• Title/Summary/Keyword: chaotic

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Neural Network Modeling supported by Change-Point Detection for the Prediction of the U.S. Treasury Securities

  • Oh, Kyong-Joo;Ingoo Han
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2000.10a
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    • pp.37-39
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    • 2000
  • The purpose of this paper is to present a neural network model based on change-point detection for the prediction of the U.S. Treasury Securities. Interest rates have been studied by a number of researchers since they strongly affect other economic and financial parameters. Contrary to other chaotic financial data, the movement of interest rates has a series of change points due to the monetary policy of the U.S. government. The basic concept of this proposed model is to obtain intervals divided by change points, to identify them as change-point groups, and to use them in interest rates forecasting. The proposed model consists of three stages. The first stage is to detect successive change points in the interest rates dataset. The second stage is to forecast the change-point group with the backpropagation neural network (BPN). The final stage is to forecast the output with BPN. This study then examines the predictability of the integrated neural network model for interest rates forecasting using change-point detection.

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Application of the Instantaneous Lyapunov Exponent and Chaotic Systems, Part 1: Theory and Simulation (순간 발산지수의 카오스계에의 응용, 파트 1: 이론 및 시뮬레이션)

  • Shin, Ki-Hong
    • Journal of the Korean Society for Precision Engineering
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    • v.16 no.1 s.94
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    • pp.141-149
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    • 1999
  • 어느 한 계가 양수의 발산지수(Lyapunov exponent)를 가질 때 이 계는 카오스계로 분류되며 그 동특성은 예측이 불가능해 진다. 감쇠 기계계(소산계)에서는 위상공간(phase space)의 초기 부피가 시간에 따라 수축한다. 발산 지수들의 합은 음수이며 그 기계계의 감쇠와 관련되며, 따라서 발산지수들의 합은 감쇠의 변화를 감시하는데 사용되어질 수 있다. 그러나 그 감쇠변화를 감시하기 위해서는 발산지수를 계산하는데 사용하는 신호(data) 부분(segment)이 짧아야 한다. 이는 문제점을 야기시키는데 그 이유는 발산지수가 아주 많은 양의 발산률(divergence rate)의 평균으로서 구해지기 때문이다. 이 문제를 극복하기 위해서, 본 저자는 '순간발산지수(Instantaneous Lyapunov Exponent)'를 도입하였으며, 이 순간발산지수들의 합이 어떻게 기계계의 감쇠와 관련되어지는 가에 대하여 기술하였다. 미분방적식과 시계열(time series)을 이용한 컴퓨터 시뮬레이션은 '순간발산지수들의 합'의 중요성을 입증하였다. 그러나 시계열(또는 실험신호)로 부터의 정확한 순간발산지수를 측정하기는 매우 힘들기 때문에 '부분발산지수(Short term averaged Lyapunov Exponent)'를 또한 도입하였다.

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A Study on Chaotic Secure Communication of Chua's Circuit with Transmission Line (전송 선로를 가진 Chua 회로에서의 카오스 암호화 통신에 관한 연구)

  • 배영철
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.2 no.4
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    • pp.611-617
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    • 1998
  • In this paper, a transmitter and a receiver using two identical Chua's circuits are proposed and wire secure communications are investigated. A secure communication method in which the desired information signal is synthesized with the chaos signal created by the Chua's circuit is proposed and an information signal is demodulated also using the Chua's circuit. The proposed method is synthesizing the desired information with the chaos circuit by adding the information signal to the chaos signal in the wire transmission system. After transmitting the synthesized signal through the wire transmission system, it is confirmed the feasibility of the secure communication from the result of the demodulated signals and the recovered wire tapped signals.

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Intelligent Digital Redesign of a Fuzzy-Model-Based Controllers for Nonlinear Systems with Uncertainties (불확실성을 갖는 비선형 시스템을 위한 퍼지 모델 기반 제어기의 지능형 디지털 재설계)

  • Jang Kwon-Kyu;Kwon Oh-Shin;Joo Young-Hoon
    • Journal of Institute of Control, Robotics and Systems
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    • v.12 no.3
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    • pp.227-232
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    • 2006
  • In this paper, we propose a systematic method for intelligent digital redesign of a fuzzy-model-based controller for continuous-time nonlinear system which may also contain system uncertainties. The continuous-time uncertain TS fuzzy model is first contructed to represent the uncertain nonlinear system. A parallel distributed compensation(PDC) technique is then used to design a fuzzy-model-based controller for both stabilization. The designed continuous-time controller is then converted to an equivalent discrete-time controller by using a globally intelligent digital redesign method. This new technique is designed by a global matching of state variables between analog control system and digital control system. This new design technique provides a systematic and effective framework for integration of the fuzzy-model-based control theory and the advanced digital redesign technique for nonlinear systems with uncertainties. Finally, Chaotic Lorenz system is used as an illustrative example to show the effectiveness and the feasibility of the developed design method.

Time Series Forecast of Maximum Electrical Power using Lyapunov Exponent (Lyapunov 지수를 이용한 전력 수요 시계열 예측)

  • Park, Jae-Hyeon;Kim, Young-Il;Choo, Yeon-Gyu
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.13 no.8
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    • pp.1647-1652
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    • 2009
  • Generally the neural network and the fuzzy compensative algorithm are applied to forecast the time series for power demand with a characteristic of non-linear dynamic system, but it has a few prediction errors relatively. It also makes long term forecast difficult for sensitivity on the initial condition. On this paper, we evaluate the chaotic characteristic of electrical power demand with analysis methods of qualitative and quantitative and perform a forecast simulation of electrical power demand in regular sequence, attractor reconstruction, time series forecast for multi dimension using Lyapunov exponent quantitatively. We compare simulated results with the previous method and verify that the purpose one being more practice and effective than it.

Psychological Characteristic Analysis of Brick Wall Bonds in Rural Area (농촌지역 공간의 벽돌 담장 줄눈에 나타난 심리적 특성 분석)

  • Kim, Dae-Hyun
    • Journal of Korean Society of Rural Planning
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    • v.18 no.4
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    • pp.61-67
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    • 2012
  • Recently, brick walls are being widely introduced in rural areas. Walls are a very important design element of space. However, most brick wall works do not consider the human psychological characteristics. The purpose of this study was to investigate psychological characteristics on brick wall bonds such as the stack bond, running bond, english bond, flemish bond, america bond. The results of the research can be summarized as follows: 1)There is no statistical difference of psychological evaluation results among student groups using the semantic differential scale method using 10 adjectives. 2)Stack bonds have an uninspiring, artificial, simple, restful, boring and ordered psychological characteristic. Running bonds have an uninspiring, restful and ordered psychological characteristic. America bonds have a unique and modernistic psychological characteristic. English bonds have a unique, modernistic, complex and chaotic psychological characteristic. Flemish bonds have no critical psychological characteristics. 3)The running bond earned the highest score in preference, while the stack bond scored the lowest. Employment of brick wall bonds on this study was not highly preferred, hence it is necessary to develop a new brick wall bond design. 4)In conclusion, the proper selection of brick wall bonds is very important and we should consider human psychological characteristics in the design of rural areas.

The Influence of Power Structure on Sexuality in Dress (권력 구조가 복식의 성적 표현에 미치는 영향)

  • Lee Min-Sun
    • Journal of the Korean Society of Costume
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    • v.56 no.5 s.104
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    • pp.89-104
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    • 2006
  • The purpose of this study is to explain how a power group in a society forms features of sexuality in dress. As for the research methodology, first, historical research was undertaken to study in socioeconomic context in which sexuality has been formed and transformed. Second, demonstrative studies on sexual-image styles were undertaken through the analysis of pictures and photos. Third, analysis of the relationship between the power and sexuality in dress was done by literature research. Masculinity in dress, such as simplicity and concealment, corresponds to the attributes of the viewer, and femininity in dress, such as decoration and exposure, corresponds to the attributes of the viewee. Power struggle is the complex process of forming of the viewer-viewee relationship. The one who grasps the power becomes the viewer. In the shift from the Industrial Society to the Information and Technology Society, powers are horizontally spread over the society and the stereotype of sexuality in both women's and men's dress is fading out. In the field of design, standards and certainty described by absolute power are losing their importance. The 'chaotic' view of a world filled with mutual exchange of masculinity and femininity and uncertainty of sexuality will be sure to be a dominant trend in fashion.

Characteristic of Transient Response in Nonuniform Instability with Optically Controlled Fiber (광학적으로 제어된 섬유를 가진 비균일 불안정성의 과도 응답의 특성)

  • Han, Pan-Lin;Park, Kwang-Chea
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.9 no.5
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    • pp.445-450
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    • 2016
  • In this paper we study the effect of chaos in nonuniform instability with optical fiber based IoT networks. The transient response of optically controlled fiber has also described. Nonlinear optical fiber effects especially fiber scattering in networks has emerged as the essential means active optical devices. The paradigm instability in fiber Internet serves as a test for fundamental study of chaos and its suppression and exploitation in practical application in optical communication. This paper attempts to present a survey and some of our research findings on the nature of chaotic effect on Internet based optical communication. The transient response in optical fiber has been evaluated theoretically by calculating the variation of the scattering function. The lines has used under open ended termination containing optically induced region. The scattered optical waves in a fiber used in optic communications are temporally unstable above certain threshold intensity.

Evaluation of Thermal Comfortable Feeling by EEG Analysis

  • Kamijo, Masayoshi;Horiba, Yosuke;Hosoya, Satoshi;Takatera, Masayuki;Sadoyama, Tsugutake;Shimizu, YosiHo
    • Proceedings of the Korean Society for Emotion and Sensibility Conference
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    • 2000.04a
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    • pp.230-234
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    • 2000
  • Thermal comfort by wearing clothes is the important element which gives influence to a clothing comfort. The thermal comfort of clothes have been evaluated by sensory test and physical property of clothes material. To evaluate a thermophysiological comfort. a new evaluation method which measures the physiological response such as electroencephalogram(EEG) is attracting the attention of many people. In the chilly environment, the EEGs in t재 kinds of thermal conditions : with and without clothes were measured. By utilizing the chaos analysis, the behavior of the obtained EEGs were quantiatively expressed in the correlation dimension. As a result, the correlation dimension of the EEGs in being thermal comfortable feeling by putting on clothes, was bigger than the correlation dimension of the EEGs in being cold and discomfort. These results suggest that chaotic analysis of EEG is effective to the quantitative evaluation of thermal esthesis.

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Adaptive Wavelet Neural Network Based Wind Speed Forecasting Studies

  • Chandra, D. Rakesh;Kumari, Matam Sailaja;Sydulu, Maheswarapu;Grimaccia, F.;Mussetta, M.
    • Journal of Electrical Engineering and Technology
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    • v.9 no.6
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    • pp.1812-1821
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    • 2014
  • Wind has been a rapidly growing renewable power source for the last twenty years. Since wind behavior is chaotic in nature, its forecasting is not easy. At the same time, developing an accurate forecasting method is essential when wind farms are integrated into the power grid. In fact, wind speed forecasting tools can solve issues related to grid stability and reserve allocation. In this paper 30 hours ahead wind speed profile forecast is proposed using Adaptive Wavelet Neural Network (AWNN). The implemented AWNN uses a Mexican hat mother Wavelet, and Morlet Mother Wavelet for seven, eight and nine levels decompositions. For wind speed forecasting, the time series data on wind speed has been gathered from the National Renewable Energy Laboratory (NREL) website. In this work, hourly averaged 10-min wind speed data sets for the year 2004 in the Midwest ISO region (site number 7263) is taken for analysis. Data sets are normalized in the range of [-1, 1] to improve the training performance of forecasting models. Total 8760 samples were taken for this forecasting analysis. After the forecasting phase, statistical parameters are calculated to evaluate system accuracy, comparing different configurations.