• Title/Summary/Keyword: Exponential trend

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Estimation of Smoothing Constant of Minimum Variance and Its Application to Shipping Data with Trend Removal Method

  • Takeyasu, Kazuhiro;Nagata, Keiko;Higuchi, Yuki
    • Industrial Engineering and Management Systems
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    • v.8 no.4
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    • pp.257-263
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    • 2009
  • Focusing on the idea that the equation of exponential smoothing method (ESM) is equivalent to (1, 1) order ARMA model equation, new method of estimation of smoothing constant in exponential smoothing method is proposed before by us which satisfies minimum variance of forecasting error. Theoretical solution was derived in a simple way. Mere application of ESM does not make good forecasting accuracy for the time series which has non-linear trend and/or trend by month. A new method to cope with this issue is required. In this paper, combining the trend removal method with this method, we aim to improve forecasting accuracy. An approach to this method is executed in the following method. Trend removal by a linear function is applied to the original shipping data of consumer goods. The combination of linear and non-linear function is also introduced in trend removal. For the comparison, 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 especially for the time series that has stable characteristics and has rather strong seasonal trend and also the case that has non-linear trend. The effectiveness of this method should be examined in various cases.

Forecasting of Stream Qualities in Gumho River by Exponential Smoothing at Gumho2 Measurement Point using Monthly Time Series Data

  • Song, Phil-Jun;Lee, Bo-Ra;Kim, Jin-Yong;Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.609-617
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    • 2007
  • The goal of this study is to forecast the trend of stream quality and to suggest some policy alternatives in Gumbo river. It used the five different monthly time series data such as BOD, COD, T-N and EC of the nine of Gumbo River measurement points from Jan. 1998 to Dec. 2006. Water pollution is serious at Gumbo2 and Palgeo stream measurement points. BOD, COD, T-N and EC data are analyzed with the exponential smoothing model and the trend is forecasted until Dec. 2009.

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The Comparative Study of NHPP Software Reliability Model Based on Exponential and Inverse Exponential Distribution (지수 및 역지수 분포를 이용한 NHPP 소프트웨어 무한고장 신뢰도 모형에 관한 비교연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.9 no.2
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    • pp.133-140
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    • 2016
  • Software reliability in the software development process is an important issue. Software process improvement helps in finishing with reliable software product. Infinite failure NHPP software reliability models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, we were proposed the reliability model with the exponential and inverse exponential distribution, which made out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on mean square error (MSE) and coefficient of determination($R^2$), for the sake of efficient model, were employed. Analysis of failure, using real data set for the sake of proposing the exponential and inverse exponential distribution, was employed. This analysis of failure data compared with the exponential and inverse exponential distribution property. In order to insurance for the reliability of data, Laplace trend test was employed. In this study, the inverse exponential distribution model is also efficient in terms of reliability because it (the coefficient of determination is 80% or more) in the field of the conventional model can be used as an alternative could be confirmed. From this paper, the software developers have to consider life distribution by prior knowledge of the software to identify failure modes which can be able to help.

A Hybrid Method to Improve Forecasting Accuracy Utilizing Genetic Algorithm: An Application to the Data of Processed Cooked Rice

  • Takeyasu, Hiromasa;Higuchi, Yuki;Takeyasu, Kazuhiro
    • Industrial Engineering and Management Systems
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    • v.12 no.3
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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.

Optimal Pipe Replacement Analysis with a New Pipe Break Prediction Model (새로운 파괴예측 모델을 이용한 상수도 관의 최적 교체)

  • Park, Suwan;Loganathan, G.V.
    • Journal of Korean Society of Water and Wastewater
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    • v.16 no.6
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    • pp.710-716
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    • 2002
  • A General Pipe Break Prediction Model that incorporates linear and exponential models in its form is developed. The model is capable of fitting pipe break trends that have linear, exponential or in between of linear and exponential trend by using a weighting factor. The weighting factor is adjusted to obtain a best model that minimizes the sum of squared errors of the model. The model essentially plots a best curve (or a line) passing through "cumulative number of pipe breaks" versus "break times since installation of a pipe" data points. Therefore, it prevents over-predicting future number of pipe breaks compared to the conventional exponential model. The optimal replacement time equation is derived by using the Threshold Break Rate equation by Loganathan et al. (2002).

Quantitative Approaches for Classification of the Patterns on Scientific and Technological Development (과학기술발전(科學技術發展)패턴의 추출(抽出)을 위한 계량적(計量的) 분석(分析))

  • Gwon, Cheol-Sin
    • Journal of Korean Institute of Industrial Engineers
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    • v.7 no.2
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    • pp.27-41
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    • 1981
  • The purpose of this study is to extract and classify the general patterns on scientific and technological development by quantitative approaches. Indicators used for this pattern classification amounted to a total of 39. what is more, these indicators were set up with the recent data for the first half of the 1970's mainly, and 141 nations were selected as the sample of the analysis. 7 aspects which prescribe the scentific and technological activities were established, and so 3 patterns of the S & T development were extrected by means of a "two-dimensional cross section" among them. (1) A pattern showing the trend of the exponential curve from the point over a certain level (in this study, it is defined as "Threshold Valued"). (2) A pattern in which elasticity of the exponential curve is gradually reduced from the point over the threshold value. (3) A pattern not showing any trend, but forming a large variance.

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Joint Exponential Smoothing and Trend-based Principal Component Analysis for Anomaly Detection in Wireless Sensor Networks (무선 센서 네트워크에서의 이상 징후 감지를 위한 공동 지수 평활법 및 추세 기반 주성분 분석)

  • Dang, Thien-Binh;Yang, Hui-Gyu;Tran, Manh-Hung;Le, Duc-Tai;Kim, Moonseong;Choo, Hyunseung
    • Proceedings of the Korea Information Processing Society Conference
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    • 2019.10a
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    • pp.145-148
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    • 2019
  • Principal Component Analysis (PCA) is a powerful technique in data analysis and widely used to detect anomalies in Wireless Sensor Networks. However, the performance of conventional PCA is not high on time-series data collected by sensors. In this paper, we propose a Joint Exponential Smoothing and Trend-based Principal Component Analysis (JES-TBPCA) for Anomaly Detection which is based on conventional PCA. Experimental results on a real dataset show a remarkably higher performance of JES-TBPCA comparing to conventional PCA model in detection of stuck-at and offset anomalies.

Modeling the Growth of Neurology Literature

  • Hadagali, Gururaj S.;Anandhalli, Gavisiddappa
    • Journal of Information Science Theory and Practice
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    • v.3 no.3
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    • pp.45-63
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    • 2015
  • The word ‘growth’ represents an increase in actual size, implying a change of state. In science and technology, growth may imply an increase in number of institutions, scientists, or publications, etc. The present study demonstrates the growth of neurology literature for the period 1961-2010. A total of 291,702 records were extracted from the Science Direct Database for fifty years. The Relative Growth Rate (RGR) and Doubling Time (Dt.) of neurology literature have been calculated, supplementing with different growth patterns to check whether neurology literature fits exponential, linear, or logistic models. The results of the study indicate that the growth of literature in neurology does not follow the linear, or logistic growth model. However, it follows closely the exponential growth model. The study concludes that there has been a consistent trend towards increased growth of literature in the field of neurology.

The Comparative Study of NHPP Software Reliability Model Exponential and Log Shaped Type Hazard Function from the Perspective of Learning Effects (지수형과 로그형 위험함수 학습효과에 근거한 NHPP 소프트웨어 신뢰성장모형에 관한 비교연구)

  • Kim, Hee Cheul
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.8 no.2
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    • pp.1-10
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    • 2012
  • In this study, software products developed in the course of testing, software managers in the process of testing software test and test tools for effective learning effects perspective has been studied using the NHPP software. The finite failure nonhomogeneous Poisson process models presented and the life distribution applied exponential and log shaped type hazard function. Software error detection techniques known in advance, but influencing factors for considering the errors found automatically and learning factors, by prior experience, to find precisely the error factor setting up the testing manager are presented comparing the problem. As a result, the learning factor is greater than autonomous errors-detected factor that is generally efficient model could be confirmed. This paper, a failure data analysis of applying using time between failures and parameter estimation using maximum likelihood estimation method, after the efficiency of the data through trend analysis model selection were efficient using the mean square error and coefficient of determination.

Forecasting of Stream Qualities at Gumi industrial complex by Winters' Exponential Smoothing

  • Song, Phil-Jun;Um, Hee-Jung;Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1133-1140
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    • 2008
  • The goal of this paper is to analysis of the trend for stream quality in Gumi industrial complex with Winters' exponential smoothing method. It used the five different monthly time series data such as BOD, COD, TN, TP and EC from January 1998 to December 2006. The data of BOD, COD, TN, TP and EC are analyzed by time series method and forecasted the trends until December 2007. The stream qualities change for the better about BOD, COD, TN and TP, but the stream qualities resulted by EC is still serious.

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