• Title/Summary/Keyword: exponential smoothing method

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Efficient Anomaly Detection Through Confidence Interval Estimation Based on Time Series Analysis

  • Kim, Yeong-Ju;Jeong, Min-A
    • International journal of advanced smart convergence
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    • v.4 no.2
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    • pp.46-53
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    • 2015
  • This paper suggests a method of real time confidence interval estimation to detect abnormal states of sensor data. For real time confidence interval estimation, the mean square errors of the exponential smoothing method and moving average method, two of the time series analysis method, were 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 alarms. As the suggested method is for real time 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 real time confidence interval estimation.

Development of Short-Term Load Forecasting Algorithm Using Hourly Temperature (시간대별 기온을 이용한 전력수요예측 알고리즘 개발)

  • Song, Kyung-Bin
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.63 no.4
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    • pp.451-454
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    • 2014
  • Short-term load forecasting(STLF) for electric power demand is essential for stable power system operation and efficient power market operation. We improved STLF method by using hourly temperature as an input data. In order to using hourly temperature to STLF algorithm, we calculated temperature-electric power demand sensitivity through past actual data and combined this sensitivity to exponential smoothing method which is one of the STLF method. The proposed method is verified by case study for a week. The result of case study shows that the average percentage errors of the proposed load forecasting method are improved comparing with errors of the previous methods.

The Study on the Expential Smoothing Method of the Concatenation Parts in the Speech Waveform (음성 파형분절의 지수함수 스므딩 기법에 관한 연구)

  • 박찬수
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1991.06a
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    • pp.7-10
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    • 1991
  • In a text-to-speech system, sound units (phonemes, words, or phrases, etc.) can be concatenated together to produce required utterance. The quality of the resulting speech is dependent on factors including the phonological/prosodic contour, the quality of basic concatenation units, and how well the units join together. Thus although the quality of each basic sound unit is high, if occur the discontinuity in the concatenation part then the quality of synthesis speech is decrease. To solve this problem, a smoothing operation should be carried out in concatenation parts. But a major problem is that, as yet, no method of parameter smoothing is available for joining the segment together. Thus in this paper, we proposed a new aigorithm that smoothing the unnatural discountinuous parts which can be occured in speech waveform editing. This algorithm used the exponential smoothing method.

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Forecasting of Passenger Numbers, Freight Volumes and Optimal Tonnage of Passenger Ship in Mokpo Port (목포항 여객수 및 적정 선복량 추정에 관한 연구)

  • Jang, Woon-Jae;Keum, Jong-Soo
    • Journal of Navigation and Port Research
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    • v.28 no.6
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    • pp.509-515
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    • 2004
  • The aim of this paper is to forecast passenger numbers and freight volumes in 2005 and it is proposed optimal tonnage of passenger ship. The forecasting of passenger numbers and freight volumes is important problem in order to determine optimal tonnage of passenger ship, port plan and development. In this paper, the forecasting of passenger numbers and freight volumes are performed by the method of neural network using back-propagation learning algorithm. And this paper compares the forecasting performance of neural networks with moving average method and exponential smooth method As the result of analysis. The forecasting of passenger numbers and freight volumes is that the neural networks performed better than moving average method and exponential smoothing method on the basis of MSE(mean square error) and MAE(mean absolute error).

The Study on Strategy for Industrial Accident Prevention by the Industrial Accident Rate Forecasting in Korea (한국에서 산업재해율 예측에 의한 산업재해방지 전략에 관한 연구)

  • Kang, Young-Sig;Kim, Tae-Gu;Ahn, Kwang-Hyuk;Choi, Do-Lim;Jung, U-Na;Lee, Seong-Ho;Park, Min-Ah;Lee, Seol;Kim, Seong-Hyun
    • Proceedings of the Safety Management and Science Conference
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    • 2011.04a
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    • pp.177-183
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    • 2011
  • Korea has performed strategies for the third industrial accident prevention in order to minimize industrial accident. However, the occupational fatality rate and industrial accident rate appears to be stagnated for 11 years. Therefore, this paper forecasts the occupational fatality rate and industrial accident rate for 10 years. Also, this paper applies regression method (RA), exponential smoothing method (ESM), double exponential smoothing method (DESM), autoregressive integrated moving average (ARIMA) model and proposed analytical function method (PAFM) for trend of industrial accident. Finally, this paper suggests fundamental strategies for industrial accident prevention by forecasting of industrial accident rate in the long term.

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An Empirical Study on Supply Chain Demand Forecasting Using Adaptive Exponential Smoothing (적응적 지수평활법을 이용한 공급망 수요예측의 실증분석)

  • Kim, Jeong-Il;Cha, Gyeong-Cheon;Jeon, Deok-Bin;Park, Dae-Geun;Park, Seong-Ho;Park, Myeong-Hwan
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2005.05a
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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.

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Predictive Hybrid Redundancy using Exponential Smoothing Method for Safety Critical Systems

  • Kim, Man-Ho;Lee, Suk;Lee, Kyung-Chang
    • International Journal of Control, Automation, and Systems
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    • v.6 no.1
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    • pp.126-134
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    • 2008
  • As many systems depend on electronics, concern for fault tolerance is growing rapidly. For example, a car with its steering controlled by electronics and no mechanical linkage from steering wheel to front tires (steer-by-wire) should be fault tolerant because a failure can come without any warning and its effect is devastating. In order to make system fault tolerant, there has been a body of research mainly from aerospace field. This paper presents the structure of predictive hybrid redundancy that can remove most erroneous values. In addition, several numerical simulation results are given where the predictive hybrid redundancy outperforms wellknown average and median voters.

Short-term Load Forecasting of Using Data refine for Temperature Characteristics at Jeju Island (온도특성에 대한 데이터 정제를 이용한 제주도의 단기 전력수요예측)

  • Kim, Ki-Su;Ryu, Gu-Hyun;Song, Kyung-Bin
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.9
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    • pp.1695-1699
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    • 2009
  • This paper analyzed the characteristics of the demand of electric power in Jeju by year, day. For this analysis, this research used the correlation between the changes in the temperature and the demand of electric power in summer, and cleaned the data of the characteristics of the temperatures, using the coefficient of correlation as the standard. And it proposed the algorithm of forecasting the short-term electric power demand in Jeju, Therefore, in the case of summer, the data by each cleaned temperature section were used. Based on the data, this paper forecasted the short-term electric power demand in the exponential smoothing method. Through the forecast of the electric power demand, this paper verified the excellence of the proposed technique by comparing with the monthly report of Jeju power system operation result made by Korea Power Exchange-Jeju.

A Study on Long-term Maximum power Demand Forescasting Using Exponential Smoothing (지수평활에 의한 장기 최대전력 수요 예측에 관한 연구)

  • 고희석;이태기
    • The Proceedings of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.6 no.3
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    • pp.43-49
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    • 1992
  • Forecasting of electric power demand has been a basic element for electric power system operation and system development, and it's accuracy has very strong influence on reliability and economical efficience of power supply. So, in this paper, long―term maximum electric power demand has been forecasted by using the triple exponential smoothing method initiated R.G.Brown. It has been regarded this method as high accuracy and operational convenience. The smoothing function is a liner combination of all past observations and the weight given to previous observations decreases geometrically with age.

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A Study on Imputing the Missing Values of Continuous Traffic Counts (상시조사 교통량 자료의 결측 보정에 관한 연구)

  • Lee, Sang Hyup;Shin, Jae Myong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.33 no.5
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    • pp.2009-2019
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    • 2013
  • Traffic volumes are the important basic data which are directly used for transportation network planning, highway design, highway management and so forth. They are collected by two types of collection methods, one of which is the continuous traffic counts and the other is the short duration traffic counts. The continuous traffic counts are conducted for 365 days a year using the permanent traffic counter and the short duration traffic counts are conducted for specific day(s). In case of the continuous traffic counts the missing of data occurs due to breakdown or malfunction of the counter from time to time. Thus, the diverse imputation methods have been developed and applied so far. In this study the applied exponential smoothing method, in which the data from the days before and after the missing day are used, is proposed and compared with other imputation methods. The comparison shows that the applied exponential smoothing method enhances the accuracy of imputation when the coefficient of traffic volume variation is low. In addition, it is verified that the variation of traffic volume at the site is an important factor for the accuracy of imputation. Therefore, it is necessary to apply different imputation methods depending upon site and time to raise the reliability of imputation for missing traffic values.