• Title/Summary/Keyword: weighted average

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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 numerical study on portfolio VaR forecasting based on conditional copula (조건부 코퓰라를 이용한 포트폴리오 위험 예측에 대한 실증 분석)

  • Kim, Eun-Young;Lee, Tae-Wook
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.6
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    • pp.1065-1074
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    • 2011
  • During several decades, many researchers in the field of finance have studied Value at Risk (VaR) to measure the market risk. VaR indicates the worst loss over a target horizon such that there is a low, pre-specified probability that the actual loss will be larger (Jorion, 2006, p.106). In this paper, we compare conditional copula method with two conventional VaR forecasting methods based on simple moving average and exponentially weighted moving average for measuring the risk of the portfolio, consisting of two domestic stock indices. Through real data analysis, we conclude that the conditional copula method can improve the accuracy of portfolio VaR forecasting in the presence of high kurtosis and strong correlation in the data.

The study of utility about magnetic resonance elastography for measurements of liver stiffness : the comparisons of ADC value & T2 weighted image (간 경화도 측정을 위한 3.0T 자기공명 탄성계수 영상의 유용성에 대한 고찰 : 확산계수 영상 및 T2 강조 영상과의 비교)

  • Kim, Sang-Woo;Kang, Chung-Hwan;Kim, Sung-Ho;Kim, Kyung-Soo;Kim, Soon-Bae
    • Korean Journal of Digital Imaging in Medicine
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    • v.14 no.1
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    • pp.21-29
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    • 2012
  • The purpose of this study is to evaluate the mutual relations by measuring SNR from T2 weighted image and ADC values on the basis of the stiffness values from liver tissues. This study was conducted that total 37 people(23 of males and 11 of females) were taken the liver MRI examination and average age was $54.5{\pm}12.7$ years old. The equipment was MAGNETOM Skyra 3.0T (SIEMENS, Erlangen, Germany) and 32 channel body-array coil. The examination were conducted with HASTE T2 weighted image by axial plane, Spin-echo EPI (echo planner image) DWI (b-value = 800) and Magnetic resonance elastography. The ROIs (region of interest: 200-300 $mm^2$) were established on the basis of the first axial stiffness image corresponded 95% confidence interval from axial stiffness image and then were measured values. After drawing the grid lines, signals were measured SNR from T2 weighted image and ADC values on the same locations that were analysed other 3 planes respectively. The results were showed correlation (0.057) that were increased to SNR from T2 weighted image by increasing stiffness value that no significant difference statistically p = 0.003. Other results were showed correlations (-0.301) that were decreased to ADC values by increasing stiffness values that no significant difference statistically p = 0.088. In the 3.0T equipment, the results may be error in much the same fashion as the 1.5T from ADC values by evaluation of fibrosis stage. However, Magnetic resonance elastography would be useful method that is used to diagnose exactly liver fibrosis stages in the 3.0T.

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Closed Walk Ferry Route Design for Wireless Sensor Networks

  • Dou, Qiang;Wang, Yong;Peng, Wei;Gong, Zhenghu
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.7 no.10
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    • pp.2357-2375
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    • 2013
  • Message ferry is a controllable mobile node with large capacity and rechargeable energy to collect information from the sensors to the sink in wireless sensor networks. In the existing works, route of the message ferry is often designed from the solutions of the Traveling Salesman Problem (TSP) and its variants. In such solutions, the ferry route is often a simple cycle, which starts from the sink, access all the sensors exactly once and moves back to the sink. In this paper, we consider a different case, where the ferry route is a closed walk that contains more than one simple cycle. This problem is defined as the Closed Walk Ferry Route Design (CWFRD) problem in this paper, which is an optimization problem aiming to minimize the average weighted delay. The CWFRD problem is proved to be NP-hard, and the Integer Linear Programming (ILP) formulation is given. Furthermore, a heuristic scheme, namely the Initialization-Split-Optimization (ISO) scheme is proposed to construct closed walk routes for the ferry. The experimental results show that the ISO algorithm proposed in this paper can effectively reduce the average weighted delay compared to the existing simple cycle based scheme.

Assessment of Personal Exposure to Nitrogen Dioxide in Primary Schoolchildren

  • Cho Yong-Sung;Lee Jong-Tae;Kim Yoon-Shin
    • Journal of Environmental Health Sciences
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    • v.32 no.3
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    • pp.207-214
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    • 2006
  • This study was designed to assess the level of nitrogen dioxide from several microenvironments including inside the home, outdoors near the home, inside the school, outdoors near the school, and on the road for 42 primary schoolchildren during the month of December 2002 in Seoul, Korea. The average personal, indoor, outdoor $NO_2$ levels, and indoor/outdoor ratio were 45.08 ppb, 27.89 ppb, 30.96 ppb, and 0.89, respectively. The indoor $NO_2$ concentrations were significantly associated with the presence of a smoker with a gas stove. The estimated personal $NO_2$ exposure using time-weighted average equation of $34.64{\pm}5.29$ ppb was significantly lower than the measured personal exposure of $45.08{\pm}5.50$ ppb. Our results indicate that indoor $NO_2$ levels were associated with the presence of a smoker and a gas stove. Moreover, personal $NO_2$ exposure with a gas stove in the house was significantly higher than those without a gas stove.

Variable Rate Limiter in Virus Throttling for Reducing Connection Delay (연결설정 지연 단축을 위한 바이러스 쓰로틀링의 가변 비율 제한기)

  • Shim, Jae-Hong
    • The KIPS Transactions:PartC
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    • v.13C no.5 s.108
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    • pp.559-566
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    • 2006
  • Virus throttling technique, one of many early worm detection techniques, detects the Internet worm propagation by limiting the connect requests within a certain ratio. The typical virus throttling detects worm occurrence by monitoring the length of delay queue with the fixed period of rate limiter. In this paper, we propose an algorithm that controls the period of rate limiter autonomically by utilizing the weighted average delay queue length and suggest various period determination policies that use the weighted average delay queue length as an input parameter. Through deep experiments, it is verified that the proposed technique is able to lessen inconvenience of users by reducing the connection delay time with haying just little effect on worm detection time.

Sensor and actuator design for displacement control of continuous systems

  • Krommer, Michael;Irschik, Hans
    • Smart Structures and Systems
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    • v.3 no.2
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    • pp.147-172
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    • 2007
  • The present paper is concerned with the design of distributed sensors and actuators. Strain type sensors and actuators are considered with their intensity continuously distributed throughout a continuous structure. The sensors measure a weighted average of the strain tensor. As a starting point for their design we introduce the concept of collocated sensors and actuators as well as the so-called natural output. Then we utilize the principle of virtual work for an auxiliary quasi-static problem to assign a mechanical interpretation to the natural output of the sensors to be designed. Therefore, we take the virtual displacements in the principle of virtual work as that part of the displacement in the original problem, which characterizes the deviation from a desired one. We introduce different kinds of distributed sensors, each of them with a mechanical interpretation other than a weighted average of the strain tensor. Additionally, we assign a mechanical interpretation to the collocated actuators as well; for that purpose we use an extended body force analogy. The sensors and actuators are applied to solve the displacement tracking problem for continuous structures; i.e., the problem of enforcing a desired displacement field. We discuss feed forward and feed back control. In the case of feed back control we show that a PD controller can stabilize the continuous system. Finally, a numerical example is presented. A desired deflection of a clamped-clamped beam is tracked by means of feed forward control, feed back control and a combination of the two.

Multi-level Representations of ETBF Using Subfilters (부여파기를 이용한 ETBF의 다진 영역 표현에 대한 연구)

  • Song, Jong-Kwan;Jeong, Byung-Jang;Lee Yong-Hoon
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.33B no.1
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    • pp.128-132
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    • 1996
  • In [1], it is shown that a subclass of ETBFs, which are self-dual ETBFs, can be expressed as a weighted average of median subfiltered outputs. In this paper, we extend this result to general ETBFs. In particular, we show that any ETBF can be represented as a weighted average of minimum (or maximum) subfiltered outputs. These representations naturally lead to a subclass of ETBF, called the K-th order ETBF (K-ETBF) that employs only those subfilters whose window sizes are less than or equal to K. By designing K-ETBFs under the mean square error criterion for various values of K and applying them to restore noisy signals, the tradeoff between the performance and the complexity of this class of filters is examined.

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A Diagnosis and Assessment Methodology for Enterprise CRM Strategy (전사적 CRM 전략의 진단 및 평가 방법론 개발)

  • Kim, Hyung-Su;Jeong, Han-Geun
    • Journal of the Korean Operations Research and Management Science Society
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    • v.37 no.3
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    • pp.23-37
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    • 2012
  • As Customer Relationship Management (CRM) strategy is becoming a core competence more recently, many companies want a reliable CRM assessment system which enables measuring and diagnosing corporate customer strategies for building an optimized CRM strategy. However, there has been short of researches on developing the CRM diagnosis methodology that is directly applicable to real practices. Drawing upon the theoretical framework of CRM scorecard, we developed and suggested a corporate CRM diagnosis methodology that can systematically understand and assess the corporate CRM capability and performance, guiding their future directions. Companies can search the important but weak areas among various CRM strategy subjects through the proposed diagnostic procedures. This framework has a hierarchical structure that has four evaluative domains each of which has several evaluative subjects consisting of many evaluative themes: the score of upper factor is the weighted average of its subordinate factor scores. And the score of each evaluative theme is the weighted average of quantitative and qualitative evaluative indexes. Quantitative indexes are calculated by analyzing customer and sales data and qualitative ones are derived from survey data. Each evaluative index has more than one measure and its score can be derived from its own formula consisting of the measures. To prove the concept, we applied this framework to a real company and concluded that it might be appropriate to understand the corporate CRM strategy situation, find the pain points, and resolve them for better CRM implementation.

Layout Criteria of an Access Mode's on and off Facility at Multiple Transfer Centers (복합환승센터 접근교통수단의 승하차 시설배치기준)

  • Kim, Si-Gon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.32 no.2D
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    • pp.95-101
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    • 2012
  • Layout Criteria are developed for an access mode's on and off facility at multiple transfer centers in this paper. Layout Criteria are location issues between a main mode and access modes in terms of the on and off facility one another. The total distance between them has been suggested to be minimized. In the distance calculation stairs are considered to be more difficult and than open space. On the other hand an escalator and an elevator are treated as easier than open space. Considering the number of people between on and off facility, the weighted average distance is suggested to be a MOE(Measure of effectiveness) for layout criteria at multiple transfer centers. Finally, the layout criteria are applied to the existing Kimpo airport terminal and some improvement ideas are suggested.