• Title/Summary/Keyword: Exponential smoothing

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An Exponential Smoothing Adaptive Failure Detector in the Dual Model of Heartbeat and Interaction

  • Yang, Zhiyong;Li, Chunlin;Liu, Yanpei;Liu, Yunchang;Xu, Lijun
    • Journal of Computing Science and Engineering
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    • v.8 no.1
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    • pp.17-24
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    • 2014
  • In this paper, we propose a new implementation of a failure detector. The implementation uses a dual model of heartbeat and interaction. First, the heartbeat model is adopted to shorten the detection time, if the detection process does not receive the heartbeat message in the expected time. The interaction model is then used to check the process further. The expected time is calculated using the exponential smoothing method. Exponential smoothing can be used to estimate the next arrival time not only in the random data, but also in the data of linear trends. It is proven that the new detector in the paper can eventually be a perfect detector.

An Algorithm of Short-Term Load Forecasting (단기수요예측 알고리즘)

  • Song Kyung-Bin;Ha Seong-Kwan
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.53 no.10
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    • pp.529-535
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    • 2004
  • Load forecasting is essential in the electricity market for the participants to manage the market efficiently and stably. A wide variety of techniques/algorithms for load forecasting has been reported in many literatures. These techniques are as follows: multiple linear regression, stochastic time series, general exponential smoothing, state space and Kalman filter, knowledge-based expert system approach (fuzzy method and artificial neural network). These techniques have improved the accuracy of the load forecasting. In recent 10 years, many researchers have focused on artificial neural network and fuzzy method for the load forecasting. In this paper, we propose an algorithm of a hybrid load forecasting method using fuzzy linear regression and general exponential smoothing and considering the sensitivities of the temperature. In order to consider the lower load of weekends and Monday than weekdays, fuzzy linear regression method is proposed. The temperature sensitivity is used to improve the accuracy of the load forecasting through the relation of the daily load and temperature. And the normal load of weekdays is easily forecasted by general exponential smoothing method. Test results show that the proposed algorithm improves the accuracy of the load forecasting in 1996.

Multivariate exponential smoothing models with application to exchange rates (다변량 지수평활모형을 이용한 환율 분석)

  • Lee, Yeonha;Seong, Byeongchan
    • The Korean Journal of Applied Statistics
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    • v.33 no.3
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    • pp.257-267
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    • 2020
  • We introduce multivariate exponential smoothing models based on a vector innovations structural time series framework. The models enable us to exploit potential inter-series dependencies to improve the fit and forecasts of multivariate (vector) time series. Models are applied to forecast the exchange rates of the UK pound (UKP) and US dollar (USD) against the Korean won (KRW) observed on monthly basis; subseqently, we compare their performance with alternative models. We observe that the multivariate exponential smoothing models are superior to alternatives.

A Forecasting Method for Court Auction Information System using Exponential Smoothing (지수평활을 이용한 법원 경매 정보 시스템의 낙찰가 예측방법)

  • Oh, Kab-Suk
    • Journal of the Korea Society of Computer and Information
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    • v.11 no.5 s.43
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    • pp.59-67
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    • 2006
  • This paper proposes a forecasting method for court auction information system using exponential smoothing. The system forecast a highest bid price for claim analysis, and it is designed to offer an quota information by the bid price. For this realization, we implemented input interface of object data and web interface of information support. Input interface can be input, update and delete function and web interface is support some information of court auction object. We propose a forecasting method using exponential smoothing of a highest bid price for auto-claim analysis with real time information support and the results are verified the feasibility of the proposed method by experiment.

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Optimal Coefficient Selection of Exponential Smoothing Model in Short Term Load Forecasting on Weekdays (평일 단기전력수요 예측을 위한 최적의 지수평활화 모델 계수 선정)

  • Song, Kyung-Bin;Kwon, Oh-Sung;Park, Jeong-Do
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.62 no.2
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    • pp.149-154
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    • 2013
  • Short term load forecasting for electric power demand is essential for stable power system operation and efficient power market operation. High accuracy of the short term load forecasting can keep the power system more stable and save the power market operation cost. We propose an optimal coefficient selection method for exponential smoothing model in short term load forecasting on weekdays. In order to find the optimal coefficient of exponential smoothing model, load forecasting errors are minimized for actual electric load demand data of last three years. The proposed method are verified by case studies for last three years from 2009 to 2011. The results of case studies show that the average percentage errors of the proposed load forecasting method are improved comparing with errors of the previous methods.

The Forecasting Power Energy Demand by Applying Time Dependent Sensitivity between Temperature and Power Consumption (시간대별 기온과 전력 사용량의 민감도를 적용한 전력 에너지 수요 예측)

  • Kim, Jinho;Lee, Chang-Yong
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.42 no.1
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    • pp.129-136
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    • 2019
  • In this study, we proposed a model for forecasting power energy demand by investigating how outside temperature at a given time affected power consumption and. To this end, we analyzed the time series of power consumption in terms of the power spectrum and found the periodicities of one day and one week. With these periodicities, we investigated two time series of temperature and power consumption, and found, for a given hour, an approximate linear relation between temperature and power consumption. We adopted an exponential smoothing model to examine the effect of the linearity in forecasting the power demand. In particular, we adjusted the exponential smoothing model by using the variation of power consumption due to temperature change. In this way, the proposed model became a mixture of a time series model and a regression model. We demonstrated that the adjusted model outperformed the exponential smoothing model alone in terms of the mean relative percentage error and the root mean square error in the range of 3%~8% and 4kWh~27kWh, respectively. The results of this study can be used to the energy management system in terms of the effective control of the cross usage of the electric energy together with the outside temperature.

Statistical Modeling on Weather Parameters to Develop Forest Fire Forecasting System

  • Trivedi, Manish;Kumar, Manoj;Shukla, Ripunjai
    • The Korean Journal of Applied Statistics
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    • v.22 no.1
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    • pp.221-235
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    • 2009
  • This manuscript illustrates the comparative study between ARIMA and Exponential Smoothing modeling to develop forest fire forecasting system using different weather parameters. In this paper, authors have developed the most suitable and closest forecasting models like ARIMA and Exponential Smoothing techniques using different weather parameters. Authors have considered the extremes of the Wind speed, Radiation, Maximum Temperature and Deviation Temperature of the Summer Season form March to June month for the Ranchi Region in Jharkhand. The data is taken by own resource with the help of Automatic Weather Station. This paper consists a deep study of the effect of extreme values of the different parameters on the weather fluctuations which creates forest fires in the region. In this paper, the numerical illustration has been incorporated to support the present study. Comparative study of different suitable models also incorporated and best fitted model has been tested for these parameters.

An Empirical Study on Supply Chain Demand Forecasting Using Adaptive Exponential Smoothing (적응적 지수평활법을 이용한 공급망 수요예측의 실증분석)

  • Kim, Jung-Il;Cha, Kyoung-Cheon;Jun, Duk-Bin;Park, Dae- Keun;Park, Sung-Ho;Park, Myoung-Whan
    • IE interfaces
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    • v.18 no.3
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    • pp.343-349
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    • 2005
  • This study presents the empirical results of comparing several demand forecasting methods for Supply Chain Management(SCM). Adaptive exponential smoothing using change detection statistics (Jun) is compared with Trigg and Leach's adaptive methods and SAS time series forecasting systems using weekly SCM demand data. The results show that Jun's method is superior to others in terms of one-step-ahead forecast error and eight-step-ahead forecast error. Based on the results, we conclude that the forecasting performance of SCM solution can be improved by the proposed adaptive forecasting method.

Exponential Smoothing Temporal Association Rules for Recommendation of Temperal Products (시간 의존적인 상품 추천을 위한 지수 평활 시간 연관 규칙)

  • Jeong Kyeong Ja
    • Journal of the Korea Society of Computer and Information
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    • v.10 no.1 s.33
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    • pp.45-52
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    • 2005
  • We proposed the product recommendation algorithm mixed the temporal association rule and the exponential smoothing method. The temporal association rule added a temporal concept in a commercial association rule In this paper. we proposed a exponential smoothing temporal association rule that is giving higher weights to recent data than past data. Through simulation and case study in temporal data sets, we confirmed that it is more Precise than existing temporal association rules but consumes running time.

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Forecasting of Stream Qualities at Gumi industrial complex by Winters' Exponential Smoothing

  • Song, Phil-Jun;Um, Hee-Jung;Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1133-1140
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    • 2008
  • The goal of this paper is to analysis of the trend for stream quality in Gumi industrial complex with Winters' exponential smoothing method. It used the five different monthly time series data such as BOD, COD, TN, TP and EC from January 1998 to December 2006. The data of BOD, COD, TN, TP and EC are analyzed by time series method and forecasted the trends until December 2007. The stream qualities change for the better about BOD, COD, TN and TP, but the stream qualities resulted by EC is still serious.

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