• Title/Summary/Keyword: Exponential moving average

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Study of Stochastic Techniques for Runoff Forecasting Accuracy in Gongju basin (추계학적 기법을 통한 공주지점 유출예측 연구)

  • Ahn, Jung Min;Hur, Young Teck;Hwang, Man Ha;Cheon, Geun Ho
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.1B
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    • pp.21-27
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    • 2011
  • When execute runoff forecasting, can not remove perfectly uncertainty of forecasting results. But, reduce uncertainty by various techniques analysis. This study applied various forecasting techniques for runoff prediction's accuracy elevation in Gongju basin. statics techniques is ESP, Period Average & Moving average, Exponential Smoothing, Winters, Auto regressive moving average process. Authoritativeness estimation with results of runoff forecasting by each techniques used MAE (Mean Absolute Error), RMSE (Root Mean Squared Error), RRMSE (Relative Root Mean Squared Error), Mean Absolute Percentage Error (MAPE), TIC (Theil Inequality Coefficient). Result that use MAE, RMSE, RRMSE, MAPE, TIC and confirm improvement effect of runoff forecasting, ESP techniques than the others displayed the best result.

A Comparative study on smoothing techniques for performance improvement of LSTM learning model

  • Tae-Jin, Park;Gab-Sig, Sim
    • Journal of the Korea Society of Computer and Information
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    • v.28 no.1
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    • pp.17-26
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    • 2023
  • In this paper, we propose a several smoothing techniques are compared and applied to increase the application of the LSTM-based learning model and its effectiveness. The applied smoothing technique is Savitky-Golay, exponential smoothing, and weighted moving average. Through this study, the LSTM algorithm with the Savitky-Golay filter applied in the preprocessing process showed significant best results in prediction performance than the result value shown when applying the LSTM model to Bitcoin data. To confirm the predictive performance results, the learning loss rate and verification loss rate according to the Savitzky-Golay LSTM model were compared with the case of LSTM used to remove complex factors from Bitcoin price prediction, and experimented with an average value of 20 times to increase its reliability. As a result, values of (3.0556, 0.00005) and (1.4659, 0.00002) could be obtained. As a result, since crypto-currencies such as Bitcoin have more volatility than stocks, noise was removed by applying the Savitzky-Golay in the data preprocessing process, and the data after preprocessing were obtained the most-significant to increase the Bitcoin prediction rate through LSTM neural network learning.

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 Flooding Control System in Underground Premises using Fuzzy Theory and Time Series Forecasting (퍼지이론과 시계열 예측을 통한 지하구내 침수 상황 통제 시스템에 대한 연구)

  • Gang, Min-Hui;Gwon, Dong-Min;Jo, Seong-Won;Kim, Jun-Beom;Jeong, Jong-Uk;Jeong, Jin-Su
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2007.11a
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    • pp.370-373
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    • 2007
  • 지하구내에 물이 유입되기 시작하면 미리 설치되어 있는 펌프를 동작시켜서 배수를 해야한다. 이 경우 지하구내로 유입되는 물의 경로로 구분한 내수와 외수의 양을 알 수 있다면 위험도의 평가에 있어서 좋지만 유입량을 정확히 알 수 없으므로 시계열 분석으로 미래의 값을 예측하는 방법을 제시하고자 한다. 시계열 분석으로 예측한 값을 토대로 퍼지 이론을 이용한 지하구내 침수 상황 통제 시스템을 구현하였다.

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A Study on the Forecasting Module of Artificial Intelligence (인공지능 수요예측 모듈에 대한 연구)

  • 최정원;구찬모;장경원;왕지남
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2000.04a
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    • pp.661-663
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    • 2000
  • 본 논문은 수요 예측함에 있어서 여러 가지 수요 예측 방법을 통해 매 시기 마다 적절한 수요예측 기법을 사용하여 좀더 정확한 수요예측 결과를 추정하기 위한 방법을 연구하며 특히, 수요 예측하기 어려운 제품에 대해 여러 인자를 고려하여 좀더 나은 예측치를 구하기 위한 방법을 연구하고 있다. 마지막으로 각 ERP나 SCM, MRP application에 연계하여 필요한 자료를 되게 얻고 이를 다시 보내 줄 수 있는 일반적인 연계 방법을 연구하고 있다. 본 논문에서는 데이터 베이스 연계부분에서는 ODBC 를 사용하였으며, 예측 기법은 Moving Average 기법과 Exponential Smoothing 기법, 그리고 Neural Networks 중 BP 를 이용하여 구현하였다. 앞으로 좀 더 많은 예측 기법을 적용하여 향상된 수요 예측을 위한 모듈을 연구 및 구현하려 한다.

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SEQUENTIAL ALGORITHMS FOR DYNAMIC STRUCTURAL IDENTIFICATION (구조물의 동특성 추정을 위한 순차적 기법)

  • Yun, C-B.;Lee, H-J.
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1992.04a
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    • pp.13-18
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    • 1992
  • 구조물의 동적실험을 통하여 얻은 하중과 거동에 대한 시간기록을 분석하여, 구조계의 동 특성계수들을 추정하는 기법에 대하여 연구하였다. 실험과정 및 해석모형과정의 오차를 고려하기 위하여, 하중기록과 구조거동기록간의 관계를 추계론적 자동회기 및 이동평균모형(Stochastic Auto-Regressive and Moving-Average (ARMAX) Model)음 사용하여 모형화하였다. 미지의 ARMAX 계수행렬들은 순차적 예측오차기법을 사용하여 추정하였으며, 계수추정기법의 효율성을 증진시키기 위하여, Exponential Data Weighting, Global Data Weighting 및 Square Root Estimation 기법을 활용하였다. 다중거동측정계의 예제해석을 통하여 이의 효율성을 분석하였다.

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Predictive analysis of the Number of Cataract Surgeries (백내장 수술건수 추이예측 분석)

  • Jeong, Ji-Yun;Jeong, Jae-Yeon;Lee, Hae-Jong
    • Korea Journal of Hospital Management
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    • v.25 no.2
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    • pp.69-75
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    • 2020
  • Purposes: This study aims to investigate the number of cataract surgeries and predict future trends using 13-year data. Methodology: Trends investigation and comparison of prediction methods was conducted to determine better prediction model using Major Surgery Statistics from Korean Statistical Information Service in 2006-2018. ARIMA(Auto Regressive Integrated Moving Average) was selected and prediction was conducted using R program. Findings: As a results, the number of surgeries will continue to increase. The trends was predicted to increase during January-April, and it declined over time and was the lowest in August. Pratical Implications: Therefore, it is necessary that management will be needed by continuously investigating and predicting the demand and trend for surgery to prepare an alternative to the increase.

Recent Review of Nonlinear Conditional Mean and Variance Modeling in Time Series

  • Hwang, S.Y.;Lee, J.A.
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.4
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    • pp.783-791
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    • 2004
  • In this paper we review recent developments in nonlinear time series modeling on both conditional mean and conditional variance. Traditional linear model in conditional mean is referred to as ARMA(autoregressive moving average) process investigated by Box and Jenkins(1976). Nonlinear mean models such as threshold, exponential and random coefficient models are reviewed and their characteristics are explained. In terms of conditional variances, ARCH(autoregressive conditional heteroscedasticity) class is considered as typical linear models. As nonlinear variants of ARCH, diverse nonlinear models appearing in recent literature including threshold ARCH, beta-ARCH and Box-Cox ARCH models are remarked. Also, a class of unified nonlinear models are considered and parameter estimation for that class is briefly discussed.

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Optimization of Magnetic Abrasive Polishing Process using Run to Run Control (Run to Run 제어 기법을 이용한 자기연마 공정 관리)

  • Ahn, Byoung-Woon;Park, Sung-Jun
    • Transactions of the Korean Society of Machine Tool Engineers
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    • v.18 no.1
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    • pp.22-28
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    • 2009
  • In order to optimize the polishing process, Run to Run control scheme has been applied to the micro mold polishing in this study. Also, to fully understand the effect of parameters on the surface roughness a design of experiment is performed. By linear approximation of main factors such as gap and rotational speed of micro quill, EWMA (Exponential Weighted Moving Average) gradual mode controller is adopted as a optimizing tool. Consequently, the process converged quickly at a target value of surface roughness Ra 10nm and Rmax 50nm, and was hardly affected by unwanted process noises like initial surface quality and wear of magnetic abrasives.

A Multistrategy Learning System to Support Predictive Decision Making

  • Kim, Steven H.;Oh, Heung-Sik
    • The Korean Journal of Financial Studies
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    • v.3 no.2
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    • pp.267-279
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    • 1996
  • The prediction of future demand is a vital task in managing business operations. To this end, traditional approaches often focused on statistical techniques such as exponential smoothing and moving average. The need for better accuracy has led to nonlinear techniques such as neural networks and case based reasoning. In addition, experimental design techniques such as orthogonal arrays may be used to assist in the formulation of an effective methodology. This paper investigates a multistrategy approach involving neural nets, case based reasoning, and orthogonal arrays. Neural nets and case based reasoning are employed both separately and in combination, while orthoarrays are used to determine the best architecture for each approach. The comparative evaluation is performed in the context of an application relating to the prediction of Treasury notes.

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