• 제목/요약/키워드: chaotic

검색결과 904건 처리시간 0.022초

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

  • Oh, Kyong-Joo;Ingoo Han
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 2000년도 추계학술대회 및 정기총회
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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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순간 발산지수의 카오스계에의 응용, 파트 1: 이론 및 시뮬레이션 (Application of the Instantaneous Lyapunov Exponent and Chaotic Systems, Part 1: Theory and Simulation)

  • 신기홍
    • 한국정밀공학회지
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    • 제16권1호통권94호
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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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전송 선로를 가진 Chua 회로에서의 카오스 암호화 통신에 관한 연구 (A Study on Chaotic Secure Communication of Chua's Circuit with Transmission Line)

  • 배영철
    • 한국정보통신학회논문지
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    • 제2권4호
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    • pp.611-617
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    • 1998
  • 본 논문에서는 전송선로를 가진 Chua 회로에서의 카오스 동기화 방법 및 암호화 통신 방법에 대하여 연구하였다 두 개의 동일한 Chua 회로에 전송 선로를 두어 전송로를 구성한 후 송신부와 전송선로 사이는 구동-결합 동기 이론을, 전송선로와 수신부 사이는 결합 동기 이론을 적용한 동기화 방법을 제시하였으며, 이동기화된 회로에 암호 통신방법을 적용하여 송신부에서 가산기에 의한 정보 신호와 카오스 신호를 합성하고 수신부에서 정보 신호와 카오스 신호를 분리하는 복조 방법을 제시하였으며, 선로 중간에서 정보 신호를 도청한 것과 수신부에서 복원된 신호를 비교하여 암호화 통신의 성능을 검증하였다.

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

  • 장권규;권오신;주영훈
    • 제어로봇시스템학회논문지
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    • 제12권3호
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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.

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

  • 박재현;김영일;추연규
    • 한국정보통신학회논문지
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    • 제13권8호
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    • pp.1647-1652
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    • 2009
  • 비선형 동력학 시스템으로 구성된 전력 수요의 시계열 데이터를 예측하기 위해 적용된 신경망 및 퍼지 적응 알고리즘 등은 예측오차가 상대적으로 크게 나타났다. 이는 전력수요 시계열 데이터가 가지고 있는 카오스적인 성질에 기인하며 이중 초기값에 민감한 의존성은 장기적인 예측을 더욱더 어렵게 하는 요인으로 작용한다. 전력수요 시계열 데이터가 가지고 있는 카오스적인 성질을 정량 및 정성적인 방식으로 분석 을 수행하고, 시스템 동력학적 특성의 정량분석에 이용되는 Lyapunov 지수를 이용하여 어트랙터 재구성, 다차원 카오스 시계열 데이터를 예측하는 방식으로 수요예측 시뮬레이션을 수행하고 결과를 비교 평가하여 기존 제안방식보다 실용적이며 효과적임을 확인한다.

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

  • 김대현
    • 농촌계획
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    • 제18권4호
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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.

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

  • 이민선
    • 복식
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    • 제56권5호
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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.

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

  • 판린한;박광채
    • 한국정보전자통신기술학회논문지
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    • 제9권5호
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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
    • 한국감성과학회:학술대회논문집
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    • 한국감성과학회 2000년도 춘계 학술대회 및 국제 감성공학 심포지움 논문집 Proceeding of the 2000 Spring Conference of KOSES and International Sensibility Ergonomics Symposium
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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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    • 제9권6호
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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.