• Journal of the military operations research society of Korea
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• v.8 no.1
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• pp.99-107
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• 1982

This paper is concerned with the optimality of exponential smoothing applied to the general IMA process with different moving average and differencing orders. Numerical experiments were performed for IMA(m,n) process with various combinations of m and n, and the corresponding forecast errors were compared. Results show that the higher differencing order is more critical to the optimality of exponential smoothing, i.e., the IMA process with the higher moving average order, forecasted by exponential smoothing, has comparatively smaller forecast error. If the difference between the differencing order and the moving average order becomes larger, the accuracy of forecast by exponential smoothing declines gradually.

• Journal of Intelligence and Information Systems
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• v.22 no.2
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• pp.115-125
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• 2016

The Bollinger Band indicating the current price position in the recent price action range is obtained by adding/substracting the simple standard deviation (SSD) to/from the simple moving average (SMA). In this paper, we first compare the characteristics of the SMA and the exponential moving average (EMA) in the operator's point of view. A basic equation is obtained between the interval length N of the SMA operator and the weighting factor ${\rho}$ of the EMA operator, that makes the centers of the 1st order momentums of each operator impulse respoinse identical. For equivalent N and ${\rho}$, frequency response examples are obtained and compared by using the discrete time Fourier transform. Based on observation that the SMA operator reacts more excessively than the EMA operator, we propose a novel exponential standard deviation (ESD) band centered at the EMA and derive an auto recursive formula for the proposed ESD band. Practical examples for the ESD band show that it has a smoother bound on the price action range than the Bollinger Band. Comparisons are also made for the gap corrected chart to show the advantageous feature of the ESD band even in the case of gap occurrence. Trading techniques developed for the Bollinger Band can be straight forwardly applied to those for the ESD band.

• Journal of Korean Society of Water and Wastewater
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• v.22 no.2
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• pp.195-203
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• 2008

This study collected the latest 30-year (1976~2005) continuous rainfall data hourly recorded at 61 meterological observatories in Korea. The continuous rainfall data was divided into individual rainfall events. In addition, distribution charts of average intervent times between adjacent rainfall events were created to facilitate the application to the overflow risk-based design of storm-water infiltration basin. This study shows that the one-parameter exponential distribution is suitable for the frequency distribution of the average intervent times for the domestic rainfall data. Distribution charts of the average intervent times were created for 4 hour and 6 hour of storm separation time, respectively. The inland Gyeongsangbuk-do and Western coastal area had relatively longer average intervent times, whereas Southern coastal area and Jeju-do had relatively shorter average intervent times.

• Journal of Information Technology Applications and Management
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• v.28 no.4
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• pp.13-20
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• 2021

In this paper, I was applied the life distribution following linear failure rate distribution, Lindley distribution and Burr-Hatke exponential distribution extensively used in the arena of software reliability and were associated the reliability possessions of the software using the nonhomogeneous Poisson process with finite failure. Furthermore, the average value functions of the life distribution are non-increasing form. Case of the linear failure rate distribution (exponential distribution) than other models, the smaller the estimated value estimation error in comparison with the true value. In terms of accuracy, since Burr-Hatke exponential distribution and exponential distribution model in the linear failure rate distribution have small mean square error values, Burr-Hatke exponential distribution and exponential distribution models were stared as the well-organized model. Also, the linear failure rate distribution (exponential distribution) and Burr-Hatke exponential distribution model, which can be viewed as an effectual model in terms of goodness-of-fit because the larger assessed value of the coefficient of determination than other models. Through this study, software workers can use the design of mean square error, mean value function as a elementary recommendation for discovering software failures.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.63 no.11
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• pp.1497-1502
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• 2014

Electric load forecasting is essential for stable electric power supply, efficient operation and management of power systems, and safe operation of power generation systems. The results are utilized in generator preventive maintenance planning and the systemization of power reserve management. Development and improvement of electric load forecasting model is necessary for power system maintenance and operation. This paper proposes daily maximum electric load forecasting methods for the next 4 weeks with a seasonal autoregressive integrated moving average model and an exponential smoothing model. According to the results of forecasting of daily maximum electric load forecasting for the next 4 weeks of March, April, November 2010~2012 using the constructed forecasting models, the seasonal autoregressive integrated moving average model showed an average error rate of 6,66%, 5.26%, 3.61% respectively and the exponential smoothing model showed an average error rate of 3.82%, 4.07%, 3.59% respectively.

• Journal of the Korean Data and Information Science Society
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• v.25 no.3
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• pp.623-632
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• 2014

We shall consider the estimation for the parameter and the right tail probability in a general exponential distribution. We also shall consider the estimation of the reliability P(X < Y ) and the skewness trends of the density function of the ratio X=(X+Y) for two independent general exponential variables each having different shape parameters and known scale parameter. We then shall consider the estimation of the failure rate average and the hazard function for a general exponential variable having the density function with the unknown shape and known scale parameters, and for a bivariate density induced by the general exponential density.

• Journal of Navigation and Port Research
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• v.28 no.6
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• pp.509-515
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• 2004

The aim of this paper is to forecast passenger numbers and freight volumes in 2005 and it is proposed optimal tonnage of passenger ship. The forecasting of passenger numbers and freight volumes is important problem in order to determine optimal tonnage of passenger ship, port plan and development. In this paper, the forecasting of passenger numbers and freight volumes are performed by the method of neural network using back-propagation learning algorithm. And this paper compares the forecasting performance of neural networks with moving average method and exponential smooth method As the result of analysis. The forecasting of passenger numbers and freight volumes is that the neural networks performed better than moving average method and exponential smoothing method on the basis of MSE(mean square error) and MAE(mean absolute error).

• Proceedings of the Korean Radioactive Waste Society Conference
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• 2004.06a
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• pp.292-303
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• 2004

The previous exponential experiment system has been improved for the automatical and accurate axial movement of the neutron source and detector with attaching the automatical control system which consists of a Programmable Logical Controller(PLC) and a stepping motor set. The automatic control program which controls MCA and PLC consistently has been also developed on the basis of GENIE 2000 Library. The exponential experiments have been carried out for Kori 1 unit spent fuel assemblies, Cl4, Jl4 and G23, and Kori 2 unit spent fuel assembly, J44, using the improved systematical measurement system. As the results, the average exponential decay constants for 4 assemblies are determined to be 0.1302, 0.1267, 0.1247, and 0.1210, respectively, with the application of Poisson regression.

• Journal of Korean Society of Water and Wastewater
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• v.22 no.1
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• pp.15-22
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• 2008

This study collected the latest 30-year (1976~2005) continuous rainfall data hourly recorded at 61 meterological observatories in Korea, and the continuous rainfall data was divided into individual rainfall events. In addition, distribution charts of average rainfall event-depth were created to facilitate the application to the overflow risk-based design of detention storage basin. This study shows that 4 hour is appropriate for SST (storm separation time) to separate individual rainfall events from the continuous rainfall data, and the one-parameter exponential distribution is suitable for the frequency distribution of rainfall event depths for the domestic rainfall data. The analysis of the domestic rainfall data using SST of 4 hour showed that the individual rainfall event was 1380 to 2031 times, the average rainfall event-depth was 19.1 to 32.4mm, and ranged between 0.877 and 0.926. Distribution charts of average rainfall event-depth were created for 4hour and 6 hour of SST, respectively. The inland Gyeongsangbuk-do, Western coastal area and inland of Jeollabuk-do had relatively lower average rainfall event-depth, whereas Southern coastal area, such as Namhae, Yeosu, and Jeju-do had relatively higher average rainfall event-depth.

• The Journal of the Korea institute of electronic communication sciences
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• v.17 no.4
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• pp.641-648
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• 2022

In this study, the performance of the NHPP software reliability model with exponential distribution (Exponential Basic, Inverse Exponential, Lindley, Rayleigh) characteristics was comparatively analyzed, and based on this, the optimal reliability model was also presented. To analyze the software failure phenomenon, the failure time data collected during system operation was used, and the parameter estimation was solved by applying the maximum likelihood estimation method (MLE). Through various comparative analysis (mean square error analysis, true value predictive power analysis of average value function, strength function evaluation, and reliability evaluation applied with mission time), it was found that the Lindley model was an efficient model with the best performance. Through this study, the reliability performance of the distribution with the characteristic of the exponential form, which has no existing research case, was newly identified, and through this, basic design data that software developers could use in the initial stage can be presented.