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힐버트-황 변환을 이용한 시계열 데이터 관리한계 : 중첩주기의 사례Control Limits of Time Series Data using Hilbert-Huang Transform : Dealing with Nested Periods
- Other Titles
- Control Limits of Time Series Data using Hilbert-Huang Transform : Dealing with Nested Periods
- Issue Date
- 2014
- Publisher
- 한국산업경영시스템학회
- Keywords
- Hilbert-Huang Transform; ARIMA; Control Limits; Periodic Data; Time Series Model
- Citation
- 한국산업경영시스템학회지, v.37, no.4, pp.35 - 41
- Journal Title
- 한국산업경영시스템학회지
- Volume
- 37
- Number
- 4
- Start Page
- 35
- End Page
- 41
- ISSN
- 2005-0461
- Abstract
- Real-life time series characteristic data has significant amount of non-stationary components, especially periodic componentsin nature. Extracting such components has required many ad-hoc techniques with external parameters set by users in a case-by-casemanner. In this study, we used Empirical Mode Decomposition Method from Hilbert-Huang Transform to extract them in asystematic manner with least number of ad-hoc parameters set by users. After the periodic components are removed, the remainingtime-series data can be analyzed with traditional methods such as ARIMA model. Then we suggest a different way of settingcontrol chart limits for characteristic data with periodic components in addition to ARIMA components.
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