• Title/Summary/Keyword: Time-series Model

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Simulation of Turbulent Flow and Surface Wave Fields around Series 60 $C_B$=0.6 Ship Model

  • Kim, Hyoung-Tae;Kim, Jung-Joong
    • Journal of Ship and Ocean Technology
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    • v.5 no.1
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    • pp.38-54
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    • 2001
  • A finite difference method for calculating turbulent flow and surface wave fields around a ship model is evaluated through the comparison with the experimental data of a Series 60 $C_B$=0.6 ship model. The method solves the Reynolds-averaged Navior-Stokes Equations using the non-staggered grid system, the four-stage Runge-Kutta scheme for the temporal integration of governing equations and the Bladwin-Lomax model for the turbulence closure. The free surface waves are captured by solving the equation of the kinematic free-surface condition using the Lax-Wendroff scheme and free-surface conforming grids are generated at each time step so that one of the grid surfaces coincides always with the free surface. The computational results show an overall close agreement with the experimental data and verify that the present method can simulate well the turbulent boundary layers and wakes as well as the free-surface waves.

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Physical Database Design for DFT-Based Multidimensional Indexes in Time-Series Databases (시계열 데이터베이스에서 DFT-기반 다차원 인덱스를 위한 물리적 데이터베이스 설계)

  • Kim, Sang-Wook;Kim, Jin-Ho;Han, Byung-ll
    • Journal of Korea Multimedia Society
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    • v.7 no.11
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    • pp.1505-1514
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    • 2004
  • Sequence matching in time-series databases is an operation that finds the data sequences whose changing patterns are similar to that of a query sequence. Typically, sequence matching hires a multi-dimensional index for its efficient processing. In order to alleviate the dimensionality curse problem of the multi-dimensional index in high-dimensional cases, the previous methods for sequence matching apply the Discrete Fourier Transform(DFT) to data sequences, and take only the first two or three DFT coefficients as organizing attributes of the multi-dimensional index. This paper first points out the problems in such simple methods taking the firs two or three coefficients, and proposes a novel solution to construct the optimal multi -dimensional index. The proposed method analyzes the characteristics of a target database, and identifies the organizing attributes having the best discrimination power based on the analysis. It also determines the optimal number of organizing attributes for efficient sequence matching by using a cost model. To show the effectiveness of the proposed method, we perform a series of experiments. The results show that the Proposed method outperforms the previous ones significantly.

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Dam Sensor Outlier Detection using Mixed Prediction Model and Supervised Learning

  • Park, Chang-Mok
    • International journal of advanced smart convergence
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    • v.7 no.1
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    • pp.24-32
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    • 2018
  • An outlier detection method using mixed prediction model has been described in this paper. The mixed prediction model consists of time-series model and regression model. The parameter estimation of the prediction model was performed using supervised learning and a genetic algorithm is adopted for a learning method. The experiments were performed in artificial and real data set. The prediction performance is compared with the existing prediction methods using artificial data. Outlier detection is conducted using the real sensor measurements in a dam. The validity of the proposed method was shown in the experiments.

A Simulation Study of IT Diffusion by Using System Dynamics (시스템 다이내믹스를 활용한 정보 기술 수용에 대한 동태적 모형 개발 - 휴대 전화 사용을 중심으로 -)

  • Han, Sang-Jun;Lee, Sang-Gun
    • CRM연구
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    • v.1 no.1
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    • pp.49-69
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    • 2006
  • Previous studies, Technology Acceptance Model (TAM) and Post Acceptance Model (PAM) have a little limitation in time series analysis. To solve this limitation, we used system dynamics as research methodology and designed simulation model based on TAM and PAM. Moreover, we designed new simulation model which can analyize time series data in customers' demand change from initial acceptance to post acceptance. This study targeted domestic mobile phone market. The simulation results showed that diffusion graph was similar to real data. That means we validated our simulation model. Since the simulation model offers the graph of customer's demand change by time, so it can be useful as a leaning tool. Therefore, we think this study helps IT companies use the model for forecasting of market demand.

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Analysis of Dynamic Model and Design of Optimized Fuzzy PID Controller for Constant Pressure Control (정압제어를 위한 동적모델 해석 및 최적 퍼지 PID 제어기설계)

  • Oh, Sung-Kwun;Cho, Se-Hee;Lee, Seung-Joo
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.61 no.2
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    • pp.303-311
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    • 2012
  • In this study, we introduce a dynamic process model as well as the design methodology of optimized fuzzy controller for its efficient application to vacuum production system to produce a semiconductor, solar module and display and so on. In a vacuum control field, PID control method is widely used from the viewpoint of simple structure and preferred performance. But, PID control method is very sensitive to the change of environment of control system as well as the change of control parameters. Therefore, it's difficult to get a preferred performance results from target system which has a complicated structure and lots of nonlinear factors. To solve such problem, we propose the design methodology of an optimized fuzzy PID controller through a following series of steps. First a dynamic characteristic of the target system is analyzed through a series of experiments. Second the process model is built up and its characteristic is compared with real process. Third, the optimized fuzzy PID controller is designed using genetic algorithms. Finally, the fuzzy controller is applied to target system and then its performance is compared with that of other conventional controllers(PID, PI, and Fuzzy PI controller). The performance of the proposed fuzzy controller is evaluated in terms of auto-tuned control parameters and output responses considered by ITAE index, overshoot, rise time and steady state time.

INNOVATION ALGORITHM IN ARMA PROCESS

  • Sreenivasan, M.;Sumathi, K.
    • Journal of applied mathematics & informatics
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    • v.5 no.2
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    • pp.373-382
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    • 1998
  • Most of the works in Time Series Analysis are based on the Auto Regressive Integrated Moving Average (ARIMA) models presented by Box and Jeckins(1976). If the data exhibits no ap-parent deviation from stationarity and if it has rapidly decreasing autocorrelation function then a suitable ARIMA(p,q) model is fit to the given data. Selection of the orders of p and q is one of the crucial steps in Time Series Analysis. Most of the methods to determine p and q are based on the autocorrelation function and partial autocor-relation function as suggested by Box and Jenkins (1976). many new techniques have emerged in the literature and it is found that most of them are over very little use in determining the orders of p and q when both of them are non-zero. The Durbin-Levinson algorithm and Innovation algorithm (Brockwell and Davis 1987) are used as recur-sive methods for computing best linear predictors in an ARMA(p,q)model. These algorithms are modified to yield an effective method for ARMA model identification so that the values of order p and q can be determined from them. The new method is developed and its validity and usefulness is illustrated by many theoretical examples. This method can also be applied to an real world data.

Nonlinear damage detection using linear ARMA models with classification algorithms

  • Chen, Liujie;Yu, Ling;Fu, Jiyang;Ng, Ching-Tai
    • Smart Structures and Systems
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    • v.26 no.1
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    • pp.23-33
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    • 2020
  • Majority of the damage in engineering structures is nonlinear. Damage sensitive features (DSFs) extracted by traditional methods from linear time series models cannot effectively handle nonlinearity induced by structural damage. A new DSF is proposed based on vector space cosine similarity (VSCS), which combines K-means cluster analysis and Bayesian discrimination to detect nonlinear structural damage. A reference autoregressive moving average (ARMA) model is built based on measured acceleration data. This study first considers an existing DSF, residual standard deviation (RSD). The DSF is further advanced using the VSCS, and then the advanced VSCS is classified using K-means cluster analysis and Bayes discriminant analysis, respectively. The performance of the proposed approach is then verified using experimental data from a three-story shear building structure, and compared with the results of existing RSD. It is demonstrated that combining the linear ARMA model and the advanced VSCS, with cluster analysis and Bayes discriminant analysis, respectively, is an effective approach for detection of nonlinear damage. This approach improves the reliability and accuracy of the nonlinear damage detection using the linear model and significantly reduces the computational cost. The results indicate that the proposed approach is potential to be a promising damage detection technique.

Chaotic Behavior Phenomena in Love Model with External Environment considering Colored Noise (외부 환경을 가진 사랑 모델에서 컬러 잡음을 고려한 카오스 거동 현상)

  • Shon, Young-Woo;Bae, Young-Chul
    • The Journal of the Korea institute of electronic communication sciences
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    • v.15 no.2
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    • pp.343-348
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    • 2020
  • During 50 years, the chaotic theory has begun to research with concerning in Mathematics and physics, and it has extended the fields to of engineering and social science. Recently, chaotic theory has progressed as a type of fusion research fused with natural science and social science. Such fused research includes problems for addiction, happiness of human, problem happened between family and love affairs between man and woman. In this paper, we consider the external environment based on love model which is one among fusion research, and when we consider colored noise in the external environment, we verify how the chaotic pattern is affected in the love model through time series and phase portrait.

Operational modal analysis of reinforced concrete bridges using autoregressive model

  • Park, Kyeongtaek;Kim, Sehwan;Torbol, Marco
    • Smart Structures and Systems
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    • v.17 no.6
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    • pp.1017-1030
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    • 2016
  • This study focuses on the system identification of reinforced concrete bridges using vector autoregressive model (VAR). First, the time series output response from a bridge establishes the autoregressive (AR) models. AR models are one of the most accurate methods for stationary time series. Burg's algorithm estimates the autoregressive coefficients (ARCs) at p-lag by reducing the sum of the forward and the backward errors. The computed ARCs are assembled in the state system matrix and the eigen-system realization algorithm (ERA) computes: the eigenvector matrix that contains the vectors of the mode shapes, and the eigenvalue matrix that contains the associated natural frequencies. By taking advantage of the characteristic of the AR model with ERA (ARMERA), civil engineering can address problems related to damage detection. Operational modal analysis using ARMERA is applied to three experiments. One experiment is coupled with an artificial neural network algorithm and it can detect damage locations and extension. The neural network uses a specific number of ARCs as input and multiple submatrix scaling factors of the structural stiffness matrix as output to represent the damage.

Application of time series based damage detection algorithms to the benchmark experiment at the National Center for Research on Earthquake Engineering (NCREE) in Taipei, Taiwan

  • Noh, Hae Young;Nair, Krishnan K.;Kiremidjian, Anne S.;Loh, C.H.
    • Smart Structures and Systems
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    • v.5 no.1
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    • pp.95-117
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    • 2009
  • In this paper, the time series based damage detection algorithms developed by Nair, et al. (2006) and Nair and Kiremidjian (2007) are applied to the benchmark experimental data from the National Center for Research on Earthquake Engineering (NCREE) in Taipei, Taiwan. Both acceleration and strain data are analyzed. The data are modeled as autoregressive (AR) processes, and damage sensitive features (DSF) and feature vectors are defined in terms of the first three AR coefficients. In the first algorithm developed by Nair, et al. (2006), hypothesis tests using the t-statistic are applied to evaluate the damaged state. A damage measure (DM) is defined to measure the damage extent. The results show that the DSF's from the acceleration data can detect damage while the DSF from the strain data can be used to localize the damage. The DM can be used for damage quantification. In the second algorithm developed by Nair and Kiremidjian (2007) a Gaussian Mixture Model (GMM) is used to model the feature vector, and the Mahalanobis distance is defined to measure damage extent. Additional distance measures are defined and applied in this paper to quantify damage. The results show that damage measures can be used to detect, quantify, and localize the damage for the high intensity and the bidirectional loading cases.