• Journal of applied mathematics & informatics
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• 제5권2호
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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.

• 한국지능시스템학회논문지
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• 제10권3호
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• pp.194-202
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• 2000

본 논문에서는 여러 분야에서 널리 응용되고 있는 적응 뉴로-퍼지 시스템(ANFIS)에서의 효과적인 퍼지 규칙 생성 방법을 제안한다. 기존의 입력공간 그리드 분할을 이용한 ANFIS의 규칙 생성에 있어서는 얻어진 규칙의 수가 지수적으로 증가하는 단점이 있다. 이에, 본 연구에서는 조건부적인 FCM을 이용하여 입.출력 데이터이 특성을 잘 반영할 수 있는 클러스터를 구하고, 퍼지 균등화 방법을 적용하여 출력변수의 소속함수를 자동 생성하도록 하엿다. 이렇게 함으로서 적은 규칙 수를 갖으며서도 효율적인 퍼지 규칙을 얻을 수 있도록 하였다. 이들 방법의 유용함을 보이고자 트럭 후진제어와 Box-Jenkins의 가스로 데이터의 모델리에 적용하여 제안된 방법이 이전의 연구보다 좋은 결과를 보임을 알 수 있다.

• 한국지능시스템학회논문지
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• 제13권5호
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• pp.512-519
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• 2003

본 논문에서는 계층적 클러스터링과 GMM을 순차적으로 이용하여 최적의 파라미터를 추정하고 이를 뉴로-퍼지 모델의 초기 파리미터로 사용하여 모델의 성능 개선을 제안한다. 반복적인 시도 중 가장 좋은 파라미터를 선택하는 기존의 알고리즘 과 달리 계층적 클러스터링은 데이터들 간의 유클리디언 거리를 이용하여 클러스터를 생성하므로 반복적인 시도가 불필요하다. 또한 클러스터링 방법에 의해 퍼지 모델링을 행하므로 클러스터와 동일한 갯수의 적은 규칙을 갖는다. 제안된 방법의 유용함을 비선형 데이터인 Box-Jenkins의 가스로 예측 문제와 Sugeno의 비선형 시스템에 적용하여 이전의 연구보다 적은 규칙으로도 성능이 개선되는 것을 보였다.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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• pp.442-445
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• 1997

We present a hybrid self-tuning method of fuzzy inference systems with hyper elliptic Gaussian membership functions using genetic algorithm(GA) and back-propagation algorithm. The proposed self-tuning method has two phases : one is the coarse tuning process based on GA and the other is the fine tuning process based on back-propagation. But the parameters which is obtained by a GA are near optimal solutions. In order to solve the problem in GA applications, it uses a back-propagation algorithm, which is one of learning algorithms in neural networks, to finely tune the parameters obtained by a GA. We provide Box-Jenkins time series to evaluate the advantage and effectiveness of the proposed approach and compare with the conventional method.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2003년도 하계종합학술대회 논문집 Ⅲ
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• pp.1541-1544
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• 2003

In This Paper, alternative method fur data pattern estimation is proposed and its numerical experiment is carried out. Proposed method gives candidates cluster numbers of given data set between n-2 and 2 by means of movement of the center of gravity. To observe the performance of proposed method, Test sample data sets are offered. Finally, this method is applied to Box and Jenkins's gas furnace data to verify the performance with previous researches.

• 한국환경보건학회지
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• 제27권3호
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• pp.35-42
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• 2001

The characteristics of water quality variation were predicted by stochastic model in Chungju dam, north Chungcheong province of south Korea, Monthly time series data of water quality from 1989 to 2001;temperature, BOD, COD and SS, were obtained from environmental yearbook and internet homepage of ministry of environment. Development of model was carried out with Box-Jenkins method, which includes model identification, estimation and diagnostic checking. ACF and PACF were used to model identification. AIC and BIC were used to model estimation. Seosonal multiplicative ARIMA(1, 0, 1)(1, 1, 0)$_{12}$ model was appropriate to explain stochastic characteristics of temperature. BOD model was ARMa(2, 2, 1), COD was seasonal multiplicative ARIMA(2. 0. 1)(1. 0, 1)$_{12}$, and SS was ARIMA(1, 0, 2) respectively. The simulated water quality data showed a good fitness to the observed data, as a result of model verification.ion.

• 응용통계연구
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• 제15권2호
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• pp.311-321
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• 2002

시계열 자료의 전이함수분석에 있어서 조건부 이분산성을 도입하고 기존의 선형 이분산모형인 Engle(1982)의 ARCH 모형과 더불어 비선형 모형인 베타-ARCH 및 분계점-ARCH모형을 고려하였다. 모형적합절차를 간략히 소개하였으며 제안된 모형을 미국 나스닥지수와 국내 종합주가지수에 적용시켜본 결과 비선형 ARCH 모형이 우수함을 알 수 있었다.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.1892-1896
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• 2005

In this paper, an effective method for selecting significant input variables in building ANFIS (Adaptive Neuro-Fuzzy Inference System) for nonlinear system modeling is proposed. Dominant inputs in a nonlinear system identification process are extracted by evaluating the performance index and they are applied to ANFIS. The availability of our proposed model is verified with the Box and Jenkins gas furnace data. The comparisons with other methods are also given in this paper to show our proposed method is superior to other models.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.2490-2495
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• 2005

The scheduling of plant should be determined based on the product demands correctly forecasted by reasonable methods. However, because most existing forecasting packages need user's knowledge about forecasting, it has been hard for plant engineers without forecasting knowledge to apply forecasted demands to scheduling. Therefore, a forecasting module has been developed for plant engineers without forecasting knowledge. In this study, for the development of the forecasting module, an automatic method using the ARIMA model that is framed from the modified Box-Jenkins process is proposed. And a new method for safety inventory determination is proposed to reduce the penalty cost by forecasting errors. Finally, using the two proposed methods, the web-based automatic module has been developed.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제6권2호
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• pp.138-143
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• 2006

In this paper, we have presented a Sequential Agglomerative Hierarchical Nested (SAHN) algorithm-based data clustering method in fuzzy inference system to achieve optimal performance of fuzzy model. SAHN-based algorithm is used to give possible range of number of clusters with cluster centers for the system identification. The axes of membership functions of this fuzzy model are optimized by using cluster centers obtained from clustering method and the consequence parameters of the fuzzy model are identified by standard least square method. Finally, in this paper, we have observed our model's output performance using the Box and Jenkins's gas furnace data and Sugeno's non-linear process data.