• Title/Summary/Keyword: optimal smoothing

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Forecasting for a Credit Loan from Households in South Korea

  • Jeong, Dong-Bin
    • The Journal of Industrial Distribution & Business
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    • v.8 no.4
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    • pp.15-21
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    • 2017
  • Purpose - In this work, we examined the causal relationship between credit loans from households (CLH), loan collateralized with housing (LCH) and an interest of certificate of deposit (ICD) among others in South Korea. Furthermore, the optimal forecasts on the underlying model will be obtained and have the potential for applications in the economic field. Research design, data, and methodology - A total of 31 realizations sampled from the 4th quarter in 2008 to the 4th quarter in 2016 was chosen for this research. To achieve the purpose of this study, a regression model with correlated errors was exploited. Furthermore, goodness-of-fit measures was used as tools of optimal model-construction. Results - We found that by applying the regression model with errors component ARMA(1,5) to CLH, the steep and lasting rise can be expected over the next year, with moderate increase of LCH and ICD. Conclusions - Based on 2017-2018 forecasts for CLH, the precipitous and lasting increase can be expected over the next two years, with gradual rise of two major explanatory variables. By affording the assumption that the feedback among variables can exist, we can, in the future, consider more generalized models such as vector autoregressive model and structural equation model, to name a few.

Optimal Replacement Scheduling of Water Pipelines

  • Ghobadi, Fatemeh;Kang, Doosun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.145-145
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    • 2021
  • Water distribution networks (WDNs) are designed to satisfy water requirement of an urban community. One of the central issues in human history is providing sufficient quality and quantity of water through WDNs. A WDN consists of a great number of pipelines with different ages, lengths, materials, and sizes in varying degrees of deterioration. The available annual budget for rehabilitation of these infrastructures only covers part of the network; thus it is important to manage the limited budget in the most cost-effective manner. In this study, a novel pipe replacement scheduling approach is proposed in order to smooth the annual investment time series based on a life cycle cost assessment. The proposed approach is applied to a real WDN currently operating in South Korea. The proposed scheduling plan considers both the annual budget limitation and the optimum investment on pipes' useful life. A non-dominated sorting genetic algorithm is used to solve a multi-objective optimization problem. Three decision-making objectives, including the minimum imposed LCC of the network, the minimum standard deviation of annual cost, and the minimum average age of the network, are considered to find optimal pipe replacement planning over long-term time period. The results indicate that the proposed scheduling structure provides efficient and cost-effective rehabilitation management of water network with consistent annual budget.

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

  • Jeong, Dong-Bin
    • Journal of Distribution Science
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    • v.14 no.11
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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.

Semantics Aware Packet Scheduling for Optimal Quality Scalable Video Streaming (다계층 멀티미디어 스트리밍을 위한 의미기반 패킷 스케줄링)

  • Won, Yo-Jip;Jeon, Yeong-Gyun;Park, Dong-Ju;Jeong, Je-Chang
    • Journal of KIISE:Computer Systems and Theory
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    • v.33 no.10
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    • pp.722-733
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    • 2006
  • In scalable streaming application, there are two important knobs to tune to effectively exploit the underlying network resource and to maximize the user perceivable quality of service(QoS): layer selection and packet scheduling. In this work, we propose Semantics Aware Packet Scheduling (SAPS) algorithm to address these issues. Using packet dependency graph, SAPS algorithm selects a layer to maximize QoS. We aim at minimizing distortion in selecting layers. In inter-frame coded video streaming, minimizing packet loss does not imply maximizing QoS. In determining the packet transmission schedule, we exploit the fact that significance of each packet loss is different dependent upon its frame type and the position within group of picture(GOP). In SAPS algorithm, each packet is assigned a weight called QoS Impact Factor Transmission schedule is derived based upon weighted smoothing. In simulation experiment, we observed that QOS actually improves when packet loss becomes worse. The simulation results show that the SAPS not only maximizes user perceivable QoS but also minimizes resource requirements.

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

  • Kang, Young-Sig
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.40 no.1
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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.

An Improved Speech Absence Probability Estimation based on Environmental Noise Classification (환경잡음분류 기반의 향상된 음성부재확률 추정)

  • Son, Young-Ho;Park, Yun-Sik;An, Hong-Sub;Lee, Sang-Min
    • The Journal of the Acoustical Society of Korea
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    • v.30 no.7
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    • pp.383-389
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    • 2011
  • In this paper, we propose a improved speech absence probability estimation algorithm by applying environmental noise classification for speech enhancement. The previous speech absence probability required to seek a priori probability of speech absence was derived by applying microphone input signal and the noise signal based on the estimated value of a posteriori SNR threshold. In this paper, the proposed algorithm estimates the speech absence probability using noise classification algorithm which is based on Gaussian mixture model in order to apply the optimal parameter each noise types, unlike the conventional fixed threshold and smoothing parameter. Performance of the proposed enhancement algorithm is evaluated by ITU-T P.862 PESQ (perceptual evaluation of speech quality) and composite measure under various noise environments. It is verified that the proposed algorithm yields better results compared to the conventional speech absence probability estimation algorithm.

A Method to Reduce the Cross-Talk of Wigner-Ville Distribution;Rotating Window (위그너-빌 분포함수에서의 혼신성분 저감 방법 - 회전 창문함수)

  • 박연규;김양한
    • Journal of KSNVE
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    • v.7 no.2
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    • pp.319-329
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    • 1997
  • Wigner-Ville distribution has been recognized as a useful tool and applied to various types of mechanical noise and vibration signals, but its limitation which mainly comes from the cross-talk has not been well addressed. The cross-talk takes place for a signal with multiple components, simply because the Wigner-Ville distribution is a bilinear transform. The cross-talk often causes a negative value in the distribution. This cannot be accepted for the Wigner- Ville distribution, because it is an expression of power. Smoothing the Wigner-Ville distribution by convoluting it wih a window, is most commonly used to reduce the cross-talk. There can be infinite number of distributions depending on the windows. In this paper, we attempted to develop a distribution which is the best or the optimal in reducing the cross-talk. This could be possible by employing the ambiguity function. For a general signal, however it is difficult to express the ambiguity function as a mathematically closed form. This requires an appropriate modeling to make such expression possible. We approximated the Wigner-Ville distribution as a sum of linear segments. In the ambiguity function domain, the legitimate components are reflected as linear lines passing through the origin. Every lines has its own length and slope. But, the cross-talk is widely distributed in the ambiguity function plane. Based on this realization, we proposed a two-dimensional window which is in fact 'rotating window', that can eliminate cross-talk component. The rotating window is examined numerically and is found to have a better performance in reducing the cross-talk than conventional windows, the Gaussian window.

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Evaluation of Edge Detector′s Smoothness using Fuzzy Ambiguity (퍼지 애매성을 이용한 에지검출기의 평활화 정도평가)

  • Kim, Tae-Yong;Han, Joon-Hee
    • Journal of KIISE:Software and Applications
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    • v.28 no.9
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    • pp.649-661
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    • 2001
  • While the conventional edge detection can be considered as the problem of determining the existence of edges at certain locations, the fuzzy edge modeling can be considered as the problem of determining the membership values of edges. Thus, if the location of an edge is unclear, or if the intensity function is different from the ideal edge model, the degree of edgeness at the location is represented as a fuzzy membership value. Using the concept of fuzzy edgeness, an automatic smoothing parameter evaluation and selection method for a conventional edge detector is proposed. This evaluation method uses the fuzzy edge modeling, and can analyze the effect of smoothing parameter to determine an optimal parameter for a given image. By using the selected parameter we can detect least ambiguous edges of a detection method for an image. The effectiveness of the parameter evaluation method is analyzed and demonstrated using a set of synthetic and real images.

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Application of Time-Series Model to Forecast Track Irregularity Progress (궤도틀림 진전 예측을 위한 시계열 모델 적용)

  • Jeong, Min Chul;Kim, Gun Woo;Kim, Jung Hoon;Kang, Yun Suk;Kong, Jung Sik
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.25 no.4
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    • pp.331-338
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    • 2012
  • Irregularity data inspected by EM-120, an railway inspection system in Korea includes unavoidable incomplete and erratic information, so it is encountered lots of problem to analyse those data without appropriate pre-data-refining processes. In this research, for the efficient management and maintenance of railway system, characteristics and problems of the detected track irregularity data have been analyzed and efficient processing techniques were developed to solve the problems. The correlation between track irregularity and seasonal changes was conducted based on ARIMA model analysis. Finally, time series analysis was carried out by various forecasting model, such as regression, exponential smoothing and ARIMA model, to determine the appropriate optimal models for forecasting track irregularity progress.

Smoothing DRR: A fair scheduler and a regulator at the same time (Smoothing DRR: 스케줄링과 레귤레이션을 동시에 수행하는 서버)

  • Joung, Jinoo
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.19 no.1
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    • pp.63-68
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    • 2019
  • Emerging applications such as Smart factory, in-car network, wide area power network require strict bounds on the end-to-end network delays. Flow-based scheduler in traditional Integrated Services (IntServ) architecture could be possible solution, yet its complexity prohibits practical implementation. Sub-optimal class-based scheduler cannot provide guaranteed delay since the burst increases rapidly as nodes are passed by. Therefore a leaky-bucket type regulator placed next to the scheduler is being considered widely. This paper proposes a simple server that achieves both fair scheduling and traffic regulation at the same time. The performance of the proposed server is investigated, and it is shown that a few msec delay bound can be achieved even in large scale networks.