제조업의 주기성 시계열분석에서 힐버트 황 변환의 효용성 평가

• 영문명: Evaluating Efficacy of Hilbert-Huang Transform in Analyzing Manufacturing Time Series Data with Periodic Compo
• 발행기관: 한국산업경영시스템학회
• 저자명: 이세재(Sae-Jae Lee) 서정렬(Jung-yul Suh)
• 간행물 정보: 『산업경영시스템학회지』제35권 제2호, 106~112쪽, 전체 7쪽
• 주제분류: 경제경영 > 경영학
• 파일형태: PDF
• 발행일자: 2012.06.30

영문 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.

목차

1. Overview

2. Previous Research on Periodicity in Time-Series Data

3. Hilbert-Huang Transform

4. Evaluation of HHT’s Efficacy

5. Conclusion

References

키워드

Hilbert-Huang Transformation Time-Series Data Control Limits