NNM), respectively. The SVM-NNM in time series modeling is relatively new and it is more problematic in comparison with classifications. In this study, The disaggregation means that the yearly PE data divides into the monthly PE data. And, for the performances of the neural networks models, they are composed of training, cross validation, and testing data, respectively. From this research, we evaluate the impact of the SVM-NNM and the MLP-NNM for the disaggregation of the nonlinear time series data. We should, furthermore, construct the credible data of the monthly PE data from the disaggregation of the yearly PE data, and can suggest the methodology for the irrigation and drainage networks system.

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The Optimal Hydrologic Forecasting System for Abnormal Storm due to Climate Change in the River Basin (하천유역에서 기후변화에 따른 이상호우시의 최적 수문예측시스템)

  • Kim, Seong-Won;Kim, Hyeong-Su
    • Proceedings of the Korea Water Resources Association Conference
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    • 2008.05a
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    • pp.2193-2196
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    • 2008
  • In this study, the new methodology such as support vector machines neural networks model (SVM-NNM) using the statistical learning theory is introduced to forecast flood stage in Nakdong river, Republic of Korea. The SVM-NNM in hydrologic time series forecasting is relatively new, and it is more problematic in comparison with classification. And, the multilayer perceptron neural networks model (MLP-NNM) is introduced as the reference neural networks model to compare the performance of SVM-NNM. And, for the performances of the neural networks models, they are composed of training, cross validation, and testing data, respectively. From this research, we evaluate the impact of the SVM-NNM and the MLP-NNM for the forecasting of the hydrologic time series in Nakdong river. Furthermore, we can suggest the new methodology to forecast the flood stage and construct the optimal forecasting system in Nakdong river, Republic of Korea.

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Development of a Model Combining Covariance Matrices Derived from Spatial and Temporal Data to Estimate Missing Rainfall Data (공간 데이터와 시계열 데이터로부터 유도된 공분산행렬을 결합한 강수량 결측값 추정 모형)

  • Sung, Chan Yong
    • Journal of Environmental Science International
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    • v.22 no.3
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    • pp.303-308
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    • 2013
  • This paper proposed a new method for estimating missing values in time series rainfall data. The proposed method integrated the two most widely used estimation methods, general linear model(GLM) and ordinary kriging(OK), by taking a weighted average of covariance matrices derived from each of the two methods. The proposed method was cross-validated using daily rainfall data at thirteen rain gauges in the Hyeong-san River basin. The goodness-of-fit of the proposed method was higher than those of GLM and OK, which can be attributed to the weighting algorithm that was designed to minimize errors caused by violations of assumptions of the two existing methods. This result suggests that the proposed method is more accurate in missing values in time series rainfall data, especially in a region where the assumptions of existing methods are not met, i.e., rainfall varies by season and topography is heterogeneous.

Exploratory data analysis for Korean daily exchange rate data with recurrence plots (재현그림을 통한 우리나라 환율 자료에 대한 탐색적 자료분석)

  • Jang, Dae-Heung
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1103-1112
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    • 2013
  • Exploratory data analysis focuses mostly on data exploration instead of model fitting. We can use the recurrence plot as a graphical exploratory data analysis tool. With the recurrence plot, we can obtain the structural pattern of the time series and recognize the structural change points in time series at a glance.

Establishment of Zero-Accident Goal Period Based on Time Series Analysis of Accident Tendency (재해율 예측에 근거한 사업장별 무재해 목표시간의 설정)

  • 최승일;임현교
    • Journal of the Korean Society of Safety
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    • v.7 no.2
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    • pp.5-13
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    • 1992
  • If zero-accident movement is to be successful, the objective goal period should be surely obtainable, and much more in our country where frequency rate of injury are remarkably fluc-tuating. However In our country, as far as we know, no method to establish a reasonable zero-accident goal period is guaranteed. In thls paper, a new establishing-method of reasonable goal period for individual industry with considering recent accident trend is presented. A mathematical model for industrial accidents generation was analyzed, and a stochastic process model for the accident generation inteual was formulated. This model could tell the accident generation rate in future by understanding the accident tendency through the time-series analysis and search for the distribution of numbers of accidents and accident interval. On the basis of this, the forecasting method of goal achievement probability by the size and the establishment method of reasonable goal period were developed.

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Analysis of Nonlinear Behavior in Idea of Physical Exercise with Unification of Mind and Body (심신일여 체육 사상에서의 비선형 거동 해석)

  • Kim, Myung-Mi
    • The Journal of the Korea institute of electronic communication sciences
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    • v.11 no.6
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    • pp.645-652
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    • 2016
  • The basic equation of body and mind that can be represented as body and mind based on love model of Romeo and Juliet is presented in this paper. In order verify validity for physical idea of unification for body and mind when the external force is applied in the basic equation. We display the time series and phase portrait for nonlinear behavior, and this paper confirms the point of difference between body-mind neutral monism and body-mind dualism.