• Title/Summary/Keyword: chaotic series

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A Study on Supplied Forecasting of Short-term Electrical Power using Fuzzy Compensative Algorithm

  • Choo Yeon-Gyu;Lee Kwang-Seok;Kim Hyun-Duck
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2006.05a
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    • pp.779-783
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    • 2006
  • A The estimation of electrical power consumption is becoming more important to supply stabilized electrical power recently. In this paper, we propose a supplied forecasting system of electrical power using Fuzzy Compensative Algorithm to estimate electrical load accurately than the previous. We evaluate a time series of supplied electrical power have the chaotic character using quantitative and qualitative analysis, compose a forecasting system by the maximum change $rate(\alpha)$ of Fuzzy Algorithm and compensative parameter. Simulating it for obtained time series, we can obtain more accurate results than the previous proposed system.

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Chaotic Time Series Prediction using Parallel-Structure Fuzzy Systems (병렬구조 퍼지스스템을 이용한 카오스 시계열 데이터 예측)

  • 공성곤
    • Journal of the Korean Institute of Intelligent Systems
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    • v.10 no.2
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    • pp.113-121
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    • 2000
  • This paper presents a parallel-structure fuzzy system(PSFS) for prediction of time series data. The PSFS consists of a multiple number of fuzzy systems connected in parallel. Each component fuzzy system in the PSFS predicts the same future data independently based on its past time series data with different embedding dimension and time delay. The component fuzzy systems are characterized by multiple-input singleoutput( MIS0) Sugeno-type fuzzy rules modeled by clustering input-output product space data. The optimal embedding dimension for each component fuzzy system is chosen to have superior prediction performance for a given value of time delay. The PSFS determines the final prediction result by averaging the outputs of all the component fuzzy systems excluding the predicted data with the minimum and the maximum values in order to reduce error accumulation effect.

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Comparison of ICA-based and MUSIC-based Approaches Used for the Extraction of Source Time Series and Causality Analysis (뇌 신호원의 시계열 추출 및 인과성 분석에 있어서 ICA 기반 접근법과 MUSIC 기반 접근법의 성능 비교 및 문제점 진단)

  • Jung, Young-Jin;Kim, Do-Won;Lee, Jin-Young;Im, Chang-Hwan
    • Journal of Biomedical Engineering Research
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    • v.29 no.4
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    • pp.329-336
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    • 2008
  • Recently, causality analysis of source time series extracted from EEG or MEG signals is becoming of great importance in human brain mapping studies and noninvasive diagnosis of various brain diseases. Two approaches have been widely used for the analyses: one is independent component analysis (ICA), and the other is multiple signal classification (MUSIC). To the best of our knowledge, however, any comparison studies to reveal the difference of the two approaches have not been reported. In the present study, we compared the performance of the two different techniques, ICA and MUSIC, especially focusing on how accurately they can estimate and separate various brain electrical signals such as linear, nonlinear, and chaotic signals without a priori knowledge. Results of the realistic simulation studies, adopting directed transfer function (DTF) and Granger causality (GC) as measures of the accurate extraction of source time series, demonstrated that the MUSIC-based approach is more reliable than the ICA-based approach.

Design of Multiple Model Fuzzy Predictors using Data Preprocessing and its Application (데이터 전처리를 이용한 다중 모델 퍼지 예측기의 설계 및 응용)

  • Bang, Young-Keun;Lee, Chul-Heui
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.1
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    • pp.173-180
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    • 2009
  • It is difficult to predict non-stationary or chaotic time series which includes the drift and/or the non-linearity as well as uncertainty. To solve it, we propose an effective prediction method which adopts data preprocessing and multiple model TS fuzzy predictors combined with model selection mechanism. In data preprocessing procedure, the candidates of the optimal difference interval are determined based on the correlation analysis, and corresponding difference data sets are generated in order to use them as predictor input instead of the original ones because the difference data can stabilize the statistical characteristics of those time series and better reveals their implicit properties. Then, TS fuzzy predictors are constructed for multiple model bank, where k-means clustering algorithm is used for fuzzy partition of input space, and the least squares method is applied to parameter identification of fuzzy rules. Among the predictors in the model bank, the one which best minimizes the performance index is selected, and it is used for prediction thereafter. Finally, the error compensation procedure based on correlation analysis is added to improve the prediction accuracy. Some computer simulations are performed to verify the effectiveness of the proposed method.

Application of the Chaos Theory to Gait Analysis (카오스 이론을 적용한 보행분석 연구)

  • Park, Ki-Bong;Ko, Jae-Hun;Moon, Byung-Young;Suh, Jeung-Tak;Son, Kwon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.30 no.2 s.245
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    • pp.194-201
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    • 2006
  • Gait analysis is essential to identify accurate cause and knee condition from patients who display abnormal walking. Traditional linear tools can, however, mask the true structure of motor variability, since biomechanical data from a few strides during the gait have limitation to understanding the system. Therefore, it is necessary to propose a more precise dynamic method. The chaos analysis, a nonlinear technique, focuses on understand how variations in the gait pattern change over time. Eight healthy eight subjects walked on a treadmill for 100 seconds at 60 Hz. Three dimensional walking kinematic data were obtained using two cameras and KWON3D motion analyzer. The largest Lyapunov exponent from the measured knee angular displacement time series was calculated to quantify local stability. This study quantified the variability present in time series generated from gait parameter via chaos analysis. Knee flexion-extension patterns were found to be chaotic. The proposed Lyapunov exponent can be used in rehabilitation and diagnosis of recoverable patients.

Nonlinear Analog of Autocorrelation Function (자기상관함수의 비선형 유추 해석)

  • Kim, Hyeong-Su;Yun, Yong-Nam
    • Journal of Korea Water Resources Association
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    • v.32 no.6
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    • pp.731-740
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    • 1999
  • Autocorrelation function is widely used as a tool measuring linear dependence of hydrologic time series. However, it may not be appropriate for choosing decorrelation time or delay time ${\tau}_d$ which is essential in nonlinear dynamics domain and the mutual information have recommended for measuring nonlinear dependence of time series. Furthermore, some researchers have suggested that one should not choose a fixed delay time ${\tau}_d$ but, rather, one should choose an appropriate value for the delay time window ${\tau}_d={\tau}(m-1)$, which is the total time spanned by the components of each embedded point for the analysis of chaotic dynamics. Unfortunately, the delay time window cannot be estimated using the autocorrelation function or the mutual information. Basically, the delay time window is the optimal time for independence of time series and the delay time is the first locally optimal time. In this study, we estimate general dependence of hydrologic time series using the C-C method which can estimate both the delay time and the delay time window and the results may give us whether hydrologic time series depends on its linear or nonlinear characteristics which are very important for modeling and forecasting of underlying system.

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Prediction of Wind Power by Chaos and BP Artificial Neural Networks Approach Based on Genetic Algorithm

  • Huang, Dai-Zheng;Gong, Ren-Xi;Gong, Shu
    • Journal of Electrical Engineering and Technology
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    • v.10 no.1
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    • pp.41-46
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    • 2015
  • It is very important to make accurate forecast of wind power because of its indispensable requirement for power system stable operation. The research is to predict wind power by chaos and BP artificial neural networks (CBPANNs) method based on genetic algorithm, and to evaluate feasibility of the method of predicting wind power. A description of the method is performed. Firstly, a calculation of the largest Lyapunov exponent of the time series of wind power and a judgment of whether wind power has chaotic behavior are made. Secondly, phase space of the time series is reconstructed. Finally, the prediction model is constructed based on the best embedding dimension and best delay time to approximate the uncertain function by which the wind power is forecasted. And then an optimization of the weights and thresholds of the model is conducted by genetic algorithm (GA). And a simulation of the method and an evaluation of its effectiveness are performed. The results show that the proposed method has more accuracy than that of BP artificial neural networks (BP-ANNs).

Optimal design of Self-Organizing Fuzzy Polynomial Neural Networks with evolutionarily optimized FPN (진화론적으로 최적화된 FPN에 의한 자기구성 퍼지 다항식 뉴럴 네트워크의 최적 설계)

  • Park, Ho-Sung;Oh, Sung-Kwun
    • Proceedings of the KIEE Conference
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    • 2005.05a
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    • pp.12-14
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    • 2005
  • In this paper, we propose a new architecture of Self-Organizing Fuzzy Polynomial Neural Networks(SOFPNN) by means of genetically optimized fuzzy polynomial neuron(FPN) and discuss its comprehensive design methodology involving mechanisms of genetic optimization, especially genetic algorithms(GAs). The conventional SOFPNNs hinges on an extended Group Method of Data Handling(GMDH) and exploits a fixed fuzzy inference type in each FPN of the SOFPNN as well as considers a fixed number of input nodes located in each layer. The design procedure applied in the construction of each layer of a SOFPNN deals with its structural optimization involving the selection of preferred nodes (or FPNs) with specific local characteristics (such as the number of input variables, the order of the polynomial of the consequent part of fuzzy rules, a collection of the specific subset of input variables, and the number of membership function) and addresses specific aspects of parametric optimization. Therefore, the proposed SOFPNN gives rise to a structurally optimized structure and comes with a substantial level of flexibility in comparison to the one we encounter in conventional SOFPNNs. To evaluate the performance of the genetically optimized SOFPNN, the model is experimented with using two time series data(gas furnace and chaotic time series).

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An adaptive time-delay recurrent neural network for temporal learning and prediction (시계열패턴의 학습과 예측을 위한 적응 시간지연 회귀 신경회로망)

  • 김성식
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.2
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    • pp.534-540
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    • 1996
  • This paper presents an Adaptive Time-Delay Recurrent Neural Network (ATRN) for learning and recognition of temporal correlations of temporal patterns. The ATRN employs adaptive time-delays and recurrent connections, which are inspired from neurobiology. In the ATRN, the adaptive time-delays make the ATRN choose the optimal values of time-delays for the temporal location of the important information in the input parrerns, and the recurrent connections enable the network to encode and integrate temporal information of sequences which have arbitrary interval time and arbitrary length of temporal context. The ATRN described in this paper, ATNN proposed by Lin, and TDNN introduced by Waibel were simulated and applied to the chaotic time series preditcion of Mackey-Glass delay-differential equation. The simulation results show that the normalized mean square error (NMSE) of ATRN is 0.0026, while the NMSE values of ATNN and TDNN are 0.014, 0.0117, respectively, and in temporal learning, employing recurrent links in the network is more effective than putting multiple time-delays into the neurons. The best performance is attained bythe ATRN. This ATRN will be sell applicable for temporally continuous domains, such as speech recognition, moving object recognition, motor control, and time-series prediction.

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Genetically Opimized Self-Organizing Fuzzy Polynomial Neural Networks Based on Fuzzy Polynomial Neurons (퍼지다항식 뉴론 기반의 유전론적 최적 자기구성 퍼지 다항식 뉴럴네트워크)

  • 박호성;이동윤;오성권
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.53 no.8
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    • pp.551-560
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    • 2004
  • In this paper, we propose a new architecture of Self-Organizing Fuzzy Polynomial Neural Networks (SOFPNN) that is based on a genetically optimized multilayer perceptron with fuzzy polynomial neurons (FPNs) and discuss its comprehensive design methodology involving mechanisms of genetic optimization, especially genetic algorithms (GAs). The proposed SOFPNN gives rise to a structurally optimized structure and comes with a substantial level of flexibility in comparison to the one we encounter in conventional SOFPNNs. The design procedure applied in the construction of each layer of a SOFPNN deals with its structural optimization involving the selection of preferred nodes (or FPNs) with specific local characteristics (such as the number of input variables, the order of the polynomial of the consequent part of fuzzy rules, and a collection of the specific subset of input variables) and addresses specific aspects of parametric optimization. Through the consecutive process of such structural and parametric optimization, an optimized and flexible fuzzy neural network is generated in a dynamic fashion. To evaluate the performance of the genetically optimized SOFPNN, the model is experimented with using two time series data(gas furnace and chaotic time series), A comparative analysis reveals that the proposed SOFPNN exhibits higher accuracy and superb predictive capability in comparison to some previous models available in the literatures.