• Title/Summary/Keyword: Time series analysis technique

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Evolutionary Computation-based Hybird Clustring Technique for Manufacuring Time Series Data (제조 시계열 데이터를 위한 진화 연산 기반의 하이브리드 클러스터링 기법)

  • Oh, Sanghoun;Ahn, Chang Wook
    • Smart Media Journal
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    • v.10 no.3
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    • pp.23-30
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    • 2021
  • Although the manufacturing time series data clustering technique is an important grouping solution in the field of detecting and improving manufacturing large data-based equipment and process defects, it has a disadvantage of low accuracy when applying the existing static data target clustering technique to time series data. In this paper, an evolutionary computation-based time series cluster analysis approach is presented to improve the coherence of existing clustering techniques. To this end, first, the image shape resulting from the manufacturing process is converted into one-dimensional time series data using linear scanning, and the optimal sub-clusters for hierarchical cluster analysis and split cluster analysis are derived based on the Pearson distance metric as the target of the transformation data. Finally, by using a genetic algorithm, an optimal cluster combination with minimal similarity is derived for the two cluster analysis results. And the performance superiority of the proposed clustering is verified by comparing the performance with the existing clustering technique for the actual manufacturing process image.

Investigation of Korean Precipitation Variability using EOFs and Cyclostationary EOFs (EOF와 CSEOF를 이용한 한반도 강수의 변동성 분석)

  • Kim, Gwang-Seob;Sun, Ming-Dong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.1260-1264
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    • 2009
  • Precipitation time series is a mixture of complicate fluctuation and changes. The monthly precipitation data of 61 stations during 36 years (1973-2008) in Korea are comprehensively analyzed using the EOFs technique and CSEOFs technique respectively. The main motivation for employing this technique in the present study is to investigate the physical processes associated with the evolution of the precipitation from observation data. The twenty-five leading EOF modes account for 98.05% of the total monthly variance, and the first two modes account for 83.68% of total variation. The first mode exhibits traditional spatial pattern with annual cycle of corresponding PC time series and second mode shows strong North South gradient. In CSEOF analysis, the twenty-five leading CSEOF modes account for 98.58% of the total monthly variance, and the first two modes account for 78.69% of total variation, these first two patterns' spatial distribution show monthly spatial variation. The corresponding mode's PC time series reveals the annual cycle on a monthly time scale and long-term fluctuation and first mode's PC time series shows increasing linear trend which represents that spatial and temporal variability of first mode pattern has strengthened. Compared with the EOFs analysis, the CSEOFs analysis preferably exhibits the spatial distribution and temporal evolution characteristics and variability of Korean historical precipitation.

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Discretization of Nonlinear Systems with Delayed Multi-Input VIa Taylor Series and Scaling and Squaring Technique

  • Yuanliang Zhang;Chong Kil To
    • Journal of Mechanical Science and Technology
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    • v.19 no.11
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    • pp.1975-1987
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    • 2005
  • An input time delay always exists in practical systems. Analysis of the delay phenomenon in a continuous-time domain is sophisticated. It is appropriate to obtain its corresponding discrete-time model for implementation via digital computers. In this paper a new scheme for the discretization of nonlinear systems using Taylor series expansion and the zero-order hold assumption is proposed. The mathematical structure of the new discretization method is analyzed. On the basis of this structure the sampled-data representation of nonlinear systems with time-delayed multi-input is presented. The delayed multi-input general equation has been derived. In particular, the effect of the time-discretization method on key properties of nonlinear control systems, such as equilibrium properties and asymptotic stability, is examined. Additionally, hybrid discretization schemes that result from a combination of the scaling and squaring technique (SST) with the Taylor series expansion are also proposed, especially under conditions of very low sampling rates. Practical issues associated with the selection of the method's parameters to meet CPU time and accuracy requirements, are examined as well. A performance of the proposed method is evaluated using a nonlinear system with time delay maneuvering an automobile.

Applying Bootstrap to Time Series Data Having Trend (추세 시계열 자료의 부트스트랩 적용)

  • Park, Jinsoo;Kim, Yun Bae;Song, Kiburm
    • Journal of the Korean Operations Research and Management Science Society
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    • v.38 no.2
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    • pp.65-73
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    • 2013
  • In the simulation output analysis, bootstrap method is an applicable resampling technique to insufficient data which are not significant statistically. The moving block bootstrap, the stationary bootstrap, and the threshold bootstrap are typical bootstrap methods to be used for autocorrelated time series data. They are nonparametric methods for stationary time series data, which correctly describe the original data. In the simulation output analysis, however, we may not use them because of the non-stationarity in the data set caused by the trend such as increasing or decreasing. In these cases, we can get rid of the trend by differencing the data, which guarantees the stationarity. We can get the bootstrapped data from the differenced stationary data. Taking a reverse transform to the bootstrapped data, finally, we get the pseudo-samples for the original data. In this paper, we introduce the applicability of bootstrap methods to the time series data having trend, and then verify it through the statistical analyses.

Time-Discretization of Nonlinear Systems with Time Delayed Output via Taylor Series

  • Yuanliang Zhang;Chong Kil-To
    • Journal of Mechanical Science and Technology
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    • v.20 no.7
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    • pp.950-960
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    • 2006
  • An output time delay always exists in practical systems. Analysis of the delay phenomenon in a continuous-time domain is sophisticated. It is appropriate to obtain its corresponding discrete-time model for implementation via a digital computer. A new method for the discretization of nonlinear systems using Taylor series expansion and the zero-order hold assumption is proposed in this paper. This method is applied to the sampled-data representation of a nonlinear system with a constant output time-delay. In particular, the effect of the time-discretization method on key properties of nonlinear control systems, such as equilibrium properties and asymptotic stability, is examined. In addition, 'hybrid' discretization schemes resulting from a combination of the 'scaling and squaring' technique with the Taylor method are also proposed, especially under conditions of very low sampling rates. A performance of the proposed method is evaluated using two nonlinear systems with time-delay output.

Time-Series Causality Analysis using VAR and Graph Theory: The Case of U.S. Soybean Markets (VAR와 그래프이론을 이용한 시계열의 인과성 분석 -미국 대두 가격 사례분석-)

  • Park, Hojeong;Yun, Won-Cheol
    • Environmental and Resource Economics Review
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    • v.12 no.4
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    • pp.687-708
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    • 2003
  • The purpose of this paper is to introduce time-series causality analysis by combining time-series technique with graph theory. Vector autoregressive (VAR) models can provide reasonable interpretation only when the contemporaneous variables stand in a well-defined causal order. We show that how graph theory can be applied to search for the causal structure In VAR analysis. Using Maryland crop cash prices and CBOT futures price data, we estimate a VAR model with directed acyclic graph analysis. This expands our understanding the degree of interconnectivity between the employed time-series variables.

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Sensor clustering technique for practical structural monitoring and maintenance

  • Celik, Ozan;Terrell, Thomas;Gul, Mustafa;Catbas, F. Necati
    • Structural Monitoring and Maintenance
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    • v.5 no.2
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    • pp.273-295
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    • 2018
  • In this study, an investigation of a damage detection methodology for global condition assessment is presented. A particular emphasis is put on the utilization of wireless sensors for more practical, less time consuming, less expensive and safer monitoring and eventually maintenance purposes. Wireless sensors are deployed with a sensor roving technique to maintain a dense sensor field yet requiring fewer sensors. The time series analysis method called ARX models (Auto-Regressive models with eXogeneous input) for different sensor clusters is implemented for the exploration of artificially induced damage and their locations. The performance of the technique is verified by making use of the data sets acquired from a 4-span bridge-type steel structure in a controlled laboratory environment. In that, the free response vibration data of the structure for a specific sensor cluster is measured by both wired and wireless sensors and the acceleration output of each sensor is used as an input to ARX model to estimate the response of the reference channel of that cluster. Using both data types, the ARX based time series analysis method is shown to be effective for damage detection and localization along with the interpretations and conclusions.

Parameter Estimation of The Distributed System via Improved Block Pulse Coefficients Estimation

  • Kim, Tai-hoon;Shim, Jae-sun
    • 제어로봇시스템학회:학술대회논문집
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    • 2002.10a
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    • pp.61.6-61
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    • 2002
  • In these days, Block Pulse functions are used in a variety of fields such as the analysis and controller design of the systems. In applying the Block Pulse function technique to control and systems science, the integral operation of the Block Pulse series plays important roles. This is because differential equations are always involved in the representations of continuous-time models of dynamic systems, and differential operations are always approximated by the corresponding Block Pulse series through integration operational matrices. In order to apply the Block Pulse function technique to the problems of continuous-time dynamic systems more efficiently, it is necessary to find th...

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Data Mining Technique for Time Series Analysis of Traffic Data (트래픽 데이터의 시계열 분석을 위한 데이터 마이닝 기법)

  • Kim, Cheol;Lee, Do-Heon
    • Proceedings of the IEEK Conference
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    • 2001.06c
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    • pp.59-62
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    • 2001
  • This paper discusses a data mining technique for time series analysis of traffic data, which provides useful knowledge for network configuration management. Commonly, a network designer must employ a combination of heuristic algorithms and analysis in an interactive manner until satisfactory solutions are obtained. The problem of heuristic algorithms is that it is difficult to deal with large networks and simplification or assumptions have to be made to make them solvable. Various data mining techniques are studied to gain valuable knowledge in large and complex telecommunication networks. In this paper, we propose a traffic pattern association technique among network nodes, which produces association rules of traffic fluctuation patterns among network nodes. Discovered rules can be utilized for improving network topologies and dynamic routing performance.

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Extension of the VSACF for Modelling Seasonal Time Series (계절적 시계열 모형화를 위한 VSACF 의 확장)

  • 전태준
    • Journal of the Korean Operations Research and Management Science Society
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    • v.16 no.1
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    • pp.68-75
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    • 1991
  • The purpose of this thesis is to develop the new technique for the analysis of seasonal time series by extending the vector sample auto-correlation function(VSACF), which was developed for ARMA modelling procedure. After the problems of VSACF for modelling seasonal time series are investigated, the adjacent variance is defined and used for decomposing the seasonal factor from the seasonal time series. The seasonal indices are calculated and the VSACF is applied to the transformed series. The automatic procedure for modelling seasonal time series is suggested and applied to the real data, the international airline passenger travel.

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