• 제목/요약/키워드: chaotic time series data

검색결과 51건 처리시간 0.029초

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

  • 이호섭;공성곤
    • 한국지능시스템학회:학술대회논문집
    • /
    • 한국퍼지및지능시스템학회 1996년도 추계학술대회 학술발표 논문집
    • /
    • pp.294-297
    • /
    • 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.

  • PDF

Chaotic Forecast of Time-Series Data Using Inverse Wavelet Transform

  • Matsumoto, Yoshiyuki;Yabuuchi, Yoshiyuki;Watada, Junzo
    • 한국지능시스템학회:학술대회논문집
    • /
    • 한국퍼지및지능시스템학회 2003년도 ISIS 2003
    • /
    • pp.338-341
    • /
    • 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%.

  • PDF

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

  • 최민호;이은태;김형수
    • 한국수자원학회논문집
    • /
    • 제42권4호
    • /
    • pp.355-363
    • /
    • 2009
  • 본 연구에서는 카오스 특성을 보이는 수문시계열에 대한 잡음의 영향을 검토하기 위하여 카오스 특성을 보이는 자료로 알려져 있는 Lorenz 시계열과 미국 Great Salt Lake의 용적 자료계열을 이용하였다. 잡음의 영향을 고려하기 위한 방법으로 잡음의 비율을 증가시키면서 끌개, 상관차원, Close Returns Plot의 변화 특성을 살펴보면서 카오스의 특성이 어떻게 변화하는지를 검토하였다. 또한 Close Returns Plot의 점들의 도수에 의해 표현되는 Close Returns Histogram의 상대도수에 대하여 $X^2$ 검정을 수행하였다. 그 결과, Lorenz 시계열과 GSL 용적 자료계열 모두 잡음의 비율이 증가함에 따라 카오스 특성이 사라지고 선형 추계학적인 과정의 자료로 변화됨을 확인하였다. 또한 단순 이동평균 방법에 의하여 Lorenz 시계열과 GSL 용적 자료계열에 대한 잡음의 제거 효과가 있는지에 대하여 검토한 결과 단순 이동평균 방법으로 자료의 잡음을 효과적으로 제거할 수 있었고, 카오스 특성을 보이는 실측 수문시계열에 적용성이 있음을 확인할 수 있었다.

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

  • 고준빈;윤인식;오상균;이영호
    • Journal of Welding and Joining
    • /
    • 제16권6호
    • /
    • pp.86-96
    • /
    • 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)

  • PDF

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

  • 오상균
    • 한국생산제조학회지
    • /
    • 제9권2호
    • /
    • pp.45-51
    • /
    • 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.

  • PDF

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

  • 최민호;이은태;김형수;김수전
    • 대한토목학회논문집
    • /
    • 제31권1B호
    • /
    • pp.37-45
    • /
    • 2011
  • 본 연구에서는 비선형 카오스 계열에 대한 잡음의 영향 분석을 위하여 대표적인 비선형 카오스 특성을 보이는 것으로 알려진 Logistic Map 자료계열을 이용하여 연구를 수행하였다. 잡음을 임의로 추가하여 잡음 수준에 따라 자료계열을 재생성 하였으며 비선형 자료의 분석 방법으로 활용되고 있는 상태공간 재건, 상관차원 추정, BDS 통계, DVS 알고리즘 분석을 실시하였다. 분석 결과 자료계열은 잡음의 수준이 높아짐에 따라 비선형 카오스적 특성을 보이는 원시자료의 특성이 사라지고 무작위한 추계학적 특성을 보이는 자료로 변화하였다. 그리고 잡음의 영향을 받고 있는 자료에 대한 잡음제거 방법으로 Low Pass Filter와 Kalman Filter 기법을 적용하였다. 전통적인 비모수 통계기법은 비선형 무작위 시계열 또는 비선형 시계열을 구분하는데 어려움이 있지만 비선형 통계기법인 BDS 통계는 비선형 시계열을 구분할 수 있는 것으로 알려져 있다. 분석을 수행한 결과 잡음 수준이 높을 경우 Low Pass Filter는 잡음을 효과적으로 제거하지 못하여 비선형 자료를 선형자료로 판정하였지만 Kalman Filter의 경우 잡음을 효과적으로 제거하는 것으로 나타나 적용성이 우수함을 알 수 있었다.

A Design of Snoring Detection System using Chaotic Signal

  • Choo, Yeon-Gyu
    • Journal of information and communication convergence engineering
    • /
    • 제8권5호
    • /
    • pp.560-565
    • /
    • 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
    • /
    • 제23권3호
    • /
    • pp.595-604
    • /
    • 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.

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

  • 이원;윤인식;이병채
    • 한국정밀공학회지
    • /
    • 제15권6호
    • /
    • pp.167-174
    • /
    • 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.

  • PDF

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

  • 이원;윤인식
    • 한국정밀공학회지
    • /
    • 제15권12호
    • /
    • pp.226-235
    • /
    • 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.

  • PDF