• Title/Summary/Keyword: Exponential Smoothing.

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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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A Study on the Forecasting of Import Demands for Textile, Textile Products & Clothing Products (섬유류, 섬유제품 및 의류제품 수입수요의 예측에 관한 연구)

  • 양리나
    • Journal of the Korean Society of Costume
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    • v.50 no.2
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    • pp.29-45
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    • 2000
  • The object of this study is to predict the import demands for korean textile, textile products and clothing products. The analyzing method performs through demand prediction method is by using Exponential Smoothing Model and STATGRAPHICS. The result from the practice of study is as follows ; Textile import ratio is expected to be increased constantly and the portion of textile import in our national total import is precited to reach to 3.92% in 2003. The import of the textile product to textile will be increased to 33.12% in 2003. The import ratio of clothing product ratio is also estimated to increase annually, Import ratio of clothing-product in textile-product import reaching to total 6.42% (83.89% in 2000, 90.31% in 2003), the growth rate of clothing import will be much higher than that of clothing export. From 2000 to 2003 , textile import is precited to be 5.23%. The import of the textile product will be increased by 8.04%. The import of clothing product will reaches 11.21%, which would be the highest rate among the products under review. Also , it predicts the constant increase as a result of prediction in the nation's total amount of import including the import amount of textile, textile-product, and clothing product.

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A Study on Distributed Message Allocation Method of CAN System with Dual Communication Channels (중복 통신 채널을 가진 CAN 시스템에서 분산 메시지 할당 방법에 관한 연구)

  • Kim, Man-Ho;Lee, Jong-Gap;Lee, Suk;Lee, Kyung-Chang
    • Journal of Institute of Control, Robotics and Systems
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    • v.16 no.10
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    • pp.1018-1023
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    • 2010
  • The CAN (Controller Area Network) system is the most dominant protocol for in-vehicle networking system because it provides bounded transmission delay among ECUs (Electronic Control Units) at data rates between 125Kbps and 1Mbps. And, many automotive companies have chosen the CAN protocol for their in-vehicle networking system such as chassis network system because of its excellent communication characteristics. However, the increasing number of ECUs and the need for more intelligent functions such as ADASs (Advanced Driver Assistance Systems) or IVISs (In-Vehicle Information Systems) require a network with more network capacity and the real-time QoS (Quality-of-Service). As one approach to enhancing the network capacity of a CAN system, this paper introduces a CAN system with dual communication channel. And, this paper presents a distributed message allocation method that allocates messages to the more appropriate channel using forecast traffic of each channel. Finally, an experimental testbed using commercial off-the-shelf microcontrollers with two CAN protocol controllers was used to demonstrate the feasibility of the CAN system with dual communication channel using the distributed message allocation method.

A Study on Forecasting Method for a Short-Term Demand Forecasting of Customer's Electric Demand (수요측 단기 전력소비패턴 예측을 위한 평균 및 시계열 분석방법 연구)

  • Ko, Jong-Min;Yang, Il-Kwon;Song, Jae-Ju
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.1
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    • pp.1-6
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    • 2009
  • The traditional demand prediction was based on the technique wherein electric power corporations made monthly or seasonal estimation of electric power consumption for each area and subscription type for the next one or two years to consider both seasonally generated and local consumed amounts. Note, however, that techniques such as pricing, power generation plan, or sales strategy establishment were used by corporations without considering the production, comparison, and analysis techniques of the predicted consumption to enable efficient power consumption on the actual demand side. In this paper, to calculate the predicted value of electric power consumption on a short-term basis (15 minutes) according to the amount of electric power actually consumed for 15 minutes on the demand side, we performed comparison and analysis by applying a 15-minute interval prediction technique to the average and that to the time series analysis to show how they were made and what we obtained from the simulations.

Effect of System Operator on Dynamic Multi-Stage Inventory Problems (System operator가 다단계재고동적(多段階在庫動的) system 에 미치는 영향(影響)에 관(關)한 연구(硏究))

  • Kim, Man-Sik
    • Journal of Korean Institute of Industrial Engineers
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    • v.3 no.1
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    • pp.39-47
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    • 1977
  • Most of the current literature on inventory theory has been devoted to the study of single stage models. A class of inventory problems which is of great interest is the multistage inventory system which involves a series and hierarchical sequence of stations. This study analyzes some aspect of the series type and multi-stage inventory system, using the fixed cycle ordering which bas a modificatory control function in the system equations. The objective of this study is to clarify the dynamic behavior of the system. The author has derived the theoretical formulas of variation of ordering quantity and stock fluctuation of each stage due to power spectral density function. Influence of parameters such as, (1) intensity of autocorrelation of demand sequence ($\lambda$), (2) forecasting exponential smoothing factors of each stage (${\alpha}_1,\;{\alpha}_2,\;{\alpha}_3$) and (3) production control factor of the 3rd stage ($\gamma$), as operators of the system on the variation of ordering quantity and stock fluctuation of the system. is also clarified. As a result of this study, the relations between the variation of ordering quantity, stock fluctuation and the parameters of the system, have been found. The principles and the theorical analysis presented here will be applicable to more complex type of discrete control systems in constructing the specific condition of the system to minimize inventory variances.

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Forecasting for a Credit Loan from Households in South Korea

  • Jeong, Dong-Bin
    • The Journal of Industrial Distribution & Business
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    • v.8 no.4
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    • pp.15-21
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    • 2017
  • Purpose - In this work, we examined the causal relationship between credit loans from households (CLH), loan collateralized with housing (LCH) and an interest of certificate of deposit (ICD) among others in South Korea. Furthermore, the optimal forecasts on the underlying model will be obtained and have the potential for applications in the economic field. Research design, data, and methodology - A total of 31 realizations sampled from the 4th quarter in 2008 to the 4th quarter in 2016 was chosen for this research. To achieve the purpose of this study, a regression model with correlated errors was exploited. Furthermore, goodness-of-fit measures was used as tools of optimal model-construction. Results - We found that by applying the regression model with errors component ARMA(1,5) to CLH, the steep and lasting rise can be expected over the next year, with moderate increase of LCH and ICD. Conclusions - Based on 2017-2018 forecasts for CLH, the precipitous and lasting increase can be expected over the next two years, with gradual rise of two major explanatory variables. By affording the assumption that the feedback among variables can exist, we can, in the future, consider more generalized models such as vector autoregressive model and structural equation model, to name a few.

Scheduling of Real-time and Nonreal-time Traffics in IEEE 802.11 Wireless LAN (무선랜에서의 실시간 및 비실시간 트래픽 스케줄링)

  • Lee, Ju-Hee;Lee, Chae Y.
    • Journal of the Korean Operations Research and Management Science Society
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    • v.28 no.2
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    • pp.75-89
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    • 2003
  • Media Access Control (MAC) Protocol in IEEE 802.11 Wireless LAN standard supports two types of services, synchronous and asynchronous. Synchronous real-time traffic is served by Point Coordination Function (PCF) that implements polling access method. Asynchronous nonreal-time traffic is provided by Distributed Coordination Function (DCF) based on Carrier Sense Multiple Access with Collision Avoidance (CSMA/CA) protocol. Since real-time traffic is sensitive to delay, and nonreal-time traffic to error and throughput, proper traffic scheduling algorithm needs to be designed. But it is known that the standard IEEE 802.11 scheme is insufficient to serve real-time traffic. In this paper, real-time traffic scheduling and admission control algorithm is proposed. To satisfy the deadline violation probability of the real time traffic the downlink traffic is scheduled before the uplink by Earliest Due Date (EDD) rule. Admission of real-time connection is controlled to satisfy the minimum throughput of nonreal-time traffic which is estimated by exponential smoothing. Simulation is performed to have proper system capacity that satisfies the Quality of Service (QoS) requirement. Tradeoff between real-time and nonreal-time stations is demonstrated. The admission control and the EDD with downlink-first scheduling are illustrated to be effective for the real-time traffic in the wireless LAN.

Short-Term Load Forecast for Near Consecutive Holidays Having The Mixed Load Profile Characteristics of Weekdays and Weekends (평일과 주말의 특성이 결합된 연휴전 평일에 대한 단기 전력수요예측)

  • Park, Jeong-Do;Song, Kyung-Bin;Lim, Hyeong-Woo;Park, Hae-Soo
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.61 no.12
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    • pp.1765-1773
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    • 2012
  • The accuracy of load forecast is very important from the viewpoint of economical power system operation. In general, the weekdays' load demand pattern has the continuous time series characteristics. Therefore, the conventional methods expose stable performance for weekdays. In case of special days or weekends, the load demand pattern has the discontinuous time series characteristics, so forecasting error is relatively high. Especially, weekdays near the thanksgiving day and lunar new year's day have the mixed load profile characteristics of both weekdays and weekends. Therefore, it is difficult to forecast these days by using the existing algorithms. In this study, a new load forecasting method is proposed in order to enhance the accuracy of the forecast result considering the characteristics of weekdays and weekends. The proposed method was tested with these days during last decades, which shows that the suggested method considerably improves the accuracy of the load forecast results.

The Study for Software Future Forecasting Failure Time Using Time Series Analysis. (시계열 분석을 이용한 소프트웨어 미래 고장 시간 예측에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.11 no.3
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    • pp.19-24
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    • 2011
  • Software failure time presented in the literature exhibit either constant monotonic increasing or monotonic decreasing, For data analysis of software reliability model, data scale tools of trend analysis are developed. The methods of trend analysis are arithmetic mean test and Laplace trend test. Trend analysis only offer information of outline content. In this paper, we discuss forecasting failure time case of failure time censoring. In this study, time series analys is used in the simple moving average and weighted moving averages, exponential smoothing method for predict the future failure times, Empirical analysis used interval failure time for the prediction of this model. Model selection using the mean square error was presented for effective comparison.

A Study on the Forecasting of Container Volume using Neural Network (신경망을 이용한 컨테이너 물동량 예측에 관한 연구)

  • Park, Sung-Young;Lee, Chul-Young
    • Journal of Navigation and Port Research
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    • v.26 no.2
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    • pp.183-188
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    • 2002
  • The forecast of a container traffic has been very important for port and development. Generally, Statistic methods, such as moving average method, exponential smoothing, and regression analysis have been much used for traffic forecasting. But, considering various factors related to the port affect the forecasting of container volume, neural network of parallel processing system can be effective to forecast container volume based on various factors. This study discusses the forecasting of volume by using the neural, network with back propagation learning algorithm. Affected factors are selected based on impact vector on neural network, and these selected factors are used to forecast container volume. The proposed the forecasting algorithm using neural network was compared to the statistic methods.