제조업의 주기성 시계열분석에서 힐버트 황 변환의 효용성 평가
Evaluating Efficacy of Hilbert-Huang Transform in Analyzing Manufacturing Time Series Data with Periodic Components
0
조회
0
다운로드
1
인용
0
참고문헌
키워드
초록
Real-life time series characteristic data has significant amount of non-stationary components, especially periodic components in nature. Extracting such components has required many ad-hoc techniques with external parameters set by users in case-by-case manner. In our study, we evaluate whether Hilbert-Huang Transform, a new tool of time-series analysis can be used for effective analysis of such data. It is divided into two points : 1) how effective it is in finding periodic components, 2) whether we can use its results directly in detecting values outside control limits, for which a traditional method such as ARIMA had been used. We use glass furnace temperature data to illustrate the method.
Abstract
Real-life time series characteristic data has significant amount of non-stationary components, especially periodic components in nature. Extracting such components has required many ad-hoc techniques with external parameters set by users in case-by-case manner. In our study, we evaluate whether Hilbert-Huang Transform, a new tool of time-series analysis can be used for effective analysis of such data. It is divided into two points : 1) how effective it is in finding periodic components, 2) whether we can use its results directly in detecting values outside control limits, for which a traditional method such as ARIMA had been used. We use glass furnace temperature data to illustrate the method.
참고문헌 (15)
- Box, George E. P., "Time Series Analysis Forecasting and Control" (1994), Prentice Hall
- Brigham, E. O, "The Fast Fourier Transform" (2002), Prentice-Hall
- 조진형, "대형 용해로의 외부 환경변수를 통제하기 위한 주변 환경관리의 활용", 산업경영시스템학회지, 29(2), pp.92~96 (2006), 한국산업경영시스템학회
- Chui, Charles K, "An Introduction to Wavelets" (1992), Academic Press
- Flandrin, P., "Empirical mode decomposition as a filterbank", IEEE Signal Proc Lett, 11, pp.112~114 (2003)
- Hogan, Jeffrey A., "Time-Frequency and Time-Scale Methods : Adaptive Decompositions, Uncertainty Principles, and Sampling" (2004), Springer Verlag
- Ingrid Daubechies, "Ten Lectures on Wavelets, Society for Industrial and Applied Mathematics" (1992)
- Lomb, N. R., "Least-squares frequency analysis of unequally spaced data", Astrophysics and Space Science, 39, pp.447~462 (1976)
- Norden, E. Huang, "Hilbert-Huang transform and its applications" (2005), World Scientific
- Norden, E. Huang, "The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis", Proc. R. Soc. Lond. A, 454, pp.903~995 (1998)
- Norden Huang, "The Hilbert-Huang transform in engineering" (2005), Taylor and Francis
- Pandit, Sudhakar M., "Time Series and System Analysis with Applications" (1983), John Wiley and Sons, Inc.
- Scargle, J. D., "Studies in astronomical time series analysis Ⅱ : Statistical aspects of spectral analysis of unevenly spaced data", Astrophysical Journal, 263, pp.835~853 (1982)
- Shan, Pei-Wei, "Nonlinear Time-Varying Spectral Analysis : HHT and MODWPT, in Mathematical Problems in Engineering, 2010, Article ID 618231, 14" (2010), Hindawi Publishing Corporation
- Vanícek, P, "Approximate Spectral Analysis by Leastsquares Fi", Astrophysics and Space Science, 4, pp.387~391 (1969)