• 제목/요약/키워드: Time series analysis technique

검색결과 319건 처리시간 0.027초

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

  • 오상헌;안창욱
    • 스마트미디어저널
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    • 제10권3호
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    • pp.23-30
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    • 2021
  • 제조 시계열 데이터 클러스터링 기법은 제조 대용량 데이터 기반 군집화를 통한 설비 및 공정 이상 탐지 분류를 위한 중요한 솔루션이지만 기존 정적 데이터 대상 클러스터링 기법을 시계열 데이터에 적용함에 있어 낮은 정확도를 가지는 단점이 있다. 본 논문에서는 진화 연산 기반 시계열 군집 분석 접근 방식을 제시하여 기존 클러스터링 기술에 대한 정합성 향상하고자 한다. 이를 위하여 먼저 제조 공정 결과 이미지 형상을 선형 스캐닝을 활용하여 1차원 시계열 데이터로 변환하고 해당 변환 데이터 대상으로 Pearson 거리 매트릭을 기반으로 계층적 군집 분석 및 분할 군집 분석에 대한 최적 하위클러스터를 도출한다. 해당 최적 하위클러스터 대상 유전 알고리즘을 활용하여 유사도가 최소화되는 최적의 군집 조합을 도출한다. 그리고 실제 제조 과정 이미지 대상으로 기존 클러스터링 기법과 성능 비교를 통하여 제안된 클러스터링 기법의 성능 우수성을 검증한다.

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

  • 김광섭;순밍동
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2009년도 학술발표회 초록집
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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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    • 제19권11호
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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.

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

  • 박진수;김윤배;송기범
    • 한국경영과학회지
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    • 제38권2호
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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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    • 제20권7호
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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.

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

  • 박호정;윤원철
    • 자원ㆍ환경경제연구
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    • 제12권4호
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    • pp.687-708
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    • 2003
  • VAR(벡터자기회귀)에서 모형의 식별가정에 관한 주된 비판은 변수의 나열순서에 따라 결과가 달라진다는 것이다. 본 논문은 Swanson and Granger (1997) 이후 시계열 분석에 활발히 적용되기 시작한 그래프이론이 이와 같은 임의식별 문제를 해결함으로써, 자원가격의 가격발현과정을 이해하는데 유용한 수단임을 보여준다. 모형이 이론적 방법론을 소개한 후, 미국 대두의 지역 베이시스를 이용한 실증추정 결과를 제시한다.

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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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    • 제5권2호
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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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    • 제어로봇시스템학회 2002년도 ICCAS
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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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트래픽 데이터의 시계열 분석을 위한 데이터 마이닝 기법 (Data Mining Technique for Time Series Analysis of Traffic Data)

  • 김철;이도헌
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2001년도 하계종합학술대회 논문집(3)
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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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계절적 시계열 모형화를 위한 VSACF 의 확장 (Extension of the VSACF for Modelling Seasonal Time Series)

  • 전태준
    • 한국경영과학회지
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    • 제16권1호
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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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