• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국내학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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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.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제11권10호
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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.

• 산업경영시스템학회지
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• 제41권1호
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• pp.50-58
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• 2018

Intermittent demand is a demand with a pattern in which zero demands occur frequently and non-zero demands occur sporadically. This type of demand mainly appears in spare parts with very low demand. Croston's method, which is an initiative intermittent demand forecasting method, estimates the average demand by separately estimating the size of non-zero demands and the interval between non-zero demands. Such smoothing type of forecasting methods can be suitable for mid-term or long-term demand forecasting because those provides the same demand forecasts during the forecasting horizon. However, the smoothing type of forecasting methods aims at short-term forecasting, so the estimated average forecast is a factor to decrease accuracy. In this paper, we propose a forecasting method to improve short-term accuracy by improving Croston's method for intermittent demand forecasting. The proposed forecasting method estimates both the non-zero demand size and the zero demands' interval separately, as in Croston's method, but the forecast at a future period adjusted by binomial weight according to occurrence probability. This serves to improve the accuracy of short-term forecasts. In this paper, we first prove the unbiasedness of the proposed method as an important attribute in forecasting. The performance of the proposed method is compared with those of five existing forecasting methods via eight evaluation criteria. The simulation results show that the proposed forecasting method is superior to other methods in terms of all evaluation criteria in short-term forecasting regardless of average size and dispersion parameter of demands. However, the larger the average demand size and dispersion are, that is, the closer to continuous demand, the less the performance gap with other forecasting methods.

• 한국경영과학회지
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• 제23권3호
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• pp.153-168
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• 1998

In this study we consider a CONWIP system in which the processing times at each station follow an exponential distribution and the demands for the finished Products arrive according to a compound Poisson process. The demands that are not satisfied instantaneously are assumed to be backordered. For this system we develop an approximation method to obtain the performance measures such as steady state probabilities of the number of parts at each station, the proportion of backordered demands, the average number of backordered demands and the mean waiting time of a backordered demand. For the analysis of the proposed CONWIP system, we model the CONWIP system as a closed queueing network with a synchronization station and analyze the closed queueing network using a product form approximation method. A matrix geometric method is used to solve the subnetwork in the application of the product-form approximation method. To test the accuracy of the approximation method, the results obtained from the approximation method were compared with those obtained by simulation. Comparisons with simulation have shown that the approximate method provides fairly good results.

• Industrial Engineering and Management Systems
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• 제12권3호
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• pp.244-253
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• 2013

In industries, shipping is an important issue in improving the forecasting accuracy of sales. This paper introduces a hybrid method and plural methods are compared. Focusing the equation of exponential smoothing method (ESM) that is equivalent to (1, 1) order autoregressive-moving-average (ARMA) model equation, a new method of estimating the smoothing constant in ESM had been proposed previously by us which satisfies minimum variance of forecasting error. Generally, the smoothing constant is selected arbitrarily. However, this paper utilizes the above stated theoretical solution. Firstly, we make estimation of ARMA model parameter and then estimate the smoothing constant. Thus, theoretical solution is derived in a simple way and it may be utilized in various fields. Furthermore, combining the trend removing method with this method, we aim to improve forecasting accuracy. This method is executed in the following method. Trend removing by the combination of linear and 2nd order nonlinear function and 3rd order nonlinear function is executed to the original production data of two kinds of bread. Genetic algorithm is utilized to search the optimal weight for the weighting parameters of linear and nonlinear function. For comparison, the 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 for the time series that has various trend characteristics and has rather strong seasonal trend. The effectiveness of this method should be examined in various cases.

• 산업공학
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• 제11권3호
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• pp.55-63
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• 1998

In this study we consider a CONWIP system in which the processing times at each station follow an exponential distribution and the demands for the finished products arrive according to a compound Poisson process. The demands that are not satisfied instantaneously are assumed to be lost. We assume that the lot size at each station is greater than one. For this system we develop an approximation method to obtain the performance measures such as steady state probabilities of the number of parts at each station, average number of parts at each station and the proportion of lost demands. For the analysis of the proposed CONWIP system, we model the CONWIP system as a closed queueing network with a synchronization station and analyze the closed queueing network using a product form approximation method. A recursive technique is used to solve the subnetwork in the application of the product-form approximation method. To test the accuracy of the approximation method, the results obtained from the approximation method were compared with those obtained by simulation. Comparisons with simulation have shown that the accuracy of the approximate method is acceptable.

• 대한안전경영과학회지
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• 제18권4호
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• pp.161-169
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• 2016

In this research, we propose efficient demand forecasting scheme for intermittent demand. For this purpose, we first extensively analyze the drawbacks of the existing forecasting methods such as Croston method and Syntetos-Boylan approximation, then using these findings we propose the new demand forecasting method. Our goal is to develop forecasting method robust across many situations, not necessarily optimal for a limited number of specific situations. For this end, we adopt combining forecasting method that utilizes unbiased forecasting methods such as simple exponential smoothing and simple moving average. Various simulation results show that the proposed forecasting method performed better than the existing forecasting methods.

• 전자공학회논문지D
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• 제34D권8호
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• pp.15-25
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• 1997

The integration method of carier concentrations to redcue the discretization error of th box integratio method used in the discretization of the three-dimensional poisson's equation is presented. The carrier concentration is approximated in the closed form as an exponential function of the linearly varying potential in the element. The presented method is implemented in the three-dimensional poisson's equation solver running under the windows 95. The accuracy and the convergence chaacteristics of the three-dimensional poisson's equation solver are compared with those of DAVINCI for the PN junction diode and the n-MOSFET under the thermal equilibrium and the DC reverse bias. The potential distributions of the simulatied devices from the three-dimensional poisson's equation solver, compared with those of DAVINCI, has a relative error within 2.8%. The average number of iterations needed to obtain the solution of the PN junction diode and the n-MOSFET using the presented method are 11.47 and 11.16 while the those of DAVINCI are 21.73 and 23.0 respectively.

• Journal of the Korean Data and Information Science Society
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• 제20권1호
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• pp.117-124
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• 2009

시계열자료에 계절효과가 존재할 때 성공적인 수요예측을 위해 Winters 방법과 같은 다양한 통계적 방법이 존재지만 신상품과 같이 과거 매출자료가 충분하지 않을 경우 통계적 방법 적용에 한계가 존재한다. 본 연구논문은 신제품과 같이 과거 매출자료가 충분하지 않아 계절효과 등을 추정하기 어려울 때 누적자료를 활용한 통계적 예측방법을 제안한다. 제안된 통계적 방법은 회귀모형이론에 기초하고 있으며 이 방법의 유효성을 최근 화장품 매출자료를 이용하여 검증하였다.

• 한국가스학회지
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• 제18권1호
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• pp.8-16
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• 2014

본 연구에서는 국내에서 발생한 가스사고를 분석하여 가스사고의 건수예측모델에 대하여 제시하였다. 가스사고 건수를 예측하기 위하여 단순이동평균법(3,4,5기간), 가중이동평균법 및 지수평활법을 적용해 본 결과, 4기간 이동평균법과 가중이동평균법에 의한 모델의 평균오차제곱합이 44.4와 43으로 가장 정확성이 높은 것으로 나타났다. 가스사고 발생건수 예측시스템을 개발함으로서 가스사고 예방활동에 적극 활용할 수 있을 것이다.