• 제목/요약/키워드: exponential smoothing method

검색결과 114건 처리시간 0.028초

건설업에서 재해율과 업무상 사고 사망의 예측 및 평가 (Forecasting and Evaluation of the Accident Rate and Fatal Accident in the Construction Industries)

  • 강영식
    • 산업경영시스템학회지
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    • 제40권1호
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    • pp.87-94
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    • 2017
  • Many industrial accidents have occurred continuously in the manufacturing industries, construction industries, and service industries of Korea. Fatal accidents have occurred most frequently in the construction industries of Korea. Especially, the trend analysis of the accident rate and fatal accident rate is very important in order to prevent industrial accidents in the construction industries systematically. This paper considers forecasting of the accident rate and fatal accident rate with static and dynamic time series analysis methods in the construction industries. Therefore, this paper describes the optimal accident rate and fatal accident rate by minimization of the sum of square errors (SSE) among regression analysis method (RAM), exponential smoothing method (ESM), double exponential smoothing method (DESM), auto-regressive integrated moving average (ARIMA) model, proposed analytic function model (PAFM), and kalman filtering model (KFM) with existing accident data in construction industries. In this paper, microsoft foundation class (MFC) soft of Visual Studio 2008 was used to predict the accident rate and fatal accident rate. Zero Accident Program developed in this paper is defined as the predicted accident rate and fatal accident rate, the zero accident target time, and the zero accident time based on the achievement probability calculated rationally and practically. The minimum value for minimizing SSE in the construction industries was found in 0.1666 and 1.4579 in the accident rate and fatal accident rate, respectively. Accordingly, RAM and ARIMA model are ideally applied in the accident rate and fatal accident rate, respectively. Finally, the trend analysis of this paper provides decisive information in order to prevent industrial accidents in construction industries very systematically.

A Development Study for Fashion Market Forecasting Models - Focusing on Univariate Time Series Models -

  • Lee, Yu-Soon;Lee, Yong-Joo;Kang, Hyun-Cheol
    • 패션비즈니스
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    • 제15권6호
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    • pp.176-203
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    • 2011
  • In today's intensifying global competition, Korean fashion industry is relying on only qualitative data for feasibility study of future projects and developmental plan. This study was conducted in order to support establishment of a scientific and rational management system that reflects market demand. First, fashion market size was limited to the total amount of expenditure for fashion clothing products directly purchased by Koreans for wear during 6 months in spring and summer and 6 months in autumn and winter. Fashion market forecasting model was developed using statistical forecasting method proposed by previous research. Specifically, time series model was selected, which is a verified statistical forecasting method that can predict future demand when data from the past is available. The time series for empirical analysis was fashion market sizes for 8 segmented markets at 22 time points, obtained twice each year by the author from 1998 to 2008. Targets of the demand forecasting model were 21 research models: total of 7 markets (excluding outerwear market which is sensitive to seasonal index), including 6 segmented markets (men's formal wear, women's formal wear, casual wear, sportswear, underwear, and children's wear) and the total market, and these markets were divided in time into the first half, the second half, and the whole year. To develop demand forecasting model, time series of the 21 research targets were used to develop univariate time series models using 9 types of exponential smoothing methods. The forecasting models predicted the demands in most fashion markets to grow, but demand for women's formal wear market was forecasted to decrease. Decrease in demand for women's formal wear market has been pronounced since 2002 when casualization of fashion market intensified, and this trend was analyzed to continue affecting the demand in the future.

GDP 예측을 통한 국내 외식 산업 전망에 관한 연구 - 한.미.일 비교를 중심으로 - (A Study of the Prospects of the Korean Food Service Industry through GDP Forecasting - A Case of Comparing Korea.U.S.A and Japan -)

  • 고재윤;유은이;송학준;김민지
    • 동아시아식생활학회지
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    • 제17권4호
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    • pp.571-579
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    • 2007
  • The aim of this study was to predict the development process of the Korean food service industry by forecasting the per capita GDP. Forecasting the GDP, involved two primary approaches. One was related to looking at the Korean food service industry's situation by per capita GDP and comparing it to that of the US and Japan. The other was to predict food service industry projections in Korea by quantitative forecasting models. Holt's simple exponential smoothing method and new types of the series models(Damped trend exponential smoothing method), were employed to predict the per capita GDP. The accuracy of the models was measured by MAPE. The empirical results of the forecasting models indicate that the three time series models performed fairly well. Of these Damped trend Damped trend exponential smoothing performed best with the lowest MAPE(9.9%). The results show that the time for reaching a per capita GDP level of $20,000 was 2008 with the Damped trend model and 2009 with the Holt model. Moreover, we found that a per capita GDP level of $30,000 will be achieved in 2012 from the Damped trend model and in 2013 from the Holt model. Within this study, the implications for the Korean food service industry are further discussed. It was predicted there will be a stabilization period in 2008 or 2009 in Korea with achievement of a per capita GDP of $20,000. At this time, major food service industry companies will need to invest in equipment toy external growth and there will be industry trends toward ethnic food and theme restaurants. Also, if a per capita GDP of $30,000 is achieved by 2012 or 2013, the Korean food industry will need to be highly responsive. Therefore, food industry companies should forecast and study customer values and prepare for changes.

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초기공정에서 개별관측치를 이용한 EWM-MR 관리도 (EWM-MR chart for individual measurements in start-up process)

  • 지선수
    • 산업경영시스템학회지
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    • 제21권47호
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    • pp.211-218
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    • 1998
  • In start-up process control applications it may be necessary to limit the sample size to one measurement. A control chart for individual measurements is used whenever it is desirable to examine each individual value from the process immediately. A possible option would be to use an exponential weighted moving(EWM), using modifying statistics with individual measurement, chart for monitoring the process center, and using a moving range (MR) chart for monitoring process variability. In this paper it is shown that there is scheme in using the EWM procedure based on average run length. An expression for the ARL is given in terms of an integral equation, approximated using numerical quadrature. In this case, where it is reasonable to assume normality and negligible autocorrelation in the observations, provide graphs that simplify the design of EWM-MR chart and taking method of exponential smoothing constant(λ) and constant(K) are suggested. The charts suggested above evaluate using the conditional probability.

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계절형 ARIMA-Intervention 모형을 이용한 한국 편의점 최적 매출예측 (Optimal Forecasting for Sales at Convenience Stores in Korea Using a Seasonal ARIMA-Intervention Model)

  • 정동빈
    • 유통과학연구
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    • 제14권11호
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    • pp.83-90
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    • 2016
  • Purpose - During the last two years, convenient stores (CS) are emerging as one of the most fast-growing retail trades in Korea. The goal of this work is to forecast and to analyze sales at CS using ARIMA-Intervention model (IM) and exponential smoothing method (ESM), together with sales at supermarkets in South Korea. Considering that two retail trades above are homogeneous and comparable in size and purchasing items on off-line distribution channel, individual behavior and characteristic can be detected and also relative superiority of future growth can be forecasted. In particular, the rapid growth of sales at CS is regarded as an everlasting external event, or step intervention, so that IM with season variation can be examined. At the same time, Winters ESM can be investigated as an alternative to seasonal ARIMA-IM, on the assumption that the underlying series shows exponentially decreasing weights over time. In case of sales at supermarkets, the marked intervention could not be found over the underlying periods, so that only Winters ESM is considered. Research Design, Data, and Methodology - The dataset of this research is obtained from Korean Statistical Information Service (1/2010~7/2016) and Survey of Service Trend of Korea Statistics Administration. This work is exploited time series analyses such as IM, ESM and model-fitting statistics by using TSPLOT, TSMODEL, EXSMOOTH, ARIMA and MODELFIT procedures in SPSS 23.0. Results - By applying seasonal ARIMA-Intervention model to sales at CS, the steep and persisting increase can be expected over the next one year. On the other hand, we expect the rate of sales growth of supermarkets to be lagging and tied up constantly in the next 2016 year. Conclusions - Based on 2017 one-year sales forecasts for CS and supermarkets, we can yield the useful information for the development of CS and also for all retail trades. Future study is needed to analyze sales of popular items individually such as tobacco, banana milk, soju and so on and to get segmented results. Furthermore, we can expand sales forecasts to other retail trades such as department stores, hypermarkets, non-store retailing, so that comprehensive diagnostics can be delivered in the future.

실시간 추천을 위한 분할셋 기반 Up-to-Moment 선호모델 탐색 (Mining the Up-to-Moment Preference Model based on Partitioned Datasets for Real Time Recommendation)

  • 한정혜;변루나
    • 인터넷정보학회논문지
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    • 제8권2호
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    • pp.105-115
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    • 2007
  • 최근 들어 유비퀴터스 컴퓨팅에 대한 많은 연구들이 활발히 시작되고 있는데, 특히 모바일을 활용한 실시간 추천 모델에 대한 요구는 점차 커지고 있다. 본 연구에서는 기존 대용량 데이터베이스에서 실시간 추천을 위하여 Up-To-Moment 연관규칙 탐색 알고리즘이 있는데, 보다 더 정교하게 과거의 거래 세부정보까지 고려할 수 있도록 UP-To-Moment 데이터 셋의 과거 데이터 셋 부분을 (k-1)개로 분할-조합규칙을 적용하는 연관규칙 선호모델을 제안하였다. 제안된 모델은 전자상점 뿐만 아니라 유비퀴터스 컴퓨팅에 적용 가능한 레스토랑 음식 추천 데이터에 대하여, 전통적인 Up-To-Moment 연관규칙 탐색모델 $EM_{past'}$ 데이터 셋 크기값을 가중 조합한 $EM^w_{past'}$ 그리고 시간에 따른 지수평활법 분할-조합규칙을 적용한 $EM^{ES}_{past}$을 비교하여 보았다. 특히 $EM^{ES}_{past}$의 지수평활 상수 a 값의 변화에 따른 세 알고리즘의 연관규칙 계산에 대한 민감도도 비교함으로써, 실제 데이터 적용 시에 보수적 또는 진보적 실시간 추천의 선택이 가능하도록 하였다. 세 알고리즘의 비교 시뮬레이션 결과를 보면, 데이터 셋 크기 값을 가중 조합한 $EM^w_{past}$이 가장 효율이 떨어지는 것으로 나타났으며, 누적된 과거 데이터 셋의 크기가 클수록 $EM^{ES}_{past}$의 정확성이 높은 추천을 하는 것으로 나타났다.

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Improved Adaptive Smoothing Filter for Indoor Localization Using RSSI

  • Kim, Jung-Ha;Seong, Ju-Hyeon;Ha, Yun-Su;Seo, Dong-Hoan
    • Journal of Advanced Marine Engineering and Technology
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    • 제39권2호
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    • pp.179-186
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    • 2015
  • In the indoor location estimation system, which has recently been actively studied, the received signal strength indicator contains a high level of noise when measuring the signal strength in the range between two nodes consisting of a receiver and a transceiver. To minimize the noise level, this paper proposes an improved adaptive smoothing filter that provides different exponential weights to the current value and previous averaged one of the data that were obtained from the nodes, because the characteristic signal attenuation of the received signal strength indicator generally has a log distribution. The proposed method can effectively decrease the noise level by using a feedback filter that can provide different weights according to the noise level of the obtained data and thus increase the accuracy in the distance and location without an additional filter such as the link quality indicator, which can verify the communication quality state to decrease the range errors in the indoor location recognition using ZigBee based on IEEE 802.15.4. For verifying the performance of the proposed improved adaptive smoothing filter, actual experiments are conducted in three indoor locations of different spatial sections. From the experimental results, it is verified that the proposed technique is superior to other techniques in range measurement.

결합 예측 기법을 이용한 간헐 수요에 대한 수요예측 (Demand forecasting for intermittent demand using combining forecasting method)

  • 권익현
    • 대한안전경영과학회지
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    • 제18권4호
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    • pp.161-169
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    • 2016
  • In this research, we propose efficient demand forecasting scheme for intermittent demand. For this purpose, we first extensively analyze the drawbacks of the existing forecasting methods such as Croston method and Syntetos-Boylan approximation, then using these findings we propose the new demand forecasting method. Our goal is to develop forecasting method robust across many situations, not necessarily optimal for a limited number of specific situations. For this end, we adopt combining forecasting method that utilizes unbiased forecasting methods such as simple exponential smoothing and simple moving average. Various simulation results show that the proposed forecasting method performed better than the existing forecasting methods.

AREA 활용 전력수요 단기 예측 (Short-term Forecasting of Power Demand based on AREA)

  • 권세혁;오현승
    • 산업경영시스템학회지
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    • 제39권1호
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    • pp.25-30
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    • 2016
  • It is critical to forecast the maximum daily and monthly demand for power with as little error as possible for our industry and national economy. In general, long-term forecasting of power demand has been studied from both the consumer's perspective and an econometrics model in the form of a generalized linear model with predictors. Time series techniques are used for short-term forecasting with no predictors as predictors must be predicted prior to forecasting response variables and containing estimation errors during this process is inevitable. In previous researches, seasonal exponential smoothing method, SARMA (Seasonal Auto Regressive Moving Average) with consideration to weekly pattern Neuron-Fuzzy model, SVR (Support Vector Regression) model with predictors explored through machine learning, and K-means clustering technique in the various approaches have been applied to short-term power supply forecasting. In this paper, SARMA and intervention model are fitted to forecast the maximum power load daily, weekly, and monthly by using the empirical data from 2011 through 2013. $ARMA(2,\;1,\;2)(1,\;1,\;1)_7$ and $ARMA(0,\;1,\;1)(1,\;1,\;0)_{12}$ are fitted respectively to the daily and monthly power demand, but the weekly power demand is not fitted by AREA because of unit root series. In our fitted intervention model, the factors of long holidays, summer and winter are significant in the form of indicator function. The SARMA with MAPE (Mean Absolute Percentage Error) of 2.45% and intervention model with MAPE of 2.44% are more efficient than the present seasonal exponential smoothing with MAPE of about 4%. Although the dynamic repression model with the predictors of humidity, temperature, and seasonal dummies was applied to foretaste the daily power demand, it lead to a high MAPE of 3.5% even though it has estimation error of predictors.

다중 결합 예측 알고리즘을 이용한 교통사고 발생건수 예측 (Multiple aggregation prediction algorithm applied to traffic accident counts)

  • 배두람;성병찬
    • 응용통계연구
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    • 제32권6호
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    • pp.851-865
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    • 2019
  • 하나의 시계열 자료에서 다양한 특징을 발견하는 일은 간단한 문제가 아니다. 본 논문에서는 하나의 시계열 자료에서 복수의 패턴을 찾아내어 예측 정확도를 높이는 방식인 다중 결합 예측 알고리즘을 소개한다. 이 알고리즘은 시간적 결합과 예측값 조합의 개념을 사용한다. 시간적 결합 방식을 통해, 하나의 시계열 자료에서 여러 개의 시계열 자료를 생성할 수 있으며, 각각의 자료는 별도의 특성을 가지게 된다. 여러 개의 시계열 자료에서 다양한 특성을 추출하기 위하여 지수평활법을 사용하고 시계열 요소들 및 이들의 예측값을 계산한다. 마지막 단계에서 시계열 요소 별로 예측값을 혼합 한 후, 각 시계열 요소들의 조합값을 더하여 최종 예측값을 만든다. 실증 분석으로 국내 교통사고 발생 건수를 예측한다. 분석 결과, 기존의 다른 예측 방식보다 예측 성능이 우수함을 확인할 수 있다.