• Title/Summary/Keyword: Exponential Smoothing

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A Study on Imputing the Missing Values of Continuous Traffic Counts (상시조사 교통량 자료의 결측 보정에 관한 연구)

  • Lee, Sang Hyup;Shin, Jae Myong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.33 no.5
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    • pp.2009-2019
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    • 2013
  • Traffic volumes are the important basic data which are directly used for transportation network planning, highway design, highway management and so forth. They are collected by two types of collection methods, one of which is the continuous traffic counts and the other is the short duration traffic counts. The continuous traffic counts are conducted for 365 days a year using the permanent traffic counter and the short duration traffic counts are conducted for specific day(s). In case of the continuous traffic counts the missing of data occurs due to breakdown or malfunction of the counter from time to time. Thus, the diverse imputation methods have been developed and applied so far. In this study the applied exponential smoothing method, in which the data from the days before and after the missing day are used, is proposed and compared with other imputation methods. The comparison shows that the applied exponential smoothing method enhances the accuracy of imputation when the coefficient of traffic volume variation is low. In addition, it is verified that the variation of traffic volume at the site is an important factor for the accuracy of imputation. Therefore, it is necessary to apply different imputation methods depending upon site and time to raise the reliability of imputation for missing traffic values.

Comparison of CDBC controller of DC Servo Motor (DC 서보모터의 CDBC 제어기 비교)

  • 김진용;유항열;김성열;이정국;이금원
    • Proceedings of the IEEK Conference
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    • 2003.07c
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    • pp.2593-2596
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    • 2003
  • The deadbeat properties have been well known in designing digital control systems. But recently several researchers proposed a CDBC(Continuout-time DeadBeat Controller) in continuous time. They used delay or smoothing elements from the finite Laplace Transform. A delay element is made by the exponential terms. A smoothing element is used to smooth the digital control input. And eventually the process is argumentd with smoothing elements and then well-known digital deadbeat controller is designed Sometimes samplings are done in continuous time systems and some hold devices are used to relate to digital systems. So multirate sampling may enhance the efficiency of the CDBC. A DC servo motor is chosen for implementing CDBC algorithm. Especially Outputs according to the variable input and disturbance are simulated. by use of Matlab Simulink.

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소형전산기를 이용한 재고관리 시뮤레이션 모델 연구

  • Kim Yeong-Gil
    • Journal of the military operations research society of Korea
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    • v.11 no.1
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    • pp.1-7
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    • 1985
  • A computer-aided simulation model for inventory control was developed using Apple II Plus micro-computer. The model forecasts quarterly demands with Single Exponential Smoothing method and simulates Supply Demand Review and Inventory Level Settings for each items. The simulation is based on the assumption that the demand occurrences have their own probability distributions.

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Hybrid CSA optimization with seasonal RVR in traffic flow forecasting

  • Shen, Zhangguo;Wang, Wanliang;Shen, Qing;Li, Zechao
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.10
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    • pp.4887-4907
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    • 2017
  • Accurate traffic flow forecasting is critical to the development and implementation of city intelligent transportation systems. Therefore, it is one of the most important components in the research of urban traffic scheduling. However, traffic flow forecasting involves a rather complex nonlinear data pattern, particularly during workday peak periods, and a lot of research has shown that traffic flow data reveals a seasonal trend. This paper proposes a new traffic flow forecasting model that combines seasonal relevance vector regression with the hybrid chaotic simulated annealing method (SRVRCSA). Additionally, a numerical example of traffic flow data from The Transportation Data Research Laboratory is used to elucidate the forecasting performance of the proposed SRVRCSA model. The forecasting results indicate that the proposed model yields more accurate forecasting results than the seasonal auto regressive integrated moving average (SARIMA), the double seasonal Holt-Winters exponential smoothing (DSHWES), and the relevance vector regression with hybrid Chaotic Simulated Annealing method (RVRCSA) models. The forecasting performance of RVRCSA with different kernel functions is also studied.

Extending the Scope of Automatic Time Series Model Selection: The Package autots for R

  • Jang, Dong-Ik;Oh, Hee-Seok;Kim, Dong-Hoh
    • Communications for Statistical Applications and Methods
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    • v.18 no.3
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    • pp.319-331
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    • 2011
  • In this paper, we propose automatic procedures for the model selection of various univariate time series data. Automatic model selection is important, especially in data mining with large number of time series, for example, the number (in thousands) of signals accessing a web server during a specific time period. Several methods have been proposed for automatic model selection of time series. However, most existing methods focus on linear time series models such as exponential smoothing and autoregressive integrated moving average(ARIMA) models. The key feature that distinguishes the proposed procedures from previous approaches is that the former can be used for both linear time series models and nonlinear time series models such as threshold autoregressive(TAR) models and autoregressive moving average-generalized autoregressive conditional heteroscedasticity(ARMA-GARCH) models. The proposed methods select a model from among the various models in the prediction error sense. We also provide an R package autots that implements the proposed automatic model selection procedures. In this paper, we illustrate these algorithms with the artificial and real data, and describe the implementation of the autots package for R.

Advanced Distributed Arrival Time Control for Single Machine Problem in Dynamic Scheduling Environment (동적 스케줄링을 위한 분산 도착시간 제어 (Distributed Arrival Time Control) 알고리즘의 개량)

  • Ko, Jea-Ho;Ok, Chang-Soo
    • Journal of Korean Institute of Industrial Engineers
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    • v.38 no.1
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    • pp.31-40
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    • 2012
  • Distributed arrival time control (DATC) is a distributed feedback control algorithm for real-time scheduling problems in dynamic operational environment. Even though DATC has provided excellent performance for dynamic scheduling problems, it can be improved by considering the following considerations. First, the original DATC heavily depends on the quality of initial solution. In this paper, well-known dispatching rules are incorporated DATC algorithm to enhance its performance. Second, DATC improves its solution with adjusting virtual arrival times of jobs to be scheduled in proportion to the gap between completion time and due date iteratively. Since this approach assigns the same weight to all gaps generated with iterations, it fails to utilize significantly more the latest information (gap) than the previous ones. To overcome this issue we consider exponential smoothing which enable to assign different weight to different gaps. Using these two consideration This paper proposes A-DATC (Advanced-DATC). We demonstrate the effectiveness of the proposed scheduling algorithm through computational results.

Analysis of Korean GDP by unobserved components model (비관측요인모형을 이용한 한국의 국내총생산 분석)

  • Seong, Byeong-Chan;Lee, Seung-Kyung
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.5
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    • pp.829-837
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    • 2011
  • Since Harvey (1989), many approaches for applying unobserved components (UC) models to both univariate and multivariate time series analysis have been developed. However, practitioners still tend to use traditional methods such as exponential smoothing or ARIMA models for modeling and predicting time series data. It is well known that the UC model combines the flexibility of ARIMA models and the easy interpretability of exponential smoothing models by using unobserved components such as trend, cycle, season, and irregular components. This study reviews the UC model and compares its relative performances with those of the other models in modeling and predicting the real gross domestic products (GDP) in Korea. We conclude that the optimal model is the UC model on basis of root mean squared error.

Time series regression model for forecasting the number of elementary school teachers (초등학교 교원 수 예측을 위한 시계열 회귀모형)

  • Ryu, Soo Rack;Kim, Jong Tae
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.2
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    • pp.321-332
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    • 2013
  • Because of the continuous low birthrates, the number of the elementary students will decrease by 17% in 2020 compared to 2011. The purpose of this study is to forecast the number of elementary school teachers until 2020. We used the data in education statistical year books from 1970 to 2010. We used the time-series regression model, time series grouped regression model and exponential smoothing model to predict the number of teachers for the next ten years. Consequently time-series grouped regression model is a better model for forecasting the number of elementary school teachers than other models.

Prediction of Sales on Some Large-Scale Retailing Types in South Korea

  • Jeong, Dong-Bin
    • Asian Journal of Business Environment
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    • v.7 no.4
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    • pp.35-41
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    • 2017
  • Purpose - This paper aims to examine several time series models to predict sales of department stores and discount store markets in South Korea, while other previous trial has performed sales of convenience stores and supermarkets. In addition, optimal predicted values on the underlying model can be got and be applied to distribution industry. Research design, data, and methodology - Two retailing types, under investigation, are homogeneous and comparable in size based on 86 realizations sampled from January 2010 to February in 2017. To accomplish the purpose of this research, both ARIMA model and exponential smoothing methods are, simultaneously, utilized. Furthermore, model-fit measures may be exploited as important tools of the optimal model-building. Results - By applying Holt-Winters' additive seasonality method to sales of two large-scale retailing types, persisting increasing trend and fluctuation around the constant level with seasonal pattern, respectively, will be predicted from May in 2017 to February in 2018. Conclusions - Considering 2017-2018 forecasts for sales of two large-scale retailing types, it is important to predict future sales magnitude and to produce the useful information for reforming financial conditions and related policies, so that the impacts of any marketing or management scheme can be compared against the do-nothing scenario.