• Title/Summary/Keyword: Moving-average

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Design of Acceptance Control Charts According to the Process Independence, Data Weighting Scheme, Subgrouping, and Use of Charts (프로세스의 독립성, 데이터 가중치 체계, 부분군 형성과 관리도 용도에 따른 합격판정 관리도의 설계)

  • Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
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    • v.12 no.3
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    • pp.257-262
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    • 2010
  • The study investigates the various Acceptance Control Charts (ACCs) based on the factors that include process independence, data weighting scheme, subgrouping, and use of control charts. USL - LSL > $6{\sigma}$ that used in the good condition processes in the ACCs are designed by considering user's perspective, producer's perspective and both perspectives. ACCs developed from the research is efficiently applied by using the simple control limit unified with APL (Acceptable Process Level), RLP (Rejectable Process Level), Type I Error $\alpha$, and Type II Error $\beta$. Sampling interval of subgroup examines i.i.d. (Identically and Independent Distributed) or auto-correlated processes. Three types of weight schemes according to the reliability of data include Shewhart, Moving Average(MA) and Exponentially Weighted Moving Average (EWMA) which are considered when designing ACCs. Two types of control charts by the purpose of improvement are also presented. Overall, $\alpha$, $\beta$ and APL for nonconforming proportion and RPL of claim proportion can be designed by practioners who emphasize productivity and claim defense cost.

A Hybrid Correction Technique of Missing Load Data Based on Time Series Analysis

  • Lee, Chan-Joo;Park, Jong-Bae;Lee, Jae-Yong;Shin, Joong-Rin;Lee, Chang-Ho
    • KIEE International Transactions on Power Engineering
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    • v.4A no.4
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    • pp.254-261
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    • 2004
  • Traditionally, electrical power systems had formed the vertically integrated industry structures based on the economics of scale. However, power systems have been recently reformed to increase their energy efficiency. According to these trends, the Korean power industry underwent partial reorganization and competition in the generation market was initiated in 2001. In competitive electric markets, accurate load data is one of the most important issues to maintaining flexibility in the electric markets as well as reliability in the power systems. In practice, the measuring load data can be uncertain because of mechanical trouble, communication jamming, and other issues. To obtain reliable load data, an efficient evaluation technique to adjust the missing load data is required. This paper analyzes the load pattern of historical real data and then the tuned ARIMA (Autoregressive Integrated Moving Average), PCHIP (Piecewise Cubic Interpolation) and Branch & Bound method are applied to seek the missing parameters. The proposed method is tested under a variety of conditions and also tested against historical measured data from the Korea Energy Management Corporation (KEMCO).

The Effect of Deterministic and Stochastic VTG Schemes on the Application of Backpropagation of Multivariate Time Series Prediction (시계열예측에 대한 역전파 적용에 대한 결정적, 추계적 가상항 기법의 효과)

  • Jo, Tae-Ho
    • Proceedings of the Korea Information Processing Society Conference
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    • 2001.10a
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    • pp.535-538
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    • 2001
  • Since 1990s, many literatures have shown that connectionist models, such as back propagation, recurrent network, and RBF (Radial Basis Function) outperform the traditional models, MA (Moving Average), AR (Auto Regressive), and ARIMA (Auto Regressive Integrated Moving Average) in time series prediction. Neural based approaches to time series prediction require the enough length of historical measurements to generate the enough number of training patterns. The more training patterns, the better the generalization of MLP is. The researches about the schemes of generating artificial training patterns and adding to the original ones have been progressed and gave me the motivation of developing VTG schemes in 1996. Virtual term is an estimated measurement, X(t+0.5) between X(t) and X(t+1), while the given measurements in the series are called actual terms. VTG (Virtual Tern Generation) is the process of estimating of X(t+0.5), and VTG schemes are the techniques for the estimation of virtual terms. In this paper, the alternative VTG schemes to the VTG schemes proposed in 1996 will be proposed and applied to multivariate time series prediction. The VTG schemes proposed in 1996 are called deterministic VTG schemes, while the alternative ones are called stochastic VTG schemes in this paper.

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A Study on Digital Sound Source based LED Color Matching Algorism using Moving Average Filter (이동평균 필터방식을 이용한 디지털음원 기반 LED컬러 매칭 알고리즘에 관한 연구)

  • Lee, Seonhee;Lee, Junghoon;Cho, Juphil
    • Journal of Satellite, Information and Communications
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    • v.9 no.4
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    • pp.69-72
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    • 2014
  • Recently, lighting systems using audio signal of audible frequency and frequency spectrum of visible lighting are studied. And various related products are being sold and released commercially. Also demands of emotional matching algorithm and system which includes effective and methodical designs are being increased. And the importance related with this scheme has increased. In this Paper, we configures a system for digital sound source based LED color control. And we develop algorithm to control LED color for the system configuration. Also we demonstrated the usefulness of the algorithm through experiment with simulation using LED color control system. We expected to be useful in a variety of fields and applications using proposed digital music based LED color control system.

Weekly Maximum Electric Load Forecasting for 104 Weeks by Seasonal ARIMA Model (계절 ARIMA 모형을 이용한 104주 주간 최대 전력수요예측)

  • Kim, Si-Yeon;Jung, Hyun-Woo;Park, Jeong-Do;Baek, Seung-Mook;Kim, Woo-Seon;Chon, Kyung-Hee;Song, Kyung-Bin
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.28 no.1
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    • pp.50-56
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    • 2014
  • Accurate midterm load forecasting is essential to preventive maintenance programs and reliable demand supply programs. This paper describes a midterm load forecasting method using autoregressive integrated moving average (ARIMA) model which has been widely used in time series forecasting due to its accuracy and predictability. The various ARIMA models are examined in order to find the optimal model having minimum error of the midterm load forecasting. The proposed method is applied to forecast 104-week load pattern using the historical data in Korea. The effectiveness of the proposed method is evaluated by forecasting 104-week load from 2011 to 2012 by using historical data from 2002 to 2010.

A Hybrid Filtering Stage Based Quasi-type-1 PLL under Distorted Grid Conditions

  • Li, Yunlu;Wang, Dazhi;Han, Wei;Sun, Zhenao;Yuan, Tianqing
    • Journal of Power Electronics
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    • v.17 no.3
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    • pp.704-715
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    • 2017
  • For three-phase synchronization applications, the synchronous reference frame phase-locked loop (SRF-PLL) is probably the most widely used technique due to its ease of implementation and satisfactory phase tracking performance under ideal grid conditions. However, under unbalanced and distorted grid conditions, its performance tends to worsen. To deal with this problem, a variety of filtering stages have been proposed and used in SRF-PLLs for the rejection of disturbance components at the cost of degrading the dynamic performance. In this paper, to improve dynamic performance without compromising the filtering capability, an effective hybrid filtering stage is proposed and incorporated into the inner loop of a quasi-type-1 PLL (QT1-PLL). The proposed filtering stage is a combination of a moving average filter (MAF) and a modified delay signal cancellation (DSC) operator in cascade. The time delay caused by the proposed filtering stage is smaller than that in the conventional MAF-based and DSC-based PLLs. A small-signal model of the proposed PLL is derived. The stability is analyzed and parameters design guidelines are given. The effectiveness of the proposed PLL is confirmed through experimental results.

Survey of Models for Random Effects Covariance Matrix in Generalized Linear Mixed Model (일반화 선형혼합모형의 임의효과 공분산행렬을 위한 모형들의 조사 및 고찰)

  • Kim, Jiyeong;Lee, Keunbaik
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.211-219
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    • 2015
  • Generalized linear mixed models are used to analyze longitudinal categorical data. Random effects specify the serial dependence of repeated outcomes in these models; however, the estimation of a random effects covariance matrix is challenging because of many parameters in the matrix and the estimated covariance matrix should satisfy positive definiteness. Several approaches to model the random effects covariance matrix are proposed to overcome these restrictions: modified Cholesky decomposition, moving average Cholesky decomposition, and partial autocorrelation approaches. We review several approaches and present potential future work.

Comparison of the covariance matrix for general linear model (일반 선형 모형에 대한 공분산 행렬의 비교)

  • Nam, Sang Ah;Lee, Keunbaik
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.103-117
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    • 2017
  • In longitudinal data analysis, the serial correlation of repeated outcomes must be taken into account using covariance matrix. Modeling of the covariance matrix is important to estimate the effect of covariates properly. However, It is challenging because there are many parameters in the matrix and the estimated covariance matrix should be positive definite. To overcome the restrictions, several Cholesky decomposition approaches for the covariance matrix were proposed: modified autoregressive (AR), moving average (MA), ARMA Cholesky decompositions. In this paper we review them and compare the performance of the approaches using simulation studies.

A Method for Hybrid Message Transmission based on User-Customized Analysis (사용자 맞춤형 분석 기반의 Hybrid 메시지 전송 기법)

  • Kim, Yong-Hyun;Bong, Jae-Sic;Huh, Eui-Nam
    • Journal of KIISE
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    • v.42 no.7
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    • pp.939-945
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    • 2015
  • From 2009, the market of smart devices has been rapidly increasing. These devices provide various services to users. The cloud messaging service, especially, is applied to many various services, and sends messages asynchronously. In the cloud messaging service, there are two methods for message transmission, message transmission based on an IP address and a publish/subscribe technique. Each technique uses basic messages in order to send messages to mobile devices. In this paper, the hybrid message transmission, based on user-customized analysis to reduce basic messages, is proposed. The hybrid message transmission uses Exponential Moving Average (EMA) and K-means algorithms for user-customized analysis, and determines the message transmission techniques in each timeslot.

QRS Detection Algorithm in ECG Signal for Measuring Stress Condition (스트레스 상태 측정을 위한 심전도 신호 QRS 검출 알고리즘)

  • Jung, Woo-Hyuk;Lee, Dong-Hwa;Lee, Hee-Jae;Kim, Jae-Ho;Lee, David;Lee, Sang-Goog
    • Proceedings of the Korea Information Processing Society Conference
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    • 2014.04a
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    • pp.978-980
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    • 2014
  • 본 연구에서는 스트레스 상태 측정을 위한 심전도 신호 QRS 검출 알고리즘을 제안한다. 심전도 신호의 QRS 검출 과정은 4단계로 wavelet, moving average, squaring, threshold method로 구성된다. wavelet은 기저선 변동과 노이즈를 제거하고 moving average는 전체 신호를 부드럽게 하고 잔여 노이즈를 제거하며 squaring은 신호를 강조하는 역할을 한다. 마지막으로 threshold 기법을 이용해 검출간격을 설정하여 QRS를 검출하였다. 그 결과 Sensitivity는 99.54%, Positive Predictivity는 99.69%, Detection Error는 0.76%를 보였다. 또한, 피험자를 대상으로 게임을 이용해 스트레스 상태 변화에 대한 실험을 하였고, HRV 시간-주파수 파라미터를 분석함으로써 스트레스 상태 변화를 관찰할 수 있었다.