• The Korean Journal of Applied Statistics
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• v.35 no.3
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• pp.385-393
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• 2022

In this paper, we consider univariate time series models that are well known in the field of forecasting and we study on forecasting performance for their simple combinations. The univariate time series models include exponential smoothing methods and ARIMA (autoregressive integrated moving average) models, their extended models, and non-seasonal and seasonal random walk models, which is frequently used as benchmark models for forecasting. The median and mean are simply used for the combination method, and the data set used for performance evaluation is M3-competition data composed of 3,003 various time series data. As results of evaluating the performance by sMAPE (symmetric mean absolute percentage error) and MASE (mean absolute scaled error), we assure that the simple combinations of the univariate models perform very well in the M3-competition dataset.

• Journal of Korean Society for Quality Management
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• v.14 no.1
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• pp.53-60
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• 1986

The purpose of this study has been finding where GMDH (Group Method of Data Handling) lies in accordance with comparing other methods and ascertaining the effectiveness of GMDH at the systems of forecasting method. Other methods used for the comparison are: multiple regression model, Brown's third exponential smoothing model. Also the study has reviewed how the expected value and equatior are changed by GMDH. At the same time, the study has also reviewed various characteristics made with comparatively a few data. In conclusion, GMDH is better than the other method in point of view fitness, high effectiveness in self-selection and self-construction of the variables.

• Communications for Statistical Applications and Methods
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• v.28 no.6
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• pp.627-641
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• 2021

An asymmetric least squares estimation method has been employed to estimate linear models for percentile regression. An asymmetric maximum likelihood estimation (AMLE) has been developed for the estimation of Poisson percentile linear models. In this study, we propose generalized nonlinear percentile regression using the AMLE, and the use of the parametric bootstrap method to obtain confidence intervals for the estimates of parameters of interest and smoothing functions of estimates. We consider three conditional distributions of response variables given covariates such as normal, exponential, and Poisson for three mean functions with one linear and two nonlinear models in the simulation studies. The proposed method provides reasonable estimates and confidence interval estimates of parameters, and comparable Monte Carlo asymptotic performance along with the sample size and quantiles. We illustrate applications of the proposed method using real-life data from chemical and radiation epidemiological studies.

• Journal of the Korean Data and Information Science Society
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• v.23 no.6
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• pp.1045-1054
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• 2012

Support vector machine is known to be the very useful statistical method in classification and nonlinear function estimation. In this paper we propose a monotone support vector regression (SVR) for the estimation of monotonically decreasing function. The proposed monotone SVR is applied to smooth the Kaplan-Meier estimate of survival function. Experimental results are then presented which indicate the performance of the proposed monotone SVR using survival functions obtained by exponential distribution.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.39C no.8
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• pp.708-715
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• 2014

In this paper, we suggest a method of realtime confidence interval estimation to detect abnormal states of sensor data. For realtime confidence interval estimation, the mean square errors of the exponential smoothing method and moving average method, two of the time series analysis method, where 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 alarming. As the suggested method is for realtime 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 realtime confidence interval estimation.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2007.11a
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• pp.370-373
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• 2007

지하구내에 물이 유입되기 시작하면 미리 설치되어 있는 펌프를 동작시켜서 배수를 해야한다. 이 경우 지하구내로 유입되는 물의 경로로 구분한 내수와 외수의 양을 알 수 있다면 위험도의 평가에 있어서 좋지만 유입량을 정확히 알 수 없으므로 시계열 분석으로 미래의 값을 예측하는 방법을 제시하고자 한다. 시계열 분석으로 예측한 값을 토대로 퍼지 이론을 이용한 지하구내 침수 상황 통제 시스템을 구현하였다.

• Journal of Institute of Control, Robotics and Systems
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• v.15 no.3
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• pp.337-345
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• 2009

The dependence of numerous systems on electronic devices is causing rapidly increasing concern over fault tolerance because of safety issues of safety critical system. As an example, a vehicle with electronics-controlled system such as x-by-wire systems, which are replacing rigid mechanical components with dynamically configurable electronic elements, should be fault￢tolerant because a devastating failure could arise without warning. Fault-tolerant systems have been studied in detail, mainly in the field of aeronautics. As an alternative to solve these problems, this paper presents the fuzzy hybrid redundancy system that can remove most erroneous faults with fuzzy fault detection algorithm. In addition, several numerical simulation results are given where the fuzzy hybrid redundancy outperforms with general voting method.

• Nuclear Engineering and Technology
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• v.52 no.6
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• pp.1334-1339
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• 2020

This paper presents an empirical and comprehensive forecasting analysis of the uranium price. Prices are generally difficult to forecast, and the uranium price is not an exception because it is affected by many external factors, apart from imbalances between demand and supply. Therefore, a systematic analysis of multiple forecasting methods and combinations of them along repeated forecast origins is a way of discerning which method is most suitable. Results suggest that i) some sophisticated methods do not improve upon the Naïve's (horizontal) forecast and ii) Unobserved Components methods are the most powerful, although the gain in accuracy is not big. These two facts together imply that uranium prices are undoubtedly subject to many uncertainties.

• Journal of Information Technology Applications and Management
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• v.12 no.1
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• pp.141-155
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• 2005

It is very important that sellers provide reasonable reserve prices for auction items in internet auction systems. Recently, an agent has been proposed to generate reserve prices automatically based on the case similarity of information retrieval theory and the moving average of time series analysis. However, one problem of the previous approaches is that the recent trend of auction prices is not well reflected on the generated reserve prices, because it simply provides the bid price of the most similar item or an average price of some similar items using the past auction data. In this paper. in order to overcome the problem. we propose a method that generates reserve prices based on the moving average. the exponential smoothing, and the least square of time series analysis. Through performance experiments. we show that the successful bid rate of the new method can be increased by preventing sellers from making unreasonable reserve prices compared with the previous methods.

• Proceedings of the KIEE Conference
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• 1996.11a
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• pp.447-449
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• 1996

This paper describes an algorithm for short term load forecasting using the Kohonen neural network. Single layer Kohonen neural network presents a lot of advantageous features for practical application. It takes less training time compared to other networks such as BP network, and moreover, its self organized feature can amend the distorted data. The originality of proposed approach is to use a Kohonen map toclassify data representing load patterns and to use directly the information stored in the weight vectors of the Kohonen map to pridict the load. Proposed method was tested with KEPCO hourly record(1993-1995) show better forecasting results compared with conventional exponential smoothing method.