• Title/Summary/Keyword: moving average

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On the Moving Average Models with Multivariate geometric Distributions

  • Baek, Jong-ill
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.677-686
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    • 1999
  • In this paper we introduce a class of moving-average(MA) sequences of multivariate random vectors with geometric marginals. The theory of positive dependence is used to show that in various cases the class of MA sequences consists of associated random variables. We utilize positive dependence properties to obtain weakly probability inequality of the multivariate processes.

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Moving Averages Based on Robust Statistical Analysis

  • Pak, Ro-Jin
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.471-479
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    • 2003
  • Moving averages are the most popular statistics in analyzing time-series data like stock indices. However, moving averages are quite sensitive to unusual observations. In other words, they are not robust against unusual observations. We introduce the moving averages in terms of an M-estimator, and show how we can take advantages of using the proposed moving averages in fitting the data more than usual moving averages.

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Projections of the high-school graduate in Daegu·Gyoungbook (대구·경북지역의 고등학교 3학년 학생수 추계)

  • Kim, Jongtae
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.4
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    • pp.907-914
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    • 2015
  • Reduction in the number of students due to the low birth rate has notice very many changes in the national education policies. The purpose of this study is to propose a method for estimation of the number of students (the population) by age or grade promotion rate of progression rate to estimate the exact number of students (the population) by 2032. It was suggested the nth moving average proportional method and the weighted proportional moving average method as the method of population projections. It presents the means and standard deviations of the measurement errors of the suggested methods by Monte Carlo simulation. Measured in this study are predicted result was a phenomenon is estimated lower than the actual value.

Effects of 119 Paramedics Wearing Personal Protective Equipment on Blood Pressure, Pulse, and Breathing (119구급대원의 개인보호장비 착용이 혈압·맥박·호흡에 미치는 영향)

  • Yi, Seung-Ku;Kong, Ha-Sung
    • Journal of the Korea Safety Management & Science
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    • v.23 no.3
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    • pp.89-96
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    • 2021
  • This study analyzed the physical changes in 119 paramedics transporting equipment at the emergency site and performing post-cardiopulmonary resuscitation through experiments. First, the average heart rate increased by about 25 times comparing CPR was performed without physical load and with personal protective equipment after moving equipment. In the third quartile, it increased to about 27 times. Second, when CPR was performed without physical load, and CPR was performed after moving the equipment with personal protective equipment, both the body temperature was raised and the rising body temperature was measured within normal body temperature. Third, the change in respiration rate increased by 7 times on average comparing CPR was performed without physical load and CPR was performed after moving the equipment while wearing personal protective equipment. In the third quartile, it increased to about 11 times. Finally, the change in blood pressure increased by 26.6 mmHg on average comparing CPR was performed without physical load and with wearing personal protective equipment after moving the equipment, and increased by 31.2 mmHg on average in the third quartile.

A Study on Forecasting Model based Weighted Moving Average for Cable TV Advertising Market (가중이동평균법을 이용한 케이블TV 광고시장에 대한 예측모형 개발)

  • Cho, Jae Hyung;Kim, Ho Young
    • The Journal of Information Systems
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    • v.25 no.2
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    • pp.153-171
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    • 2016
  • Purpose This study suggests the development of forecasting model for local cable TV advertisement. In order to verify the expected effect of the suggestion, using the causal loop map of System Dynamics, the factors affecting the prospects of cable TV commercial market were divided into 5 groups. Then targeting 97 people involved in the cable TV commercial market in Busan, Ulsan, and Gyeongnam, a survey was conducted on their perception of the current status of local advertisement market and future prospect. Design/methodology/approach The analysis of the collected data shows that workers in advertising and advertisers perceive the influence of cable TV as an advertising media to be high, while clearly understanding the problems of cable TV commercial market. Based on this the effects on the prospects of cable TV commercial market were analyzed and a forecasting method called Weighted Moving Average was applied. In order to improve accuracy of the added value of Weighted Moving Average, the 5 factors were divided into qualitative factors and quantitative factors, and using Multi-attribute Decision Making method, all the factors were normalized and weighting factors were deduced. The result of simulating the prospects of cable TV commercial market using Weighted Moving Average, both qualitative and quantitative factors showed downward turn in the market prospect for the following 10 years. Findings The result reflects generally negative perception of advertisement viewers about the prospects of cable TV commercial market. Compared to the previous studies on domestic cable TV commercials that focused on policy suggestions and surveys on perception of current status, this study has its significance in that it used scientific method and simulation for verification.

The Correlation Between the Moving Average of Precipitation and Groundwater Level in Korea (한국의 지하수위와 강우이동평균간의 상관관계)

  • Yang, Jeong-Seok;Kim, Nam-Ki
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.3B
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    • pp.265-276
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    • 2011
  • Precipitation data and groundwater level data were collected for Korean peninsular and Jeju island. The relationship between precipitation and groundwater level and the correlation between the moving average of precipitation and goundwater level were analyzed. Critical infiltration, which is the spatially averaged maximum daily infiltration depth over interested region, is considered when the precipitation data was modified for moving average process and correlation between the moving average of modified precipitation and groundwater level. High correlation regions, which have greater than 0.6 correlation coefficients, were selected after the analysis with ciritical infiltration. Twenty-six regions were selected for high correlation regions. If we divide the regions by administrative district, there are nine regions for Gyungsang-Do, five regions for Chunchung-Do, four regions for Gyunggi-Do and Gangwon-Do, three regions for Jolla-Do, and one region for Jeju island. The groundwater level data for high correlation regions shows obvious response after precipitation event and there are few cases with abrupt change in groundwater level without precipitation-related event.

New seasonal moving average filters for X-13-ARIMA (X-13-ARIMA에서의 새로운 계절이동평균필터 개발 연구)

  • Shim, Kyuho;Kang, Gunseog
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.231-242
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    • 2016
  • X-13-ARIMA (a popular time series analysis software) provides $3{\times}3$, $3{\times}5$, $3{\times}9$, $3{\times}15$ moving average filters for seasonal adjustment. However, there has been questions on their performance and the need for new filters is a constant topic due to Korean economic time series often containing higher irregularity and more various seasonality than other countries. In this study, two newly developed seasonal moving average filters, $3{\times}7$ and $3{\times}11$, are introduced. New filters were implemented in X-13-ARIMA and applied to 15 economic time series to demonstrate their suitability and reliability. The result shows that some series are more stable when using new seasonal moving average filters. More accurate time series analyses would be possible if newly proposed filters are used together with existing filters.

The Correlation between the Moving Average of Precipitation and Groundwater Level in Southern Regions of Korea (한국 남부지방의 강수량 이동평균과 지하수위의 상관관계)

  • Yang, Jeong-Seok;Ahn, Tae-Yeon
    • The Journal of Engineering Geology
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    • v.18 no.4
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    • pp.393-403
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    • 2008
  • The relationship between precipitation and groundwater level and the correlation between the moving average of precipitation and goundwater level were analyzed for the southern area of Korean peninsular. There were somewhat different patterns of seasonal fluctuation of groundwater level data. The groundwater level data tends to decrease in dry spell and increase in wet spell however the range between maximum and minimum values is quite different for each gauging point. The maximum correlation coefficient for each gauging station is obtained in a range of 20- to 130-day moving average period of precipitation. The critical infiltration, which is the maximum daily infiltration averaged throughout watershed, value is turned out to have the range of 10 to 90 mm and the moving average period is 10 to 150 days. We could have stronger correlation when we consider critical infiltration and modify the original precipitation data than we use original precipitation data.

Time Series Change Characteristics of Unconfined Groundwater Wells Temperatures for Agricultural Water Use (농업용수 활용을 위한 비피압지하수관정 수온의 시계열 변동특성)

  • Park, Seung Ki;Jung, Nam Su
    • Journal of Korean Society of Rural Planning
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    • v.22 no.1
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    • pp.13-23
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    • 2016
  • There is a need to analyze unconfined groundwater behavior since the demand of groundwater use has been increasing. While unconfined groundwater temperature is tend to be affected by air temperature, it is hard to find an empirical study in South Korea. In this research, we try to determine the relationship between daily average air temperature and daily average groundwater temperature by time-sequential analysis of groundwater monitoring wells in Galshin basin in Yesan-Gun, Chungcheongnam-Do. In addition, models to estimate groundwater temperature from air temperature were developed. In this research 101-day moving average method with measured air temperature is used to estimate groundwater temperature. To verify the developed model, estimated values of average groundwater temperature with 101 moving average are compared to the measured data from September 10 2007 to September 9 2008. And, Nash-Stucliff Efficiency and Coefficient of Determination were 0.970 and 0.976, therefore it was concluded that the model allowing groundwater temperature estimation from air temperature is with reasonable applicability.