• Title/Summary/Keyword: Simple Moving Average

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Arrival Time Estimation for Bus Information System Using Hidden Markov Model (은닉 마르코프 모델을 이용한 버스 정보 시스템의 도착 시간 예측)

  • Park, Chul Young;Kim, Hong Geun;Shin, Chang Sun;Cho, Yong Yun;Park, Jang Woo
    • KIPS Transactions on Computer and Communication Systems
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    • v.6 no.4
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    • pp.189-196
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    • 2017
  • BIS(Bus Information System) provides the different information related to buses including predictions of arriving times at stations. BIS have been deployed almost all cities in our country and played active roles to improve the convenience of public transportation systems. Moving average filters, Kalman filter and regression models have been representative in forecasting the arriving times of buses in current BIS. The accuracy in prediction of arriving times depends largely on the forecasting algorithms and traffic conditions considered when forecasting in BIS. In present BIS, the simple prediction algorithms are used only considering the passage times and distances between stations. The forecasting of arrivals, however, have been influenced by the traffic conditions such as traffic signals, traffic accidents and pedestrians ets., and missing data. To improve the accuracy of bus arriving estimates, there are big troubles in building models including the above problems. Hidden Markov Models have been effective algorithms considering various restrictions above. So, we have built the HMM forecasting models for bus arriving times in the current BIS. When building models, the data collected from Sunchean City at 2015 have been utilized. There are about 2298 stations and 217 routes in Suncheon city. The models are developed differently week days and weekend. And then the models are conformed with the data from different districts and times. We find that our HMM models can provide more accurate forecasting than other existing methods like moving average filters, Kalmam filters, or regression models. In this paper, we propose Hidden Markov Model to obtain more precise and accurate model better than Moving Average Filter, Kalman Filter and regression model. With the help of Hidden Markov Model, two different sections were used to find the pattern and verified using Bootstrap process.

Estimation of Forest Growing Stock by Combining Annual Forest Inventory Data (연년 산림자원조사 자료를 이용한 임목축적 추정)

  • Yim, Jong Su;Jung, Il Bin;Kim, Jong Chan;Kim, Sung Ho;Ryu, Joo Hyung;Shin, Man Yong
    • Journal of Korean Society of Forest Science
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    • v.101 no.2
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    • pp.213-219
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    • 2012
  • The $5^{th}$ national forest inventory (NFI5) has been reorganized to annual inventory system for providing multi-resources forest statistics at a point in time. The objective of this study is to evaluate statistical estimators for estimating forest growing stock in Chungcheongbuk-Do from annual inventory data. When comparing two estimators; simple random sampling (SRS) and double sampling for post-stratification (DSS), for estimating mean forest growing stock ($m^3/ha$) at each surveyed year, the estimate for DSS in which a population of interest is stratified into three sub-population (forest cover types) was more precise than that for SRS. To combine annual inventory field data, three estimators (Temporally Indifferent Method; TIM, Moving Average; MA, and Weighted Moving Average; WMA) were compared. Even though the estimated mean for TIM and WMA is identical, WMA-DSS is preferred to provide more smaller variance of estimated mean and to adjust for catastrophic events at a surveyed year (so-called "lag bias") by annual inventory data.

Blind Hopping Phase Estimator in Frequency-Hopped FM and BFSK Systems

  • Kim, Myungsup;Seong, Jinsuk;Lee, Seong-Ro
    • ETRI Journal
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    • v.37 no.1
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    • pp.1-10
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    • 2015
  • A blind hopping phase estimator is proposed for the demodulation of received signals in frequency-hopping spread spectrum systems. The received signals are assumed to be bandwidth limited with a shaping filter, modulated as frequency modulation (FM) or binary frequency shift keying (BFSK), and hopped by predetermined random frequency sequences. In the demodulation procedure in this paper, the hopping frequency tracking is accomplished by choosing a frequency component with maximum amplitude after taking a discrete Fourier transform, and the hopping phase estimator performs the conjugated product of two consecutive signals and moving-average filtering. The probability density function and Cramer-Rao low bound (CRLB) of the proposed estimator are evaluated. The proposed scheme not only is very simple to implement but also performs close to the CRLB in demodulating hopped FM/BFSK signals.

A Study on the Identification of Nonlinear Vibration System with Stick Slip Friction (Stick-Slip 마찰이 있는 비선형 진동 시스템의 규명에 관한 연구)

  • 허인호;이병림;이재응
    • Journal of KSNVE
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    • v.10 no.3
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    • pp.451-456
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    • 2000
  • In this paper a discrete time model for the identification of nonlinear vibration system with stick-slip friction is proposed. The proposed model can handle the highly nonlinear behavior of the friction such as stick-slip phenomenon and Stribeck effect. The basic idea of the proposed model is as follows : If the nonlinearity of the system can be predicted as a simple function then this nonlinear function term cab be directly used in the discrete time model. By doing this the number of nonlinear terms in the model can be much less than those of NARMAX model which is widely used nonlinear discrete model. The simulation result shows that the proposed model can estimate the response of the nonlinear vibration system with stick-slip friction very well with less computational effort.

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A Study on Vibration Reduction Timing Selection in the Mobile Pointing System (기동장비용 지향구조물의 진동 감소 상태선정 연구)

  • Yoo, Jin-Ho;Lee, Dong-Ju
    • Transactions of the Korean Society of Machine Tool Engineers
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    • v.16 no.2
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    • pp.112-119
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    • 2007
  • In order to predict vibration trends occurred during vehicle drive, acceleration data was processed by using data processing algorithm with moving average and Hilbert transform. Specific mode constants of acceleration were obtained under various disturbance. Vehicle velocity, road condition, property of pointing structure were considered as factors which make change of vibration trend in vehicle dynamics. Results of signal processing were compared and analysed. Advanced performance of the timing selection algorithm from this study was verified by using simple equipment comparing with the deflection measurement laser system(Muzzle Reference System).

Heart Rate Estimation Based on PPG signal and Histogram Filter for Mobile Healthcare

  • Lee, Ju-Won;Lee, Byeong-Ro
    • Journal of information and communication convergence engineering
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    • v.8 no.1
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    • pp.112-115
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    • 2010
  • The heart rate is the most important vital sign in diagnosing heart status. The simple method to measure the heart rate in the mobile healthcare device is using the PPG signal. In developing the mobile healthcare device using the PPG signal, the most important issue is the inaccuracy of the measured heart rate because the PPG signal is distorted from the user's motions. To improve the problem, this study proposed the new method that is to estimate the heart rate without an additional sensor in real life. The proposed method in this study is using the histogram filter. In order to evaluate the performance of the proposed method, the study compares its results with the moving average method in motion environment. According to the experimental results, the performance of the proposed method was more than 40% better than the performances of the MAF.

On-line Optimal EMS Implementation for Distributed Power System

  • Choi, Wooin;Baek, Jong-Bok;Cho, Bo-Hyung
    • Proceedings of the KIPE Conference
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    • 2012.11a
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    • pp.33-34
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    • 2012
  • As the distributed power system with PV and ESS is highlighted to be one of the most prominent structure to replace the traditional electric power system, power flow scheduling is expected to bring better system efficiency. Optimal energy management system (EMS) where the power from PV and the grid is managed in time-domain using ESS needs an optimization process. In this paper, main optimization method is implemented using dynamic programming (DP). To overcome the drawback of DP in which ideal future information is required, prediction stage precedes every EMS execution. A simple auto-regressive moving-average (ARMA) forecasting followed by a PI-controller updates the prediction data. Assessment of the on-line optimal EMS scheme has been evaluated on several cases.

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Enhancing TCP Performance to Persistent Packet Reordering

  • Leung Ka-Cheong;Ma Changming
    • Journal of Communications and Networks
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    • v.7 no.3
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    • pp.385-393
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    • 2005
  • In this paper, we propose a simple algorithm to adaptively adjust the value of dupthresh, the duplicate acknowledgement threshold that triggers the transmission control protocol (TCP) fast retransmission algorithm, to improve the TCP performance in a network environment with persistent packet reordering. Our algorithm uses an exponentially weighted moving average (EWMA) and the mean deviation of the lengths of the reordering events reported by a TCP receiver with the duplicate selective acknowledgement (DSACK) extension to estimate the value of dupthresh. We also apply an adaptive upper bound on dupthresh to avoid the retransmission timeout events. In addition, our algorithm includes a mechanism to exponentially reduce dupthresh when the retransmission timer expires. With these mechanisms, our algorithm is capable of converging to and staying at a near-optimal interval of dupthresh. The simulation results show that our algorithm improves the protocol performance significantly with minimal overheads, achieving a greater throughput and fewer false fast retransmissions.

GENERALISED PARAMETERS TECHNIQUE FOR IDENTIFICATION OF SEASONAL ARMA (SARMA) AND NON SEASONAL ARMA (NSARMA) MODELS

  • M. Sreenivasan;K. Sumathi
    • Journal of applied mathematics & informatics
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    • v.4 no.1
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    • pp.135-135
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    • 1997
  • Times series modeling plays an important role in the field of engineering, Statistics, Biomedicine etc. Model identification is one of crucial steps in the modeling of an AutoRegreesive Moving Average(ARMA(p, q)) process for real world problems. Many techniques have been developed in the literature (Salas et al., McLeod et al. etc.) for the identification of an ARMA(p, q) Model. In this paper, a new technique called The Generalised Parameters Technique is formulated for seasonal and non-seasonal ARMA model identification. This technique is very simple and can e applied to any given time series. Initial estimates of the AR parameters of the ARMA model are also obtained by this method. This model identification technique is validated through many theoretical and simulated examples.

Design of 2-D MA FIR Filters for Channel Estimation in OFDM Systems

  • Park, Ji-Woong;Lee, Seung-Woo;Lee, Yong-Hwan
    • Proceedings of the IEEK Conference
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    • 2003.07a
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    • pp.234-237
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    • 2003
  • The accuracy of channel estimation significantly affects the performance of coherent OFDM receiver. It is desirable to employ a good channel estimator while requiring low implementation complexity. In this paper, we propose a channel estimator that employs a simple two-dimensional (2-D) moving average (MA) filter as the channel estimation filter. The optimum tap size of the 2-D MA FIR filter is analytically designed in the time and frequency domain in association with the channel condition and pilot signal to interference power ratio. The analytic results can be applied to the design of adaptive channel estimator. Finally, the performance of the proposed channel estimator is verified by computer simulation.

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