• Title/Summary/Keyword: Exponential smoothing

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Smoothing Kaplan-Meier estimate using monotone support vector regression (단조 서포트벡터기계를 이용한 카플란-마이어 생존함수의 평활)

  • Hwang, Changha;Shim, Jooyong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.6
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    • pp.1045-1054
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    • 2012
  • Support vector machine is known to be the very useful statistical method in classification and nonlinear function estimation. In this paper we propose a monotone support vector regression (SVR) for the estimation of monotonically decreasing function. The proposed monotone SVR is applied to smooth the Kaplan-Meier estimate of survival function. Experimental results are then presented which indicate the performance of the proposed monotone SVR using survival functions obtained by exponential distribution.

Predictive Modeling of the Bus Arrival Time on the Arterial using Real-Time BIS Data (실시간 BIS자료를 이용한 간선도로의 버스도착시간 예측모형구축에 관한 연구)

  • Kim, Tae Gon;Ahn, Hyeun Chul;Kim, Seung Gil
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.1D
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    • pp.1-9
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    • 2009
  • Bus information system(BIS), as a part of the intelligent transportation system(ITS), is one of the most advanced public transportation systems which provide the real-time bus traffic information for the users waiting the buses at the bus stop. However, correct bus information data, such as the present bus location, the user waiting time, the bus arrival time, etc. are not provided for the bus users because the proper bus arrival time predictive models are not used yet in most of the cities operating the bus information system, including the metropolitan City of Ulsan. Thus, the purpose in this study is to investigate real-time bus traffic characteristic data for identifying the bus operation characteristics on the arterial under the study in the metropolitan City of Ulsan, analyze real-time bus traffic characteristic data on the ID locations of the arterial under the study, construct the optimal unit segment models for the unit segments which are the bus stop, node and travel section using the exponential smoothing, weighted smoothing and Kalman Filter methods, respectively, and finally suggest the optimal integrated model for predicting the real-time bus arrival time at the bus stop of the arterial under the study.

A Study on the Characteristics of noise smoothing in FIR-Median Hybrid Filters (메디안 혼성 필터의 잡음 특성 개선)

  • 최삼길;김창규;전계록;김명기;변건식
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.17 no.11
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    • pp.1185-1198
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    • 1992
  • In this paper, the differential weighted algorithm proposed in order to improve th noise smoothing characteristics of conventional Median filter and FIR-Median Hybrid filter. Performance of some image restoration filter(median filter, FIR-Median Hybird filter, FIR-Median Hybrid filter to proposed differential weighted algorithm) are compared and evaluated on the noise smoothing characteristics and sharp edge conservation characteristics. Test and Real images used in this paper are Lenna and Urological images corrupted by impulse, gaussian, exponential and laplacian noise. Experimental results show that the FIR-Median Hybrid filter applied to the differential weighted algorithm are comparatively superior to others. But the filter orders have increased, the more time consumed to image processing. Hence if the adequate filtering by the type of image is selected. now after a great support will be take consideration into the various parts of application by computer science and of medical image processing.

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A Binomial Weighted Exponential Smoothing for Intermittent Demand Forecasting (간헐적 수요예측을 위한 이항가중 지수평활 방법)

  • Ha, Chunghun
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.41 no.1
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    • pp.50-58
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    • 2018
  • Intermittent demand is a demand with a pattern in which zero demands occur frequently and non-zero demands occur sporadically. This type of demand mainly appears in spare parts with very low demand. Croston's method, which is an initiative intermittent demand forecasting method, estimates the average demand by separately estimating the size of non-zero demands and the interval between non-zero demands. Such smoothing type of forecasting methods can be suitable for mid-term or long-term demand forecasting because those provides the same demand forecasts during the forecasting horizon. However, the smoothing type of forecasting methods aims at short-term forecasting, so the estimated average forecast is a factor to decrease accuracy. In this paper, we propose a forecasting method to improve short-term accuracy by improving Croston's method for intermittent demand forecasting. The proposed forecasting method estimates both the non-zero demand size and the zero demands' interval separately, as in Croston's method, but the forecast at a future period adjusted by binomial weight according to occurrence probability. This serves to improve the accuracy of short-term forecasts. In this paper, we first prove the unbiasedness of the proposed method as an important attribute in forecasting. The performance of the proposed method is compared with those of five existing forecasting methods via eight evaluation criteria. The simulation results show that the proposed forecasting method is superior to other methods in terms of all evaluation criteria in short-term forecasting regardless of average size and dispersion parameter of demands. However, the larger the average demand size and dispersion are, that is, the closer to continuous demand, the less the performance gap with other forecasting methods.

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 Comparative Analysis of Forecasting Models and its Application (수요예측 모형의 비교분석과 적용)

  • 강영식
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.20 no.44
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    • pp.243-255
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    • 1997
  • Forecasting the future values of an observed time series is an important problem in many areas, including economics, traffic engineering, production planning, sales forecasting, and stock control. The purpose of this paper is aimed to discover the more efficient forecasting model through the parameter estimation and residual analysis among the quantitative method such as Winters' exponential smoothing model, Box-Jenkins' model, and Kalman filtering model. The mean of the time series is assumed to be a linear combination of known functions. For a parameter estimation and residual analysis, Winters', Box-Jenkins' model use Statgrap and Timeslab software, and Kalman filtering utilizes Fortran language. Therefore, this paper can be used in real fields to obtain the most effective forecasting model.

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Development of Fuzzy Hybrid Redundancy for Sensor Fault-Tolerant of X-By-Wire System (X-By-Wire 시스템의 센서 결함 허용을 위한 Fuzzy Hybrid Redundancy 개발)

  • Kim, Man-Ho;Son, Byeong-Jeom;Lee, Kyung-Chang;Lee, Suk
    • Journal of Institute of Control, Robotics and Systems
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    • v.15 no.3
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    • pp.337-345
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    • 2009
  • The dependence of numerous systems on electronic devices is causing rapidly increasing concern over fault tolerance because of safety issues of safety critical system. As an example, a vehicle with electronics-controlled system such as x-by-wire systems, which are replacing rigid mechanical components with dynamically configurable electronic elements, should be fault¬tolerant because a devastating failure could arise without warning. Fault-tolerant systems have been studied in detail, mainly in the field of aeronautics. As an alternative to solve these problems, this paper presents the fuzzy hybrid redundancy system that can remove most erroneous faults with fuzzy fault detection algorithm. In addition, several numerical simulation results are given where the fuzzy hybrid redundancy outperforms with general voting method.

GOP ARIMA based Bandwidth Prediction for Non-stationary VBR Traffic (MPEG VBR 트래픽을 위한 GOP ARIMA 기반 대역폭 예측기법)

  • Kang, Sung-Joo;Won, You-Jip
    • Proceedings of the KIEE Conference
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    • 2004.11c
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    • pp.301-303
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    • 2004
  • In this work, we develop on-line traffic prediction algorithm for real-time VBR traffic. There are a number of important issues: (i) The traffic prediction algorithm should exploit the stochastic characteristics of the underlying traffic and (ii) it should quickly adapt to structural changes in underlying traffic. GOP ARIMA model effectively addresses this issues and it is used as basis in our bandwidth prediction. Our prediction model deploy Kalman filter to incorporate the prediction error for the next prediction round. We examine the performance of GOP ARIMA based prediction with linear prediction with LMS and double exponential smoothing. The proposed prediction algorithm exhibits superior performam againt the rest.

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A Study on the Accuracy of the Forecasting Using Group Method of Data Handling (자료(資料)취급의 집단적 방법(GMDH)을 사용한 자측(子測)의 정도(精度)에 관한 연구(硏究))

  • Jo, Am
    • Journal of Korean Society for Quality Management
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    • v.14 no.1
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    • pp.53-60
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    • 1986
  • The purpose of this study has been finding where GMDH (Group Method of Data Handling) lies in accordance with comparing other methods and ascertaining the effectiveness of GMDH at the systems of forecasting method. Other methods used for the comparison are: multiple regression model, Brown's third exponential smoothing model. Also the study has reviewed how the expected value and equatior are changed by GMDH. At the same time, the study has also reviewed various characteristics made with comparatively a few data. In conclusion, GMDH is better than the other method in point of view fitness, high effectiveness in self-selection and self-construction of the variables.

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A Study on the Comparison of Optimal Solutions by Major Forecasting Methods - For the case of the cement product - (주요(主要) 수요예측기법(需要豫測技法)에 의한 최적해(最適解)의 비교연구(比較硏究) - 시멘트제품(製品)의 경우(境遇)를 중심(中心)으로 -)

  • Jeong, Bok-Su
    • Journal of Korean Society for Quality Management
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    • v.12 no.2
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    • pp.25-32
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    • 1984
  • The purpose of this paper is to compare several forecasting methods for the case of the cement product by the analysis of the forecasting data and by the study of major forecasting methods, which are the Trend Projection, Exponential Smoothing, and Multiple Regression Analysis. As a result, it is thought that the Multiple Regression Analysis is the optimal model for the case of the cement product. In addition, it is important to consider the future circumstances for forecasting, and to improve the level of the forecasting results through the precise analysis of the collected data.

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