Hitoshi FURUTA, Yasutoshi NOMURA Department of Informatics, Kansai University, Takatsuki, Osaka569-1095, Japan nomura@sc.kutc.kansai-u.ac.jp
Abstract
Time series analysis is one of important issues in science, engineering, and so on. Up to the present statistical methods[1] such as AR model[2] and Kalman filter[3] have been successfully applied, however, those statistical methods may have problems for solving highly nonlinear problems. In this paper, an attempt is made to develop practical methods of nonlinear time series by introducing such Soft Computing techniques[4][5][6] as Chaos theory[7], Neural Network[8][9], GMDH[10][11] and fuzzy modeling[12][13]. Using the earthquake input record obtained in Hyogo, the applicability and accuracy of the proposed methods are discussed with a comparison of those results.
In this paper, an attempt is made to develop practical prediction methods of earthquake input, which behaves irregularly time to time, by introducing such so-called soft computing techniques as Chaos theory (Ito,1993[7], Takens, 1981[14][15][16], Iokibe, 1994[17], Sakawa at all, 1998[18]) Neural Network (Chen at all, 1989[8], Funabashi, 1992[9]) and GMDH (Group Method of Data Handling)(Ivakhenemko, 1968[10], Hayashi, 1985[11]). Many researches have revealed that the Chaos theory is useful in dealing with complex systems, Neural Network is applicable to various problems like pattern recognition and function approximation, and GMDH can analyze highly nonlinear systems which have a few input and output variables. Numerical examples are presented to illustrate the applicability of the proposed methods, and to compare the characteristics of those methods.
1.Introduction
In this study, the prediction of external force such as earthquakes and wind loads is employed to discuss the accuracy and efficiency of the prediction methods, because of the importance of its prediction from the
References: [1] T. Ozaki, H. Akaike, G. Akaike, Time Series, Asakura syoten, Japan, 1998. [2] T.Ozaki, G. Akaike, Methods of Time Series Analysis, Asakura syoten, Japan, 1998. [3] S, Arimoto, Kalman Filter, Asakura syoten, Japan, 1985. [4] L. A. Zadeh, “Fuzzy Sets”, Information and Control, Vol. 8, pp.338-353, 1965. [5] L. A. Zadeh, “Outline of a new approach to the analysis of complex systems and decision processes”, IEEE Trans. on System, Man and Cybernetics, Vol.SMC-3, 1973, pp.28-44. [6] L. A. Zadeh, “Application of Fuzzy Technique and Soft Computing”, Journal of The Japan Society for Fuzzy Theory and Systems, Vol. 5, No.2, 1993, pp.261-268. [7] K. Ito, What Is Chaos? –Predict Unpredictable Chaos Diamond-sya, Japan, 1993. [8] Chen.S and Billings.S.A, “Representations of non-linear systems the NARMAX”, model-Int.J.Control, Vol.49, No.3, 1989, pp.1013-1032. [9] M. Funabashi, Neuro Computing, Ohmu-sya, Japan, 1992. [10] Ivakhenemko, A. G., “The Group Method of Data Handling, A Rival of the Method Stochastic Approximation”, Soviet Automatic Control, 13(3), 1968, pp.43-45. [11] I. Hayashi, “GMDH”, Journal of The Japan Society for Fuzzy Theory and Systems, Vol.7, No.2, Japan, 1995, pp.270-274. [12] H. Nomura, I. Hayashi and N. Wakami, “A learning method of fuzzy inference rules by descent method”, Proceeding of the 4th IFSA Congress, Vol. Engineering, Brussels, 1991, pp155-158. [13] Y. Shi, M. Mizumoto, N. Yubazaki and M. Otani, “A Self-Tuning Method of Fuzzy Rules Based on Gradient Descent Methods”, Journal of The Japan Society for Fuzzy Theory and Systems, Vol.8, No.4, Japan, 1996, pp.757-767. , Err