• Title/Summary/Keyword: Exponential smoothing

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Predictive Hybrid Redundancy using Exponential Smoothing Method for Safety Critical Systems

  • Kim, Man-Ho;Lee, Suk;Lee, Kyung-Chang
    • International Journal of Control, Automation, and Systems
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    • v.6 no.1
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    • pp.126-134
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    • 2008
  • As many systems depend on electronics, concern for fault tolerance is growing rapidly. For example, a car with its steering controlled by electronics and no mechanical linkage from steering wheel to front tires (steer-by-wire) should be fault tolerant because a failure can come without any warning and its effect is devastating. In order to make system fault tolerant, there has been a body of research mainly from aerospace field. This paper presents the structure of predictive hybrid redundancy that can remove most erroneous values. In addition, several numerical simulation results are given where the predictive hybrid redundancy outperforms wellknown average and median voters.

Efficient Anomaly Detection Through Confidence Interval Estimation Based on Time Series Analysis

  • Kim, Yeong-Ju;Jeong, Min-A
    • International journal of advanced smart convergence
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    • v.4 no.2
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    • pp.46-53
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    • 2015
  • This paper suggests a method of real time confidence interval estimation to detect abnormal states of sensor data. For real time confidence interval estimation, the mean square errors of the exponential smoothing method and moving average method, two of the time series analysis method, were compared, and the moving average method with less errors was applied. When the sensor data passes the bounds of the confidence interval estimation, the administrator is notified through alarms. As the suggested method is for real time anomaly detection in a ship, an Android terminal was adopted for better communication between the wireless sensor network and users. For safe navigation, an administrator can make decisions promptly and accurately upon emergency situation in a ship by referring to the anomaly detection information through real time confidence interval estimation.

Short-term Load Forecasting of Using Data refine for Temperature Characteristics at Jeju Island (온도특성에 대한 데이터 정제를 이용한 제주도의 단기 전력수요예측)

  • Kim, Ki-Su;Ryu, Gu-Hyun;Song, Kyung-Bin
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.9
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    • pp.1695-1699
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    • 2009
  • This paper analyzed the characteristics of the demand of electric power in Jeju by year, day. For this analysis, this research used the correlation between the changes in the temperature and the demand of electric power in summer, and cleaned the data of the characteristics of the temperatures, using the coefficient of correlation as the standard. And it proposed the algorithm of forecasting the short-term electric power demand in Jeju, Therefore, in the case of summer, the data by each cleaned temperature section were used. Based on the data, this paper forecasted the short-term electric power demand in the exponential smoothing method. Through the forecast of the electric power demand, this paper verified the excellence of the proposed technique by comparing with the monthly report of Jeju power system operation result made by Korea Power Exchange-Jeju.

A Bayesian Approach for the Adaptive Forecast on the Simple State Space Model (구조변화가 발생한 단순 상태공간모형에서의 적응적 예측을 위한 베이지안접근)

  • Jun, Duk-Bin;Lim, Chul-Zu;Lee, Sang-Kwon
    • Journal of Korean Institute of Industrial Engineers
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    • v.24 no.4
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    • pp.485-492
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    • 1998
  • Most forecasting models often fail to produce appropriate forecasts because we build a model based on the assumption of the data being generated from the only one stochastic process. However, in many real problems, the time series data are generated from one stochastic process for a while and then abruptly undergo certain structural changes. In this paper, we assume the basic underlying process is the simple state-space model with random level and deterministic drift but interrupted by three types of exogenous shocks: level shift, drift change, outlier. A Bayesian procedure to detect, estimate and adapt to the structural changes is developed and compared with simple, double and adaptive exponential smoothing using simulated data and the U.S. leading composite index.

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Joint Exponential Smoothing and Trend-based Principal Component Analysis for Anomaly Detection in Wireless Sensor Networks (무선 센서 네트워크에서의 이상 징후 감지를 위한 공동 지수 평활법 및 추세 기반 주성분 분석)

  • Dang, Thien-Binh;Yang, Hui-Gyu;Tran, Manh-Hung;Le, Duc-Tai;Kim, Moonseong;Choo, Hyunseung
    • Proceedings of the Korea Information Processing Society Conference
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    • 2019.10a
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    • pp.145-148
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    • 2019
  • Principal Component Analysis (PCA) is a powerful technique in data analysis and widely used to detect anomalies in Wireless Sensor Networks. However, the performance of conventional PCA is not high on time-series data collected by sensors. In this paper, we propose a Joint Exponential Smoothing and Trend-based Principal Component Analysis (JES-TBPCA) for Anomaly Detection which is based on conventional PCA. Experimental results on a real dataset show a remarkably higher performance of JES-TBPCA comparing to conventional PCA model in detection of stuck-at and offset anomalies.

Early Warning System for Inventory Management using Prediction Model and EOQ Algorithm

  • Majapahit, Sali Alas;Hwang, Mintae
    • Journal of information and communication convergence engineering
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    • v.19 no.4
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    • pp.221-227
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    • 2021
  • An early warning system was developed to help identify stock status as early as possible. For performance to improve, there needs to be a feature to predict the amount of stock that must be provided and a feature to estimate when to buy goods. This research was conducted to improve the inventory early warning system and optimize the Reminder Block's performance in minimum stock settings. The models used in this study are the single exponential smoothing (SES) method for prediction and the economic order quantity (EOQ) model for determining the quantity. The research was conducted by analyzing the Reminder Block in the early warning system, identifying data needs, and implementing the SES and EOQ mathematical models into the Reminder Block. This research proposes a new Reminder Block that has been added to the SES and EOQ models. It is hoped that this study will help in obtaining accurate information about the time and quantity of repurchases for efficient inventory management.

Forecasting of Passenger Numbers, Freight Volumes and Optimal Tonnage of Passenger Ship in Mokpo Port (목포항 여객수 및 적정 선복량 추정에 관한 연구)

  • Jang, Woon-Jae;Keum, Jong-Soo
    • 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).

Penalized Likelihood Regression: Fast Computation and Direct Cross-Validation

  • Kim, Young-Ju;Gu, Chong
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.05a
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    • pp.215-219
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    • 2005
  • We consider penalized likelihood regression with exponential family responses. Parallel to recent development in Gaussian regression, the fast computation through asymptotically efficient low-dimensional approximations is explored, yielding algorithm that scales much better than the O($n^3$) algorithm for the exact solution. Also customizations of the direct cross-validation strategy for smoothing parameter selection in various distribution families are explored and evaluated.

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On the Prediction of the Sales in Information Security Industry

  • Kim, Dae-Hak;Jeong, Hyeong-Chul
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1047-1058
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    • 2008
  • Prediction of total sales in information security industry is considered. Exponential smoothing and spline smoothing is applied to the time series of annual sales data. Due to the different survey items of every year, we recollect the original survey data by some basic criterion and predict the sales to 2014. We show the total sales in infonnation security industry are increasing gradually by year.

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Forecasting of Rental Demand for Public Bicycles Using a Deep Learning Model (딥러닝 모형을 활용한 공공자전거 대여량 예측에 관한 연구)

  • Cho, Keun-min;Lee, Sang-Soo;Nam, Doohee
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.19 no.3
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    • pp.28-37
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    • 2020
  • This study developed a deep learning model that predicts rental demand for public bicycles. For this, public bicycle rental data, weather data, and subway usage data were collected. After building an exponential smoothing model, ARIMA model and LSTM-based deep learning model, forecasting errors were compared and evaluated using MSE and MAE evaluation indicators. Based on the analysis results, MSE 348.74 and MAE 14.15 were calculated using the exponential smoothing model. The ARIMA model produced MSE 170.10 and MAE 9.30 values. In addition, MSE 120.22 and MAE 6.76 values were calculated using the deep learning model. Compared to the value of the exponential smoothing model, the MSE of the ARIMA model decreased by 51% and the MAE by 34%. In addition, the MSE of the deep learning model decreased by 66% and the MAE by 52%, which was found to have the least error in the deep learning model. These results show that the prediction error in public bicycle rental demand forecasting can be greatly reduced by applying the deep learning model.