• 한국국방경영분석학회지
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• 제8권1호
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• pp.99-107
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• 1982

This paper is concerned with the optimality of exponential smoothing applied to the general IMA process with different moving average and differencing orders. Numerical experiments were performed for IMA(m,n) process with various combinations of m and n, and the corresponding forecast errors were compared. Results show that the higher differencing order is more critical to the optimality of exponential smoothing, i.e., the IMA process with the higher moving average order, forecasted by exponential smoothing, has comparatively smaller forecast error. If the difference between the differencing order and the moving average order becomes larger, the accuracy of forecast by exponential smoothing declines gradually.

• 지능정보연구
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• 제22권2호
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• pp.115-125
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• 2016

현재 주가가 최근 움직임 범위 내에서 어떤 위치에 있는지를 나타내는 블린저밴드 (Bollinger Band)는 단순이동평균 (Simple Moving Average)을 중심으로 단순표준편차 (Simple Standard Deviation)를 가감하여 만들어진다. 본 논문에서는 먼저 단순이동평균과 지수이동평균 (Exponential Moving Average)의 특성을 연산자 (Operator)의 관점에서 살펴보고, 각 연산자들의 임펄스응답 (Impulse Response) 1차 모멘텀의 중심값을 동일하게 하는 조건으로부터 단순이동평균 구간크기 N과 지수이동평균의 가중치 ${\rho}$ 사이의 관계를 구한다. 다음으로 이산시간 프리어변환 (Discrete Time Fourier Transform)을 통해 1차 모멘텀의 중심값이 동일하다는 조건하에서의 각 연산자의 주파수 응답 (Frequency Response)의 특성을 비교한다. 단순이동평균연산자는 지수이동평균연산자에 비해 고주파성분을 더 많이 포함시키므로 주가의 움직임에 과도하게 반응하게 된다는 사실에 기초하여, 지수이동평균을 중심으로 하는 새로운 ESD밴드 (Exponential Standard Deviation Band, 지수표준편차밴드)를 제안하고 자기회귀 (Auto Recursive) 형태의 계산공식을 유도하고 동일조건하에서 블린저밴드와 ESD밴드를 실제의 예를 통해 비교한다. 제안한 ESD밴드는 주가 움직임 범위를 보다 부드럽게 표현하는 특징이 있으며, 날짜 변경 시 갭이 발생할 경우에도 이러한 장점을 살리기 위해 갭보정된 차트에 대한 ESD밴드와 블린저밴드의 비교도 함께 살펴본다. 기존의 블린저밴드를 이용하여 개발된 거래법들은 ESD밴드에 그대로 적용가능하다.

• International journal of advanced smart convergence
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• 제4권2호
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• pp.46-53
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• 2015

This paper suggests a method of real time confidence interval estimation to detect abnormal states of sensor data. For real time confidence interval estimation, the mean square errors of the exponential smoothing method and moving average method, two of the time series analysis method, were compared, and the moving average method with less errors was applied. When the sensor data passes the bounds of the confidence interval estimation, the administrator is notified through alarms. As the suggested method is for real time anomaly detection in a ship, an Android terminal was adopted for better communication between the wireless sensor network and users. For safe navigation, an administrator can make decisions promptly and accurately upon emergency situation in a ship by referring to the anomaly detection information through real time confidence interval estimation.

• 한국항해항만학회지
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• 제28권6호
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• pp.509-515
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• 2004

여객수와 화물량에 대한 예측은 터미널의 개발 및 계획, 선사의 적정선복량 화보를 위해 중요하다. 본 연구에서는 역전파 학습 알고리즘을 이용한 뉴럴네트웍을 이용하여 목포항 여객수와 화물량을 예측하였다. 그리고 이동평균법, 지수평활법, 뉴럴네트웍의 예측수행을 평균제곱오차, 절대평균오차로 비교하여 뉴럴네트웍의 예측수행능력이 우수함을 검정하였다. 또한 2005년 목포항 여객수와 화물량을 예측하여 여객선 선복량의 적정성을 분석하였다.

• 대한수학회논문집
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• 제12권3호
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• pp.743-754
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• 1997

We introduce a class of finite and infinite moving average (MA) sequences of multivariate random vectors exponential marginals. The theory of dependence is used to show that in various cases the class of MA sequences consists of associated random variables. We utilize positive dependence properties to obtain some probability bounds for the multivariate processes.

• 디지털융복합연구
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• 제11권8호
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• pp.183-190
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• 2013

PPG 신호는 심장의 박동에 동기된 유사 주기 신호이다. 본 논문에서는 PPG 신호의 유사주기성을 이용한 지수가중 이동평균필터 방법을 제안한다. 이 필터링 방법은 PPG 신호를 주기적으로 분리하여 각 주기 신호의 같은 순번에 있는 샘플들끼리 평균을 취하는 방법이다. 연속된 PPG 신호의 주기중에 동잡음이 혼입되었다면 주기를 기준으로 PPG 신호를 분리한 후, 각 주기의 샘플수를 조정하여 같은 샘플수를 가지게 만든다. 이 주기들을 2차원으로 배열한 후 현재 주기부터 이전 각 주기의 샘플끼리 평균을 취함으로써 훼손없이 동잡음을 제거할 수 있었다.

• 전기학회논문지
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• 제63권11호
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• pp.1497-1502
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• 2014

Electric load forecasting is essential for stable electric power supply, efficient operation and management of power systems, and safe operation of power generation systems. The results are utilized in generator preventive maintenance planning and the systemization of power reserve management. Development and improvement of electric load forecasting model is necessary for power system maintenance and operation. This paper proposes daily maximum electric load forecasting methods for the next 4 weeks with a seasonal autoregressive integrated moving average model and an exponential smoothing model. According to the results of forecasting of daily maximum electric load forecasting for the next 4 weeks of March, April, November 2010~2012 using the constructed forecasting models, the seasonal autoregressive integrated moving average model showed an average error rate of 6,66%, 5.26%, 3.61% respectively and the exponential smoothing model showed an average error rate of 3.82%, 4.07%, 3.59% respectively.

• International Journal of Precision Engineering and Manufacturing
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• 제9권1호
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• pp.12-18
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• 2008

This paper describes two run-to-run controllers, a nonlinear multiple exponential-weight moving-average (NMEWMA) controller and a dynamic model-tuning minimum-variance (DMTMV) controller, for photolithography processes. The relationships between the input recipes (exposure dose and focus) and output variables (critical dimensions) were formed using an experimental design method, and the photolithography process model was built using a multiple regression analysis. Both the NMEWMA and DMTMV controllers could update the process model and obtain the optimal recipes for the next run. Quantified improvements were obtained from simulations and real photolithography processes.

• Nutritional Sciences
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• 제9권3호
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• pp.201-211
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• 2006

The purpose of this study was to provide dietitians with the guidance in forecasting meal counts for a university/college foodservice facility. The forecasting methods to be analyzed were the following: naive model 1, 2, and 3; moving average, double moving average, simple exponential smoothing, double exponential smoothing, Holt's, and Winters' methods, and simple linear regression. The accuracy of the forecasting methods was measured using mean squared error and Theil's U-statistic. This study showed how to project meal counts using 10 forecasting methods for dietitians. The results of this study showed that WES was the most accurate forecasting method, followed by $na\ddot{i}ve$ 2 and naive 3 models. However, naive model 2 and 3 were recommended for using by dietitians in university/college dining facilities because of the accuracy and ease of use. In addition, the 2000 spring semester data were better than the 2000 fall semester data to forecast 2001spring semester data.

• 정보통신설비학회논문지
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• 제8권4호
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• pp.170-181
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• 2009

When a slow-moving vehicle occupies one of the lanes of a multi-lane highway, it often causes queuing behind, unlike one is caused by an actual stoppage on that lane. This happens when the traffic flow rate upstream from the slow vehicle exceeds a certain critical value. This phenomena is called as the Moving Bottleneck, defined by Gazis and Herman (1992), Newell (1998) [3], and Munoz and Daganzo (2002), who conducted the flow estimates of upstream and downstream and considered slow-moving vehicle speed and the flow ratio exceeding slow vehicle and the microscopic traffic flow characteristics of moving bottleneck. But, a study of delay on moving bottleneck was not conducted until now. So this study provides a average delay time model related to upstream flow and the speed of slow vehicle. We have chosen the two-lane highway and homogeneous traffic flow. A slow-moving vehicle occupies one of the two lanes. Average delay time value is a result of AIMSUN[9], the microscopic traffic flow simulator. We developed a multiple regression model based on that value. Average delay time has a high value when the speed of slow vehicle is decreased and traffic flow is increased. Conclusively, the model is formulated by the negative exponential function.