• 제목/요약/키워드: weighted moving average

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디지털 가변저항과 지수가중 이동평균필터를 통한 요골동맥에서의 PPG 파형과 맥박 측정에 관한 연구 (A Study of PPG Wave and Pulse Measurement on Radial Artery Using Digital Potentiometer and Exponentially Weighted Moving Average Filter)

  • 정인복;김경호
    • 전기학회논문지
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    • 제63권7호
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    • pp.962-967
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    • 2014
  • In this paper, through a digital potentiometer and exponentially weighted moving average filter, pulse and PPG waveform measurable device was fabricated in radial artery. If this device is not proper about signal size in analog part, MCU can judge easily by adjusted amplification through digital potentiometer, using exponentially weighted moving average filter is able to filter out more clear value of ADC. I presumed pulse rate as value of measuring time between point of maximum contraction from sensing signal in radial artery of wrist. Therefore, this means can measure stable pulse rate and PPG waveform, finger as well as radial artery, whether signal size of each person is different finger as well as radial artery.

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

  • 조재형;김호영
    • 한국정보시스템학회지:정보시스템연구
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    • 제25권2호
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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.

Exponentially Weighted Moving Average Control Charts for Dispersion Matrix

  • Chang, Duk-Joon;Shin, Jae-Kyoung
    • Journal of the Korean Data and Information Science Society
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    • 제15권3호
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    • pp.633-644
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    • 2004
  • Exponentially Weighted Moving Average(EWMA) control chart for variance-covariance matrix of several quality characteristics based on accumulate-combine approach has proposed. Numerical computations show that multivariate EWMA chart based on accumulate-combine approach is more efficient than corresponding multivariate EWMA chart based on combine-accumulate approach.

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Monitoring social networks based on transformation into categorical data

  • Lee, Joo Weon;Lee, Jaeheon
    • Communications for Statistical Applications and Methods
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    • 제29권4호
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    • pp.487-498
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    • 2022
  • Social network analysis (SNA) techniques have recently been developed to monitor and detect abnormal behaviors in social networks. As a useful tool for process monitoring, control charts are also useful for network monitoring. In this paper, the degree and closeness centrality measures, in which each has global and local perspectives, respectively, are applied to an exponentially weighted moving average (EWMA) chart and a multinomial cumulative sum (CUSUM) chart for monitoring undirected weighted networks. In general, EWMA charts monitor only one variable in a single chart, whereas multinomial CUSUM charts can monitor a categorical variable, in which several variables are transformed through classification rules, in a single chart. To monitor both degree centrality and closeness centrality simultaneously, we categorize them based on the average of each measure and then apply to the multinomial CUSUM chart. In this case, the global and local attributes of the network can be monitored simultaneously with a single chart. We also evaluate the performance of the proposed procedure through a simulation study.

칼만필터를 적용한 Adaptive EWMA관리도 (Adaptive Exponentially Weighted Moving Average Control Chart Using a Kalman Filter)

  • 김양호;정윤성;김광섭
    • 산업경영시스템학회지
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    • 제16권28호
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    • pp.93-101
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    • 1993
  • In this paper, two adaptive exponentially weighted moving avenge control chart schemes which available for real-time are proposed. The weighting coefficient is estimated using a recursive kalman filter algorithm. Simulated average run lengths indicate the proposed schemes are sensitive to process shifts And their performance is comparable to CUSUM control chart and customary EWMA control chart.

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3개의 모수영역을 모니터링하는 EWMA 관리도 (EWMA control charts for monitoring three parameter regions)

  • 김유경;이재헌
    • 응용통계연구
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    • 제35권6호
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    • pp.725-737
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    • 2022
  • 통계적 공정 모니터링에서 관리 상태일 때 품질 특성치의 모수값은 하나의 값으로 지정하는 경우가 대부분이다. 그러나 관리 상태로부터 공정 모수의 작은 변화는 실제적으로 크게 중요하지 않은 경우, 품질 특성치의 모수 영역은 관리 상태, 무관심, 그리고 이상 상태의 세 영역으로 구성될 수 있다. 이 논문에서는 3개의 모수 영역이 있는 공정에 적용할 수 있는 두 가지 지수가중 이동평균(exponentially weighted moving average; EWMA) 관리도 절차를 제안하고, 제안된 절차의 성능을 Shewhart 관리도 및 누적합(cumulative sum; CUSUM) 관리도와 비교하여 그 효율을 평가하였다.

Decentralized Moving Average Filtering with Uncertainties

  • Song, Il Young
    • 센서학회지
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    • 제25권6호
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    • pp.418-422
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    • 2016
  • A filtering algorithm based on the decentralized moving average Kalman filter with uncertainties is proposed in this paper. The proposed filtering algorithm presented combines the Kalman filter with the moving average strategy. A decentralized fusion algorithm with the weighted sum structure is applied to the local moving average Kalman filters (LMAKFs) of different window lengths. The proposed algorithm has a parallel structure and allows parallel processing of observations. Hence, it is more reliable than the centralized algorithm when some sensors become faulty. Moreover, the choice of the moving average strategy makes the proposed algorithm robust against linear discrete-time dynamic model uncertainties. The derivation of the error cross-covariances between the LMAKFs is the key idea of studied. The application of the proposed decentralized fusion filter to dynamic systems within a multisensor environment demonstrates its high accuracy and computational efficiency.

ON COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF I.I.D. RANDOM VARIABLES WITH APPLICATION TO MOVING AVERAGE PROCESSES

  • Sung, Soo-Hak
    • 대한수학회보
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    • 제46권4호
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    • pp.617-626
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    • 2009
  • Let {$Y_i$,-$\infty$ < i < $\infty$} be a doubly infinite sequence of i.i.d. random variables with E|$Y_1$| < $\infty$, {$a_{ni}$,-$\infty$ < i < $\infty$ n $\geq$ 1} an array of real numbers. Under some conditions on {$a_{ni}$}, we obtain necessary and sufficient conditions for $\sum\;_{n=1}^{\infty}\frac{1}{n}P(|\sum\;_{i=-\infty}^{\infty}a_{ni}(Y_i-EY_i)|$>$n{\epsilon})$<{\infty}$. We examine whether the result of Spitzer [11] holds for the moving average process, and give a partial solution.

ON COMPLETE CONVERGENCE OF WEIGHTED SUMS OF ø-MIXING RANDOM VARIABLES WITH APPLICATION TO MOVING AVERAGE PROCESSES

  • Baek, J.I.;Liang, H.Y.;Choi, Y.K.;Chung, H.I.
    • Journal of the Korean Statistical Society
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    • 제33권3호
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    • pp.271-282
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    • 2004
  • We discuss complete convergence of weighted sums for arrays of ø-mixing random variables. As application, we obtain the complete convergence of moving average processes for ø-mixing random variables. The result of Baum and Katz (1965) as well as the result of Li et al. (1992) on iid case are extended to ø-mixing setting.