• Title/Summary/Keyword: maximum Lyapunov exponent

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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.

Calculation and Comparison of Maximum Lyapunov Exponent in Different Direction: An Approach to human Gait Stability

  • Dinesh, Paudel
    • Korean Journal of Applied Biomechanics
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    • v.31 no.1
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    • pp.24-29
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    • 2021
  • Objective: The goal of this study is to calculate and compare the Maximum Lyapunov Exponent (MLE) for the anteroposterior, mediolateral and vertical displacement of the markers attached to bony land marks of the trunk and foot. Method: Ten young and healthy male subjects (age: 26.5±3.27 years, height: 167.44±5.12 cm, and weight 69.5±7.36) participated in the study. Three-dimensional positional coordinate of eight different trunk and foot marker during walking on tread mill were analysed. Results: MLE values for anteroposterior displacement of the marker were found to be significantly different with MLE values for mediolateral and vertical displacement whereas MLE values for mediolateral displacement of the marker shows no significant difference with the MLE values for vertical displacement of the markers at significance level 0.05. Conclusion: Finding of this study suggest that it is essential to consider the displacement in all three direction to examine the real characteristic of a gait signal.

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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    • v.9 no.4
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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.

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.

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

  • Choo, Yeongyu;Park, Jae-hyeon;Kim, Young-il
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2009.05a
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    • pp.171-174
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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.

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Investigation of Self-Excited Combustion Instabilities in Two Different Combustion Systems

  • Seo, Seonghyeon
    • Journal of Mechanical Science and Technology
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    • v.18 no.7
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    • pp.1246-1257
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    • 2004
  • The objective of this paper is to characterize dynamic pressure traces measured at self-excited combustion instabilities occurring in two combustion systems of different hardware. One system is a model lean premixed gas turbine combustor and the other a fullscale bipropellant liquid rocket thrust chamber. It is commonly observed in both systems that low frequency waves at around 300㎐ are first excited at the onset of combustion instabilities and after a short duration, the instability mode becomes coupled to the resonant acoustic modes of the combustion chamber, the first longitudinal mode for the lean premixed combustor and the first tangential mode for the rocket thrust chamber. Low frequency waves seem to get excited at first since flame shows the higher heat release response on the lower frequency perturbations with the smaller phase differences between heat release and pressure fluctuations. Nonlinear time series analysis of pressure traces reveals that even stable combustion might have chaotic behavior with the positive maximum Lyapunov exponent. Also, pressure fluctuations under combustion instabilities reach a limit cycle or quasi-periodic oscillations at the very similar run conditions, which manifest that a self-excited high frequency instability has strong nonlinear characteristics.

Effect of Geometric Parameters in a Newly Designed Microchannel

  • Heo H. S.;Suh Y. K.
    • 한국전산유체공학회:학술대회논문집
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    • 2003.10a
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    • pp.121-122
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    • 2003
  • In this study a microchannel with various arrangement of blocks is newly proposed. This design comprises periodically arranged simple blocks. In this configuration, the stirring is greatly enhanced at a certain geometric parameter set. To characterize the flow field and the stirring effect both the numerical and experimental methods were employed. To obtain the velocity field, three-dimensional numerical computation to the Navier Stokes equations are performed by using a commercial code, FLUENT 6.0. The fluid-flow solutions are then cast into studying the characteristics of stirring with the aid of Lyapunov exponent. The numerical results show that the particles' trajectories in the microchannel heavily depend on the block arrangement. It was shown that the stirring is significantly enhanced at larger block-height and it reaches maximum when the height is 0.8 times the channel width. We also studied the effect of the block stagger angle, and it turns out that the stirring performance is the best at the block angel ${45^\circ}$.

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Relationship between Strengths of the Lower Extremity's Joints and Their Local Dynamic Stability during Walking in Elderly Women (보행 시 여성 노인의 하지 관절 근력과 국부 동적 안정성과의 관계)

  • Ryu, Jiseon
    • Korean Journal of Applied Biomechanics
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    • v.31 no.1
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    • pp.30-36
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    • 2021
  • Objective: The objective of the present study was to analyze the relationship between strength of the lower extremity's joints and their local dynamic stability (LDS) of gait in elderly women. Method: Forty-five elderly women participated in this study. Average age, height, mass, and preference walking speed were 73.5±3.7 years, 153.8±4.8 cm, 56.7±6.4 kg, and 1.2±0.1 m/s, respectively. They were tested torque peak of the knee and ankle joints with a Human Norm and while they were walking on a treadmill at their preference speed for a long while, kinematic data were obtained using six 3-D motion capture cameras. LDS of the lower extremity's joints were calculated in maximum Lyapunov Exponent (LyE). Correlation coefficients between torque of the joints and LyE were obtained using Spearman rank. Level of significance was set at p<.05. Results: Knee flexion torque and its LDS was negatively associated with adduction-abduction and flexion-extension movement (p<.05). In addition, ratio of the knee flexion torque to extension and LDS was negatively related to internal-external rotation. Conclusion: In conclusion, knee flexion strength should preferentially be strengthened to increase LDS of the lower extremity's joints for preventing from small perturbations during walking in elderly women.

Time Series Analysis of Maximum Electrical Power using the TISEAN package (TISEAN 패키지를 이용한 전력 수요 시계열 분석)

  • Choo, Yeon-Gyu;Park, Jae-Hyeon
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2012.05a
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    • pp.803-806
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    • 2012
  • On this paper, various analysis methods has been applied to analyze and forecast the maximum electrical power needs, which is regarded as a nonlinear dynamic system. To understand the characteristic of complicated system, we used TISEAN package and evaluate the chaotic characteristic of time series obtained from electrical power demand using it. TISEAN package offers various algorithms and codes to analyze time series of nonlinear system effectively.

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Local Dynamic Stability Associated with Load Carrying

  • Liu, Jian;Lockhart, Thurmon E.
    • Safety and Health at Work
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    • v.4 no.1
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    • pp.46-51
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    • 2013
  • Objectives: Load carrying tasks are recognized as one of the primary occupational factors leading to slip and fall injuries. Nevertheless, the mechanisms associated with load carrying and walking stability remain illusive. The objective of the current study was to apply local dynamic stability measure in walking while carrying a load, and to investigate the possible adaptive gait stability changes. Methods: Current study involved 25 young adults in a biomechanics research laboratory. One tri-axial accelerometer was used to measure three-dimensional low back acceleration during continuous treadmill walking. Local dynamic stability was quantified by the maximum Lyapunov exponent (maxLE) from a nonlinear dynamics approach. Results: Long term maxLE was found to be significant higher under load condition than no-load condition in all three reference axes, indicating the declined local dynamic stability associated with load carrying. Conclusion: Current study confirmed the sensitivity of local dynamic stability measure in load carrying situation. It was concluded that load carrying tasks were associated with declined local dynamic stability, which may result in increased risk of fall accident. This finding has implications in preventing fall accidents associated with occupational load carrying.