• Title/Summary/Keyword: chaotic time series data

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Pattern recognition of time series data based on the chaotic feature extracrtion (카오스 특징 추출에 의한 시계열 신호의 패턴인식)

  • 이호섭;공성곤
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1996.10a
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    • pp.294-297
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    • 1996
  • This paper proposes the method to recognize of time series data based on the chaotic feature extraction. Features extract from time series data using the chaotic time series data analysis and the pattern recognition process is using a neural network classifier. In experiment, EEG(electroencephalograph) signals are extracted features by correlation dimension and Lyapunov experiments, and these features are classified by multilayer perceptron neural networks. Proposed chaotic feature extraction enhances recognition results from chaotic time series data.

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Chaotic Forecast of Time-Series Data Using Inverse Wavelet Transform

  • Matsumoto, Yoshiyuki;Yabuuchi, Yoshiyuki;Watada, Junzo
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.09a
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    • pp.338-341
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    • 2003
  • Recently, the chaotic method is employed to forecast a near future of uncertain phenomena. This method makes it possible by restructuring an attractor of given time-series data in multi-dimensional space through Takens' embedding theory. However, many economical time-series data are not sufficiently chaotic. In other words, it is hard to forecast the future trend of such economical data on the basis of chaotic theory. In this paper, time-series data are divided into wave components using wavelet transform. It is shown that some divided components of time-series data show much more chaotic in the sense of correlation dimension than the original time-series data. The highly chaotic nature of the divided component enables us to precisely forecast the value or the movement of the time-series data in near future. The up and down movement of TOPICS value is shown so highly predicted by this method as 70%.

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Influence of Noise on Chaotic Time Series (카오스 시계열에 대한 잡음의 영향)

  • Choi, Min-Ho;Lee, Eun-Tae;Kim, Hung-Soo
    • Journal of Korea Water Resources Association
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    • v.42 no.4
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    • pp.355-363
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    • 2009
  • The purpose of this paper is to investigate the influence of noise on chaotic time series. We used two time series of Lorenz system and of Great Salt Lake's volume data which are well known as chaotic systems. This study investigated the attractors, correlation dimensions, and Close Returns Plots and Close Returns Histograms of two time series to investigate the influence of noise as increasing noise level. We performed Chi-square test to the relative frequency of Close Returns Histogram from Close Returns Plot for the investigation of stochastic process of chaotic time series as increasing noise level of time series. As the results, two time series were changed from chaotic to stochastic series as noise level is increased. Finally, we analyzed the effect of noise cancellation by using Simple Moving Average method. The results of applications of Simple Moving Average method to Lorenz and GSL time series showed that we could effectively cancel the noise. Then we could confirm the applicability of Simple Moving Average method to cancel the noise for the hydrologic time series having chaotic characteristics.

Chaotic evaluation of material degradation time series signals of SA 508 Steel considering the hyperspace (초공간을 고려한 SA 508강의 재질열화 시계열 신호의 카오스성 평가)

  • 고준빈;윤인식;오상균;이영호
    • Journal of Welding and Joining
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    • v.16 no.6
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    • pp.86-96
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    • 1998
  • This study proposes the analysis method of time series ultrasonic signal using the chaotic feature extraction for degradation extent evaluation. Features extracted from time series data using the chaotic time series signal analyze quantitatively degradation extent. For this purpose, analysis objective in this study is fractal dimension, lyapunov exponent, strange attractor on hyperspace. The lyapunov exponent is a measure of the rate at which nearby trajectories in phase space diverge. Chaotic trajectories have at least one positive lyapunov exponent. The fractal dimension appears as a metric space such as the phase space trajectory of a dynamical system. In experiment, fractal correlation) dimensions, lyapunov exponents, energy variation showed values of 2.217∼2.411, 0.097∼ 0.146, 1.601∼1.476 voltage according to degardation extent. The proposed chaotic feature extraction in this study can enhances precision ate of degradation extent evaluation from degradation extent results of the degraded materials (SA508 CL.3)

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Evaluation of Chaotic evaluation of degradation signals of AISI 304 steel using the Attractor Analysis (어트랙터 해석을 이용한 AISI 304강 열화 신호의 카오스의 평가)

  • 오상균
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.9 no.2
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    • pp.45-51
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    • 2000
  • This study proposes that analysis and evaluation method of time series ultrasonic signal using the chaotic feature extrac-tion for degradation extent. Features extracted from time series data using the chaotic time series signal analyze quantitatively material degradation extent. For this purpose analysis objective in this study if fractal dimension lyapunov exponent and strange attractor on hyperspace. The lyapunov exponent is a measure of the rate at which nearby trajectories in phase space diverge. Chaotic trajectories have at least one positive lyapunov exponent. The fractal dimension appears as a metric space such as the phase space trajectory of a dynamical syste, In experiment fractal(correlation) dimensions and lyapunov experiments showed values of mean 3.837-4.211 and 0.054-0.078 in case of degradation material The proposed chaotic feature extraction in this study can enhances ultrasonic pattern recognition results from degrada-tion signals.

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Analysis of Noise Influence on a Chaotic Series and Application of Filtering Techniques (카오스 시계열에 대한 잡음영향 분석과 필터링 기법의 적용)

  • Choi, Min Ho;Lee, Eun Tae;Kim, Hung Soo;Kim, Soo Jun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.1B
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    • pp.37-45
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    • 2011
  • We studied noise influence on nonlinear chaotic system by using Logistic data series which is known as a typical nonlinear chaotic system. We regenerated Logistic data series by the method of adding noise according to noise level. And, we performed some analyses such as phase space reconstruction, correlation dimension, BDS statistics, and DVS Algorithms which are known as the methods of nonlinear deterministic or chaotic analysis. If we see the results of analysis, the characteristics of data series are gradually changed from nonlinear chaotic data series to random stochastic data series according to increasing noise level. We applied Low Pass Filter (LPF) and Kalman Filter techniques for the investigation of removing effect of the added noise to data series. Typical nonparametric method cannot distinguish nonlinear random series but the BDS statistic can distinguish the nonlinear randomness of the time series. Therefore this study used the BDS statistic which is well known as nonlinear statistical method for the investigation of randomness of time series for the effect of removing noise of data series. We found that Kalman filter is better method to remove the noise of chaotic data series even for high noise level.

A Design of Snoring Detection System using Chaotic Signal

  • Choo, Yeon-Gyu
    • Journal of information and communication convergence engineering
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    • v.8 no.5
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    • pp.560-565
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    • 2010
  • In this study, the existence of chaotic characteristics in snoring signals obtained in the form of time series data was checked through quantitative and qualitative analysis methods, and a snoring signal detection system was designed applied with detection algorithms considering diverse parameters of occurring signals in order to enhance the accuracy and reliability of detections and the performance of the system was checked. The system was tested with certain snoring patients and thereby the results as follows could be obtained.

Computations of the Lyapunov exponents from time series

  • Kim, Dong-Seok;Park, Eun-Young
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.3
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    • pp.595-604
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    • 2012
  • In this article, we consider chaotic behavior happened in nonsmooth dynamical systems. To quantify such a behavior, a computation of Lyapunov exponents for chaotic orbits of a given nonsmooth dynamical system is focused. The Lyapunov exponent is a very important concept in chaotic theory, because this quantity measures the sensitive dependence on initial conditions in dynamical systems. Therefore, Lyapunov exponents can decide whether an orbit is chaos or not. To measure the sensitive dependence on initial conditions for nonsmooth dynamical systems, the calculation of Lyapunov exponent plays a key role, but in a theoretical point of view or based on the definition of Lyapunov exponents, Lyapunov exponents of nonsmooth orbit could not be calculated easily, because the Jacobian derivative at some point in the orbit may not exists. We use an algorithmic calculation method for computing Lyapunov exponents using time series for a two dimensional piecewise smooth dynamic system.

Ultrasonic Pattern Recognition of Welding Defects Using the Chaotic Feature Extraction (카오스 특징 추출에 의한 용접 결함의 초음파 형상 인식)

  • Lee, Won;Yoon, In-Sik;Lee, Byung-Chae
    • Journal of the Korean Society for Precision Engineering
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    • v.15 no.6
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    • pp.167-174
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    • 1998
  • The ultrasonic test is recognized for its significance as a non-destructive testing method to detect volume defects such as porosity and incomplete penetration which reduce strength in the weld zone. This paper illustrates the defect detection in the weld zone of ferritic carbon steel using ultrasonic wave and the evaluation of pattern recognition by chaotic feature extraction using time series signal of detected defects as data. Shown in the time series data were that the time delay was 4 and the embedding dimension was 6 which indicate the geometric dimension of the subject system and the extent of information correlation. Based on fractal dimension and lyapunov exponent in quantitative chaotic feature extraction, feature value of 2.15, 0.47 is presented for porosity and 2.24, 0.51 for incomplete penetration The precision rate of the pattern recognition is enhanced with these values on the total waveform of defect signal in the weld zone. Therefore, we think that the ultrasonic pattern recognition method of weld zone defects of ferritic carbon steel by ultrasonic-chaotic feature extraction proposed in this paper can boost precision rate further than the existing method applying only partial waveform.

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Chaotic Evaluation of Slag Inclusion Welding Defect Time Series Signals Considering the Hyperspace (초공간을 고려한 슬래그 혼입 용접 결함 시계열 신호의 카오스성 평가)

  • Yi, Won;Yun, In-Sik
    • Journal of the Korean Society for Precision Engineering
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    • v.15 no.12
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    • pp.226-235
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    • 1998
  • This study proposes the analysis and evaluation of method of time series of ultrasonic signal using the chaotic feature extraction for ultrasonic pattern recognition. The features are extracted from time series data for analysis of weld defects quantitatively. For this purpose, analysis objectives in this study are fractal dimension, Lyapunov exponent, and strange attractor on hyperspace. The Lyapunov exponent is a measure of rate in which phase space diverges nearby trajectories. Chaotic trajectories have at least one positive Lyapunov exponent, and the fractal dimension appears as a metric space such as the phase space trajectory of a dynamical system. In experiment, fractal(correlation) dimensions and Lyapunov exponents show the mean value of 4.663, and 0.093 relatively in case of learning, while the mean value of 4.926, and 0.090 in case of testing in slag inclusion(weld defects) are shown. Therefore, the proposed chaotic feature extraction can be enhancement of precision rate for ultrasonic pattern recognition in defecting signals of weld zone, such as slag inclusion.

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