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Study on Chaotic Time Series Data Analysis Method and Its Application

Research Project

Project/Area Number 12680440
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field 社会システム工学
Research InstitutionNagoya Institute of Technology

Principal Investigator

OHI Fumio  Department of Systems Engineering, Graduate School of Engineering, Nagoya Institute of Technology, Associate Professor, 工学研究科, 助教授 (60116001)

Co-Investigator(Kenkyū-buntansha) ADACHI Kohichi  Department of Systems Engineering, Nagoya Institute of Technology, Professor, 工学部, 教授 (20024268)
OHASI Mamoru  Department of Mathematical and Natural Sciences, Faculty of the Integrated Arts and Sciences, The University of Tokushima, Professor, 総合科学部, 教授 (50141924)
KOWADA Masashi  School of Culture- Information Studies, Sugiyama Jogakuen University, Professor, 文化情報学部, 教授 (80015875)
FENG Wei  Department of Systems Engineering, Nagoya Institute of Technology, Lecturer, 工学部, 講師 (30252307)
Project Period (FY) 2000 – 2001
Project Status Completed (Fiscal Year 2001)
Budget Amount *help
¥1,600,000 (Direct Cost: ¥1,600,000)
Fiscal Year 2001: ¥600,000 (Direct Cost: ¥600,000)
Fiscal Year 2000: ¥1,000,000 (Direct Cost: ¥1,000,000)
Keywordschaos / time series analysis / fractal dimension / information theory / queuing theory
Research Abstract

This research concerns about chaos / fractal method for characterization of complex systems, especially about chaotic analyzing method for time series data.
In this study we have showed from the theoretical and applicable point of views that the cos analysis method, which was proposed by F. Ohi in 1999 as a chaotic method for analyzing time series data, is effective for detecting abnormal motion of some machines in advance. Applying the method to the pressure data of an extruder, we have showed that we can practically use the method for detecting the strangeness of the machine. We also have theoretically analyzed the method itself and showed that the method gives us the value -1/2, by using Ergodic Theorem, when time series data is absolutely random. This result shows that the method can be applied to decide whether the data is random or not. These results are published in the following paper; Fumio Ohi, Tatsuya Suzuki and Kazuomi Sugimoto, On A Chaotic Method Classifying Time Series Da … More ta, Transaction of the Japan Society for Industrial and Applied Mathematics, Vol. 12, No. 1, pp. 67- 78, 2002
It is well known that cellular automata are typically used as models of complex systems. In this work we, furthermore, explained the periodic property of cellular automata with rule number 180 by using the properties of time-space pattern of the rule number 90. This result was published in the following paper: Fumio Ohi and Yoshikazu Takamatsu (2001), Time-Space Pattern and Periodic Property of Elementary Cellular Automata - Sierpinski Gasket and Partially Sierpinski Gasket, Japan Journal of Industrial and Applied Mathematics, Vol. 18, No. 1, pp. 59 - 73.
For the chaos / fractal characterization of complex systems, we have tried to explain the channel capacity and ambiguity of ambiguity sets in the information theory by using Hausdorff dimension. Obtained results were opened in the Annual Conference of the Japan Society for Industrial and Applied Mathematics and are also under submission to Japan Journal of Industrial and Applied Mathematics. For queuing system, one of the most complicated systems, we have built up a model and evaluate the tail of the waiting time distribution by using Large Deviation Theory, of which results are opened at an international symposium. Less

Report

(3 results)
  • 2001 Annual Research Report   Final Research Report Summary
  • 2000 Annual Research Report
  • Research Products

    (23 results)

All Other

All Publications (23 results)

  • [Publications] 大鋳 史男: "時系列データを判別するカオス的手法について"日本応用数理学会論文誌. Vol.12,No.1. 67-78 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 大鋳 史男: "時系列データのカオス的解析法について"The 2001 Fall National Conference of ORSJ. 238-239 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Fumio Ohi: "Time-Space Pattern and Periodic Property of Elementary Cellular Automata-Sierpinski Gasket and Partially Sierpinski Gasket"Japan Journal of Industrial and Applied Mathematics. Vol.18,No.1. 59-73 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 鈴木 達也: "定常無記憶通信路に対する通信路容量の次元論的説明"日本応用数理学会2001年度年会講演予稿集. 62-63 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 鈴木 達也: "情報理論におけるAmbiguity SetのHausdorff 次元の評価"日本応用数理学会2000年度年会講演予稿集. 570-571 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] W.Feng: "Large deviation analysis of a polling system with Markov-modulated arrival processes and Bernoulli service schedule"Proceeding of 10th International Symposium on Applied Stochastic Model and Data Analysis. Vol.1. 424-429 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 馮 偉: "Bernoulli処理方式の下で二つの待ち行列を持つポーリングシステムの大偏差解析"情報通信ネットワークの新しい性能評価法に関する総合的研究論文集. 31-39 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Fumio, Ohi: "On A Chaotic/Method Classifying Time Series Data"Transaction of the Japan Society for Industrial and Applied Mathematics. Vol. 12, No. 1. 67-78 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Fumio, Ohi: "Time-Space Pattern and Periodic Property of Elementary Cellular Automata - Sierpinaki Gasket and Partially Sierpinski Gasket"Japan Journal of Industrial and Applied Mathematics. Vol.18,No.1. 59-73 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Fumio, Ohi: "Chaotic Analysis Method for Time Series Data"Fall National Conference of ORSJ. 238-239 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Tatsuya, Suzuki: "Dimensional Explanation of Capacity of Stationary and Memoryless Channel"Proceeding of the 2001 Annual Conference of the Japan Society for Industrial and Applied Mathematics. 62-63 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Tatsuya, Suzuki: "Evaluation of the Hausdorff Dimension of the Ambiguity Set in Information Theory"Proceeding of the 2000 Annual Conference of the Japan Society for Industrial and Applied Mathematics. 570-571 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Wei, Feng: "Large deviation analysis of a polling system with Markov-modulated arrival processes and Bernoulli service schedule"Proceeding of 10th International. Symposium on Applied Stochastic Model and Data Analysis. Vol.1. 424-429 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Wei, Feng: "Large deviation analysis of a polling system with two queues under Bernoulli service schedule"Proceeding of Symposium on Performance Models for Information Communication Networks. 31-39 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 大鑄 史男: "時系列データを判別するカオス的手法について"日本応用数理学会論文誌. Vol.12,No.1. (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] 大鑄 史男: "時系列データのカオス的解析法について"The 2001 Fall National Conference of ORSJ. 238-239 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] Fumio Ohi: "Time-Space Pattern and Periodic Property of Elementary Cellular Automata-Sierpinski Gasket and Partially Sierpinski Gasket-"Japan Journal of Industrial and Applied Mathematics. Vol.18,No.1. 59-73 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] 鈴木 達也: "定常無記憶通信路に対する通信路容量の次元論的説明"日本応用数理学会2001年度年会 講演予稿集. 62-63 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] W.Feng: "Large deviation analysis of a polling system with Markov-modulated arrival processes and Bernoulli service schedule"Proceeding of 10th International Symposium on Applied Stochastic Model and Data Analysis. Vol.1. 424-429 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] 馮 偉: "Bernoulli処理方式の下で二つの待ち行列を持つポーリングシステムの大偏差解析"情報通信ネットワークの新しい性能評価法に関する総合的研究論文集. 31-39 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] Fumio Ohi and Yoshikazu Takamatsu: "Time-Space Pattern and Periodic Property of Elementary Cellular Automata-Sierpinski Gasket and Partially Sierpinski Gasket-"Japan Journal of Industrial and Applied Mathematics. Vol.18 No.1. 59-73 (2001)

    • Related Report
      2000 Annual Research Report
  • [Publications] 馮偉,安達公一,小和田正: "Bernoulli処理方式の下で二つの待ち行列を持つポーリングシステムの大偏差解析"情報通信ネットワークの新しい性能評価法に関する総合的研究論文集. 31-39 (2001)

    • Related Report
      2000 Annual Research Report
  • [Publications] 鈴木達也,大鋳史男,小和田正: "情報理論におけるAmbiguity setのHausdorff次元の評価"日本応用数理学会2000年度年会 講演予稿集. 570-571 (2000)

    • Related Report
      2000 Annual Research Report

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Published: 2000-04-01   Modified: 2016-04-21  

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