• Title/Summary/Keyword: nonlinearity of time series

Search Result 44, Processing Time 0.03 seconds

A study on the nonlinearity in bio-logical systems using approximate entropy and correlation dimension (근사엔트로피와 상관차원을 이용한 비선형 신호의 분석)

  • Lee, Hae-Jin;Choi, Won-Young;Cha, Kyung-Joon;Park, Moon-Il;Oh, Jae-Eung
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
    • /
    • 2007.11a
    • /
    • pp.760-763
    • /
    • 2007
  • We studied how linear and nonlinear heart rate dynamics differ between normal fetuses and uncomplicated small-forgestational age (SGA) fetuses, aged 32-40 weeks' gestation. We analyzed each fetal heart rate time series for 20 min and quantified the complexity (nonlinear dynamics) of each fetal heart rate (FHR) time series by approximate entropy (ApEn) and correlation dimension (CD). The linear dynamics were analyzed by canonical correlation analysis (CCA). The ApEn and CD of the uncomplicated SGA fetuses were significantly lower than that of the normal fetuses in all three gestational periods (32-34, 35-37, 38-40 weeks). Canonical correlation ensemble in SGA fetuses is slightly higher than normal ones in all three gestational periods, especially at 35-37 weeks. Irregularity and complexity of the heart rate dynamics of SGA fetuses are lower than that of normal ones. Also, canonical ensemble in SGA fetuses is higher than in normal ones, suggesting that the FHR control system has multiple complex interactions. Along with the clear difference between the two groups' non-linear chaotic dynamics in FHR patterns, we clarified the hidden subtle differences in linearity (e.g. canonical ensemble). The decrease in non-linear dynamics may contribute to the increase in linear dynamics. The present statistical methodology can be readily and routinely utilized in Obstetrics and Gynecologic fields.

  • PDF

The Design of Optimal Fuzzy-Neural networks Structure by Means of GA and an Aggregate Weighted Performance Index (유전자 알고리즘과 합성 성능지수에 의한 최적 퍼지-뉴럴 네트워크 구조의 설계)

  • Oh, Sung-Kwun;Yoon, Ki-Chan;Kim, Hyun-Ki
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.6 no.3
    • /
    • pp.273-283
    • /
    • 2000
  • In this paper we suggest an optimal design method of Fuzzy-Neural Networks(FNN) model for complex and nonlinear systems. The FNNs use the simplified inference as fuzzy inference method and Error Back Propagation Algorithm as learning rule. And we use a HCM(Hard C-Means) Clustering Algorithm to find initial parameters of the membership function. The parameters such as parameters of membership functions learning rates and momentum weighted value is proposed to achieve a sound balance between approximation and generalization abilities of the model. According to selection and adjustment of a weighting factor of an aggregate objective function which depends on the number of data and a certain degree of nonlinearity (distribution of I/O data we show that it is available and effective to design and optimal FNN model structure with a mutual balance and dependency between approximation and generalization abilities. This methodology sheds light on the role and impact of different parameters of the model on its performance (especially the mapping and predicting capabilities of the rule based computing). To evaluate the performance of the proposed model we use the time series data for gas furnace the data of sewage treatment process and traffic route choice process.

  • PDF

Nonlinear modeling by means of Ga based Polynomial Neural Networks (GA기반 다항식 뉴럴네트워크를 이용한 비선형 모델링)

  • Kim, Dong-Won;Roh, Seok-Beom;Lee, Dong-Yoon;Oh, Sung-Kwun
    • Proceedings of the KIEE Conference
    • /
    • 2001.11c
    • /
    • pp.413-415
    • /
    • 2001
  • In this paper, Polynomial Neural Networks(PNN) is proposed to overcome some problems, such as the conflict between overfitting and good generation, and low reliability and to control nonlinearity and unknown parameter of complex system. PNN structure is consisted of layers and nodes like conventional neural networks but is not fixed and can be generated according to the system environments. The performances depend on two factors, number of inputs and order of polynomials in each node directly. In most cases these factors are decided by the trial and error of designer so optimization is needed in deciding procedure of the factors. Evolutionary algorithm is applied to decide the factors in PNN. The study is illustrated with the aid of representative time series data for gas furnace process used widely for performance comparison, and shows the designed PNN architecture with evolutionary algorithm.

  • PDF

Nonlinear Autoregressive Modeling of Southern Oscillation Index (비선형 자기회귀모형을 이용한 남방진동지수 시계열 분석)

  • Kwon, Hyun-Han;Moon, Young-Il
    • Journal of Korea Water Resources Association
    • /
    • v.39 no.12 s.173
    • /
    • pp.997-1012
    • /
    • 2006
  • We have presented a nonparametric stochastic approach for the SOI(Southern Oscillation Index) series that used nonlinear methodology called Nonlinear AutoRegressive(NAR) based on conditional kernel density function and CAFPE(Corrected Asymptotic Final Prediction Error) lag selection. The fitted linear AR model represents heteroscedasticity, and besides, a BDS(Brock - Dechert - Sheinkman) statistics is rejected. Hence, we applied NAR model to the SOI series. We can identify the lags 1, 2 and 4 are appropriate one, and estimated conditional mean function. There is no autocorrelation of residuals in the Portmanteau Test. However, the null hypothesis of normality and no heteroscedasticity is rejected in the Jarque-Bera Test and ARCH-LM Test, respectively. Moreover, the lag selection for conditional standard deviation function with CAFPE provides lags 3, 8 and 9. As the results of conditional standard deviation analysis, all I.I.D assumptions of the residuals are accepted. Particularly, the BDS statistics is accepted at the 95% and 99% significance level. Finally, we split the SOI set into a sample for estimating themodel and a sample for out-of-sample prediction, that is, we conduct the one-step ahead forecasts for the last 97 values (15%). The NAR model shows a MSEP of 0.5464 that is 7% lower than those of the linear model. Hence, the relevance of the NAR model may be proved in these results, and the nonparametric NAR model is encouraging rather than a linear one to reflect the nonlinearity of SOI series.

A Study on the Nonlinear Deterministic Characteristics of Stock Returns (주식 수익률의 비선형 결정론적 특성에 관한 연구)

  • Chang, Kyung-Chun;Kim, Hyun-Seok
    • The Korean Journal of Financial Management
    • /
    • v.21 no.1
    • /
    • pp.149-181
    • /
    • 2004
  • In this study we perform empirical tests using KOSPI return to investigate the existence of nonlinear characteristics in the generating process of stock returns. There are three categories in empirical tests; the test of nonlinear dependence, nonlinear stochastic process and nonlinear deterministic chaos. According to the analysis of nonlinearity, stock returns are not normally distributed but leptokurtic, and appear to have nonlinear dependence. And it's decided that the nonlinear structure of stock returns can not be completely explained using nonlinear stochastic models of ARCH-type. Nonlinear deterministic chaos system is the feedback system, which the past incidents influence the present, and it is the fractal structure with self-similarity and has the sensitive dependence on initial conditions. To summarize the results of chaos analysis for KOSPI return, it is the persistent time series, which is not IID and has long memory, takes biased random walk, and is estimated to be fractal distribution. Also correlation dimension, as the approximation of fractal dimension, converged stably within 3 and 4, and maximum Lyapunov exponent has positive value. This suggests that chaotic attractor and the sensitive dependence on initial conditions exist in stock returns. These results fit into the characteristics of chaos system. Therefore it's decided that the generating process of stock returns has nonlinear deterministic structure and follow chaotic process.

  • PDF

Implementation of Evolving Neural Network Controller for Inverted Pendulum System (도립진자 시스템을 위한 진화형 신경회로망 제어기의 실현)

  • 심영진;김태우;최우진;이준탁
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
    • /
    • v.14 no.3
    • /
    • pp.68-76
    • /
    • 2000
  • The stabilization control of Inverted Pendulum(IP) system is difficult because of its nonlinearity and structural unstability. Futhermore, a series of conventional techniques such as the pole placement and the optimal control based on the local linearizations have narrow stabilizable regions. At the same time, the fine tunings of their gain parameters are also troublesome. Thus, in this paper, an Evolving Neural Network Controller(ENNC) which its structure and its connection weights are optimized simultaneously by Real Variable Elitist Genetic Algorithm(RVEGA) was presented for stabilization of an IP system with nonlinearity. This proposed ENNC was described by a simple genetic chromosome. And the deletion of neuron, the according to the various flag types. Therefore, the connection weights, its structure and the neuron types in the given ENNC can be optimized by the proposed evolution strategy. And the proposed ENNC was implemented successfully on the ADA-2310 data acquisition board and the 80586 microprocessor in order to stabilize the IP system. Through the simulation and experimental results, we showed that the finally acquired optimal ENNC was very useful in the stabilization control of IP system.

  • PDF

Investigation of nonlinear vibration behavior of the stepped nanobeam

  • Mustafa Oguz Nalbant;Suleyman Murat Bagdatli;Ayla Tekin
    • Advances in nano research
    • /
    • v.15 no.3
    • /
    • pp.215-224
    • /
    • 2023
  • Nonlinearity plays an important role in control systems and the application of design. For this reason, in addition to linear vibrations, nonlinear vibrations of the stepped nanobeam are also discussed in this manuscript. This study investigated the vibrations of stepped nanobeams according to Eringen's nonlocal elasticity theory. Eringen's nonlocal elasticity theory was used to capture the nanoscale effect. The nanoscale stepped Euler Bernoulli beam is considered. The equations of motion representing the motion of the beam are found by Hamilton's principle. The equations were subjected to nondimensionalization to make them independent of the dimensions and physical structure of the material. The equations of motion were found using the multi-time scale method, which is one of the approximate solution methods, perturbation methods. The first section of the series obtained from the perturbation solution represents a linear problem. The linear problem's natural frequencies are found for the simple-simple boundary condition. The second-order part of the perturbation solution is the nonlinear terms and is used as corrections to the linear problem. The system's amplitude and phase modulation equations are found in the results part of the problem. Nonlinear frequency-amplitude, and external frequency-amplitude relationships are discussed. The location of the step, the radius ratios of the steps, and the changes of the small-scale parameter of the theory were investigated and their effects on nonlinear vibrations under simple-simple boundary conditions were observed by making comparisons. The results are presented via tables and graphs. The current beam model can assist in designing and fabricating integrated such as nano-sensors and nano-actuators.

Optimal Design of Fuzzy-Neural Networkd Structure Using HCM and Hybrid Identification Algorithm (HCM과 하이브리드 동정 알고리즘을 이용한 퍼지-뉴럴 네트워크 구조의 최적 설계)

  • Oh, Sung-Kwun;Park, Ho-Sung;Kim, Hyun-Ki
    • The Transactions of the Korean Institute of Electrical Engineers D
    • /
    • v.50 no.7
    • /
    • pp.339-349
    • /
    • 2001
  • This paper suggests an optimal identification method for complex and nonlinear system modeling that is based on Fuzzy-Neural Networks(FNN). The proposed Hybrid Identification Algorithm is based on Yamakawa's FNN and uses the simplified inference as fuzzy inference method and Error Back Propagation Algorithm as learning rule. In this paper, the FNN modeling implements parameter identification using HCM algorithm and hybrid structure combined with two types of optimization theories for nonlinear systems. We use a HCM(Hard C-Means) clustering algorithm to find initial apexes of membership function. The parameters such as apexes of membership functions, learning rates, and momentum coefficients are adjusted using hybrid algorithm. The proposed hybrid identification algorithm is carried out using both a genetic algorithm and the improved complex method. Also, an aggregated objective function(performance index) with weighting factor is introduced to achieve a sound balance between approximation and generalization abilities of the model. According to the selection and adjustment of a weighting factor of an aggregate objective function which depends on the number of data and a certain degree of nonlinearity(distribution of I/O data), we show that it is available and effective to design an optimal FNN model structure with mutual balance and dependency between approximation and generalization abilities. To evaluate the performance of the proposed model, we use the time series data for gas furnace, the data of sewage treatment process and traffic route choice process.

  • PDF

Modeling of Magentic Levitation Logistics Transport System Using Extreme Learning Machine (Extreme Learning Machine을 이용한 자기부상 물류이송시스템 모델링)

  • Lee, Bo-Hoon;Cho, Jae-Hoon;Kim, Yong-Tae
    • Journal of the Institute of Electronics and Information Engineers
    • /
    • v.50 no.1
    • /
    • pp.269-275
    • /
    • 2013
  • In this paper, a new modeling method of a magnetic levitation(Maglev) system using extreme learning machine(ELM) is proposed. The linearized methods using Taylor Series expansion has been used for modeling of a Maglev system. However, the numerical method has some drawbacks when dealing with the components with high nonlinearity of a Maglev system. To overcome this problem, we propose a new modeling method of the Maglev system with electro magnetic suspension, which is based on ELM with fast learning time than conventional neural networks. In the proposed method, the initial input weights and hidden biases of the method are usually randomly chosen, and the output weights are analytically determined by using Moore-Penrose generalized inverse. matrix Experimental results show that the proposed method can achieve better performance for modeling of Maglev system than the previous numerical method.

Performance of DS-CDMA forward Link Due to Nonlinear Power Amplifier in Multiuser Environment (다중사용자 환경에서 비선형 전력증폭기로 인한 DS/CDMA의 순방향 성능 분석)

  • 최성호;목진담;손동철;김성철;정희창;조경록
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
    • /
    • v.10 no.4
    • /
    • pp.479-486
    • /
    • 1999
  • In this paper the system performance degradation resulting from nonlinear transmitter power amplifier which is essential to increase the efficiency is analyzed in a forward link CDMA system. The power amplifier is modeled by power series model which includes only odd-order terms. The effects of power amplifier's nonlinearity such as intersymbol interference, phase distortion on the RF system performance were visualized by examining the distorted time domain waveforms, signal vector constellation. And through the investigation of the power spectrum density of the transmitted signal, spectral regrowth or sideband regrowth which is result from amplitude distortion can be seen. All these characteristics result in BER performance degradation due to other user interferences and intersymbol interference. The analysis technique described here applies not only to power amplifier but also to any other nonlinear components such as mixers and switches. Also the effects of adjacent channel interference and supurious emission can be analysed between different systems.

  • PDF