• Title/Summary/Keyword: Exponential Method

Search Result 1,088, Processing Time 0.023 seconds

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

  • Takeyasu, Kazuhiro;Nagata, Keiko;Higuchi, Yuki
    • Industrial Engineering and Management Systems
    • /
    • v.8 no.4
    • /
    • pp.257-263
    • /
    • 2009
  • 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.

Multiple Comparisons for a Bivariate Exponential Populations Based On Dirichlet Process Priors

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
    • /
    • v.18 no.2
    • /
    • pp.553-560
    • /
    • 2007
  • In this paper, we consider two components system which lifetimes have Freund's bivariate exponential model with equal failure rates. We propose Bayesian multiple comparisons procedure for the failure rates of I Freund's bivariate exponential populations based on Dirichlet process priors(DPP). The family of DPP is applied in the form of baseline prior and likelihood combination to provide the comparisons. Computation of the posterior probabilities of all possible hypotheses are carried out through Markov Chain Monte Carlo(MCMC) method, namely, Gibbs sampling, due to the intractability of analytic evaluation. The whole process of multiple comparisons problem for the failure rates of bivariate exponential populations is illustrated through a numerical example.

  • PDF

Random Access Method of the Wibro System

  • Lee, Kang-Won
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.36 no.1A
    • /
    • pp.49-57
    • /
    • 2011
  • Random access method for Wibro system is proposed using the Bayesian Technique, which can estimate the number of bandwidth request messages in a frame only based on the number of successful slots. The performance measures such as the maximum average throughput, the mean delay time and the collision ratio are investigated to evaluate the performance of the proposed method. The proposed method shows better performance than the binary exponential backoff algorithm used currently.

A comparative analysis of the Demand Forecasting Models : A case study (수요예측 모형의 비교분석에 관한 사례연구)

  • Jung, Sang-Yoon;Hwang, Gye-Yeon;Kim, Yong-Jin;Kim, Jin
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.17 no.31
    • /
    • pp.1-10
    • /
    • 1994
  • The purpose of this study is to search for the most effective forecasting model for condenser with independent demand among the quantitative methods such as Brown's exponential smoothing method, Box-Jenkins method, and multiple regression analysis method. The criterion for the comparison of the above models is mean squared error(MSE). The fitting results of these three methods are as follows. 1) Brown's exponential smoothing method is the simplest one, which means the method is easy to understand compared to others. But the precision is inferior to other ones. 2) Box-Jenkins method requires much historic data and takes time to get to the final model, although the precision is superior to that of Brown's exponential smoothing method. 3) Regression method explains the correlation between parts with similiar demand pattern, and the precision is the best out of three methods. Therefore, it is suggested that the multiple regression method is fairly good in precision for forecasting our item and that the method is easily applicable to practice.

  • PDF

Efficient Mechanical System Optimization Using Two-Point Diagonal Quadratic Approximation in the Nonlinear Intervening Variable Space

  • Park, Dong-Hoon;Kim, Min-Soo;Kim, Jong-Rip;Jeon, Jae-Young
    • Journal of Mechanical Science and Technology
    • /
    • v.15 no.9
    • /
    • pp.1257-1267
    • /
    • 2001
  • For efficient mechanical system optimization, a new two-point approximation method is presented. Unlike the conventional two-point approximation methods such as TPEA, TANA, TANA-1, TANA-2 and TANA-3, this introduces the shifting level into each exponential intervening variable to avoid the lack of definition of the conventional exponential intervening variables due to zero-or negative-valued design variables. Then a new quadratic approximation whose Hessian matrix has only diagonal elements of different values is proposed in terms of these shifted exponential intervening variables. These diagonal elements are determined in a closed form that corrects the typical error in the approximate gradient of the TANA series due to the lack of definition of exponential type intervening variables and their incomplete second-order terms. Also, a correction coefficient is multiplied to the pre-determined quadratic term to match the value of approximate function with that of the previous point. Finally, in order to show the numerical performance of the proposed method, a sequential approximate optimizer is developed and applied to solve six typical design problems. These optimization results are compared with those of TANA-3. These comparisons show that the proposed method gives more efficient and reliable results than TANA-3.

  • PDF

Design Optimization Using Two-Point Diagonal Quadratic Approximation (이점 대각 이차 근사화 기법을 적용한 최적설계)

  • Choe, Dong-Hun;Kim, Min-Su;Kim, Jong-Rip;Jeon, Jae-Yeong
    • Transactions of the Korean Society of Mechanical Engineers A
    • /
    • v.25 no.9
    • /
    • pp.1423-1431
    • /
    • 2001
  • Based on the exponential intervening variable, a new two-point approximation method is presented. This introduces the shifting level into each exponential intervening variable to avoid the lack of def inition of the conventional exponential intervening variables due to zero-or negative-valued design variables. Then a new quadratic approximation whose Hessian matrix has only diagonal elements of different values is proposed in terms of these intervening variables. These diagonal elements are determined in a closed form that corrects the typical error in the approximate gradient of the TANA series due to the lack of definition of exponential type intervening variables and their incomplete second-order terms. Also, a correction coefficient is multiplied to the pre-determined quadratic term to match the value of approximate function with that of the previous point. Finally, in order to show the numerical performance of the proposed method, a sequential approximate optimizer is developed and applied to solve six typical design problems. These optimization results are compared with those of TANA-3. These comparisons show that the proposed method gives more efficient and reliable results than TANA-3.

GLOBAL EXPONENTIAL STABILITY OF ALMOST PERIODIC SOLUTIONS OF HIGH-ORDER HOPFIELD NEURAL NETWORKS WITH DISTRIBUTED DELAYS OF NEUTRAL TYPE

  • Zhao, Lili;Li, Yongkun
    • Journal of applied mathematics & informatics
    • /
    • v.31 no.3_4
    • /
    • pp.577-594
    • /
    • 2013
  • In this paper, we study the global stability and the existence of almost periodic solution of high-order Hopfield neural networks with distributed delays of neutral type. Some sufficient conditions are obtained for the existence, uniqueness and global exponential stability of almost periodic solution by employing fixed point theorem and differential inequality techniques. An example is given to show the effectiveness of the proposed method and results.

A Method for Detecting Concept Drift in Data Stream by Using Exponential Histogram (데이터스트림에서 Exponential Histogram을 사용한 개념 변화 검출 기법)

  • Kim, Man-Soo;Lim, Hyo-Sang
    • Proceedings of the Korea Information Processing Society Conference
    • /
    • 2017.04a
    • /
    • pp.861-864
    • /
    • 2017
  • 본 논문은 Exponential histogram을 사용하여 데이터스트림에서 개념 변화를 검출 하는 기법을 제안한다. 스트림 데이터와 같이 빠르게 증가하는 데이터에 대한 개념 변화를 찾는 것은 중요 문제이다. 기존에 사용하던 슬라이딩 윈도우 기반의 방법들은 과거의 데이터를 버렸지만, 제안하는 방법은 과거의 데이터를 효율적으로 저장하며, 윈도우의 크기를 변경 할 수 있는 방법을 제안한다. 실험을 통해 제안하는 방법에 대한 효율성과 정확성을 보인다.

EXISTENCE AND EXPONENTIAL STABILITY OF ALMOST PERIODIC SOLUTIONS FOR CELLULAR NEURAL NETWORKS WITH CONTINUOUSLY DISTRIBUTED DELAYS

  • Liu Bingwen;Huang Lihong
    • Journal of the Korean Mathematical Society
    • /
    • v.43 no.2
    • /
    • pp.445-459
    • /
    • 2006
  • In this paper cellular neural networks with continuously distributed delays are considered. Sufficient conditions for the existence and exponential stability of the almost periodic solutions are established by using fixed point theorem, Lyapunov functional method and differential inequality technique. The results of this paper are new and they complement previously known results.