• 제목/요약/키워드: lyapunov dimension

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

  • 추연규;박재현;김영일
    • 한국정보통신학회:학술대회논문집
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    • 한국해양정보통신학회 2009년도 춘계학술대회
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    • pp.171-174
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    • 2009
  • 비선형 동력학 시스템으로 구성된 전력 수요의 시계열 데이터를 예측하기 위해 적용된 신경망 및 퍼지 적응 알고리즘 등은 예측오차가 상대적으로 크게 나타났다. 이는 전력수요 시계열 데이터가 가지고 있는 카오스적인 성질에 기인하며 이중 초기값에 민감한 의존성은 장기적인 예측을 더욱더 어렵게 하는 요인으로 작용한다. 전력수요 시계열 데이터가 가지고 있는 카오스적인 성질을 정량 및 정성적인 방식으로 분석을 수행하고, 시스템 동력학적 특성의 정량분석에 이용되는 Lyapunov 지수를 이용하여 어트랙터 재구성, 다차원 카오스 시계열 데이터를 예측하는 방식으로 수요예측 시뮬레이션을 수행하고 결과를 비교 평가하여 기존 제안방식보다 실용적이며 효과적임을 확인한다.

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Chaotic Predictability for Time Series Forecasts of Maximum Electrical Power using the Lyapunov Exponent

  • Park, Jae-Hyeon;Kim, Young-Il;Choo, Yeon-Gyu
    • Journal of information and communication convergence engineering
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    • 제9권4호
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    • pp.369-374
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    • 2011
  • Generally the neural network and the Fuzzy compensative algorithms are applied to forecast the time series for power demand with the characteristics of a nonlinear dynamic system, but, relatively, they have a few prediction errors. They also make long term forecasts difficult because of sensitivity to the initial conditions. In this paper, we evaluate the chaotic characteristic of electrical power demand with qualitative and quantitative analysis methods and perform a forecast simulation of electrical power demand in regular sequence, attractor reconstruction and a time series forecast for multi dimension using Lyapunov Exponent (L.E.) quantitatively. We compare simulated results with previous methods and verify that the present method is more practical and effective than the previous methods. We also obtain the hourly predictability of time series for power demand using the L.E. and evaluate its accuracy.

방사선 검출신호의 시계열 분석에 관한 연구 (A Study on Time Series Analysis for the Detector Pulses of Radiation)

  • 홍석붕;정종은;김용균;문병수;권기호
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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    • pp.282-282
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    • 2000
  • The analysis of the radiation effect on matter has been performed using stochastic methods. Recently, It was discovered that the detector pulses of radiation can be analysed using deterministic method that utilizes the chaotic behaviour with an attractor found in a noise region. We acquired a time series for pulse tram of Am-241 using scintillation detector and reconstructed a phase space, then performed new analysis for the radiation detection signal by applying embedding theory, Lyapunov exponent, correlation dimension, autocorrelation dimension, and power spectrum.

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내·외적인 자극을 받는 뇌파의 비선형 동력학적 특징 (Nonlinear Characterization of EEG Under the Internal and External Stimuli)

  • 정기영;김재문;유철승;이상훈
    • Annals of Clinical Neurophysiology
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    • 제4권1호
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    • pp.28-33
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    • 2002
  • Backgrounds and objective : EEG reflect dynamic changes of continuous neuronal activities by internal and external stimuli. The aim of this study is to quantify nonlinearly the local dynamic differences among EEG data corresponding to different states of brain. Methods : EEG was recorded from twelve healthy normal subjects(mean age, 29.7 years; 8 men and 4 women) using digital EEG machine. 18-channel EEG data were selected during eyes closed(EC), eyes open(EO), and mental arithmetic(MA) in each subject. Correlation dimension(D2) and largest Lyapunov exponent(LLE) were calculated from three states and average value was mapped 2 dimensionally and compared with each other. Results : The distribution of D2 was relatively symmetric and its value was higher in frontal than in parieto-occipital region during EC. These findings were reversed during EO. Bilateral centro-temporo-parietal region showed high D2 value in MA compared with those in EC, which was more prominent in left side. LLE was larger than zero in all state and showed significant differences among EC, EO and MA(p=0.000). Conclusion : These results suggest that nonlinear analysis of EEG can quantify dynamic state of brain.

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보행 시 퇴행성 관절염 환자의 동적 안정성 분석 (Dynamic Stability Analysis of Patients with Degenerative Osteoarthritise during Walking)

  • 류지선
    • 한국운동역학회지
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    • 제18권1호
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    • pp.21-30
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    • 2008
  • 이 연구는 60대 남자 노인의 정상인들과 무릎 관절염 환자들 사이에 보행 시 국부적인 안정성을 비교하기 위해 선형기법의 변이 계수와 비선형 시계열 동역학 기법의 Lyapunov지수(LyE) 및 상관차원(correlation dimension, COD) 방법을 적용해 분석했다. 분석 결과 선형 운동인 발목의 수직 변위를 통해 관찰한 국부적 안정성은 선형 기법의 변이 계수를 통해 관찰한 결과 정상인 집단이 무릎관절염 환자 집단보다 불안한 것으로 나타난 반면에 비선형 기법 관찰에서는 두 집단 차이가 없는 것으로 나타났다. 한편 각형 운동인 무릎의 각 변위를 통해 분석된 국부적 안정성은 선형 분석 결과는 두 집단 차이점을 보이지 않았지만, 비선형 기법 결과인 COD 지수는 무릎 관절염 환자가 크게 나타나 결과적으로 보행 시 국부적 불안을 보였다. 이상 본 연구 결과를 종합해 보면 선형 기법의 결과와 비선형 기법의 결과는 일치하지 않았으며, 또한 무릎 관절염 환자의 보행 시 불안정은 발목의 수직 변위인선형에서 보다 무릎 관절 각 변위인 각형에서 뚜렷하게 나타났다.

엔드밀가공시 복합계측 신호에 의한 공구 마멸의 카오스적 해석 (Chaotic Analysis of Multi-Sensor Signal in End-Milling Process)

  • 구세진;이기용;강명창;김정석
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 1997년도 춘계학술대회 논문집
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    • pp.817-821
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    • 1997
  • Ever since the nonlinearity of machine tool dynamics was established, researchers attempted to make use of this fact to devise better monitoring, diagnostics and system, which were hitherto based on linear models. Theory of chaos, which explains many nonlinear phenomena comes handy for furthering the analysis using nonlinear model. In this study, measuring system will be constructed using multi-sensor (Tool Dynamometer, Acoustic Emission) in end millingprocess. Then, it will be verified that cutting force is low-dimensional deterministic chaos calculating Lyapunov exponents, Fractal dimension, Embedding dimension. Aen it will be investigated that the relations between characteristic parameter caculated form sensor signal and tool wear.

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뇌파의 연령별 스펙트럼 및 비선형적 분석 (Spectral and Nonlinear Analysis of EEG in Various Age Groups)

  • 주은연;김응수;박기덕;최경규
    • Annals of Clinical Neurophysiology
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    • 제3권1호
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    • pp.31-36
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    • 2001
  • Background & Objectives : Fractal Dimension(FD) could be an index of correlation between variable parameters in non-linear chaotic signals. We tried to demonstrate that EEG wave is compatible with chaotic waves by measuring the Lyapunov exponent index and compared the difference of FD between variable age groups(teens, 30's, 50's) Methods : We estimated the Lyapunov exponent index and the FD from digital EEG data among five persons in each normal age groups by using the software which is programmed in our laboratory. Statistical analysis was done with SPSS win 8.0. The statistical differences of Lyapunov exponent index and FD between each electrodes and each age groups were done with ANOVA and paired sample t-test. Result : The Lyapunov exponent indexes were larger than 1 in each electrode and age group. There is no statistical difference in FD between each electrodes and each age groups. Except in 30th age group. In this group the FD of right hemisphere is larger than that of left hemisphere. Conclusion : The result of Lyapunov exponent index means EEG wave is a non-linear chaotic signal. And the results of FD suggest that chaotic parameters of right hemisphere is larger than those of left hemisphere at rest at least in younger people. We think that chaotic parameters can be a useful tool in investigating the variable diseases or brain states.

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수면박탈이 각성 뇌파의 양수 리아프노프 지수에 미치는 효과에 관한 연구 (Effects of Total Sleep Deprivation on the First Positive Lyapunov Exponent of the Waking EEG)

  • 김대진;정재진;채정호;고효진;김춘길;김수용;백인호
    • 한국감성과학회:학술대회논문집
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    • 한국감성과학회 1997년도 한국감성과학회 연차학술대회논문집
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    • pp.69-74
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    • 1997
  • Sleep deprivation may affect the brain functions such as cognition and, consequentoy, dynamics of the EEG. we examiced the effects of sleep deprivation on chaoticity of EEG. Five volunteers were sleep-deprived over a period of 24 hours, They were checked by EEG during two days, the first day of baseline period, EEGs were reorded form 16 channels for nonlinear analysis. We dmployed a method of minimum cmbedding dimension to calculate the first positive Lyapunov exponent. For limited noisy data, this algorithm was strikingly faster and more accurate than previous ones. Our results show that the sleep deprived volunteers had lower values of the first positive Lyapunov exponent at ten channels (Fp$\_$1/, F$\_$4/, F$\_$8/, T$\_$4/, T$\_$5/, C$\_$3/, C$\_$4/, P$\_$3/, p$\_$4, O$\_$1/) compared with the values of baseline periods. These results suggested that sleep deprivation leads to decreawe of chaotic activity in brain and impairment of the information processing in the brain. We suggested that nonlinear analysis of the EEG before and after sleep deprivation may offer fruitful perspectives for understanding the role o f sleep deprivation on the brain function.

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보행시 전신 주요 관절의 카오스 지수 분석 (Chaos Analysis of Major Joint Motions for Young Males During Walking)

  • 박정홍;손권;서국웅;박영훈
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2007년도 춘계학술대회A
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    • pp.792-795
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    • 2007
  • To quantify irregular body motions the time series analysis was applied to the gait study. The motions obtained from gait experiment are complex to exhibit nonlinear behaviors. The purpose of this study is to measure quantitatively the characteristics of the major six joints of the body during walking. The gait experiments were carried out for eighteen young males walking on a motor driven 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 largest Lyapunov exponent was calculated from the time series to quantify stabilities of each joint. The results provides a data set of nonlinear dynamic characteristics for six joints engaged in normal walking.

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화자인식을 위한 퍼지-상관차원과 퍼지-리아프노프차원의 평가 (The Evaluation of the Fuzzy-Chaos Dimension and the Fuzzy-Lyapunov Ddimension)

  • 유병욱;박현숙;김창석
    • 음성과학
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    • 제7권3호
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    • pp.167-183
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    • 2000
  • In this paper, we propose two kinds of chaos dimensions, the fuzzy correlation and fuzzy Lyapunov dimensions, for speaker recognition. The proposal is based on the point that chaos enables us to analyze the non-linear information contained in individual's speech signal and to obtain superior discrimination capability. We confirm that the proposed fuzzy chaos dimensions play an important role in enhancing speaker recognition ratio, by absorbing the variations of the reference and test pattern attractors. In order to evaluate the proposed fuzzy chaos dimensions, we suggest speaker recognition using the proposed dimensions. In other words, we investigate the validity of the speaker recognition parameters, by estimating the recognition error according to the discrimination error of an individual speaker from the reference pattern.

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