• 대한산업공학회지
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• 제16권2호
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• pp.129-134
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• 1990

Exponential smoothing methods have enjoyed a long history of successful applications and have been used in forecasting for many years. However, it has been long known that one of the deficiencies of the method is an inability to respond quickly to interventions to interruptions, or to large changes in level of the underlying process. An exponential smoothing method adaptive to repeated random level changes is proposed using a change-detection statistic derived from a simple dynamic linear model. The results are compared with Trigg and Leach's and the exponential smoothing methods.

• 산업공학
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• 제18권3호
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• pp.343-349
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• 2005

This study presents the empirical results of comparing several demand forecasting methods for Supply Chain Management(SCM). Adaptive exponential smoothing using change detection statistics (Jun) is compared with Trigg and Leach's adaptive methods and SAS time series forecasting systems using weekly SCM demand data. The results show that Jun's method is superior to others in terms of one-step-ahead forecast error and eight-step-ahead forecast error. Based on the results, we conclude that the forecasting performance of SCM solution can be improved by the proposed adaptive forecasting method.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 2008년도 추계학술대회 및 정기총회
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• pp.123-123
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• 2008

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 2006년도 추계학술대회
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• pp.165-168
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• 2006

Exponential smoothing methods do not adapt well to unexpected changes in underlying process. Over the past few decades a number of adaptive smoothing models have been proposed which allow for the continuous adjustment of the smoothing constant value in order to provide a much earlier detection of unexpected changes. However, most of previous studies presented ad hoc procedure of adaptive forecasting without any theoretical background. In this paper, we propose a detection-adaptation procedure applied to simple and Holt's linear method. We derive level and slope change detection statistics based on Bayesian statistical theory and present distribution of the statistics by simulation method. The proposed procedure is compared with previous adaptive forecasting models using simulated data and economic time series data.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회/대한산업공학회 2005년도 춘계공동학술대회 발표논문
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• pp.658-663
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• 2005

This study presents the empirical results of comparing several demand forecasting methods for Supply Chain Management(SCM). Adaptive exponential smoothing using change detection statistics (Jun) is compared with Trigg and Leach's adaptive methods and SAS time series forecasting systems using weekly SCM demand data. The results show that Jun's method is superior to others in terms of one-step-ahead forecast error and eight-step-ahead forecast error. Based on the results, we conclude that the forecasting performance of SCM solution can be improved by the proposed adaptive forecasting method.

• Journal of Computing Science and Engineering
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• 제8권1호
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• pp.17-24
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• 2014

In this paper, we propose a new implementation of a failure detector. The implementation uses a dual model of heartbeat and interaction. First, the heartbeat model is adopted to shorten the detection time, if the detection process does not receive the heartbeat message in the expected time. The interaction model is then used to check the process further. The expected time is calculated using the exponential smoothing method. Exponential smoothing can be used to estimate the next arrival time not only in the random data, but also in the data of linear trends. It is proven that the new detector in the paper can eventually be a perfect detector.

• 전자공학회논문지
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• 제52권11호
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• pp.55-65
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• 2015

동영상 대조비 개선 과정에서 단일 영상을 위해 연구된 대조비 개선 방법들을 사용할 수 있지만, 동영상의 연속성이 고려되지 않으면 원본 동영상에 없는 깜박임을 야기할 수 있다. 또한 동영상의 연속성을 고려하는 경우, 깜박임은 억제할 수 있지만 연속성 때문에 조명의 급격한 변화할 때 불필요한 페이드인/아웃(fade-in/out) 현상이 발생하는 단점이 발생할 수 있다. 본 논문에서는 깜박임과 페이드인/아웃 현상 없이 동영상의 대조비를 개선하는 방법을 제안한다. 제안하는 방법은 Fast Gray-Level Grouping(FGLG)를 사용하여 각 프레임의 대조비를 개선하고, 깜박임을 억제하기 위해 Exponential smoothing 필터를 사용한다. 불필요한 페이드인/아웃 현상을 억제하기 위해서는 S형 함수로 Exponential smoothing 필터의 평활화 비율을 프레임 별로 적응적으로 계산하여 적용한다. 실험에서 제안하는 방법과 기존의 방법들은 6가지 측정 기준을 적용하여 성능을 비교 및 분석한다. 실험 결과, 제안하는 방법은 영상 형태 보존을 측정하는 MSSIM과 깜박임을 측정하는 Flickering score에서 정량적으로 가장 높은 결과를 보여주었으며, 시각적인 품질 비교를 통해 조명 변화에 따른 적응적인 개선을 정성적 결과로 입증하였다.

• 한국국방경영분석학회지
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• 제26권2호
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• pp.39-54
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• 2000

This research is carried out solving problem of reduction in the rate of operation for the k-1 tank in order to increase the availability, caused by the delay in supply of k-1 tank repair parts in field operations. In other words, the study aims to find the most suitable requirement estimate pattern for the main repair parts that are used for k-1 tank. This study intends to present the most suitable requirement estimate pattern for k-1 trank repair pats by comparing the results of repair parts consumption data in relation to their pattern created by the programs of the requirement estimate technique(moving average method) currently used in the Army and adaptive exponential smoothing model. The results of this study numerically proved that the adaptive exponential smoothing model is the most appropriate technique in estimating the requirement for k-1 tank repair parts.

• 대한산업공학회지
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• 제24권4호
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• pp.485-492
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• 1998

Most forecasting models often fail to produce appropriate forecasts because we build a model based on the assumption of the data being generated from the only one stochastic process. However, in many real problems, the time series data are generated from one stochastic process for a while and then abruptly undergo certain structural changes. In this paper, we assume the basic underlying process is the simple state-space model with random level and deterministic drift but interrupted by three types of exogenous shocks: level shift, drift change, outlier. A Bayesian procedure to detect, estimate and adapt to the structural changes is developed and compared with simple, double and adaptive exponential smoothing using simulated data and the U.S. leading composite index.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 1991년도 춘계공동학술대회 발표논문 및 초록집; 전북대학교, 전주; 26-27 Apr. 1991
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• pp.198-198
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• 1991