• Title/Summary/Keyword: nonlinear time series

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Nonlinear damage detection using linear ARMA models with classification algorithms

  • Chen, Liujie;Yu, Ling;Fu, Jiyang;Ng, Ching-Tai
    • Smart Structures and Systems
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    • v.26 no.1
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    • pp.23-33
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    • 2020
  • Majority of the damage in engineering structures is nonlinear. Damage sensitive features (DSFs) extracted by traditional methods from linear time series models cannot effectively handle nonlinearity induced by structural damage. A new DSF is proposed based on vector space cosine similarity (VSCS), which combines K-means cluster analysis and Bayesian discrimination to detect nonlinear structural damage. A reference autoregressive moving average (ARMA) model is built based on measured acceleration data. This study first considers an existing DSF, residual standard deviation (RSD). The DSF is further advanced using the VSCS, and then the advanced VSCS is classified using K-means cluster analysis and Bayes discriminant analysis, respectively. The performance of the proposed approach is then verified using experimental data from a three-story shear building structure, and compared with the results of existing RSD. It is demonstrated that combining the linear ARMA model and the advanced VSCS, with cluster analysis and Bayes discriminant analysis, respectively, is an effective approach for detection of nonlinear damage. This approach improves the reliability and accuracy of the nonlinear damage detection using the linear model and significantly reduces the computational cost. The results indicate that the proposed approach is potential to be a promising damage detection technique.

On discrete nonlinear self-tuning control

  • Mohler, R.-R.;Rajkumar, V.;Zakrzewski, R.-R.
    • 제어로봇시스템학회:학술대회논문집
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    • 1991.10b
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    • pp.1659-1663
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    • 1991
  • A new control design methodology is presented here which is based on a nonlinear time-series reference model. It is indicated by highly nonlinear simulations that such designs successfully stabilize troublesome aircraft maneuvers undergoing large changes in angle of attack as well as large electric power transients due to line faults. In both applications, the nonlinear controller was significantly better than the corresponding linear adaptive controller. For the electric power network, a flexible a.c. transmission system (FACTS) with series capacitor power feedback control is studied. A bilinear auto-regressive moving average (BARMA) reference model is identified from system data and the feedback control manipulated according to a desired reference state. The control is optimized according to a predictive one-step quadratic performance index (J). A similar algorithm is derived for control of rapid changes in aircraft angle of attack over a normally unstable flight regime. In the latter case, however, a generalization of a bilinear time-series model reference includes quadratic and cubic terms in angle of attack. These applications are typical of the numerous plants for which nonlinear adaptive control has the potential to provide significant performance improvements. For aircraft control, significant maneuverability gains can provide safer transportation under large windshear disturbances as well as tactical advantages. For FACTS, there is the potential for significant increase in admissible electric power transmission over available transmission lines along with energy conservation. Electric power systems are inherently nonlinear for significant transient variations from synchronism such as may result for large fault disturbances. In such cases, traditional linear controllers may not stabilize the swing (in rotor angle) without inefficient energy wasting strategies to shed loads, etc. Fortunately, the advent of power electronics (e.g., high-speed thyristors) admits the possibility of adaptive control by means of FACTS. Line admittance manipulation seems to be an effective means to achieve stabilization and high efficiency for such FACTS. This results in parametric (or multiplicative) control of a highly nonlinear plant.

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Design of Neuro-Fuzzy-based Predictive Controller for Nonlinear Systems with Time Delay (지연시간을 갖는 비선형 시스템을 위한 퍼지-신경망 기반 예측제어기 설계)

  • Kim, Sung-Ho;Kim, Joo-Whan;Lee, Young-Sam
    • Journal of the Korean Institute of Intelligent Systems
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    • v.12 no.2
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    • pp.144-150
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    • 2002
  • In this paper a design of neuro-fuzzy-based predictive controller for nonlinear systems with time-delay is proposed. The proposed control system contains two neuro-fuzzy systems called ANFIS(Adaptive Neuro-Fuzzy Inference System). One is run as a series-parallel mode and the other is run as a parallel mode. An ANFIS running in series-parallel mode emulates the response of the nonlinear system with time-delay. Another ANFIS running in parallel mode generates the predicted output of the nonlinear system to compensate for the time-delays. Therefore, the proposed control system can be thought of as an extension of Smith-predictor scheme to the nonlinear systems with time-delay. A detailed design Procedure is presented and finally computer simulations are executed for the effectiveness of the proposed control scheme.

Hurst's memory for SOI and tree-ring series (남방진동지수, 나이테 자료에 대한 허스트 기억)

  • Kim Byung Sik;Kim Hung Soo;Seoh Byung Ha;Yoon Kang Hoon
    • Proceedings of the Korea Water Resources Association Conference
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    • 2005.05b
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    • pp.792-796
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    • 2005
  • The methods of times series analysis have been recognized as important tools for assisting in solving problems related to the management of water resources. Especially, After more than 40 years the so-called Hurst effect remains an open problem in stochastic hydrology. Until now, its existence has been explained fly R/S analysis that roots in early work of the British hydrologist H.E. Hurst(1951). Today, the Hurst analysis is mostly used for the hydrological studies for memory and characteristics of time series and many methodologies have been developed for the analysis. So, there are many different techniques for the estimation of the Hurst exponent(H). However, the techniques can produce different characteristics for the persistence of a time series each other. We found that DFA is the most appropriate technique for the Hurst exponent estimation for both the shot term memory and long term memory. We analyze the SOI(Southern Oscillations Index) and 6 tree-ring series for USA sites by means of DFA and the BDS statistic is used for nonlinearity test of the series. From the results, we found that SOI series is nonlinear time series which has a long term memory of H=0.92. Contrary to earlier work of Rao(1999), all the tree- ring series are not random from our analysis. A certain tree ring series show a long term memory of H=0.97 and nonlinear property. Therefore, we can say that the SOI and tree-ring series may show long memory and nonlinearity.

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Extending the Scope of Automatic Time Series Model Selection: The Package autots for R

  • Jang, Dong-Ik;Oh, Hee-Seok;Kim, Dong-Hoh
    • Communications for Statistical Applications and Methods
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    • v.18 no.3
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    • pp.319-331
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    • 2011
  • In this paper, we propose automatic procedures for the model selection of various univariate time series data. Automatic model selection is important, especially in data mining with large number of time series, for example, the number (in thousands) of signals accessing a web server during a specific time period. Several methods have been proposed for automatic model selection of time series. However, most existing methods focus on linear time series models such as exponential smoothing and autoregressive integrated moving average(ARIMA) models. The key feature that distinguishes the proposed procedures from previous approaches is that the former can be used for both linear time series models and nonlinear time series models such as threshold autoregressive(TAR) models and autoregressive moving average-generalized autoregressive conditional heteroscedasticity(ARMA-GARCH) models. The proposed methods select a model from among the various models in the prediction error sense. We also provide an R package autots that implements the proposed automatic model selection procedures. In this paper, we illustrate these algorithms with the artificial and real data, and describe the implementation of the autots package for R.

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

  • Park, Jung-Hong;Son, Kwon;Seo, Kuk-Woong;Park, Young-Hoon
    • Proceedings of the KSME Conference
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    • 2007.05a
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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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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.

States Estimation of Nonlinear Stochastic System Using Single Term Walsh Series (월쉬 단일항 전개를 이용한 비선형 확률 시스템의 상태추정)

  • Lim, Yun-Sik
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.57 no.2
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    • pp.115-120
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    • 2008
  • The EKF(Extended Kalman filter) method which is the state estimation algorithm of nonlinear stochastic system depends on the initial error and the estimated states. Therefore, the divergence of the estimated state can be caused if the initial values of the estimated states are not chosen as approximate real state values. In this paper, the demerit of the existing EKF method is improved using the EKF algorithm transformated by STWS(Single Term Walsh Series). This method linearizes each sampling interval of continous-time system through the derivation of an algebraic iterative equation without discretizing continuous system by the characteristic of STWS, the convergence of the estimated states can be improved. The validity of the proposed method is checked through comparison with the existing EKF method in simulation.

Analysis of Chaos Characterization and Forecasting of Daily Streamflow (일 유량 자료의 카오스 특성 및 예측)

  • Wang, W.J.;Yoo, Y.H.;Lee, M.J.;Bae, Y.H.;Kim, H.S.
    • Journal of Wetlands Research
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    • v.21 no.3
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    • pp.236-243
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    • 2019
  • Hydrologic time series has been analyzed and forecasted by using classical linear models. However, there is growing evidence of nonlinear structure in natural phenomena and hydrologic time series associated with their patterns and fluctuations. Therefore, the classical linear techniques for time series analysis and forecasting may not be appropriate for nonlinear processes. Daily streamflow series at St. Johns river near Cocoa, Florida, USA showed an interesting result of a low dimensional, nonlinear dynamical system but daily inflow at Soyang reservoir, South Korea showed stochastic property. Based on the chaotic dynamical characteristic, DVS (deterministic versus stochastic) algorithm is used for short-term forecasting, as well as for exploring the properties of the system. In addition to the use of DVS algorithm, a neural network scheme for the forecasting of the daily streamflow series can be used and the two techniques are compared in this study. As a result, the daily streamflow which has chaotic property showed much more accurate result in short term forecasting than stochastic data.

Analysis of Nonlinear Behavior in Love Model with External Force (외력을 가진 사랑 모델에서 비선형 거동 해석)

  • Huang, Lyni-Un;Bae, Young-Chul
    • The Journal of the Korea institute of electronic communication sciences
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    • v.10 no.7
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    • pp.845-850
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    • 2015
  • Love which is one of the emotional of mankind, has been studied in sociology and psychology as a matter of great concern. Through such a research, the researchers have provided the basic mathematical model for love model, we cannot find nonlinear characteristics through the basic love model. Therefore, in this paper, in order to find nonlinear behaviors in the basic love model, we apply external force to the basic love model. Then we confirm the existence of nonlinear behaviors through time series and phase portrait. We also confirm that this nonlinear behaviors have the periodic doubling, chaotic phenomena and periodic process which are very similar to typical chaotic occurrence phenomena.