• 제목/요약/키워드: weighted moving average

검색결과 134건 처리시간 0.023초

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

  • 이수경;허영택;신동일;송동우;김기성
    • 한국가스학회지
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    • 제18권1호
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    • pp.8-16
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    • 2014
  • 본 연구에서는 국내에서 발생한 가스사고를 분석하여 가스사고의 건수예측모델에 대하여 제시하였다. 가스사고 건수를 예측하기 위하여 단순이동평균법(3,4,5기간), 가중이동평균법 및 지수평활법을 적용해 본 결과, 4기간 이동평균법과 가중이동평균법에 의한 모델의 평균오차제곱합이 44.4와 43으로 가장 정확성이 높은 것으로 나타났다. 가스사고 발생건수 예측시스템을 개발함으로서 가스사고 예방활동에 적극 활용할 수 있을 것이다.

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

  • 이준연
    • 디지털융복합연구
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    • 제11권8호
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    • pp.183-190
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    • 2013
  • PPG 신호는 심장의 박동에 동기된 유사 주기 신호이다. 본 논문에서는 PPG 신호의 유사주기성을 이용한 지수가중 이동평균필터 방법을 제안한다. 이 필터링 방법은 PPG 신호를 주기적으로 분리하여 각 주기 신호의 같은 순번에 있는 샘플들끼리 평균을 취하는 방법이다. 연속된 PPG 신호의 주기중에 동잡음이 혼입되었다면 주기를 기준으로 PPG 신호를 분리한 후, 각 주기의 샘플수를 조정하여 같은 샘플수를 가지게 만든다. 이 주기들을 2차원으로 배열한 후 현재 주기부터 이전 각 주기의 샘플끼리 평균을 취함으로써 훼손없이 동잡음을 제거할 수 있었다.

Recursive Least Squares Run-to-Run Control with Time-Varying Metrology Delays

  • Fan, Shu-Kai;Chang, Yuan-Jung
    • Industrial Engineering and Management Systems
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    • 제9권3호
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    • pp.262-274
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    • 2010
  • This article investigates how to adaptively predict the time-varying metrology delay that could realistically occur in the semiconductor manufacturing practice. Metrology delays pose a great challenge for the existing run-to-run (R2R) controllers, driving the process output significantly away from target if not adequately predicted. First, the expected asymptotic double exponentially weighted moving average (DEWMA) control output, by using the EWMA and recursive least squares (RLS) prediction methods, is derived. It has been found that the relationships between the expected control output and target in both estimation methods are parallel, and six cases are addressed. Within the context of time-varying metrology delay, this paper presents a modified recursive least squares-linear trend (RLS-LT) controller, in combination with runs test. Simulated single input-single output (SISO) R2R processes subject to various time-varying metrology delay scenarios are used as a testbed to evaluate the proposed algorithms. The simulation results indicate that the modified RLS-LT controller can yield the process output more accurately on target with smaller mean squared error (MSE) than the original RLSLT controller that only deals with constant metrology delays.

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

  • 박우출;박상준;이병호
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2000년도 추계종합학술대회 논문집(1)
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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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가변추출간격상(假變抽出間格上)에서 분산(分散)-공분산(共分散) 행례(行例)에 대한 다변량(多變量) 기하이동평균(幾何移動平均) 처리원(處理圓) (Multivariate EWMA Control Charts for the Variance-Covariance Matrix with Variable Sampling Intervals)

  • 조교영
    • Journal of the Korean Data and Information Science Society
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    • 제4권
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    • pp.31-44
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    • 1993
  • Multivariate exponentially weighted moving average (EWMA) control charts for monitoring the variance-covariance matrix are investigated. A variable sampling interval (VSI) feature is considered in these charts. Multivariate EWMA control charts for monitoring the variance-covariance matrix are compared on the basis of their average time to signal (ATS) performances. The numerical results show that multivariate VSI EWMA control charts are more efficient than corrsponding multivariate fixed sampling interval (FSI) EWMA control charts.

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Bivariate EWMA Control Charts for Autocorrelated Processes

  • 조교영;안영선
    • Journal of the Korean Data and Information Science Society
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    • 제13권1호
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    • pp.105-112
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    • 2002
  • In this paper we establish bivariate exponentially weighted moving average (EWMA) control charts for autocorrelated processes using residual vectors. We first derive the residual vectors, their expectation, variance-covariance matrix, then evaluate the control chart based on the average run length (ARL).

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Control Chart for Correlation Coefficients of Correlated Quality Variables

  • Kim, Jae-Joo;Chang, Duk-Joon
    • 품질경영학회지
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    • 제26권2호
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    • pp.51-60
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    • 1998
  • Exponetially weighted moving average(EWMA) control chart to simultaneously monitor correlation coefficients of several correlated quality variables under multivariate normal process are proposed. Performances of the proposed control charts are measured in terms of average run length(ARL) by simulation. Numerical results show that smaller values of smoothing constant are more efficient in terms of ARL.

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Multivariate EWMA Charts for Simultaneously Monitoring both Means and Variances

  • Cho, Gyo Young;Chang, Duk Joon
    • Communications for Statistical Applications and Methods
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    • 제4권3호
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    • pp.715-723
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    • 1997
  • Multivariate control statistics to simultaneously monitor both means and variances for several quality variables under multivariate normal process are proposed. Performances of the proposed multivariate charts are evaluated in terms of average run length(ARL). Multivariate Shewhart chart is also proposed to compare the performances of multivariate exponentially weighted moving average(EWMA) charts. A numerical comparison shows that multivariate EWMA charts are more efficient than multivariate Shewhart chart for small and moderate shifts and multivariate EWMA scheme based on accumulate-combine approach is more efficient than corresponding multivariate EWMA chart based on combine-accumulate approach.

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가변 샘플링 간격(VSI)을 갖는 적응형 이동평균 (A-MA) 관리도 (An Adaptive Moving Average (A-MA) Control Chart with Variable Sampling Intervals (VSI))

  • 임태진
    • 대한산업공학회지
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    • 제33권4호
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    • pp.457-468
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    • 2007
  • This paper proposes an adaptive moving average (A-MA) control chart with variable sampling intervals (VSI) for detecting shifts in the process mean. The basic idea of the VSI A-MA chart is to adjust sampling intervals as well as to accumulate previous samples selectively in order to increase the sensitivity. The VSI A-MA chart employs a threshold limit to determine whether or not to increase sampling rate as well as to accumulate previous samples. If a standardized control statistic falls outside the threshold limit, the next sample is taken with higher sampling rate and is accumulated to calculate the next control statistic. If the control statistic falls within the threshold limit, the next sample is taken with lower sampling rate and only the sample is used to get the control statistic. The VSI A-MA chart produces an 'out-of-control' signal either when any control statistic falls outside the control limit or when L-consecutive control statistics fall outside the threshold limit. The control length L is introduced to prevent small mean shifts from being undetected for a long period. A Markov chain model is employed to investigate the VSI A-MA sampling process. Formulae related to the steady state average time-to signal (ATS) for an in-control state and out-of-control state are derived in closed forms. A statistical design procedure for the VSI A-MA chart is proposed. Comparative studies show that the proposed VSI A-MA chart is uniformly superior to the adaptive Cumulative sum (CUSUM) chart and to the Exponentially Weighted Moving Average (EWMA) chart, and is comparable to the variable sampling size (VSS) VSI EWMA chart with respect to the ATS performance.