Research on stochastic properties of time series data on chemical analysis of cast iron

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Authors:


V.V.Sidanchenko*, orcid.org/0000-0001-5581-9177, Dnipro University of Technology, Dnipro, Ukraine, e-mail: This email address is being protected from spambots. You need JavaScript enabled to view it.

O.Yu.Gusev, orcid.org/0000-0002-0548-728X, Dnipro University of Technology, Dnipro, Ukraine, e-mail: This email address is being protected from spambots. You need JavaScript enabled to view it.

* Corresponding author e-mail: This email address is being protected from spambots. You need JavaScript enabled to view it.


повний текст / full article



Naukovyi Visnyk Natsionalnoho Hirnychoho Universytetu. 2024, (4): 135 - 140

https://doi.org/10.33271/nvngu/2024-4/135



Abstract:



Purpose.
To provide a procedure for identifying chaotic processes in a dynamic system and to examine time series, describing the chemical composition of cast iron at the blast furnace output with the purpose of identifying the nonlinearity of the investigated system and detecting the presence of chaotic processes in it.


Methodology.
The determination of the unique characteristics of the attractor of a dynamic chaotic system based on the time series of cast iron’s chemical composition values was carried out using methods of nonlinear dynamics and dynamic chaos theory, such as the autocorrelation function method, correlation and fractal dimensions.


Findings.
The methods of nonlinear dynamics and dynamic chaos theory were used to study the behavior of time series data on the chemical composition of cast iron at the blast furnace output. The presence was identified of chaotic processes with a fractal structure in the studied dynamic system, leading to the inefficiency of traditional analysis methods based on the Gaussian properties of stochastic processes.


Originality.
For the first time, the possibility and feasibility of applying chaos theory methods for the analysis and prediction of time series data on the chemical composition of cast iron at the blast furnace output were substantiated.

For the first time, the nonlinearity of the studied dynamic system was identified, and chaotic processes were discovered within it by determining the unique characteristics of the strange attractor of the system using the analyzed time series, such as embedding dimension, time delay, and the largest Lyapunov exponent.


Practical value.
The obtained results open up the possibility for more effective and qualitative analysis of the behavior of the studied dynamic system by developing new tools for assessment and prediction that are adequate to the nature of the ongoing processes.



Keywords:
nonlinear dynamics, dynamic chaos, strange attractor, fractal properties of time series, spectrogram

References.


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ISSN (print) 2071-2227,
ISSN (online) 2223-2362.
Journal was registered by Ministry of Justice of Ukraine.
Registration number КВ No.17742-6592PR dated April 27, 2011.

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