• Title/Summary/Keyword: Wavelet series

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A Study for Sales and Demand Forecasting Model Using Wavelet Neural Networks (웨이블렛 신경회로망을 이용한 상품 수요 예측 모형에 관한 연구)

  • Lee, Jae-Hyun
    • The Journal of the Korea institute of electronic communication sciences
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    • v.9 no.1
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    • pp.131-136
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    • 2014
  • In this paper, we develop a fashion products demand forecasting algorithm using ARIMA model and Wavelet Neural Networks model. To show effectiveness of the proposed method, we analyzed characteristics of time-series data collected in "H" company during 2008-2012 and then performed the proposed method through various analyses. As noted in experimental results, the performance of three types model such as ARIMA, Wavelet Neural Networks and ARIMA + Wavelet Neural Networks show 5.179%, 4.553%, and 4.448.% with respect to MAPE(Mean Absolute Percentage Error), respectively. Thus, it is noted that the proposed method can be used to predict fashion products demand for efficient of operation.

Identification of Inrush and Internal Fault in Indirect Symmetrical Phase Shift Transformer Using Wavelet Transform

  • Bhasker, Shailendra Kumar;Tripathy, Manoj;Kumar, Vishal
    • Journal of Electrical Engineering and Technology
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    • v.12 no.5
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    • pp.1697-1708
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    • 2017
  • This paper proposes an algorithm for the differential protection of an Indirect Symmetrical Phase Shift Transformer (ISPST) by considering the different behaviors of the compensated differential current under internal fault and magnetizing inrush conditions. In this algorithm, a criterion function is defined which is based on the difference of amplitude of the wavelet transformation over a specific frequency band. The function has been used for the discrimination between three phase magnetizing inrush and internal fault condition and requires less than a quarter cycle after disturbance. This method is independent of any coefficient or threshold values of wavelet transformation. The merit of this algorithm is demonstrated by the simulation of different faults in series and excitation unit and magnetizing inrush with varying switching conditions on ISPST using PSCAD/EMTDC. Due to unavailability of in-field large interconnected transformers for such a large number of destructive tests, the results are further verified by Real Time Digital Simulator (RSCAD/RTDS). The proposed algorithm has been compared with the conventional harmonic restraint based method that justifies the application of wavelet transform for differential protection of ISPST. The proposed algorithm has also been verified for different rating of ISPSTs and satisfactory results were obtained.

Summarized IDA curves by the wavelet transform and bees optimization algorithm

  • Shahryari, Homayoon;Karami, M. Reza;Chiniforush, Alireza A.
    • Earthquakes and Structures
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    • v.16 no.2
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    • pp.165-175
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    • 2019
  • Incremental dynamic analysis (IDA), as an accurate method to evaluate the parameters of structural performance levels, requires many non-linear time history analyses, using a set of ground motion records which are scaled to different intensity levels. Therefore, this method is very computationally demanding. In this study, a new method is presented to estimate the summarized (16%, 50%, and 84% fractiles) IDA curves of a first-mode dominated structure using discrete wavelet transform and bees optimization algorithm. This method reduces the number of required ground motion records for the prediction of the summarized IDA curves. At first, a subset of first list ground motion records is decomposed by means of discrete wavelet transform which have a low dispersion estimating the summarized IDA curves of equivalent SDOF system of the main structure. Then, the bees algorithm optimizes a series of factors for each level of detail coefficients in discrete wavelet transform. The applied factors change the frequency content of original ground motion records which the generated ground motions records can be utilized to reliably estimate the summarized IDA curves of the main structure. At the end, to evaluate the efficiency of the proposed method, the seismic behavior of a typical 3-story special steel moment frame, subjected to a set of twenty ground motion records is compared with this method.

DWT-Based Parameter and Iteration Algorithm for Preventing Arc False Detection in PV DC Arc Fault Detector (태양광 직렬 아크 검출기의 오검출 방지를 위한 DWT 기반 파라미터 및 반복 알고리즘)

  • Ahn, Jae-Beom;Lee, Jin-Han;Lee, Jin;Ryoo, Hong-Je
    • The Transactions of the Korean Institute of Power Electronics
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    • v.27 no.2
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    • pp.100-105
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    • 2022
  • This paper applies the arc detection algorithm to prevent the false detection in photo voltaic series arc detection circuit, which is required not only to detect the series arc quickly, but also not falsely detect the arc for the non-arc noise. For this purpose, this study proposes a rapid and preventive false detection method of single peak noise and short noise signals. First, to prevent false detection by single peak noise, Discrete wavelet transform (DWT)-based characteristic parameters are applied to determine the shape and the amplitude of the noise. In addition, arc fault detection within a few milliseconds is performed with the DWT iterative algorithm to quickly prevent false detection for short noise signals, considering the continuity of serial arc noise. Thus, the method operates not only to detect series arc, but also to avoid false arc detection for peak and short noises. The proposed algorithm is applied to real-time serial arc detection circuit based on the TMS320F28335 DSP. The serial arc detection and peak noise filtering performances are verified in the built simulated arc test facility. Furthermore, the filtering performance of short noise generated through DC switch operation is confirmed.

Forecast of the Daily Inflow with Artificial Neural Network using Wavelet Transform at Chungju Dam (웨이블렛 변환을 적용한 인공신경망에 의한 충주댐 일유입량 예측)

  • Ryu, Yongjun;Shin, Ju-Young;Nam, Woosung;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.45 no.12
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    • pp.1321-1330
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    • 2012
  • In this study, the daily inflow at the basin of Chungju dam is predicted using wavelet-artificial neural network for nonlinear model. Time series generally consists of a linear combination of trend, periodicity and stochastic component. However, when framing time series model through these data, trend and periodicity component have to be removed. Wavelet transform which is denoising technique is applied to remove nonlinear dynamic noise such as trend and periodicity included in hydrometeorological data and simple noise that arises in the measurement process. The wavelet-artificial neural network (WANN) using data applied wavelet transform as input variable and the artificial neural network (ANN) using only raw data are compared. As a results, coefficient of determination and the slope through linear regression show that WANN is higher than ANN by 0.031 and 0.0115 respectively. And RMSE and RRMSE of WANN are smaller than those of ANN by 37.388 and 0.099 respectively. Therefore, WANN model applied in this study shows more accurate results than ANN and application of denoising technique through wavelet transforms is expected that more accurate predictions than the use of raw data with noise.

Trend analysis and wavelet transform of time series of precipitation including the Chukwookee observation in Seoul (측우기 자료를 포함한 서울 강수량 시계열에 대한 추세분석 및 파엽분석)

  • 정현숙;박정수;임규호;오재호
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.525-540
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    • 2000
  • Characteristics of precipitation in Seoul have been examined by using long-term observational data. Precipitation records from modern rain gauges were used for 1908-1996, together with the traditional Korean rain gauge (called Chukwookee) observations for 1777-1907. A linear trend analysis of seasonal total rainfall shows no significant trends over the last 200 years A wavelet transform analysis was performed to figure out the transient variations of precipitation.

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Clustering Performance Analysis for Time Series Data: Wavelet vs. Autoencoder (시계열 데이터에 대한 클러스터링 성능 분석: Wavelet과 Autoencoder 비교)

  • Hwang, Woosung;Lim, Hyo-Sang
    • Proceedings of the Korea Information Processing Society Conference
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    • 2018.10a
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    • pp.585-588
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    • 2018
  • 시계열 데이터의 특징을 추출하여 분석하는 과정에서 시게열 데이터가 가지는 고차원성은 차원의 저주(Course of Dimensionality)로 인해 데이터내의 유효한 정보를 찾는데 어려움을 만든다. 이러한 문제를 해결하기 위해 차원 축소 기법(dimensionality reduction)이 널리 사용되고 있지만, 축소 과정에서 발생하는 정보의 희석으로 인하여 시계열 데이터에 대한 군집화(clustering)등을 수행하는데 있어서 성능의 변화를 가져온다. 본 논문은 이러한 현상을 관찰하기 위해 이산 웨이블릿 변환(Discrete Wavelet Transform:DWT)과 오토 인코더(AutoEncoder)를 차원 축소 기법으로 활용하여 시계열 데이터의 차원을 압축 한 뒤, 압축된 데이터를 K-평균(K-means) 알고리즘에 적용하여 군집화의 효율성을 비교하였다. 성능 비교 결과, DWT는 압축된 차원수 그리고 오토인코더는 시계열 데이터에 대한 충분한 학습이 각각 보장된다면 좋은 군집화 성능을 보이는 것을 확인하였다.

Detection of Input Voltage Unbalance in Induction Motors Using Frequency-Domain Discrete Wavelet Transform

  • Ghods, Amirhossein;Lee, Hong-Hee;Chun, Tae-Won
    • Proceedings of the KIPE Conference
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    • 2014.07a
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    • pp.522-523
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    • 2014
  • Analysis of faults in induction motors has become a major field of research due to importance of loss and damage reduction and maximum online performance of motors. There are several methods to analyze the faults in an induction motor from conventional Fourier transform to modern decision-making neural networks. Considering detectability of fault among all methods, a new fault detection solution has been proposed; it is called as frequency-domain Discrete Wavelet Transform (FD-DWT). In this method, the stator current is decomposed through series of low- and high-pass filters and consequently, the fault characteristics are more visible, because additional components have been reduced. The objective of this paper is early detection of input voltage unbalance in induction motor using wavelet transform in frequency domain. Experimental results show the effectiveness of the proposed method in early detection of faults.

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Correlation between the Stock and Futures Markets by Timescale

  • Lee, Chang Min;Lee, Hahn Shik
    • The Korean Journal of Applied Statistics
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    • v.25 no.6
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    • pp.897-915
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    • 2012
  • This paper examines the relationship between the stock and futures markets in terms of lead-lag relationship, correlation and the hedge ratio using wavelet analysis. The basic finding is that the relationship between the two markets significantly depends on the time-scale. First, there is a feedback relationship between the stock and futures markets in the long-run scale; however, weaker evidence is observed in shorter-run scales. Second, wavelet correlation between the two markets increases for a longer time scale. Third, the hedge ratio and the effectiveness of hedging strategies increase as the investment horizon gets longer. The results in this paper indicate that the stock and futures series are perfectly correlated in the long run and are tied together over long horizons.

Multi-scale Correlation Analysis between Sea Level Anomaly and Climate Index through Wavelet Approach (웨이블릿 접근을 통한 해수면 높이와 기후 지수간의 다중 스케일 상관 관계 분석)

  • Hwang, Do-Hyun;Jung, Hahn Chul
    • Korean Journal of Remote Sensing
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    • v.38 no.5_1
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    • pp.587-596
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    • 2022
  • Sea levels are rising as a result of climate change, and low-lying areas along the coast are at risk of flooding. Therefore, we tried to investigate the relationship between sea level change and climate indices using satellite altimeter data (Topex/Poseidon, Jason-1/2/3) and southern oscillation index (SOI) and the Pacific decadal oscillation (PDO) data. If time domain data were converted to frequency domain, the original data can be analyzed in terms of the periodic components. Fourier transform and Wavelet transform are representative periodic analysis methods. Fourier transform can provide only the periodic signals, whereas wavelet transform can obtain both the periodic signals and their corresponding time location. The cross-wavelet transformation and the wavelet coherence are ideal for analyzing the common periods, correlation and phase difference for two time domain datasets. Our cross-wavelet transform analysis shows that two climate indices (SOI, PDO) and sea level height was a significant in 1-year period. PDO and sea level height were anti-phase. Also, our wavelet coherence analysis reveals when sea level height and climate indices were correlated in short (less than one year) and long periods, which did not appear in the cross wavelet transform. The two wavelet analyses provide the frequency domains of two different time domain datasets but also characterize the periodic components and relative phase difference. Therefore, our research results demonstrates that the wavelet analyses are useful to analyze the periodic component of climatic data and monitor the various oceanic phenomena that are difficult to find in time series analysis.