• Title/Summary/Keyword: Box and Jenkins

Search Result 79, Processing Time 0.026 seconds

A Neuro-Fuzzy Modeling using the Hierarchical Clustering and Gaussian Mixture Model (계층적 클러스터링과 Gaussian Mixture Model을 이용한 뉴로-퍼지 모델링)

  • Kim, Sung-Suk;Kwak, Keun-Chang;Ryu, Jeong-Woong;Chun, Myung-Geun
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.13 no.5
    • /
    • pp.512-519
    • /
    • 2003
  • In this paper, we propose a neuro-fuzzy modeling to improve the performance using the hierarchical clustering and Gaussian Mixture Model(GMM). The hierarchical clustering algorithm has a property of producing unique parameters for the given data because it does not use the object function to perform the clustering. After optimizing the obtained parameters using the GMM, we apply them as initial parameters for Adaptive Network-based Fuzzy Inference System. Here, the number of fuzzy rules becomes to the cluster numbers. From this, we can improve the performance index and reduce the number of rules simultaneously. The proposed method is verified by applying to a neuro-fuzzy modeling for Box-Jenkins s gas furnace data and Sugeno's nonlinear system, which yields better results than previous oiles.

Nonlinear System Modeling using Independent Component Analysis and Neuro-Fuzzy Method (독립 성분 분석기법과 뉴로-퍼지를 이용한 비선형 시스템 모델링)

  • 김성수;곽근창;유정웅
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.10 no.5
    • /
    • pp.417-422
    • /
    • 2000
  • In this paper, an efficient fuzzy rule generation scheme for adaptive neuro-fuzzy system modeling using the Independent Component Analysis(ICA) as a preprocessing is proposed. Correlation between inputs was not considered in the conventional neuro- fuzzy modeling schemes, such that enormous number of rules and large amount of error were unavoidable. The correlation between inputs is weakened by employing ICA so that the number of rules and the amount of error are reduced. In simulation, the Box-Jenkins furnace data is used to verify the effectiveness of the proposed method.

  • PDF

Fuzzy Modeling Using Fuzzy Equalization and GA (퍼지 균등화와 유전알고리즘을 이용한 퍼지 모델링)

  • Kim, S.S.;Go, H.J.;Jun, B.S.;Ryu, J.W.
    • Proceedings of the KIEE Conference
    • /
    • 2001.07d
    • /
    • pp.2653-2655
    • /
    • 2001
  • In this paper, we proposed a method of modeling a system using Fuzzy Equalization(FE) and Genetic Algorithm(GA). The initial model is constructed using FE. The antecedent parameters and the rules in fuzzy logic are tuned by GA. The proposed system minimizes the modeling error and the size of structure. The process of building membership functions using PDF(Probability Density Function) and GA tunes the antecedent parameter and rules for minimizing the error and structure. The usefulness of proposed method is demonstrated by applying to Box-Jenkins furnace data.

  • PDF

Data Pattern Estimation with Movement of the Center of Gravity (무게중심 이동을 이용한 데이터 패턴의 추정)

  • Kyungwon Jang;Yunjae Song;Jinhyun Kang;Taechon Ahn
    • Proceedings of the IEEK Conference
    • /
    • 2003.07d
    • /
    • pp.1541-1544
    • /
    • 2003
  • In This Paper, alternative method fur data pattern estimation is proposed and its numerical experiment is carried out. Proposed method gives candidates cluster numbers of given data set between n-2 and 2 by means of movement of the center of gravity. To observe the performance of proposed method, Test sample data sets are offered. Finally, this method is applied to Box and Jenkins's gas furnace data to verify the performance with previous researches.

  • PDF

Stochastic Characteristics of Water Quality Variation of the Chungju Lake (충주호 수질변동의 추계학적 특성)

  • 정효준;황대호;백도현;이홍근
    • Journal of Environmental Health Sciences
    • /
    • v.27 no.3
    • /
    • pp.35-42
    • /
    • 2001
  • The characteristics of water quality variation were predicted by stochastic model in Chungju dam, north Chungcheong province of south Korea, Monthly time series data of water quality from 1989 to 2001;temperature, BOD, COD and SS, were obtained from environmental yearbook and internet homepage of ministry of environment. Development of model was carried out with Box-Jenkins method, which includes model identification, estimation and diagnostic checking. ACF and PACF were used to model identification. AIC and BIC were used to model estimation. Seosonal multiplicative ARIMA(1, 0, 1)(1, 1, 0)$_{12}$ model was appropriate to explain stochastic characteristics of temperature. BOD model was ARMa(2, 2, 1), COD was seasonal multiplicative ARIMA(2. 0. 1)(1. 0, 1)$_{12}$, and SS was ARIMA(1, 0, 2) respectively. The simulated water quality data showed a good fitness to the observed data, as a result of model verification.ion.

  • PDF

Optimal Fuzzy Models with the Aid of SAHN-based Algorithm

  • Lee Jong-Seok;Jang Kyung-Won;Ahn Tae-Chon
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • v.6 no.2
    • /
    • pp.138-143
    • /
    • 2006
  • In this paper, we have presented a Sequential Agglomerative Hierarchical Nested (SAHN) algorithm-based data clustering method in fuzzy inference system to achieve optimal performance of fuzzy model. SAHN-based algorithm is used to give possible range of number of clusters with cluster centers for the system identification. The axes of membership functions of this fuzzy model are optimized by using cluster centers obtained from clustering method and the consequence parameters of the fuzzy model are identified by standard least square method. Finally, in this paper, we have observed our model's output performance using the Box and Jenkins's gas furnace data and Sugeno's non-linear process data.

Recursive Short-Term Load Forecasting Using Kalman Filter and Time Series (칼만 필터와 시계열을 이용한 순환단기 부하예측)

  • 박영문;정정주
    • The Transactions of the Korean Institute of Electrical Engineers
    • /
    • v.32 no.6
    • /
    • pp.191-198
    • /
    • 1983
  • This paper describes the aplication of different model which can be used for short-term load prediction. The model is based on Bohlin's approach to first develop a load profile model representing the nominal load component and the Box-Jenkins approach is used to predict residuals. An on-line algorithm using Kalman Filter and Time Series is implemented for and hour-ahead prediction. In the Kalman Filter system equation and measurement equation were fixed and parameters of Time Series were varied week after week. A set of data for Korea Electric Power Corporation from April to June 1981 was used for the evaluation of the model. As the result of this simulation 1.2% rms error was acquired.

  • PDF

Fuzzy neural network modeling using hyper elliptic gaussian membership functions (초타원 가우시안 소속함수를 사용한 퍼지신경망 모델링)

  • 권오국;주영훈;박진배
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1997.10a
    • /
    • pp.442-445
    • /
    • 1997
  • We present a hybrid self-tuning method of fuzzy inference systems with hyper elliptic Gaussian membership functions using genetic algorithm(GA) and back-propagation algorithm. The proposed self-tuning method has two phases : one is the coarse tuning process based on GA and the other is the fine tuning process based on back-propagation. But the parameters which is obtained by a GA are near optimal solutions. In order to solve the problem in GA applications, it uses a back-propagation algorithm, which is one of learning algorithms in neural networks, to finely tune the parameters obtained by a GA. We provide Box-Jenkins time series to evaluate the advantage and effectiveness of the proposed approach and compare with the conventional method.

  • PDF

Development of a neural-based model for forecating link travel times (신경망 이론에 의한 링크 통행시간 예측모형의 개발)

  • 박병규;노정현;정하욱
    • Journal of Korean Society of Transportation
    • /
    • v.13 no.1
    • /
    • pp.95-110
    • /
    • 1995
  • n this research neural -based model was developed to forecast link travel times , And it is also compared wiht other time series forecasting models such as Box-Jenkins model, Kalman filter model. These models are validated to evaluate the accuracy of models with real time series data gathered by the license plate method. Neural network's convergency and generalization were investigated by modifying learning rate, momentum term and the number of hidden layer units. Through this experiment, the optimum configuration of the nerual network architecture was determined. Optimumlearining rate, momentum term and the number of hidden layer units hsow 0.3, 0.5, 13 respectively. It may be applied to DRGS(dynamic route guidance system) with a minor modification. The methods are suggested at the condlusion of this paper, And there is no doubt that this neural -based model can be applied to many other itme series forecating problem such as populationforecasting vehicel volume forecasting et .

  • PDF

Chatter Mode and Stability Boundary Analysis in Turning (선반가공시 채터 모드 및 안정영역 분석)

  • Oh Sang-Lok;Chin Do-Hun;Yoon Moon-Chul;Ryoo In-Il;Ha Man-Kyun
    • Transactions of the Korean Society of Machine Tool Engineers
    • /
    • v.14 no.5
    • /
    • pp.7-12
    • /
    • 2005
  • This paper presents several time series methods to analyze the chatter mechanics by using the power spectrum of these algorithms considering the cutting dynamics. In this study, several time series models such as AR(burg, forwardbackward, geometric lattice, instrument variable, least square, Yule Walker), ARX(1s, iv4), ARMAX, ARMA, Box Jenkins, Output Error were modeled and compared with one another. Finally, it was proven that time series modelings are also a desirable and reliable algorithm than the other conventional methods(FFT) for the calculation of the chatter mode in turning operation. Also, the spectrum of times series methods is a little bit more powerful than the FFT fer the detection of a high noisy and weak chatter mode. The radial cutting force Fy has been used for spectrum and chatter stability lobe analysis in this study.