• Title/Summary/Keyword: Exponential Moving Average

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EWMA chart Application using the Transformation of the Exponential with Individual Observations (개별 관측치에서 지수변환을 이용한 EWMA 관리도 적용기법)

  • 지선수
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.22 no.52
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    • pp.337-345
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    • 1999
  • The long-tailed, positively skewed exponential distribution can be made into an almost symmetric distribution by taking the exponent of the data. In these situations, to use the traditional shewhart control limits on an individuals chart would be impractical and inconvenient. The transformed data, approximately bell-shaped, can be plotted conveniently on the individuals chart and exponentially weighted moving average chart. In this paper, using modifying statistics with transformed exponential of the data, we give a method for constructing control charts. Selecting method of exponent for individual chart is evaluated. And consider that smaller weight being assigned to the older data as time process and properties and taking method of exponent($\theta$), weighting factor($\alpha$) are suggested. Our recommendation, on the basis result of simulation, is practical method for EWMA chart.

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Short-term Electric Load Prediction Considering Temperature Effect (단파효과를 고려한 단기전력 부하예측)

  • 박영문;박준호
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.35 no.5
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    • pp.193-198
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    • 1986
  • In this paper, 1-168 hours ahead load prediction algorithm is developed for power system economic weekly operation. Total load is composed of three components, which are base load, week load and weather-sensitive load. Base load and week load are predicted by moving average and exponential smoothing method, respectively. The days of moving average and smoothing constant are optimally determined. Weather-sensitive load is modeled by linear form. The paramiters of weather load model are estimated by exponentially weighted recursive least square method. The load prediction of special day is very tedious, difficult and remains many problems which should be improved. Test results are given for the day of different types using the actual load data of KEPCO.

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Forecasting with a combined model of ETS and ARIMA

  • Jiu Oh;Byeongchan Seong
    • Communications for Statistical Applications and Methods
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    • v.31 no.1
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    • pp.143-154
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    • 2024
  • This paper considers a combined model of exponential smoothing (ETS) and autoregressive integrated moving average (ARIMA) models that are commonly used to forecast time series data. The combined model is constructed through an innovational state space model based on the level variable instead of the differenced variable, and the identifiability of the model is investigated. We consider the maximum likelihood estimation for the model parameters and suggest the model selection steps. The forecasting performance of the model is evaluated by two real time series data. We consider the three competing models; ETS, ARIMA and the trigonometric Box-Cox autoregressive and moving average trend seasonal (TBATS) models, and compare and evaluate their root mean squared errors and mean absolute percentage errors for accuracy. The results show that the combined model outperforms the competing models.

RSSI based Proximity User Detection System using Exponential Moving Average (지수이동평균을 이용한 RSSI 기반 근거리 사용자 탐지 시스템)

  • Yun, Gi-Hun;Kim, Keon-Wook;Choi, Jae-Hun;Park, Soo-Jun
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.47 no.4
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    • pp.105-111
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    • 2010
  • This paper proposes the recursive algorithm for passive proximity detection system based on signal strength. The system is designed to be used in the smart medicine chest in order to provide location-based service for the senior personnel. Due to the system profile, single receiver and uni-direction communication are applied over the signal attenuation model for the determination of user existence within certain proximity. The performance of conventional methods is subjective to the sight between the transmitter and receiver unless the direction of target is known. To appreciate the temporal and spatial locality of human subjects, the authors present exponential moving average (EMA) to compensate the unexpected position error from the direction and/or environment. By using optimal parameter, the experiments with EMA algorithm demonstrates 32.26% (maximum 40.80%) reduction in average of the error probability with 50% of consecutive sight in time.

Adaptive model predictive control using ARMA models (ARMA 모델을 이용한 적응 모델예측제어에 관한 연구)

  • 이종구;김석준;박선원
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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    • pp.754-759
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    • 1993
  • An adaptive model predictive control (AMPC) strategy using auto-regression moving-average (ARMA) models is presented. The characteristic features of this methodology are the small computer memory requirement, high computational speed, robustness, and easy handling of nonlinear and time varying MIMO systems. Since the process dynamic behaviors are expressed by ARMA models, the model parameter adaptation is simple and fast to converge. The recursive least square (RLS) method with exponential forgetting is used to trace the process model parameters assuming the process is slowly time varying. The control performance of the AMPC is verified by both comparative simulation and experimental studies on distillation column control.

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Study on Analysis of Driver's Visual Characteristics in Road Traffic and its Applications (도로교통에 있어서 운전자 주시특성분석과 그 적용성에 관한 연구)

  • 김대웅;임채문
    • Journal of Korean Society of Transportation
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    • v.9 no.2
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    • pp.101-120
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    • 1991
  • The Subject of this research work is to study the driver's vision and eye-movement ch-aracteristics under the diffrent condiction of road traffic and driving. The analysis of this investigation was conducted spatially or temporaly into three parts'eye-mark distribution, viewing-time percentage and fixation duration. This dissertation focuses on analysis of dr-iver's visual characteristics to improve road circumstamces. In this study driver's ch-aracteristics are measured with eye-mark recorder and analyzed statistically The main features of this study are : 1st Duration distribution of fixation point is significant in 87% at 5% of the significant level in Gamma Distribution. The average of fixation duration by road are 0.33sec on streets 0.45sec on Roads and 0.86sec on highways. The average of fixation duration by visual objects are 0.4sec on road surface 0.26sec on road shoulder 0.49sec on traffic sign 0.37sec on warning sign and 0.67sex on gwide sign. 2st Moving anglrs of a fixation point are fit in the Exponential Distribution. The average moving angle is appeared to be 3.85。 on streets 2.81。 on roads 2.73。 on highway and 5 。 on intersecyion. 3st As a result of examining alignment of guide and warning sign in traffic signs cxisting foundation methods are less affected by lane than by apeed of a vehicle.

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The Study on Strategy for Industrial Accident Prevention by the Industrial Accident Rate Forecasting in Korea (한국에서 산업재해율 예측에 의한 산업재해방지 전략에 관한 연구)

  • Kang, Young-Sig;Kim, Tae-Gu;Ahn, Kwang-Hyuk;Choi, Do-Lim;Jung, U-Na;Lee, Seong-Ho;Park, Min-Ah;Lee, Seol;Kim, Seong-Hyun
    • Proceedings of the Safety Management and Science Conference
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    • 2011.04a
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    • pp.177-183
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    • 2011
  • Korea has performed strategies for the third industrial accident prevention in order to minimize industrial accident. However, the occupational fatality rate and industrial accident rate appears to be stagnated for 11 years. Therefore, this paper forecasts the occupational fatality rate and industrial accident rate for 10 years. Also, this paper applies regression method (RA), exponential smoothing method (ESM), double exponential smoothing method (DESM), autoregressive integrated moving average (ARIMA) model and proposed analytical function method (PAFM) for trend of industrial accident. Finally, this paper suggests fundamental strategies for industrial accident prevention by forecasting of industrial accident rate in the long term.

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A study on the optimized requirement estimation of K-1 tank repair parts (K-1전차 수리부속 최적소요산정에 관한 연구)

  • 김희철;최석철
    • Journal of the military operations research society of Korea
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    • v.26 no.2
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    • pp.39-54
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    • 2000
  • This research is carried out solving problem of reduction in the rate of operation for the k-1 tank in order to increase the availability, caused by the delay in supply of k-1 tank repair parts in field operations. In other words, the study aims to find the most suitable requirement estimate pattern for the main repair parts that are used for k-1 tank. This study intends to present the most suitable requirement estimate pattern for k-1 trank repair pats by comparing the results of repair parts consumption data in relation to their pattern created by the programs of the requirement estimate technique(moving average method) currently used in the Army and adaptive exponential smoothing model. The results of this study numerically proved that the adaptive exponential smoothing model is the most appropriate technique in estimating the requirement for k-1 tank repair parts.

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Modeling Exponential Growth in Population using Logistic, Gompertz and ARIMA Model: An Application on New Cases of COVID-19 in Pakistan

  • Omar, Zara;Tareen, Ahsan
    • International Journal of Computer Science & Network Security
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    • v.21 no.1
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    • pp.192-200
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    • 2021
  • In the mid of the December 2019, the virus has been started to spread from China namely Corona virus. It causes fatalities globally and WHO has been declared as pandemic in the whole world. There are different methods which can fit such types of values which obtain peak and get flattened by the time. The main aim of the paper is to find the best or nearly appropriate modeling of such data. The three different models has been deployed for the fitting of the data of Coronavirus confirmed patients in Pakistan till the date of 20th November 2020. In this paper, we have conducted analysis based on data obtained from National Institute of Health (NIH) Islamabad and produced a forecast of COVID-19 confirmed cases as well as the number of deaths and recoveries in Pakistan using the Logistic model, Gompertz model and Auto-Regressive Integrated Moving Average Model (ARIMA) model. The fitted models revealed high exponential growth in the number of confirmed cases, deaths and recoveries in Pakistan.

Light-weight Signal Processing Method for Detection of Moving Object based on Magnetometer Applications (이동 물체 탐지를 위한 자기센서 응용 신호처리 기법)

  • Kim, Ki-Taae;Kwak, Chul-Hyun;Hong, Sang-Gi;Park, Sang-Jun;Kim, Keon-Wook
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.46 no.6
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    • pp.153-162
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    • 2009
  • This paper suggests the novel light-weight signal processing algorithm for wireless sensor network applications which needs low computing complexity and power consumption. Exponential average method (EA) is utilized by real time, to process the magnetometer signal which is analyzed to understand the own physical characteristic in time domain. EA provides the robustness about noise, magnetic drift by temperature and interference, furthermore, causes low memory consumption and computing complexity for embedded processor. Hence, optimal parameter of proposal algorithm is extracted by statistical analysis. Using general and precision magnetometer, detection probability over 90% is obtained which restricted by 5% false alarm rate in simulation and using own developed magnetometer H/W, detection probability over 60~70% is obtained under 1~5% false alarm rate in simulation and experiment.