• Title/Summary/Keyword: Box-Jenkins 데이터

Search Result 15, Processing Time 0.021 seconds

Modeling and Performance Analysis of Non-linear System Using Type-2 Fuzzy Logic Systems (Type-2 Fuzzy Logic System을 이용한 비선형 시스템의 모델링 및 성능 분석)

  • 안성배;김동원;박귀태
    • Proceedings of the Korean Institute of Intelligent Systems Conference
    • /
    • 2003.09b
    • /
    • pp.76-79
    • /
    • 2003
  • 퍼지 로직 시스템(FLS)은 다양한 분야에서 성공적으로 사용되고 있다 퍼지 로직 시스템의 멤버십 함수와 규칙은 언어적인 정보나 수치적 데이터를 사용하여 표현된다. 또한 이러한 정보나 데이터에는 불확실성과 노이즈 등이 존재한다. 그러나 단순한 퍼지 로직 시스템으로노이즈가 포함된 불확실한 정보를 효과적으로 다루고 표현하는 데는 한계가 있다. 그러므로 노이즈가 포함된 정보를 효율적으로 처리하기 위해 본 논문에서는 type-2 FLS를 이용한다. 노이즈가 포함되어 불확실한 정도를 정확한 값으로 표현하기 어려울 때, type-2 FLS은 보다 정확하게 정보들을 다를 수 있음을 보인다. 비선형 시계열 시스템인 Box-Jenkins 데이터를 이용하여 singleton Type-1 FLS과 non-singleton type-1 FLS의 결과 값을 확인하고 이의 성능을 type-2 FLS과 비교, 분석한다.

  • PDF

An Automatic Fuzzy Rule Extraction using Fuzzy Equalization and GA (퍼지 균등화와 유전알고리즘에 의한 자동적인 퍼지 규칙 생성)

  • 곽근창;김승석;유정웅;전명근
    • Proceedings of the Korean Institute of Intelligent Systems Conference
    • /
    • 2001.05a
    • /
    • pp.121-125
    • /
    • 2001
  • 본 논문에서는 자동적인 퍼지 규칙 생성을 위해 퍼지 균등화(Fuzzy Equalization)와 유전알고리즘(Genetic Algorithm)을 이용한 TSK 퍼지 시스템의 구축을 다룬다. Pedrycz에 의해 제안된 퍼지 균등화 방법은 수치적인 데이터로부터 확률분포함수를 구축한 후 전체공간상에서 이들을 적절히 표현할 수 있는 소속함수를 생성한다. 이렇게 구축된 각 입력에 대한 소속함수는 유전알고리즘에 의해 입력공간이 분할되며 결론부 파라미터는 최소자승법에 의해 추정되어 진다. 제안된 방법은 그리드 분할로 인해 규칙의 수가 증가하는 문제를 해결하고 학습데이터와 검증데이터에 의해 타당한 입력공간분할과 퍼지 규칙을 생성할 수 있다. 시뮬레이션의 예로서 Box-Jenkins의 가스로 데이터의 모델링에 적용하여 제안된 방법의 유용성을 알 수 있다.

  • PDF

Data Driven Approach to Forecast Water Turnover (데이터 탐색 기법 활용 전도현상 예측모형)

  • Kwon, Sehyug
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.41 no.3
    • /
    • pp.90-96
    • /
    • 2018
  • This paper proposed data driven techniques to forecast the time point of water management of the water reservoir without measuring manganese concentration with the empirical data as Juam Dam of years of 2015 and 2016. When the manganese concentration near the surface of water goes over the criteria of 0.3mg/l, the water management should be taken. But, it is economically inefficient to measure manganese concentration frequently and regularly. The water turnover by the difference of water temperature make manganese on the floor of water reservoir rise up to surface and increase the manganese concentration near the surface. Manganese concentration and water temperature from the surface to depth of 20m by 5m have been time plotted and exploratory analyzed to show that the water turnover could be used instead of measuring manganese concentration to know the time point of water management. Two models for forecasting the time point of water turnover were proposed and compared as follow: The regression model of CR20, the consistency ratio of water temperature, between the surface and the depth of 20m on the lagged variables of CR20 and the first lag variable of max temperature. And, the Box-Jenkins model of CR20 as ARIMA (2, 1, 2).

Data Analysis and Mining for Fish Growth Data in Fish-Farms (양식장 어류 생육 데이터 분석 및 마이닝)

  • Seoung-Bin Ye;Jeong-Seon Park;Soon-Hee Han;Hyi-Thaek Ceong
    • The Journal of the Korea institute of electronic communication sciences
    • /
    • v.18 no.1
    • /
    • pp.127-142
    • /
    • 2023
  • The management of size and weight, which are the growth information of aquaculture fish in fish-farms, is the most basic goal. In this study, the epoch is defined in fish-farms from the time of stocking or dividing to the time of shipment, and the growth data for a total of three epoch is analyzed from a time series perspective. Growth information such as the size and weight of aquaculture fish that occur over time in fish-farms is compared and analyzed with water quality environmental information and feeding information, and a model is presented using the analysis results. In this study, linear, exponential, and logarithmic regression models are presented using the Box-Jenkins method for size and weight by epoch using data obtained in the field.

Recent Review of Nonlinear Conditional Mean and Variance Modeling in Time Series

  • Hwang, S.Y.;Lee, J.A.
    • Journal of the Korean Data and Information Science Society
    • /
    • v.15 no.4
    • /
    • pp.783-791
    • /
    • 2004
  • In this paper we review recent developments in nonlinear time series modeling on both conditional mean and conditional variance. Traditional linear model in conditional mean is referred to as ARMA(autoregressive moving average) process investigated by Box and Jenkins(1976). Nonlinear mean models such as threshold, exponential and random coefficient models are reviewed and their characteristics are explained. In terms of conditional variances, ARCH(autoregressive conditional heteroscedasticity) class is considered as typical linear models. As nonlinear variants of ARCH, diverse nonlinear models appearing in recent literature including threshold ARCH, beta-ARCH and Box-Cox ARCH models are remarked. Also, a class of unified nonlinear models are considered and parameter estimation for that class is briefly discussed.

  • PDF

A Study on Development of Economic Instability Index

  • Do, Jong-Doo;Song, Gyu-Moon;Kim, Tae-Yoon
    • Journal of the Korean Data and Information Science Society
    • /
    • v.15 no.2
    • /
    • pp.355-365
    • /
    • 2004
  • Kim et al.. (2003) developed an Economic Instability Index (EII) by using mean squared error (MSE) from the neural network (NN) trained on the 1995 KOSPI. In this paper we study validity of the NN. For this we compare the NN with the well known Box-Jenkins linear auto-regressive processes. Our conclusive understanding of the problem is that the NN provides quite effective EII because it tends to overfit.

  • PDF

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

An Automatic Fuzzy Rule Extraction using CFCM and Fuzzy Equalization Method (CFCM과 퍼지 균등화를 이용한 퍼지 규칙의 자동 생성)

  • 곽근창;이대종;유정웅;전명근
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.10 no.3
    • /
    • pp.194-202
    • /
    • 2000
  • In this paper, an efficient fuzzy rule generation scheme for Adaptive Network-based Fuzzy Inference System(ANFIS) using the conditional fuzzy-means(CFCM) and fuzzy equalization(FE) methods is proposed. Usually, the number of fuzzy rules exponentially increases by applying the gird partitioning of the input space, in conventional ANFIS approaches. Therefore, CFCM method is adopted to render the clusters which represent the given input and output fuzzy and FE method is used to automatically construct the fuzzy membership functions. From this, one can systematically obtain a small size of fuzzy rules which shows satisfying performance for the given problems. Finally, we applied the proposed method to the truck backer-upper control and Box-Jenkins modeling problems and obtained a better performance than previous works.

  • PDF

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.

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