• Title/Summary/Keyword: lyapunov dimension

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Chaos analysis of real estate auction sale price rate time series (부동산 경매 낙찰가율 시계열의 Chaos 분석)

  • Kang, Jun;Kim, Jiwoo;Lee, Hyun Jun;Oh, Kyong Joo
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.2
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    • pp.371-381
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    • 2017
  • There has never been research on Chaos analysis using real estate auction sale price rate in Korea. In this study, three Chaos analysis methodologies - Hurst exponent, correlation dimension, and maximum Lyapunov exponent - in order to capture the nonlinear deterministic dynamic system characteristics. High level of Hurst exponent and the extremely low maximum Lyapunov exponent provide the tendency and the persistence of the data. The empirical results give two meaningful facts. First, monthly time lags of the correlation dimension are coincident with the time period from the approval auction start day to the sale price fixing day. Second, its weekly time lags correspond to the time period from the last day of request for sale price allocation to the sale price fixing day. Then, this study potentially examines the predictability of the real estate auction price rate time series.

Verification on Chaotic Behavior of Cutting Force in Metal Cutting (절삭가공시 절삭력 신호의 카오스적거동에 관한 규명)

  • 구세진
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 1996.10a
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    • pp.96-100
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    • 1996
  • So far the analysis and modeling of cutting process is studied commonly assumed as being linear stochastic or chaotic without experimental verification. So we verified force signals of cutting process(ball end-milling) is low-dimensional chaos by calculating Lyapunov Exponents. reconstructing attractor using time delay coordinates and calcula-ting it's fractal dimension.

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Construction fo chaos simulator for ultrasonic pattern recognition evaluation of weld zone in austenitic stainless steel 304 (오스테나이트계 스테인리스강 304 용접부의 초음파 형상 인식 평가를 위한 카오스 시뮬레이터의 구축)

  • Yi, Won;Yun, In-Sik;Chang, Young-Kwon
    • Journal of Welding and Joining
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    • v.16 no.5
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    • pp.108-118
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    • 1998
  • This study proposes th analysis and evaluation method of time series ultrasonic signal using the chaos feature extraction for ultrasonic pattern recognition. Features extracted from time series data using the chaos time series signal analyze quantitatively weld defects. For this purpose, analysis objective in this study is fractal dimension and Lyapunov exponent. Trajectory changes in the strange attractor indicated that even same type of defects carried substantial difference in chaosity resulting from distance shifts such as 0.5 and 1.0 skip distance. Such differences in chaosity enables the evaluation of unique features of defects in the weld zone. In quantitative chaos feature extraction, feature values of 4.511 and 0.091 in the case of side hole and 4.539 and 0.115 in the case of vertical hole were proposed on the basis of fractal dimension and Lyapunov exponent. Proposed chaos feature extraction in this study can enhances ultrasonic pattern recognition results from defect signals of weld zone such as side hole and vertical hole.

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Nonlinear Analysis of Cutting Force Signal according to Cutting Condition in End Mill Machining (엔드밀 가공시 절삭조건에 따른 절삭력의 비선형 해석)

  • 구세진;강명창;이득우;김정석
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1995.10a
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    • pp.161-164
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    • 1995
  • Nonlinear analysis of various phenomena has been developed with improvement of computer. The characteristics form nonlinear analysis are available in monitoring and diagnosis state of system. There are many nonlinear property in cutting process, but nonlinear signals have been considered as noise. In this study, nonlinear analysis technique is applied and it will be verified that cutting force is chaos by calculating Lyapunov exponents,fractal dimension and embedding dimension. The relation between characteristic parameter calculated form sensor signal and various cutting condition is investigated.

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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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A Study on Adaptive Tracking Control of a Mobile Manipulator for Contour Following (궤도추종을 위한 메니퓰레이터의 적응 추종 제어에 관한 연구)

  • Suh, Jin-Ho;Lee, Kwon-Soon
    • Proceedings of the KIEE Conference
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    • 2005.10b
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    • pp.394-396
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    • 2005
  • In this paper, we propose an adaptive tracking control method of a mobile manipulator for contour following with a kinematic model to have several unknown dimension parameters. Moreover, we will use the decentralized control method to design two independent controllers for two subsystems. The proposed controllers in this paper are based on the Lyapunov function in order to guarantee the stability of whole system for contour following task. The updated laws are also designed to estimated the unknown dimension parameters. Finally, the simulation results are presented to show the validity of the proposed controllers in this paper.

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Chaos Analysis of Major Joint Motions for Young Males During Walking (보행시 젊은 남성에 대한 상.하체 주요 관절 운동의 카오스 분석)

  • Park, Jung-Hong;Kim, Kwang-Hoon;Son, Kwon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.31 no.8
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    • pp.889-895
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    • 2007
  • Quantifying dynamic stability is important to assessment of falling risk or functional recovery for leg injured people. Human locomotion is complex and known to exhibit nonlinear dynamical behaviors. The purpose of this study is to quantify major joints of the body using chaos analysis during walking. Time series of the chaotic signals show how gait patterns change over time. The gait experiments were carried out for ten young males walking on a motorized treadmill. Joint motions were captured using eight video cameras, and then three dimensional kinematics of the neck and the upper and lower extremities were computed by KWON 3D motion analysis software. The correlation dimension and the largest Lyapunov exponent were calculated from the time series to quantify stabilities of the joints. This study presents a data set of nonlinear dynamic characteristics for eleven joints engaged in normal level walking.

A Study of the Chaotic Analysis of Flow of Capillary Blood Vessel by glucose index (Rabbit의 당수치에 따른 모세혈관 혈류의 카오스적 분석에 대한 연구)

  • Choi, J.Y.;Cho, C.Y.;Kim, D.H.;Im, J.D.;Im, J.J.;Nam, S.H.
    • Proceedings of the KOSOMBE Conference
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    • v.1996 no.11
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    • pp.258-262
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    • 1996
  • The physiological systems have nonlinear complex phenomena. Expecially, the flow of capillary blood vessel has a nonlinear dynamic system. Thus, this study analyzes nonlinear characteristics of the flow of capillary blood vessel in physiological systems using chaotic tools(phase space reconstruction, correlation dimension, largest lyapunov exponent). Experimental data have been acquired from examining 10 rabbits. The results of chaotic analysis showed a decreasing largest lyapunov exponent and correlation dimension according to increasement glocose index. And we also know the chaotic behavior.

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Construction of Chaoral Post-Process System for Integrity Evaluation of Weld Zone (용접부 건전성 평가를 위한 카오럴 후처리 시스템의 구축)

  • Lee, Won;Yoon, In-Sik
    • Journal of the Korean Society for Precision Engineering
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    • v.15 no.11
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    • pp.152-165
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    • 1998
  • This study proposes the analysis and evaluation method of time series ultrasonic signal using the chaoral post-process system for precision rate enhancement of ultrasonic pattern recognition. Chaos features extracted from time series data for analysis quantitatively weld defects For this purpose, feature extraction objectives in this study are fractal dimension, Lyapunov exponent, shape of strange attrator. Trajectory changes in the strange attractor indicated that even same type of defects carried substantial difference in chaoticity resulting from distance shifts such as nearby 0.5, 1.0 skip distance. Such difference in chaoticity enables the evaluation of unique features of defects in the weld zone. In quantitative chaos fenture extraction, feature values of 0.835 and 0.823 in the case of slag inclusion and 0.609 and 0.573 in the case of crack were suggested on the basis of fractal dimension and Lyapunov exponent. Proposed chaoral post-process system in this study can enhances precision rate of ultrasonic pattern recognition results from defect signals of weld zone, such as slag inclusion and crack.

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

  • Park, Jae-Hyeon;Kim, Young-Il;Choo, Yeon-Gyu
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.13 no.8
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    • pp.1647-1652
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    • 2009
  • Generally the neural network and the fuzzy compensative algorithm are applied to forecast the time series for power demand with a characteristic of non-linear dynamic system, but it has a few prediction errors relatively. It also makes long term forecast difficult for sensitivity on the initial condition. On this paper, we evaluate the chaotic characteristic of electrical power demand with analysis methods of qualitative and quantitative and perform a forecast simulation of electrical power demand in regular sequence, attractor reconstruction, time series forecast for multi dimension using Lyapunov exponent quantitatively. We compare simulated results with the previous method and verify that the purpose one being more practice and effective than it.