• 제목/요약/키워드: maximum Lyapunov exponent

검색결과 13건 처리시간 0.023초

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

  • 강준;김지우;이현준;오경주
    • Journal of the Korean Data and Information Science Society
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    • 제28권2호
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    • pp.371-381
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    • 2017
  • 국내에서 부동산 경매 낙찰가율 데이터를 활용한 Chaos 분석 연구는 전무하다. 부동산 경매분야의 데이터가 충분히 누적됨에 따라 부동산 경매 낙찰가율 시계열 분석의 의미가 커지게 되었다. 본 연구에서는 Hurst 지수, 상관차원, maximum Lyapunov 지수, 이 3가지 Chaos 분석기법을 활용하여 낙찰가율의 비선형 결정론적 동역학계적 특성을 확인하고, Chaos 분석을 통하여 얻은 결과와 실무 데이터를 비교하여, 함의를 도출한다. 높은 Hurst 지수에 따르는 추세와, maximum Lyapunov 지수의 측정을 통한 지속성, 그리고 상관차원 분석의 결과에 따라 time lag가 개시결정일에서 낙찰일, 배당요구종기일에서 낙찰일까지와 일치하는 점으로부터, Chaos 분석이 낙찰가율의 움직임을 예측하는데 유용함을 확인할 수 있었다.

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

  • Dinesh, Paudel
    • 한국운동역학회지
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    • 제31권1호
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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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    • 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.

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

  • 박재현;김영일;추연규
    • 한국정보통신학회논문지
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    • 제13권8호
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    • pp.1647-1652
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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 분석 을 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.

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

  • Seo, Seonghyeon
    • Journal of Mechanical Science and Technology
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    • 제18권7호
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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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    • 한국전산유체공학회 2003년도 The Fifth Asian Computational Fluid Dynamics Conference
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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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보행 시 여성 노인의 하지 관절 근력과 국부 동적 안정성과의 관계 (Relationship between Strengths of the Lower Extremity's Joints and Their Local Dynamic Stability during Walking in Elderly Women)

  • Ryu, Jiseon
    • 한국운동역학회지
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    • 제31권1호
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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.

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

  • 추연규;박재현
    • 한국정보통신학회:학술대회논문집
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    • 한국정보통신학회 2012년도 춘계학술대회
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    • pp.803-806
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    • 2012
  • 비선형 동력학 시스템으로 판단되는 전력수요의 시계열 데이터를 분석하고 예측하기 위해 다양한 방법과 알고리즘이 적용되어져 왔다. 본 논문에서는 복잡한 비선형 시스템의 특성을 파악하기 위해 비선형 시계열 분석을 효과적으로 수행할 수 있는 각종 알고리즘과 코드를 패키지로 제공하는 TISEAN을 이용하여 전력수요 시계열 데이터가 가지고 있는 카오스 성질을 분석하였다.

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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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    • 제4권1호
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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.