• Title/Summary/Keyword: 지수평활법

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Temporal Association Rules with Exponential Smoothing Method (지수 평활법을 적용한 시간 연관 규칙)

  • Byon, Lu-Na;Park, Byoung-Sun;Han, Jeong-Hye;Jeong, Han-Il;Leem, Choon-Seong
    • The KIPS Transactions:PartD
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    • v.11D no.3
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    • pp.741-746
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    • 2004
  • As electronic commerce progresses, the temporal association rule is developed from partitioned data sets by time to offer personalized services for customer's interest. In this paper, we proposed a temporal association rule with exponential smoothing method that is giving higher weights to recent data than past data. Through simulation and case study, we confirmed that it is more precise than existing temporal association rules but consumes running time.

A Forecast Method of Marine Traffic Volume through Time Series Analysis (시계열 분석을 통한 해상교통량 예측 방안)

  • Yoo, Sang-Rok;Park, Young-Soo;Jeong, Jung-Sik;Kim, Chul-Seong;Jeong, Jae-Yong
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.19 no.6
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    • pp.612-620
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    • 2013
  • In this study, time series analysis was tried, which is widely applied to demand forecast of diverse fields such as finance, economy, trade, and so on, different from previous regression analysis. Future marine traffic volume was forecasted on the basis of data of the number of ships entering Incheon port from January 1996 to June 2013, through courses of stationarity verification, model identification, coefficient estimation, and diagnostic checking. As a result of prediction January 2014 to December 2015, February has less traffic volume than other months, but January has more traffic volume than other months. Also, it was found out that Incheon port was more proper to ARIMA model than exponential smoothing method and there was a difference of monthly traffic volume according to seasons. The study has a meaning in that future traffic volume was forecasted per month with time series model. Also, it is judged that forecast of future marine traffic volume through time series model will be the more suitable model than prediction of marine traffic volume with previous regression analysis.

Air passenger demand forecasting for the Incheon airport using time series models (시계열 모형을 이용한 인천공항 이용객 수요 예측)

  • Lee, Jihoon;Han, Hyerim;Yoon, Sanghoo
    • Journal of Digital Convergence
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    • v.18 no.12
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    • pp.87-95
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    • 2020
  • The Incheon airport is a gateway to and from the Republic of Korea and has a great influence on the image of the country. Therefore, it is necessary to predict the number of airport passengers in the long term in order to maintain the quality of service at the airport. In this study, we compared the predictive performance of various time series models to predict the air passenger demand at Incheon Airport. From 2002 to 2019, passenger data include trend and seasonality. We considered the naive method, decomposition method, exponential smoothing method, SARIMA, PROPHET. In order to compare the capacity and number of passengers at Incheon Airport in the future, the short-term, mid-term, and long-term was forecasted by time series models. For the short-term forecast, the exponential smoothing model, which weighted the recent data, was excellent, and the number of annual users in 2020 will be about 73.5 million. For the medium-term forecast, the SARIMA model considering stationarity was excellent, and the annual number of air passengers in 2022 will be around 79.8 million. The PROPHET model was excellent for long-term prediction and the annual number of passengers is expected to be about 99.0 million in 2024.

Attack Detection Algorithm Using Exponential Smoothing Method on the IPv6 Environment (IPv6 환경에서 지수 평활법을 이용한 공격 탐지 알고리즘)

  • Koo Hyang-Ohk;Oh Chang-Suk
    • The Journal of the Korea Contents Association
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    • v.5 no.6
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    • pp.378-385
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    • 2005
  • Mistaking normal packets for harmful traffic may not offer service in conformity with the intention of attacker with harmful traffic, because it is not easy to classify network traffic for normal service and it for DDoS(Distributed Denial of Service) attack. And in the IPv6 environment these researches on harmful traffic are weak. In this dissertation, hosts in the IPv6 environment are attacked by NETWOX and their attack traffic is monitored, then the statistical information of the traffic is obtained from MIB(Management Information Base) objects used in the IPv6. By adapting the ESM(Exponential Smoothing Method) to this information, a normal traffic boundary, i.e., a threshold is determined. Input traffic over the threshold is thought of as attack traffic.

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A Study on the prediction of Advertising Expenditure (계량적 통계분석을 통한 매체별 광고비 예측 연구)

  • Han, Sangpil;Yu, Seung Yeob
    • Journal of Digital Convergence
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    • v.12 no.9
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    • pp.111-121
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    • 2014
  • This study is designed to predict the total ad expenditure of Korea, and six media ad expenditures in 5 years based on the past 20 years ad expenditure date. We use annual data published by Cheil Worldwide advertising data analysis. Time series, SUR method, exponential smoothing method and regression analysis were used for exploring the data. The results showed that the total advertising expenditure in 2018 is predicted to 10,873 billion wons. On the basis of the findings, implications are discussed for academicians as well as practitioners.

Temporal hierarchical forecasting with an application to traffic accident counts (시간적 계층을 이용한 교통사고 발생건수 예측)

  • Jun, Gwanyoung;Seong, Byeongchan
    • The Korean Journal of Applied Statistics
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    • v.31 no.2
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    • pp.229-239
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    • 2018
  • This paper introduces how to adopt the concept of temporal hierarchies to forecast time series data. Similarly as in hierarchical cross-sectional data, temporal hierarchies can be constructed for any time series data by means of non-overlapping temporal aggregation. Reconciliation forecasts with temporal hierarchies result in more accurate and robust forecasts when compared with the independent base and bottom-up forecasts. As an empirical example, we forecast traffic accident counts with temporal hierarchies and observe that reconciliation forecasts are superior to the base and bottom-up forecasts in terms of forecast accuracy.

DDoS Attack Detection on the IPv6 Environment (IPv6환경에서 DDoS 침입탐지)

  • Koo, Min-Jeong;Oh, Chang-Suk
    • Journal of the Korea Society of Computer and Information
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    • v.11 no.6 s.44
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    • pp.185-192
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    • 2006
  • By mistaking normal packets for harmful traffic, it may not offer service according to the intention of attacker with harmful traffic, because it is not easy to classify network traffic for normal service and it for DUoS(Distributed DoS) attack like the Internet worm. And in the IPv6 environment these researches on harmful traffic are weak. In this dissertation, hosts in the IPv6 environment are attacked by NETWIB and their attack traffic is monitored, then the statistical information of the traffic is obtained from MIB(Management Information Base) objects used in the IPv6. By adapting the ESM(Exponential Smoothing Method) to this information, a normal traffic boundary, i.e., a threshold is determined. Input traffic over the threshold is thought of as attack traffic.

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Analysis of Korean GDP by unobserved components model (비관측요인모형을 이용한 한국의 국내총생산 분석)

  • Seong, Byeong-Chan;Lee, Seung-Kyung
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.5
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    • pp.829-837
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    • 2011
  • Since Harvey (1989), many approaches for applying unobserved components (UC) models to both univariate and multivariate time series analysis have been developed. However, practitioners still tend to use traditional methods such as exponential smoothing or ARIMA models for modeling and predicting time series data. It is well known that the UC model combines the flexibility of ARIMA models and the easy interpretability of exponential smoothing models by using unobserved components such as trend, cycle, season, and irregular components. This study reviews the UC model and compares its relative performances with those of the other models in modeling and predicting the real gross domestic products (GDP) in Korea. We conclude that the optimal model is the UC model on basis of root mean squared error.

Regression models based on cumulative data for forecasting of new product (신제품 수요예측을 위하여 누적자료를 활용한 회귀모형에 관한 연구)

  • Park, Sang-Gue;Oh, Jung-Hyun
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.117-124
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    • 2009
  • If time series data with seasonal effect exist, various statistical models like winters for successful forecasts could be used. But if the data are not enough to estimate seasonal effect, not much methods are available. This paper proposes the statistical forecasting method based on cumulative data when the data are not enough to estimate seasonal effect. We apply this method to real cosmetic sales data and show its better performance over moving average method.

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Study of The Abnormal Traffic Detection Technique Using Forecasting Model Based Trend Model (추세 모형 기반의 예측 모델을 이용한 비정상 트래픽 탐지 방법에 관한 연구)

  • Jang, Sang-Soo
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.15 no.8
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    • pp.5256-5262
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    • 2014
  • Recently, Distributed Denial of Service (DDoS) attacks, such as spreading malicious code, cyber-terrorism, have occurred in government agencies, the press and the financial sector. DDoS attacks are the simplest Internet-based infringement attacks techniques that have fatal consequences. DDoS attacks have caused bandwidth consumption at the network layer. These attacks are difficult to detect defend against because the attack packets are not significantly different from normal traffic. Abnormal traffic is threatening the stability of the network. Therefore, the abnormal traffic by generating indications will need to be detected in advance. This study examined the abnormal traffic detection technique using a forecasting model-based trend model.