• Title/Summary/Keyword: exponential weighted moving average

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The Motion Artifact Reduction from the PPG based on EWMA (지수가중 이동평균 기반의 PPG 신호 동잡음 제거)

  • Lee, Jun-Yeon
    • Journal of Digital Convergence
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    • v.11 no.8
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    • pp.183-190
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    • 2013
  • The Photoplethysmogram is a similar periodic signal that synchrinized to a heartbeat. In this paper, we propose a exponential weight moving average filter that use similarity of Photoplethysmogram. This filtering method has the average value of each samples through separating the cycle of PPG signal. If there are some motion artifacts in continuous PPG signal, disjoin the signal based on cycle. And then, we made these signals to have same cycle by coordinating the number of sample. After arrange these cycles in 2 dimension, we put the average value of each samples from starting till now. So, we can eliminate the motion artifacts without damaged PPG signal.

Performance Analysis of Qos over CBQ Estimator (CBQ Estimator을 고려한 QoS 성능 분석)

  • 박우출;박상준;이병호
    • Proceedings of the IEEK Conference
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    • 2000.11a
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    • pp.287-290
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    • 2000
  • This paper analyze link-sharing mechanisms in packet networks based on the hierarchical class based queueing. The CBQ outlines a set of flexible, efficiently implemented gateway mechanisms that can meet a range of service and link-sharing requirements. We have analyzed the Class level(B, C, D) using the EWMA (Exponential Weighted Moving Average) weight value and EWMA average limit value.

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Development of a Hybrid Exponential Forecasting Model for Household Electric Power Consumption (가정용(家庭用) 전력수요예측(電力需要豫測)을 위(爲)한 혼합지표(混合指表) 모델의 개발(開發))

  • Hwang, Hak;Kim, Jun-Sik
    • Journal of Korean Institute of Industrial Engineers
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    • v.7 no.1
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    • pp.21-31
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    • 1981
  • This paper develops a short term forecasting model for household electric power consumption in Seoul, which can be used for the effective planning and control of utility management. The model developed is based on exponentially weighted moving average model and incorporates monthly average temperature as an exogeneous factor so as to enhance its forecasting accuracy. The model is empirically compared with the Winters' three parameter model which is widely used in practice and the Box-Jenkins model known to be one of the most accurate short term forecasting techniques. The result indicates that the developed hybrid exponential model is better in terms of accuracy measured by average forecast error, mean squared error, and autocorrelated error.

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

  • 지선수
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.21 no.47
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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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EWMA chart Application using the Transformation of the Exponential with Individual Observations (개별 관측치에서 지수변환을 이용한 EWMA 관리도 적용기법)

  • 지선수
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.22 no.52
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    • pp.337-345
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    • 1999
  • The long-tailed, positively skewed exponential distribution can be made into an almost symmetric distribution by taking the exponent of the data. In these situations, to use the traditional shewhart control limits on an individuals chart would be impractical and inconvenient. The transformed data, approximately bell-shaped, can be plotted conveniently on the individuals chart and exponentially weighted moving average chart. In this paper, using modifying statistics with transformed exponential of the data, we give a method for constructing control charts. Selecting method of exponent for individual chart is evaluated. And consider that smaller weight being assigned to the older data as time process and properties and taking method of exponent($\theta$), weighting factor($\alpha$) are suggested. Our recommendation, on the basis result of simulation, is practical method for EWMA chart.

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Short-term Electric Load Prediction Considering Temperature Effect (단파효과를 고려한 단기전력 부하예측)

  • 박영문;박준호
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.35 no.5
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    • pp.193-198
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    • 1986
  • In this paper, 1-168 hours ahead load prediction algorithm is developed for power system economic weekly operation. Total load is composed of three components, which are base load, week load and weather-sensitive load. Base load and week load are predicted by moving average and exponential smoothing method, respectively. The days of moving average and smoothing constant are optimally determined. Weather-sensitive load is modeled by linear form. The paramiters of weather load model are estimated by exponentially weighted recursive least square method. The load prediction of special day is very tedious, difficult and remains many problems which should be improved. Test results are given for the day of different types using the actual load data of KEPCO.

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The Study of Prediction Model of Gas Accidents Using Time Series Analysis (시계열 분석을 이용한 가스사고 발생 예측 연구)

  • Lee, Su-Kyung;Hur, Young-Taeg;Shin, Dong-Il;Song, Dong-Woo;Kim, Ki-Sung
    • Journal of the Korean Institute of Gas
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    • v.18 no.1
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    • pp.8-16
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    • 2014
  • In this study, the number of gas accidents prediction model was suggested by analyzing the gas accidents occurred in Korea. In order to predict the number of gas accidents, simple moving average method (3, 4, 5 period), weighted average method and exponential smoothing method were applied. Study results of the sum of mean-square error acquired by the models of moving average method for 4 periods and weighted moving average method showed the highest value of 44.4 and 43 respectively. By developing the number of gas accidents prediction model, it could be actively utilized for gas accident prevention activities.

A Study on Rate-Based Congestion Control Using EWMA for Multicast Services in IP Based Networks (IP 기반 통신망의 멀티캐스팅 서비스를 위한 지수이동 가중평판을 이용한 전송률기반 폭주제어에 관한 연구)

  • Choi, Jae-Ha;Lee, Seng-Hyup;Chu, Hyung-Suk;An, Chong-Koo;Shin, Soung-Wook
    • Journal of the Institute of Convergence Signal Processing
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    • v.8 no.1
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    • pp.39-43
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    • 2007
  • In high speed communication networks, the determination of a transmission rate is critical for the stability of a closed-loop network system with the congestion control scheme. In ATM networks, the available bit rate (ABR) service is based on a feedback mechanism, i.e., the network status is transferred to the ABR source by a resource management (RM) cell. RM cells contain the traffic information of the downstream nodes for the traffic rate control. However, the traffic status of the downstream nodes can not be directly transferred to the source node in the IP based networks. In this paper, a new rate-based congestion control scheme using an exponential weighted moving average algorithm is proposed to build an efficient feedback control law for congestion avoidance in high speed communication networks. The proposed congestion control scheme assures the stability of switch buffers and higher link utilization of the network. Moreover, we note that the proposed congestion scheme can flexibly work along with the increasing number of input sources in the network, which results in an improved scalability.

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A Demand Forecasting for Aircraft Spare Parts using ARMIA (ARIMA를 이용한 항공기 수리부속의 수요 예측)

  • Park, Young-Jin;Jeon, Geon-Wook
    • Journal of the military operations research society of Korea
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    • v.34 no.2
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    • pp.79-101
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    • 2008
  • This study is for improvement of repair part demand forecasting method of Republic of Korea Air Force aircraft. Recently, demand prediction methods are Weighted moving average, Linear moving average, Trend analysis, Simple exponential smoothing, Linear exponential smoothing. But these use fixed weight and moving average range. Also, NORS(Not Operationally Ready upply) is increasing. Recommended method of Box-Jenkins' ARIMA can solve problems of these method and improve estimate accuracy. To compare recent prediction method and ARIMA that use mean squared error(MSE) is reacted sensitively in change of error. ARIMA has high accuracy than existing forecasting method. If apply this method of study in other several Items, can prove demand forecast Capability.

Comparison of control charts for individual observations (개별 관측치에 대한 관리도 비교)

  • Lee, Sungim
    • The Korean Journal of Applied Statistics
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    • v.35 no.2
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    • pp.203-215
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    • 2022
  • In this paper, we consider the control charts applicable to monitoring the change of the population mean for sequentially observed individual data. The most representative control charts are Shewhart's individual control chart, the exponential weighted moving average (EWMA) control chart, and their combined control chart. We compare their performance based on a simulation study, and also, through real data analysis, we present how to apply control charts in practical application and investigate the problems of each control chart.