• Title/Summary/Keyword: series

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Comparison of prediction methods for Nonlinear Time series data with Intervention1)

  • Lee, Sung-Duck;Kim, Ju-Sung
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.265-274
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    • 2003
  • Time series data are influenced by the external events such as holiday, strike, oil shock, and political change, so the external events cause a sudden change to the time series data. We regard the observation as outlier that occurred as a result of external events. In general, it is called intervention if we know the period and the reason of external events, and it makes an analyst difficult to establish a time series model. Therefore, it is important that we analyze the styles and effects of intervention. In this paper, we considered the linear time series model with invention and compared with nonlinear time series models such as ARCH, GARCH model and also we compared with the combination prediction method that Tong(1990) introduced. In the practical case study, we compared prediction power with RMSE among linear, nonlinear time series model with intervention and combination prediction method.

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Improvement of Fatigue Limit in Spheroidal Graphite Cast Iron with High Strength and Toughness (고강도·고인성 구상흑연주철의 피로한도의 개선)

  • Kim, M.G.;Kim, J.H.
    • Journal of the Korean Society for Heat Treatment
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    • v.12 no.1
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    • pp.40-46
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    • 1999
  • Rotary bending fatigue tests were carried out to investigate the improvement of fatigue limit in annealed and austempered spheroidal graphite cast iron. Main results obtained are as follows. (1) The tensile strength(hardness) of Series C is higher than that of Series B, and fatigue limits are 245MPa in Series C, 230MPa in Series B and 195MPa in Series A, respectively. (2) The fatigue limits of Series B and Series A are mainly governed by the resistance to fatigue crack initiation. Whereas, the fatigue limit of Series C is governed by the resistance to fatigue crack initiation and growth. The defect size and the resistance to crack initiation and growth should be considered to clarify the fatigue properties in spheroidal graphite cast iron. (3) Improvement of fatigue limit by half-austempering is more reasonable than that of full-austempering treatment in multi defective materials as spheroidal graphite cast iron.

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Decomposition Analysis of Time Series Using Neural Networks (신경망을 이용한 시계열의 분해분석)

  • Jhee, Won-Chul
    • Journal of Korean Institute of Industrial Engineers
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    • v.25 no.1
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    • pp.111-124
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    • 1999
  • This evapaper is toluate the forecasting performance of three neural network(NN) approaches against ARIMA model using the famous time series analysis competition data. The first NN approach is to analyze the second Makridakis (M2) Competition Data using Multilayer Perceptron (MLP) that has been the most popular NN model in time series analysis. Since it is recently known that MLP suffers from bias/variance dilemma, two approaches are suggested in this study. The second approach adopts Cascade Correlation Network (CCN) that was suggested by Fahlman & Lebiere as an alternative to MLP. In the third approach, a time series is separated into two series using Noise Filtering Network (NFN) that utilizes autoassociative memory function of neural network. The forecasts in the decomposition analysis are the sum of two prediction values obtained from modeling each decomposed series, respectively. Among the three NN approaches, Decomposition Analysis shows the best forecasting performance on the M2 Competition Data, and is expected to be a promising tool in analyzing socio-economic time series data because it reduces the effect of noise or outliers that is an impediment to modeling the time series generating process.

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Study on Measurement Technology for Equivalent Series Impedance of High-voltage Pulsed Power Capacitors (펄스파워용 고전압 커패시터 등가직렬 임피던스 측정에 관한 연구)

  • Lee, Byeong-Yoon;Lee, Byung-Ha
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.62 no.7
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    • pp.937-942
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    • 2013
  • Equivalent series impedance of high-voltage pulsed power capacitor is one of the important electrical characteristics both for users and for capacitor manufacturers because it may have serious effects on the performance of pulse forming circuits. In this paper, definition of equivalent series impedance and factors which generate equivalent series impedance are reviewed. Theoretical analysis for the calculation of equivalent series impedance based on differential measurement method is described and calculation program has been developed. In order to acquire data which are necessary to calculate equivalent series impedance from discharging current waveform, charging-dischargig controller has been manufactured. Measurement results of equivalent series impedance for high voltage pulsed power capacitor have been given.

Effect of Dimension Reduction on Prediction Performance of Multivariate Nonlinear Time Series

  • Jeong, Jun-Yong;Kim, Jun-Seong;Jun, Chi-Hyuck
    • Industrial Engineering and Management Systems
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    • v.14 no.3
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    • pp.312-317
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    • 2015
  • The dynamic system approach in time series has been used in many real problems. Based on Taken's embedding theorem, we can build the predictive function where input is the time delay coordinates vector which consists of the lagged values of the observed series and output is the future values of the observed series. Although the time delay coordinates vector from multivariate time series brings more information than the one from univariate time series, it can exhibit statistical redundancy which disturbs the performance of the prediction function. We apply dimension reduction techniques to solve this problem and analyze the effect of this approach for prediction. Our experiment uses delayed Lorenz series; least squares support vector regression approximates the predictive function. The result shows that linearly preserving projection improves the prediction performance.

ON DOUBLE INFINITE SERIES INVOLVING THE H-FUNCTION OF TWO VARIABLES

  • Handa, S.
    • Kyungpook Mathematical Journal
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    • v.18 no.2
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    • pp.257-262
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    • 1978
  • In this paper, we obtain two new double infinite series for the H-function of two variables, by which we also obtain a single infinite series involving the H-function of two variable3. On account of the most general nature of the H-functin of two variables, a number of related double infinite series for simpler functions follow as special cases of our results. As an illustration, we obtain here from one of our main series, the corresponding series for $Kamp{\acute{e}}$ de $F{\acute{e}}riet$ function and Fox's H-function. A number of other series involving a very large, spectrum of special functions also follow as special cases of our main series but, we are not recording them here for want of space.

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Frequency Controlled Series Resonant Converter System for Power Supply of Communication Station (통신 기지국 전원용 주파수 제어 직렬 공진형 컨버터 시스템)

  • 지준근;임영하
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.4 no.4
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    • pp.323-328
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    • 2003
  • In this paper new control strategy of series resonant converter system for power supply of communication station is suggested. Frequency controlled series resonant converter system is robust to load variations because it is POSR(Parallel Output Series Resonant: POSR) type. And it provides stable output voltage by changing switching frequency to input voltage variations. Firstly, operation analysis about suggested series resonant converter system was carried. Then simulations using ACSL(Advanced Continuous Simulation Langage) and experiments to actual system were carried to prove characteristics of suggested system.

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Stochastic Simulation Model for non-stationary time series using Wavelet AutoRegressive Model

  • Moon, Young-Il;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.1437-1440
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    • 2007
  • Many hydroclimatic time series are marked by interannual and longer quasi-period features that are associated with narrow band oscillatory climate modes. A time series modeling approach that directly considers such structures is developed and presented. The essence of the approach is to first develop a wavelet decomposition of the time series that retains only the statistically significant wavelet components, and to then model each such component and the residual time series as univariate autoregressive processes. The efficacy of this approach is demonstrated through the simulation of observed and paleo reconstructions of climate indices related to ENSO and AMO, tree ring and rainfall time series. Long ensemble simulations that preserve the spectral attributes of the time series in each ensemble member can be generated. The usual low order statistics are preserved by the proposed model, and its long memory performance is superior to the direction application of an autoregressive model.

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Fuzzy Logic-based Modeling of a Score (퍼지 이론을 이용한 악보의 모델링)

  • 손세호;권순학
    • Journal of the Korean Institute of Intelligent Systems
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    • v.11 no.3
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    • pp.264-269
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    • 2001
  • In this paper, we interpret a score as a time series and deal with the fuzzy logic-based modeling of it. The musical notes in a score represent a lot of information about the length of a sound and pitches, etc. In this paper, using melodies, tones and pitches in a score, we transform data on a score into a time series. Once more, we foml the new Lime series by sliding a window through the time series. For analyzing the time series data, we make use of the Box-Jenkins s time series analysis. On the basis of the identified characteristics of time series, we construct the fuzzy model.

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Fuzzy Logic-based Modeling of a Score (퍼지 이론을 이용한 악보의 모델링)

  • 손세호;권순학
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2001.05a
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    • pp.211-214
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    • 2001
  • In this paper, we interpret a score as a time series and deal with the fuzzy logic-based modeling of it. The musical notes in a score represent a lot of information about the length of a sound and pitches, etc. In this paper, using melodies, tones and pitches in a score, we transform data on a score into a time series. Once more, we form the new time series by sliding a window through the time series. For analyzing the time series data, we make use of the Box-Jenkinss time series analysis. On the basis of the identified characteristics of time series, we construct the fuzz model.

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