• 대한토목학회논문집
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• 제29권2B호
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• pp.163-171
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• 2009

수문시계열 분석과 예측을 위하여 통상적으로 기존의 선형적인 모형들을 이용하여 왔다. 그러나 최근 자연현상이나 수문시계열의 패턴 그리고 변동성에 비선형구조가 존재하고 있다는 것이 입증되고 있다. 따라서 기존의 선형적인 방법들에 의한 시계열분석이나 예측은 비선형 시스템에 대해서 적절하지 않을 것이다. 최근, 시계열의 비선형성 구조를 판단하기 위해 카오스 이론을 토대로 한 상관적분으로부터 BDS(Brock-Dechert-Scheinkman) 통계 기법이 유도되었다. BDS 통계는 시스템의 비선형구조와 무작위성 구조를 구별하는데 매우 효과적으로 이용되어 오고 있다. 또한 DVS(Deterministic Versus Stochastic) 알고리즘은 카오스와 추계학적 시스템을 구별하고 예측하는데 주로 이용되어 왔다. 그러나 본 연구에서는 DVS 알고리즘에 의해 시계열의 비선형성을 판별할 수 있음을 보이고자 한다. 따라서 본 연구에서는 추계학적 시계열과 수문학적 시계열들의 비선형성을 검사하고자 한다. ARMA 모형과 TAR(Threshold autoregressive) 모형으로부터로 발생시킨 추계학적 시계열, 미국 유타주 GSL 체적자료, 미국 플로리다 주 St. Johns 강 Cocoa 지점의 유출량 자료, 소양강 댐 일 유입량 자료 등의 수문시계열에 대해 비선형성 분석을 수행하고 그 결과를 비교하였다. 분석결과 BDS 통계가 선형 및 비선형 시계열을 구분하는데 매우 강력한 도구임을 보였고, DVS 알고리즘 또한 시계열의 비선형성을 구별하는데 효과적으로 이용될 수 있음을 보였다.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2005년도 학술발표회 논문집
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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.

• 대한전기학회논문지:전력기술부문A
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• 제49권10호
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• pp.473-478
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• 2000

A more reliable algorithm for detecting a high impedance fault (HIF) requires voltage and current at the relaying point containing information of HIF characteristics including buildup/shoulder as well as nonlinearity/asymmetry. This paper presents a modeling method of an HIF in a distribution system. In order to do this, the proposed method uses two series time-varying resistances (TVRs) controlled by Transient Analysis of Control Systems (TACS) in EMTP. One TVR is employed for nonlinearity/asymmetry and then the other TVR for buildup/shoulder. The proposed method is implemented in EMTP and thus the voltage and current at the relaying point can be obtained.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2006년도 학술발표회 논문집
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• pp.1450-1454
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• 2006

Empirical mode decomposition (EMD) is applied to analyze time series characterized with nonlinearity and nonstationarity. This decomposition could be utilized to construct finite and small number intrinsic mode functions (IMF) that describe complicated time series, while admitting the Hilbert transformation properties. EMD has the capability of being adaptive, capture local characteristics, and applicable to nonlinear and nonstationary processes. Unlike discrete wavelet transform (DWT), IMF eliminates spurious harmonics and retains meaningful instantaneous frequencies. Examples based on data representing natural phenomena are given to demonstrate highlight the power of this method in contrast and comparison of other ones. A presentation of the energy-frequency-time distribution of these signals found to be more informative and intuitive when based on Hilbert transformation.

• Journal of Communications and Networks
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• 제1권2호
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• pp.81-85
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• 1999

The regrowth of OQPSK power spectral sidelobes from AM/AM and AM/PM amplifier nonlinearity is analyzed. The time-domain expression for amplifier output shows how spectral re-growth will depend on the cubic coefficient of the Taylor's series of the amplifier nonlinearity as well as input amplitude ripple. Closed form spectrum calculations show that the spectral sidelobes produced by AM/PM take the same form as those produced by AM/AM. The rate of growth of AM/PM sidelobes is, however, not as great as for AM/AM.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제1권1호
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• pp.104-112
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• 2001

Simply, Nonlinear dynamics theory means the complicated and noise-like phenomena originated form nonlinearity involved in deterministic dynamical system. An almost all the natural signals have nonlinear property. However, there exist few analysis software tool or package for a research and development of applications. We develop nonlinear time series analysis simulator is to provide a common and useful tool for this purpose and to promote research and development of nonlinear dynamics theory. This simulator is consists of the following four modules such as generation module, preprocessing module, analysis module and ICA module. In this paper, we applied to Electroencephalograph (EEG), as it turned out, our simulator is able to analyze nonlinear time series. Besides, we could get the useful results using the various parameters. These results are used to diagnostic the brain diseases.

• Smart Structures and Systems
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• 제33권4호
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• pp.263-279
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• 2024

With the increasing diversity of internet media, available video data have become more convenient and abundant. Related video data-based research has advanced rapidly in recent years owing to advantages such as noncontact, low-cost data acquisition, high spatial resolution, and simultaneity. Additionally, structural nonlinearity extraction has attracted increasing attention as a tool for damage evaluation. This review paper aims to summarize the research experience with the recent developments and applications of video data-based technology for structural nonlinearity extraction and damage evaluation. The most regularly used object detection images and video databases are first summarized, followed by suggestions for obtaining video data on structural nonlinear damage events. Technologies for linear and nonlinear system identification based on video data are then discussed. In addition, common nonlinear damage types in disaster events and prevalent processing algorithms are reviewed in the section on structural damage evaluation using video data uploaded on online platform. Finally, a discussion regarding some potential research directions is proposed to address the weaknesses of the current nonlinear extraction technology based on video data, such as the use of uni-dimensional time-series data as leverage to further achieve nonlinear extraction and the difficulty of real-time detection, including the fields of nonlinear extraction for spatial data, real-time detection, and visualization.

• Communications for Statistical Applications and Methods
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• 제10권3호
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• pp.931-954
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• 2003

It is widely recognized that economic time series involved not only the linearities but also the non-linearities. In this paper, when the economic time series data have the nonlinear characteristics we propose the forecasts method using combinations of both forecasts from linear and nonlinear models. In empirical study, we compare the forecasting performance of 4 exchange rates models(AR, GARCH, AR+GARCH, Bilinear model) and combination of these forecasts for dairly Won/Dollar exchange rates returns. The combination method is selected by the estimated individual forecast errors using Monte Carlo simulations. And this study shows that the combined forecasts using unrestricted least squares method is performed substantially better than any other combined forecasts or individual forecasts.

• 응용통계연구
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• 제22권3호
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• pp.499-513
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• 2009

An economic signal in the real world usually reflects complex phenomena. One may have difficulty both extracting and interpreting information embedded in such a signal. A natural way to reduce complexity is to decompose the original signal into several simple components, and then analyze each component. Spectral analysis (Priestley, 1981) provides a tool to analyze such signals under the assumption that the time series is stationary. However when the signal is subject to non-stationary and nonlinear characteristics such as amplitude and frequency modulation along time scale, spectral analysis is not suitable. Huang et al. (1998b, 1999) proposed a data-adaptive decomposition method called empirical mode decomposition and then applied Hilbert spectral analysis to decomposed signals called intrinsic mode function. Huang et al. (1998b, 1999) named this two step procedure the Hilbert-Huang transform(HHT). Because of its robustness in the presence of nonlinearity and non-stationarity, HHT has been used in various fields. In this paper, we discuss the applications of the HHT and demonstrate its promising potential for non-stationary financial time series data provided through a Korean stock price index.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2000년도 하계학술대회 논문집 D
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• pp.3013-3015
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• 2000

The stabilization control of Inverted Pendulum(IP) system is difficult because of its nonlinearity and structural unstability. Futhermore, a series of conventional techniques such as the pole placement and the optimal control based on the local linearizations have narrow stabilizable regions, At the same time, the fine tunings of their gain parameters are also troublesome, Thus, in this paper, an Evolving Neural Network ControlleY(ENNC) which its structure and its connection weights are optimized simultaneously by Real Variable Elitist Genetic Algorithm (RVEGA) was presented for stabilization of an IP system with nonlinearity, This proposed ENNC was described by a simple genetic chromosome. Through the simulation and experimental results, we showed that the finally acquired optimal ENNC was very useful in the stabilization control of IP system.