• 제목/요약/키워드: Moving-average

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이동 평균 여파기의 마이크로프로세서 구성에 관한 연구 (A Study on the Microprocessor Implementation of the Moving Average Filter)

  • 김창석;최갑석
    • 대한전자공학회논문지
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    • 제21권1호
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    • pp.32-37
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    • 1984
  • 본 논문에서는 저역 통과 특성을 나타내는 것으로 알려져 있는 이동 평균 여파기의 마이크로프로세서 구성에 대한 실제적이고 간단한 기법을 연구한 것이다. 설계의 편의를 위하여 이동 평균 여파기에 대한 차단 주파수의 근사식과 필터링 알고리즘도 제시하였다. 상용 마이크로프로세서 Z-80을 사용한 실험 시스템의 몇 가지 실험결과를 제시했다. 고주파 잡음이 효과적으로 제거된 것이 확인되었으며 차단 주설수의 근사식의 결과는 실측결과와 거의 일치됨이 확인되었다.

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적응형 이동평균(A-MA) 관리도의 경제적-통계적 설계 (Economic-Statistical Design of Adaptive Moving Average (A-MA) Control Charts)

  • 임태진
    • 대한산업공학회지
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    • 제34권3호
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    • pp.328-336
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    • 2008
  • This research proposes a method for economic-statistical design of adaptive moving average (A-MA) charts. The basic idea of the A-MA chart is to accumulate previous samples selectively in order to increase the sensitivity. The A-MA chart is a kind of adaptive chart such as the variable sampling size (VSS) chart. A major advantage of the A-MA chart over the VSS chart is that it is easy to maintain rational subgroups by using the fixed sampling size. A steady state cost rate function is constructed based on Lorenzen and Vance (1986) model. The cost rate function is optimized with respect to five design parameters. Computational experiments show that the A-MA chart is superior to the VSS chart as well as to the Shewhart $\bar{X}$ chart in the economic-statistical sense.

COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES WITH DEPENDENT INNOVATIONS

  • Kim, Tae-Sung;Ko, Mi-Hwa;Choi, Yong-Kab
    • 대한수학회지
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    • 제45권2호
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    • pp.355-365
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    • 2008
  • Let ${Y_i;-\infty<i<\infty}$ be a doubly infinite sequence of identically distributed and $\phi$-mixing random variables with zero means and finite variances and ${a_i;-\infty<i<\infty}$ an absolutely summable sequence of real numbers. In this paper, we prove the complete moment convergence of ${{\sum}_{k=1}^{n}\;{\sum}_{i=-\infty}^{\infty}\;a_{i+k}Y_i/n^{1/p};n\geq1}$ under some suitable conditions.

Suggesting Forecasting Methods for Dietitians at University Foodservice Operations

  • Ryu Ki-Sang
    • Nutritional Sciences
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    • 제9권3호
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    • pp.201-211
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    • 2006
  • The purpose of this study was to provide dietitians with the guidance in forecasting meal counts for a university/college foodservice facility. The forecasting methods to be analyzed were the following: naive model 1, 2, and 3; moving average, double moving average, simple exponential smoothing, double exponential smoothing, Holt's, and Winters' methods, and simple linear regression. The accuracy of the forecasting methods was measured using mean squared error and Theil's U-statistic. This study showed how to project meal counts using 10 forecasting methods for dietitians. The results of this study showed that WES was the most accurate forecasting method, followed by $na\ddot{i}ve$ 2 and naive 3 models. However, naive model 2 and 3 were recommended for using by dietitians in university/college dining facilities because of the accuracy and ease of use. In addition, the 2000 spring semester data were better than the 2000 fall semester data to forecast 2001spring semester data.

Detection of the Ultrasonic Signals due to Partial Discharges in a 154kV Transformer

  • Kweon, Dong-Jin;Chin, Sang-Bum;Kwak, Hee-Ro
    • KIEE International Transactions on Electrophysics and Applications
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    • 제2C권6호
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    • pp.297-303
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    • 2002
  • We have developed an on-line ultrasonic detector to monitor partial discharge in an operating transformer. The ultrasonic sensor has 150[KHz] resonance frequency and contains a pre-amplifier with 60[㏈] gain. The on-line ultrasonic detector has 50~300[KHz] frequency band-pass filter to remove electrical and mechanical noises from the transformer. This detector has an ultrasonic signal discrimination algorithm which discriminates ultrasonic signals due to partial discharge in a transformer. A moving average method of ultrasonic signal number was employed to effectively monitor the increasing trend of the partial discharge. This paper describes an experience of partial discharge detection in a 154[㎸] operating transformer using an ultrasonic detector. With regards to gas analysis in oil, C2H2 gas was produced with a warning level in this transformer We detected ultrasonic signals on the transformer steel wall, and estimated the position of partial discharge. With further inspection, we found carbonized marks due to partial discharge on the supporting bolt which fastens the windings.

A Combined Process Control Procedure by Monitoring and Repeated Adjustment

  • Park, Changsoon
    • Communications for Statistical Applications and Methods
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    • 제7권3호
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    • pp.773-788
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    • 2000
  • Statistical process control (SPC) and engineering process control (EPC) are based on different strategies for processes quality improvement. SPC reduces process variability by detecting and eliminating special causes of process variation. while EPC reduces process variability by adjusting compensatory variables to keep the quality variable close to target. Recently there has been needs for a process control proceduce which combines the tow strategies. This paper considers a combined scheme which simultaneously applies SPC and EPC techniques to reduce the variation of a process. The process model under consideration is an integrated moving average(IMA) process with a step shift. The EPC part of the scheme adjusts the process back to target at every fixed monitoring intervals, which is referred to a repeated adjustment scheme. The SPC part of the scheme uses an exponentially weighted moving average(EWMA) of observed deviation from target to detect special causes. A Markov chain model is developed to relate the scheme's expected cost per unit time to the design parameters of he combined control scheme. The expected cost per unit time is composed of off-target cost, adjustment cost, monitoring cost, and false alarm cost.

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한강수질의 월변동성에 관한 연구 (Monthly Fluctuation of the Han River Water Quality)

  • 유호식
    • 한국물환경학회지
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    • 제20권4호
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    • pp.352-356
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    • 2004
  • Variations of water quality parameters were investigated for last 13 years in Han river. Deviation from 3 month moving average was suggested for the variation analysis. Many parameters of mainstream and tributaries showed similar monthly fluctuations. Suspended solid of mainstream showed higher fluctuation than that of tributaries due to summer flood. Contrarily, the organic parameters such as BOD, COD, and TN showed lower fluctuations in the mainstreams. The magnitude of deviation was in the order of pH < DO, COD, temp. < BOD, TN < TP, SS. Strong correlation was found in BOD data of adjacent sites. Main sites showed low deviation in comparison to adjacent common sites of mainstream (1:2.4). Mainstream showed low deviation in comparison to tributaries (1:1.7). Seasonal tendency of monthly BOD was confirmed using autocorrelation function. The deviation was in inverse proportion to the magnitude of BOD.

지속적으로 향상되는 공정에서 기하 조정 관리한계를 사용한 $\overline{X}$ 관리도 ([ $\overline{X}$ ] Chart with Geometrically Adjusted Control Limits under Continually Improving Processes)

  • 유미정;박창순
    • 품질경영학회지
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    • 제34권4호
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    • pp.125-132
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    • 2006
  • An adjusted control limit of the $\overline{X}$ chart is proposed for monitoring the continually improving processes. The continual improvement of the process implies the decrease of the process variance, which is represented by a logistic curve. The process standard deviation is estimated by the exponentially weighted moving average of the sample standard deviations from the past to the current times. The control limits are adjusted by the estimated standard deviation at every sampling time. The performance of the adjusted control limit is compared with that of the standard control limits for various cases of the decreasing speed and size of the variance. The results show that the $\overline{X}$ chart with the adjusted control limits provides better performances for monitoring the small and moderate shifts in continually improving processes.

Computational explosion in the frequency estimation of sinusoidal data

  • Zhang, Kaimeng;Ng, Chi Tim;Na, Myunghwan
    • Communications for Statistical Applications and Methods
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    • 제25권4호
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    • pp.431-442
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    • 2018
  • This paper highlights the computational explosion issues in the autoregressive moving average approach of frequency estimation of sinusoidal data with a large sample size. A new algorithm is proposed to circumvent the computational explosion difficulty in the conditional least-square estimation method. Notice that sinusoidal pattern can be generated by a non-invertible non-stationary autoregressive moving average (ARMA) model. The computational explosion is shown to be closely related to the non-invertibility of the equivalent ARMA model. Simulation studies illustrate the computational explosion phenomenon and show that the proposed algorithm can efficiently overcome computational explosion difficulty. Real data example of sunspot number is provided to illustrate the application of the proposed algorithm to the time series data exhibiting sinusoidal pattern.

T-DMB 수신기에서 가중이동평균을 기반으로 한 채널추정 (Channel Estimation Based on the Weighted Moving Average in T-DMB Receivers)

  • 박성익;이재영;임형수;김형남;김흥묵;임종수
    • 한국방송∙미디어공학회:학술대회논문집
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    • 한국방송공학회 2006년도 학술대회
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    • pp.153-156
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    • 2006
  • 본 논문에서는 T-DMB 수신기의 채널추정 성능향상을 위한 잡음감소 기법을 제안한다. 일반적으로 T-DMB 수신기에서의 채널추정은 파일럿 신호 추출과 채널계수 추정에 의해 수행된다. 채널추정의 성능은 수신 SNR (Signal to Noise Ratio)과 연관되어 추정된 채널계수에 남아있는 잡음성분에 의해 결정되기 때문에, 잔존하는 잡음성분을 감소시키는 것은 매우 중요하다. 이러한 잡음성분을 감소시키기 위해, M-point 가중이동평균(weighted moving average)을 기반으로 한 잡음제거 기법을 제안한다. 전산 실험에 의하면, 제안된 방법은 등화 후 SER (Symbol Error Rate) 측면에서 기존의 방법에 비해 2-3 dB의 성능 향상을 보인다.

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