Simplified Machine Diagnosis Techniques by Impact Vibration using n-th Moment of Absolute Deterioration Factor

Kazuhiro Takeyasu,Takashi Amemiya,Jumpei Tanaka,Shiro Masuda 대한산업공학회 2005 Industrial Engineeering & Management Systems Vol.4 No.1

Estimation of Smoothing Constant of Minimum Variance and its Application to Industrial Data

Takeyasu, Kazuhiro,Nagao, Kazuko Korean Institute of Industrial Engineers 2008 Industrial Engineeering & Management Systems Vol.7 No.1

Focusing on the exponential smoothing method equivalent to (1, 1) order ARMA model equation, a new method of estimating smoothing constant using exponential smoothing method is proposed. This study goes beyond the usual method of arbitrarily selecting a smoothing constant. First, an estimation of the ARMA model parameter was made and then, the smoothing constants. The empirical example shows that the theoretical solution satisfies minimum variance of forecasting error. The new method was also applied to the stock market price of electrical machinery industry (6 major companies in Japan) and forecasting was accomplished. Comparing the results of the two methods, the new method appears to be better than the ARIMA model. The result of the new method is apparently good in 4 company data and is nearly the same in 2 company data. The example provided shows that the new method is much simpler to handle than ARIMA model. Therefore, the proposed method would be better in these general cases. The effectiveness of this method should be examined in various cases.

A Hybrid Method to Improve Forecasting Accuracy Utilizing Genetic Algorithm: An Application to the Data of Processed Cooked Rice

Takeyasu, Hiromasa,Higuchi, Yuki,Takeyasu, Kazuhiro Korean Institute of Industrial Engineers 2013 Industrial Engineeering & Management Systems Vol.12 No.3

In industries, shipping is an important issue in improving the forecasting accuracy of sales. This paper introduces a hybrid method and plural methods are compared. Focusing the equation of exponential smoothing method (ESM) that is equivalent to (1, 1) order autoregressive-moving-average (ARMA) model equation, a new method of estimating the smoothing constant in ESM had been proposed previously by us which satisfies minimum variance of forecasting error. Generally, the smoothing constant is selected arbitrarily. However, this paper utilizes the above stated theoretical solution. Firstly, we make estimation of ARMA model parameter and then estimate the smoothing constant. Thus, theoretical solution is derived in a simple way and it may be utilized in various fields. Furthermore, combining the trend removing method with this method, we aim to improve forecasting accuracy. This method is executed in the following method. Trend removing by the combination of linear and 2nd order nonlinear function and 3rd order nonlinear function is executed to the original production data of two kinds of bread. Genetic algorithm is utilized to search the optimal weight for the weighting parameters of linear and nonlinear function. For comparison, the monthly trend is removed after that. Theoretical solution of smoothing constant of ESM is calculated for both of the monthly trend removing data and the non-monthly trend removing data. Then forecasting is executed on these data. The new method shows that it is useful for the time series that has various trend characteristics and has rather strong seasonal trend. The effectiveness of this method should be examined in various cases.

Estimation of Smoothing Constant of Minimum Variance and its Application to Industrial Data

Kazuhiro Takeyasu,Kazuko Nagao 대한산업공학회 2008 Industrial Engineeering & Management Systems Vol.7 No.1

Focusing on the exponential smoothing method equivalent to (1, 1) order ARMA model equation, a new method of estimating smoothing constant using exponential smoothing method is proposed. This study goes beyond the usual method of arbitrarily selecting a smoothing constant. First, an estimation of the ARMA model parameter was made and then, the smoothing constants. The empirical example shows that the theoretical solution satisfies minimum variance of forecasting error. The new method was also applied to the stock market price of electrical machinery industry (6 major companies in Japan) and forecasting was accomplished. Comparing the results of the two methods, the new method appears to be better than the ARIMA model. The result of the new method is apparently good in 4 company data and is nearly the same in 2 company data. The example provided shows that the new method is much simpler to handle than ARIMA model. Therefore, the proposed method would be better in these general cases. The effectiveness of this method should be examined in various cases.

Analysis of The Behavior of Kurtosis By Simplified Model of One Sided Affiliated Impact Vibration

Takeyasu, Kazuhiro,Higuchi, Yuki Korean Institute of Industrial Engineers 2005 Industrial Engineeering & Management Systems Vol.4 No.2

Among many amplitude parameters, Kurtosis (4-th normalized moment of probability density function) is recognized to be the sensitive good parameter for machine diagnosis. Kurtosis has a value of 3.0 under normal condition and the value generally goes up as the deterioration proceeds. In this paper, simplified calculation method of kurtosis is introduced for the analysis of impact vibration with one sided affiliated impact vibration which occurs towards the progress of time. That phenomenon is often watched in the failure of such as bearings’ outer race. One sided affiliated impact vibration is approximated by one sided triangle towards the progress of time and simplified calculation method is introduced. Varying the shape of one sided triangle, various models are examined and it is proved that new index is a sensitive good index for machine failure diagnosis. Utilizing this method, the behavior of kurtosis is forecasted and analyzed while watching machine condition and correct diagnosis is executed.

Simplified Machine Diagnosis Techniques Using ARMA Model of Absolute Deterioration Factor with Weight

Kazuhiro Takeyasu,Yasuo Ishii 대한산업공학회 2009 Industrial Engineeering & Management Systems Vol.8 No.4

In mass production industries such as steel making that have large equipment, sudden stops of production process due to machine failure can cause severe problems. To prevent such situations, machine diagnosis techniques play important roles. Many methods have been developed focusing on this subject. In this paper, we propose a method for the early detection of the failure on rotating machine, which is the most common theme in the machine failure detection field. A simplified method of calculating autocorrelation function is introduced and is utilized for ARMA model identification. Furthermore, an absolute deterioration factor such as Bicoherence is introduced. Machine diagnosis can be executed by this simplified calculation method of system parameter distance with weight. Proposed method proved to be a practical index for machine diagnosis by numerical examples.

Foreword: Special Issue on New Approachs for Management Systems

Kazuhiro Takeyasu,Gwo-Hshiung Tzeng 대한산업공학회 2010 Industrial Engineeering & Management Systems Vol.9 No.2

Simplified Machine Diagnosis Techniques Using ARMA Model of Absolute Deterioration Factor with Weight

Takeyasu, Kazuhiro,Ishii, Yasuo Korean Institute of Industrial Engineers 2009 Industrial Engineeering & Management Systems Vol.8 No.4

In mass production industries such as steel making that have large equipment, sudden stops of production process due to machine failure can cause severe problems. To prevent such situations, machine diagnosis techniques play important roles. Many methods have been developed focusing on this subject. In this paper, we propose a method for the early detection of the failure on rotating machine, which is the most common theme in the machine failure detection field. A simplified method of calculating autocorrelation function is introduced and is utilized for ARMA model identification. Furthermore, an absolute deterioration factor such as Bicoherence is introduced. Machine diagnosis can be executed by this simplified calculation method of system parameter distance with weight. Proposed method proved to be a practical index for machine diagnosis by numerical examples.

Estimation of Smoothing Constant of Minimum Variance and Its Application to Shipping Data with Trend Removal Method

Takeyasu, Kazuhiro,Nagata, Keiko,Higuchi, Yuki Korean Institute of Industrial Engineers 2009 Industrial Engineeering & Management Systems Vol.8 No.4

Focusing on the idea that the equation of exponential smoothing method (ESM) is equivalent to (1, 1) order ARMA model equation, new method of estimation of smoothing constant in exponential smoothing method is proposed before by us which satisfies minimum variance of forecasting error. Theoretical solution was derived in a simple way. Mere application of ESM does not make good forecasting accuracy for the time series which has non-linear trend and/or trend by month. A new method to cope with this issue is required. In this paper, combining the trend removal method with this method, we aim to improve forecasting accuracy. An approach to this method is executed in the following method. Trend removal by a linear function is applied to the original shipping data of consumer goods. The combination of linear and non-linear function is also introduced in trend removal. For the comparison, monthly trend is removed after that. Theoretical solution of smoothing constant of ESM is calculated for both of the monthly trend removing data and the non monthly trend removing data. Then forecasting is executed on these data. The new method shows that it is useful especially for the time series that has stable characteristics and has rather strong seasonal trend and also the case that has non-linear trend. The effectiveness of this method should be examined in various cases.

Estimation of Smoothing Constant of Minimum Variance and Its Application to Shipping Data with Trend Removal Method

Kazuhiro Takeyasu,Keiko Nagata,Yuki Higuchi 대한산업공학회 2009 Industrial Engineeering & Management Systems Vol.8 No.4

Focusing on the idea that the equation of exponential smoothing method (ESM) is equivalent to (1, 1) order ARMA model equation, new method of estimation of smoothing constant in exponential smoothing method is proposed before by us which satisfies minimum variance of forecasting error. Theoretical solution was derived in a simple way. Mere application of ESM does not make good forecasting accuracy for the time series which has non-linear trend and/or trend by month. A new method to cope with this issue is required. In this paper, combining the trend removal method with this method, we aim to improve forecasting accuracy. An approach to this method is executed in the following method. Trend removal by a linear function is applied to the original shipping data of consumer goods. The combination of linear and non-linear function is also introduced in trend removal. For the comparison, monthly trend is removed after that. Theoretical solution of smoothing constant of ESM is calculated for both of the monthly trend removing data and the non monthly trend removing data. Then forecasting is executed on these data. The new method shows that it is useful especially for the time series that has stable characteristics and has rather strong seasonal trend and also the case that has non-linear trend. The effectiveness of this method should be examined in various cases.