• The Transactions of The Korean Institute of Electrical Engineers
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• v.59 no.6
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• pp.1159-1166
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• 2010

To improve prediction quality of a nonlinear prediction system, the system's capability for uncertainty of nonlinear data should be satisfactory. This paper presents a TSK fuzzy prediction system that can consider and deal with the uncertainty of nonlinear data sufficiently. In the design procedures of the proposed system, HCBKA(Hierarchical Correlationship-Based K-means clustering Algorithm) was used to generate the accurate fuzzy rule base that can control output according to input efficiently, and the first-order difference method was applied to reflect various characteristics of the nonlinear data. Also, multiple prediction systems were designed to analyze the prediction tendencies of each difference data generated by the difference method. In addition, to enhance the prediction quality of the proposed system, an error compensation method was proposed and it compensated the prediction error of the systems suitably. Finally, the prediction performance of the proposed system was verified by simulating two typical time series examples.

• 제어로봇시스템학회:학술대회논문집
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• 2001.10a
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• pp.85.3-85
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• 2001

The field of forecasting is considered as an application of time-series analysis even if the data is linear or nonlinear. To obtain the forecasted values from observed data exerts a big influence on the decision-making support system or the control of machine etc. The nonlinear data appear as the random enumerated data. However we sometimes find that the pattern of past appearance repeats itself when we try to observe these data locally. From this point of view, we propose a way of forecasting nonlinear data from the pattern of past appearance using fuzzy theory. The advantages of the method are that we can forecast the next data by small numbers of previous data, and react to some differences, considering the ambiguous mature of the given data.

• Journal of the Korean Statistical Society
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• v.36 no.2
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• pp.183-200
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• 2007

We consider a nonlinear autoregressive moving average model with nonlinear GARCH errors, and find sufficient conditions for the existence of a strictly stationary solution of three related time series equations. We also consider a geometric ergodicity and functional central limit theorem for a nonlinear autoregressive model with nonlinear ARCH errors. The given model includes broad classes of nonlinear models. New results are obtained, and known results are shown to emerge as special cases.

• Proceedings of the KIEE Conference
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• 2001.07d
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• pp.2292-2295
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• 2001

In this paper, The control problem for a series DC motor is considered to adaptive fuzzy sliding-mode control scheme. Based on a nonlinear mathematical model of a series connected DC motor, instead of the combination of a nonlinear transformation and state feedback(feedback linearization) reduces the nonlinear control design. To demonstrate its effectiveness, an experimental study of this controller is presented. Two sets of fuzzy rule bases are utilized to represent the equivalent control input with unknown system functions of the main target. The membership functions of the THEN-part, which is used to construct a suitable equivalent control of SMC, are changed according to the adaptive law. With such a design scheme, we not only maintain the distribution of membership functions over state space but also reduce computing time considerably.

• The Journal of Asian Finance, Economics and Business
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• v.9 no.10
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• pp.159-168
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• 2022

The time series of foreign trade turnover is complex and variable and contains linear and nonlinear information. This paper proposes preprocessing the dataset by the EMD algorithm and combining the linear prediction advantage of the SARIMA model with the nonlinear prediction advantage of the EMD-LSTM model to construct the SARIMA-EMD-LSTM hybrid model by the weight assignment method. The forecast performance of the single models is compared with that of the hybrid models by using MAPE and RMSE metrics. Furthermore, it is confirmed that the weight assignment approach can benefit from the hybrid models. The results show that the SARIMA model can capture the fluctuation pattern of the time series, but it cannot effectively predict the sudden drop in foreign trade turnover caused by special reasons and has the lowest accuracy in long-term forecasting. The EMD-LSTM model successfully resolves the hysteresis phenomenon and has the highest forecast accuracy of all models, with a MAPE of 7.4304%. Therefore, it can be effectively used to forecast the Sino-Russia foreign trade turnover time series post-epidemic. Hybrid models cannot take advantage of SARIMA linear and LSTM nonlinear forecasting, so weight assignment is not the best method to construct hybrid models.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 1996.11a
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• pp.406-412
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• 1996

Optimal trajectory for a robot manipulator minimizing actuator torques or energy consumption in a fixed traveling time is obtained in the presence of obstacles. All joint displacements are represented in finite terms of Fourier cosine series and the coefficients of the series are obtained optimally by nonlinear programming. Thus, the geometric path need not be prespecified and the full dynamic model is employed. To avoid the obstacles, the concept of penalty area is newly introduced and this penalty area is included in the performance index with an appropriate weighting coefficient. This optimal trajectory will be useful as a geometric path in the minimum-time trajectory planning problem.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.60 no.7
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• pp.1396-1403
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• 2011

It is not easy to analyze the strong nonlinear time series and effectively design a good prediction system especially due to the difficulties in handling the potential uncertainty included in data and prediction method. To solve this problem, a new design method for fuzzy prediction system is suggested in this paper. The proposed method contains the followings as major parts ; the first-order difference detection to extract the stable information from the nonlinear characteristics of time series, the fuzzy rule generation based on the hierarchically classifying clustering technique to reduce incorrectness of the system parameter identification, and the IT2TSK fuzzy logic system to reasonably handle the potential uncertainty of the series. In addition, the design of the multiple predictors is considered to reflect sufficiently the diverse characteristics concealed in the series. Finally, computer simulations are performed to verify the performance and the effectiveness of the proposed prediction system.

• 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.

• Proceedings of the KIEE Conference
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• 2007.04a
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• pp.89-91
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• 2007

In this paper, a new approach for a sampled-data representation of nonlinear system that has time-delayed multi-input is proposed. That is largely devoid of illconditioning and is suitable for any nonlinear problem. The new scheme is applied to nonlinear systems with two or three inputs; and then the delayed multi-input general equation is derived. The method is based on thematrix exponential theory. Itdoes not require excessive computational resources and lends itself to a short and robust piece of software that can be easily inserted into large simulation packages. A performance of the proposed method is evaluated using a nonlinear system with time-delay: maneuvering an automobile.

• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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• pp.1439-1442
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• 2010

Time-lag recurrent neural networks model (Time-Lag RNNM) is used to estimate daily pan evaporation (PE) using limited climatic variables such as max temperature ($T_{max}$), min temperature ($T_{min}$), mean wind speed ($W_{mean}$) and mean relative humidity ($RH_{mean}$). And, for the performances of Time-Lag RNNM, it is composed of training and test performances, respectively. The training and test performances are carried out using daily time series data, respectively. From this research, we evaluate the impact of Time-Lag RNNM for the modeling of the nonlinear time series data. We should, thus, construct the credible data of the daily PE using Time-Lag RNNM, and can suggest the methodology for the irrigation and drainage networks system. Furthermore, this research represents that the strong nonlinear relationship such as pan evaporation modeling can be generalized using Time-Lag RNNM.