Control Limits of Time Series Data using Hilbert-Huang Transform: Dealing with Nested Periods

• 발행기관: 한국산업경영시스템학회
• 저자명: 서정열(Jung Yul Suh) 이세재(Sae Jae Lee)
• 간행물 정보: 『산업경영시스템학회지』제37권 제4호, 35~41쪽, 전체 6쪽
• 주제분류: 경제경영 > 경영학
• 파일형태: PDF
• 발행일자: 2014.12.31

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 a case-by-case manner. In this study, we used Empirical Mode Decomposition Method from Hilbert-Huang Transform to extract them in a systematic manner with least number of ad-hoc parameters set by users. After the periodic components are removed, the remaining time-series data can be analyzed with traditional methods such as ARIMA model. Then we suggest a different way of setting control chart limits for characteristic data with periodic components in addition to ARIMA components.

목차

Abstract

1. Introduction

2. Background and Previous Research

3. Determining Optimal Periodic Component

4. Two-Stage Estimation Process for Analysis

5. Determining Control Limits

6. Results and Discussion

7. Conclusion

References

키워드

Hilbert-Huang Transform ARIMA Control Limits Periodic Data Time Series Model