• 제목/요약/키워드: Time series analysis technique

검색결과 319건 처리시간 0.025초

Empirical decomposition method for modeless component and its application to VIV analysis

  • Chen, Zheng-Shou;Park, Yeon-Seok;Wang, Li-ping;Kim, Wu-Joan;Sun, Meng;Li, Qiang
    • International Journal of Naval Architecture and Ocean Engineering
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    • 제7권2호
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    • pp.301-314
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    • 2015
  • Aiming at accurately distinguishing modeless component and natural vibration mode terms from data series of nonlinear and non-stationary processes, such as Vortex-Induced Vibration (VIV), a new empirical mode decomposition method has been developed in this paper. The key innovation related to this technique concerns the method to decompose modeless component from non-stationary process, characterized by a predetermined 'maximum intrinsic time window' and cubic spline. The introduction of conceptual modeless component eliminates the requirement of using spurious harmonics to represent nonlinear and non-stationary signals and then makes subsequent modal identification more accurate and meaningful. It neither slacks the vibration power of natural modes nor aggrandizes spurious energy of modeless component. The scale of the maximum intrinsic time window has been well designed, avoiding energy aliasing in data processing. Finally, it has been applied to analyze data series of vortex-induced vibration processes. Taking advantage of this newly introduced empirical decomposition method and mode identification technique, the vibration analysis about vortex-induced vibration becomes more meaningful.

A Hybrid Correction Technique of Missing Load Data Based on Time Series Analysis

  • Lee, Chan-Joo;Park, Jong-Bae;Lee, Jae-Yong;Shin, Joong-Rin;Lee, Chang-Ho
    • KIEE International Transactions on Power Engineering
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    • 제4A권4호
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    • pp.254-261
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    • 2004
  • Traditionally, electrical power systems had formed the vertically integrated industry structures based on the economics of scale. However, power systems have been recently reformed to increase their energy efficiency. According to these trends, the Korean power industry underwent partial reorganization and competition in the generation market was initiated in 2001. In competitive electric markets, accurate load data is one of the most important issues to maintaining flexibility in the electric markets as well as reliability in the power systems. In practice, the measuring load data can be uncertain because of mechanical trouble, communication jamming, and other issues. To obtain reliable load data, an efficient evaluation technique to adjust the missing load data is required. This paper analyzes the load pattern of historical real data and then the tuned ARIMA (Autoregressive Integrated Moving Average), PCHIP (Piecewise Cubic Interpolation) and Branch & Bound method are applied to seek the missing parameters. The proposed method is tested under a variety of conditions and also tested against historical measured data from the Korea Energy Management Corporation (KEMCO).

유사 시계열 데이터 분석에 기반을 둔 교육기관의 전력 사용량 예측 기법 (Power Consumption Forecasting Scheme for Educational Institutions Based on Analysis of Similar Time Series Data)

  • 문지훈;박진웅;한상훈;황인준
    • 정보과학회 논문지
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    • 제44권9호
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    • pp.954-965
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    • 2017
  • 안정적인 전력 공급은 전력 인프라의 유지 보수 및 작동에 매우 중요하며, 이를 위해 정확한 전력 사용량 예측이 요구된다. 대학 캠퍼스는 전력 사용량이 많은 곳이며, 시간과 환경에 따른 전력 사용량 변화폭이 다양하다. 이러한 이유로, 전력계통의 효율적인 운영을 위해서는 전력 사용량을 정확하게 예측할 수 있는 모델이 요구된다. 기존의 시계열 예측 기법은 학습 시점과 예측 시점 간의 차이가 클수록 예측 구간이 넓어짐으로 예측 성능이 크게 떨어진다는 단점이 있다. 본 논문은 이를 보완하려는 방안으로, 먼저 의사결정나무를 이용해 날짜, 요일, 공휴일 여부, 학기 등을 고려하여 시계열 형태가 유사한 전력 데이터를 분류한다. 다음으로 분류된 데이터 셋에 각각의 자기회귀누적이동평균모형을 구성하여, 예측 시점에서 시계열 교차검증을 적용해 대학 캠퍼스의 일간 전력 사용량 예측 기법을 제안한다. 예측의 정확성을 평가하기 위해, 성능 평가 지표를 이용하여 제안한 기법의 타당성을 검증하였다.

Walking load model for single footfall trace in three dimensions based on gait experiment

  • Peng, Yixin;Chen, Jun;Ding, Guo
    • Structural Engineering and Mechanics
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    • 제54권5호
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    • pp.937-953
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    • 2015
  • This paper investigates the load model for single footfall trace of human walking. A large amount of single person walking load tests were conducted using the three-dimensional gait analysis system. Based on the experimental data, Fourier series functions were adopted to model single footfall trace in three directions, i.e. along walking direction, direction perpendicular to the walking path and vertical direction. Function parameters such as trace duration time, number of Fourier series orders, dynamic load factors (DLFs) and phase angles were determined from the experimental records. Stochastic models were then suggested by treating walking rates, duration time and DLFs as independent random variables, whose probability density functions were obtained from experimental data. Simulation procedures using the stochastic models are presented with examples. The simulated single footfall traces are similar to the experimental records.

Authorship Pattern & Research Collaboration of Bifurcation Research During 2016-2020: A Scientometric Analysis

  • Dillip Kumar Parida;Satyajit Nayak
    • International Journal of Knowledge Content Development & Technology
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    • 제13권3호
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    • pp.47-56
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    • 2023
  • This study depicts a Scientometric technique of Bifurcation Research output in India for around five years during 2016-2020. It is an active field of analysis in which the bulk of investigation is being done. Scopus is an advanced research platform, assisting in finding, probing and yielding information in the sciences, social sciences, arts, and humanities. The contemporary study discusses the "Bifurcation" as reflected in SCOPUS for 2016-2020. This study examines the highly prolific authors, document type etc. The study exhibited that 2017 shown maximum research papers 1700 (20.44%), the lowermost maturity rate was deciphered in 2018 (19.65%), the standard value of the period of collaboration is 0.18. The time series examines for single-authored, multi-authored, and collaborative papers are 137.8, 1564 and 1701.8 respectively.

재표본 방법론을 활용한 베이지안 주파수 추정 (Bayesian estimation for frequency using resampling methods)

  • 박노진
    • 응용통계연구
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    • 제30권6호
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    • pp.877-888
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    • 2017
  • 시계열 자료의 주기를 파악하기 위해 스펙트럴 분석이 널리 이용되고 있다. 전력 스펙트럼이나 피리오도그램을 통해서 주파수를 추정하고 그로부터 순환 주기를 계산한다. 한편에서는 통계학의 한 축인 베이지안 기법을 활용한 주파수 추정법이 연구되어 사용되고 있다. 그런데 베이지안 주파수 추정량이 수학 공식을 통해 분석적으로 표현이 가능하지 않음으로 인해 신뢰구간 추정 같은 심도 깊은 통계학적 분석이 용이하지 않은 상화에서 컴퓨터를 이용한 수치해석적인 방법으로 신뢰구간을 추정하였다. 본 논문에서는 베이지안 주파수에 대한 보다 심도 있는 분석을 위해 모수를 재표본하는 Markov chain Monte Carlo (MCMC)을 이용한 추정과 데이터를 재표본하는 시계열 재표본을 통한 추정을 시도해 보았다. 예제로서 부동산 매매/전세 가격 지수 데이터을 사용하였고 매매와 전세 가격 지수간에 3.7개월 정도의 주기 차이가 존재하나 통계학적으로는 유의미한 차이라고 할 수 없음을 알았다.

SARIMA 알고리즘을 이용한 교통량 보정 및 예측 (A Study on the Traffic Volume Correction and Prediction Using SARIMA Algorithm)

  • 한대철;이동우;정도영
    • 한국ITS학회 논문지
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    • 제20권6호
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    • pp.1-13
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    • 2021
  • 본 연구에서는 도로교통분야의 계획, 설계, 유지관리, 연구 등 다양한 목적으로 활용되고 있는 교통량 데이터의 정확도 확보를 위해 시계열 분석 기법을 적용하여 교통량 데이터의 보정 및 예측을 수행하였다. 기존 알고리즘의 경우 주기성 및 계절성이 강하거나 불규칙한 데이터에 한계를 보이고 있어 교통량 데이터와 같은 자료에 적용하기에는 한계가 있다. 이러한 한계점을 극복하고 보완하기 위해 ARIMA 모형에 자기상관 모형인 SAR(Seasonal Auto Regressive)과 계절 이동평균 모형인 SMA(Seasonal Moving Average)가 결합된 분석 기법인 SARIMA 모형을 적용하였다. 분석결과 최적 파라미터 조합인 SARIMA(4,1,3)(4,0,3) 12 모형을 활용한 교통량 예측 결과 평균 85% 정도의 우수한 성능을 보였다. 본 연구를 통해서 교통량 데이터의 결측 발생 시 교통량 보정 및 예측의 정확도를 높일 수 있으며, 교통량 데이터 외에도 계절성에 영향을 받는 시계열 데이터에 적용이 가능하다.

RS와 GIS를 이용한 도로주변의 토지이용분석 (Land Use Analysis of Road Circumstance using Remote Sensing and GIS)

  • 최석근;황의진;박경식
    • 한국측량학회지
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    • 제25권2호
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    • pp.133-140
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    • 2007
  • 본 연구는 도시 발전에 따른 여러 가지 도시문제들을 예측하고 대처하기 위해 도시내 토지형태가 어떻게 변화되었는지 모니터하였다. 충주시가 촬영된 Landsat 위성영상을 대상으로 도로주변의 피복상태를 분석하고, 그 분포양상을 시계열로 비교분석하여 변화량을 계산하였다. 이를 위해 원격탐사의 공간분석기술과 GIS기술을 통합하여, 시각적으로 두 시기의 영상을 판독하고 정량적 면적변화를 추출하였다. 그 결과 위성자료와 지형공간정보들의 지속적인 분석과 통계분석을 통하여 도심지역의 발전 모형을 생성 할 수 있었다.

Recurrence plot entropy for machine defect severity assessment

  • Yan, Ruqiang;Qian, Yuning;Huang, Zhoudi;Gao, Robert X.
    • Smart Structures and Systems
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    • 제11권3호
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    • pp.299-314
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    • 2013
  • This paper presents a nonlinear time series analysis technique for evaluating machine defect severity, based on the Recurrence Plot (RP) entropy. The RP entropy is calculated from the probability distribution of the diagonal line length in the recurrence plot, which graphically depicts a system's dynamics and provides a global picture of the autocorrelation in a time series over all available time-scales. Results of experimental studies conducted on a spindle-bearing test bed have demonstrated that, as the working condition of the bearing deteriorates due to the initiation and/or progression of structural damages, the frequency information contained in the vibration signal becomes increasingly complex, leading to the increase of the RP entropy. As a result, RP entropy can serve as an effective indicator for defect severity assessment of rolling bearings.

Optimum time history analysis of SDOF structures using free scale of Haar wavelet

  • Mahdavi, S.H.;Shojaee, S.
    • Structural Engineering and Mechanics
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    • 제45권1호
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    • pp.95-110
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    • 2013
  • In the recent decade, practical of wavelet technique is being utilized in various domain of science. Particularly, engineers are interested to the wavelet solution method in the time series analysis. Fundamentally, seismic responses of structures against time history loading such as an earthquake, illustrates optimum capability of systems. In this paper, a procedure using particularly discrete Haar wavelet basis functions is introduced, to solve dynamic equation of motion. In the proposed approach, a straightforward formulation in a fluent manner is derived from the approximation of the displacements. For this purpose, Haar operational matrix is derived and applied in the dynamic analysis. It's free-scaled matrix converts differential equation of motion to the algebraic equations. It is shown that accuracy of dynamic responses relies on, access of load in the first step, before piecewise analysis added to the technique of equation solver in the last step for large scale of wavelet. To demonstrate the effectiveness of this scheme, improved formulations are extended to the linear and nonlinear structural dynamic analysis. The validity and effectiveness of the developed method is verified with three examples. The results were compared with those from the numerical methods such as Duhamel integration, Runge-Kutta and Wilson-${\theta}$ method.