• Title/Summary/Keyword: detrended cross-correlation analysis

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A structural health monitoring system based on multifractal detrended cross-correlation analysis

  • Lin, Tzu-Kang;Chien, Yi-Hsiu
    • Structural Engineering and Mechanics
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    • v.63 no.6
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    • pp.751-760
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    • 2017
  • In recent years, multifractal-based analysis methods have been widely applied in engineering. Among these methods, multifractal detrended cross-correlation analysis (MFDXA), a branch of fractal analysis, has been successfully applied in the fields of finance and biomedicine. For its great potential in reflecting the subtle characteristic among signals, a structural health monitoring (SHM) system based on MFDXA is proposed. In this system, damage assessment is conducted by exploiting the concept of multifractal theory to quantify the complexity of the vibration signal measured from a structure. According to the proposed algorithm, the damage condition is first distinguished by multifractal detrended fluctuation analysis. Subsequently, the relationship between the q-order, q-order detrended covariance, and length of segment is further explored. The dissimilarity between damaged and undamaged cases is visualized on contour diagrams, and the damage location can thus be detected using signals measured from different floors. Moreover, a damage index is proposed to efficiently enhance the SHM process. A seven-story benchmark structure, located at the National Center for Research on Earthquake Engineering (NCREE), was employed for an experimental verification to demonstrate the performance of the proposed SHM algorithm. According to the results, the damage condition and orientation could be correctly identified using the MFDXA algorithm and the proposed damage index. Since only the ambient vibration signal is required along with a set of initial reference measurements, the proposed SHM system can provide a lower cost, efficient, and reliable monitoring process.

Temperature network analysis of the Korean peninsula linking by DCCA methodology (DCCA 방법으로 연결된 한반도의 기온 네트워크 분석)

  • Min, Seungsik
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1445-1458
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    • 2016
  • This paper derives a correlation coefficient using detrended cross-correlation analysis (DCCA) method for 59 regional temperature series for 40 years from 1976 to 2015. The average temperature, maximum temperature, and minimum temperature series for 4 year units are analyzed; consequently, we estimated that a temperature correlation exists between the two regions during the unit period where the correlation coefficient is greater than or equal to 0.9; subsequently, we construct a network linking the two regions. Based on network theory, average path length, clustering coefficient, assortativity, and modularity were derived. As a result, it was found that the temperature network satisfies a small-worldness property and is a network having assortativity and modularity.

The Prediction and Analysis of the Power Energy Time Series by Using the Elman Recurrent Neural Network (엘만 순환 신경망을 사용한 전력 에너지 시계열의 예측 및 분석)

  • Lee, Chang-Yong;Kim, Jinho
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.41 no.1
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    • pp.84-93
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    • 2018
  • In this paper, we propose an Elman recurrent neural network to predict and analyze a time series of power energy consumption. To this end, we consider the volatility of the time series and apply the sample variance and the detrended fluctuation analyses to the volatilities. We demonstrate that there exists a correlation in the time series of the volatilities, which suggests that the power consumption time series contain a non-negligible amount of the non-linear correlation. Based on this finding, we adopt the Elman recurrent neural network as the model for the prediction of the power consumption. As the simplest form of the recurrent network, the Elman network is designed to learn sequential or time-varying pattern and could predict learned series of values. The Elman network has a layer of "context units" in addition to a standard feedforward network. By adjusting two parameters in the model and performing the cross validation, we demonstrated that the proposed model predicts the power consumption with the relative errors and the average errors in the range of 2%~5% and 3kWh~8kWh, respectively. To further confirm the experimental results, we performed two types of the cross validations designed for the time series data. We also support the validity of the model by analyzing the multi-step forecasting. We found that the prediction errors tend to be saturated although they increase as the prediction time step increases. The results of this study can be used to the energy management system in terms of the effective control of the cross usage of the electric and the gas energies.