• Title/Summary/Keyword: series

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On A New Framework of Autoregressive Fuzzy Time Series Models

  • Song, Qiang
    • Industrial Engineering and Management Systems
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    • v.13 no.4
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    • pp.357-368
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    • 2014
  • Since its birth in 1993, fuzzy time series have seen different classes of models designed and applied, such as fuzzy logic relation and rule-based models. These models have both advantages and disadvantages. The major drawbacks with these two classes of models are the difficulties encountered in identification and analysis of the model. Therefore, there is a strong need to explore new alternatives and this is the objective of this paper. By transforming a fuzzy number to a real number via integrating the inverse of the membership function, new autoregressive models can be developed to fit the observation values of a fuzzy time series. With the new models, the issues of model identification and parameter estimation can be addressed; and trends, seasonalities and multivariate fuzzy time series could also be modeled with ease. In addition, asymptotic behaviors of fuzzy time series can be inspected by means of characteristic equations.

The usefulness of overfitting via artificial neural networks for non-stationary time series

  • Ahn Jae-Joon;Oh Kyong-Joo;Kim Tae-Yoon
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2006.05a
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    • pp.1221-1226
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    • 2006
  • The use of Artificial Neural Networks (ANN) has received increasing attention in the analysis and prediction of financial time series. Stationarity of the observed financial time series is the basic underlying assumption in the practical application of ANN on financial time series. In this paper, we will investigate whether it is feasible to relax the stationarity condition to non-stationary time series. Our result discusses the range of complexities caused by non-stationary behavior and finds that overfitting by ANN could be useful in the analysis of such non-stationary complex financial time series.

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Annual Precipitation Reconstruction Based on Tree-ring Data at Seorak (설악산 지역의 Tree-ring 자료를 이용한 연 강수량 재생성)

  • Kwak, Jae Won;Han, Heechan;Lee, Minjung;Kim, Hung Soo;Mun, Jangwon
    • Journal of Korean Society on Water Environment
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    • v.31 no.1
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    • pp.19-28
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    • 2015
  • The purpose of this research is reconstruction of annual precipitation based on Tree-ring series at Seorak mountain and examine its effectiveness. To do so we performed nonlinear time series characteristics test of Tree-ring series and reconstructed annual precipitation of Gangneung from 1687 to 1911 using Artificial neural network and Nonlinear autoregressive exogeneous input (NARX) model which reflects stochastic properties. As a result, Tree-ring series at Seorak Mountain shows nonlinear time series property and reconstructed annual precipitation series drawn from NARX is similar in statistical characteristics of observed annual time series.

Fuzzy Semiparametric Support Vector Regression for Seasonal Time Series Analysis

  • Shim, Joo-Yong;Hwang, Chang-Ha;Hong, Dug-Hun
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.335-348
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    • 2009
  • Fuzzy regression is used as a complement or an alternative to represent the relation between variables among the forecasting models especially when the data is insufficient to evaluate the relation. Such phenomenon often occurs in seasonal time series data which require large amount of data to describe the underlying pattern. Semiparametric model is useful tool in the case where domain knowledge exists about the function to be estimated or emphasis is put onto understandability of the model. In this paper we propose fuzzy semiparametric support vector regression so that it can provide good performance on forecasting of the seasonal time series by incorporating into fuzzy support vector regression the basis functions which indicate the seasonal variation of time series. In order to indicate the performance of this method, we present two examples of predicting the seasonal time series. Experimental results show that the proposed method is very attractive for the seasonal time series in fuzzy environments.

An Imrpoved Gate Control Scheme for Overvoltage Clamping under IGBT Series Connection (IGBT 직렬 연결시 과전압 제한을 위한 게이트 구동기법)

  • Kim, Wan-Jong;Choe, Chang-Ho;Hyeon, Dong-Seok
    • The Transactions of the Korean Institute of Electrical Engineers B
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    • v.48 no.2
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    • pp.83-88
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    • 1999
  • Series connection of power semiconductor devices is selected in high voltage and high power applications. It is important to prevent the overvoltage from being induced across a device above ratings by the proper voltage balancing in the field of IGBT series connection. In addition, the overvoltage induced by a stray inductance has to be limited in the high power circuit. This paper proposes a new gate control scheme which can balance the voltage properly and limit the overshoot by controlling the slope of collector voltage under the turn-off transient in the series connected IGBTs. The proposed gate control scheme changes the slope of collector voltage by sensing the collector voltage and controlling the gate signal actively. The new series connected IGBT gate driver is made and its validity is verified by the experimental results for series connected IGBT circuit.

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Review on the Limiting Behavior of Tail Series of Independent Summands

  • Nam, Eun-Woo
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.05a
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    • pp.185-190
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    • 2005
  • For the almost certainly convergent series $S_n$ of independent random variables the limiting behavior of tail series ${T_n}{\equiv}S-S_{n-1}$ is reviewed. More specifically, tail series strong laws of large number and tail series weak laws of large numbers will be introduced, and their relationship will be investigated. Then, the relationship will also be extended to the case of Banach space valued random elements, by investigating the duality between the limiting behavior of the tail series of random variables and that of random elements.

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A Literature Review of Case Series of Soyang Person in Journal of Sasang Constitutional Medicine from 2007 to 2016 (사상의학회지에 10년간 게재된 소양인 증례연구(Case series) 논문 동향조사: 2례 이상을 중심으로)

  • Sung, Soo-Hyun;Park, Jang-Kyung
    • Journal of Sasang Constitutional Medicine
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    • v.29 no.2
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    • pp.83-94
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    • 2017
  • Objectives This study aimed to provide a basis for treatment of soyang person by investigate published case series of soyangin Methods We have reviewed case series of soyangin in the Journal of Sasang Medicine from 2007 to 2016. Results A total of 16 case series related to soyangin were reported. Among them, herbal medicine was used in 16 papers (100.0%), of which 'Hyeongbangjihwang-tang' was the most frequently used, reported in five papers (31.3%). For acupuncture of 12 papers (75.0%), acupoint 'ST36' was the most frequently used, reported in four papers (33.3%). Conclusions Most of the included case series were effective in treating patients of soyangin. However, the number of papers was insufficient to suggest standardized treatment for "diseases-Sasang medicine pattern-treatment" systems.

ZERO DIVISOR GRAPHS OF SKEW GENERALIZED POWER SERIES RINGS

  • MOUSSAVI, AHMAD;PAYKAN, KAMAL
    • Communications of the Korean Mathematical Society
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    • v.30 no.4
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    • pp.363-377
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    • 2015
  • Let R be a ring, (S,${\leq}$) a strictly ordered monoid and ${\omega}$ : S ${\rightarrow}$ End(R) a monoid homomorphism. The skew generalized power series ring R[[S,${\omega}$]] is a common generalization of (skew) polynomial rings, (skew) power series rings, (skew) Laurent polynomial rings, (skew) group rings, and Mal'cev-Neumann Laurent series rings. In this paper, we investigate the interplay between the ring-theoretical properties of R[[S,${\omega}$]] and the graph-theoretical properties of its zero-divisor graph ${\Gamma}$(R[[S,${\omega}$]]). Furthermore, we examine the preservation of diameter and girth of the zero-divisor graph under extension to skew generalized power series rings.

TAYLORS SERIES IN TERMS OF THE MODIFIED CONFORMABLE FRACTIONAL DERIVATIVE WITH APPLICATIONS

  • Mohammed B. M. Altalla;B. Shanmukha;Ahmad El-Ajou;Mohammed N. A. Alkord
    • Nonlinear Functional Analysis and Applications
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    • v.29 no.2
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    • pp.435-450
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    • 2024
  • This study depends on the modified conformable fractional derivative definition to generalize and proves some theorems of the classical power series into the fractional power series. Furthermore, a comprehensive formulation of the generalized Taylor's series is derived within this context. As a result, a new technique is introduced for the fractional power series. The efficacy of this new technique has been substantiated in solving some fractional differential equations.

ANOTHER TRANSFORMATION OF THE GENERALIZED HYPERGEOMETRIC SERIES

  • Cho, Young-Joon;Lee, Keum-Sik;Seo, Tae-Young;Choi, June-Sang
    • East Asian mathematical journal
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    • v.16 no.1
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    • pp.81-87
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    • 2000
  • Bose and Mitra obtained certain interesting tansformations of the generalized hypergeometric series by using some known summation formulas and employing suitable contour integrations in complex function theory. The authors aim at providing another transformation of the generalized hypergeometric series by making use of the technique as those of Bose and Mitra and a known summation formula, which Bose and Mitra did not use, for the Gaussian hypergeometric series.

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