• Title/Summary/Keyword: box-jenkins

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Development of a Hybrid Exponential Forecasting Model for Household Electric Power Consumption (가정용(家庭用) 전력수요예측(電力需要豫測)을 위(爲)한 혼합지표(混合指表) 모델의 개발(開發))

  • Hwang, Hak;Kim, Jun-Sik
    • Journal of Korean Institute of Industrial Engineers
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    • v.7 no.1
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    • pp.21-31
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    • 1981
  • This paper develops a short term forecasting model for household electric power consumption in Seoul, which can be used for the effective planning and control of utility management. The model developed is based on exponentially weighted moving average model and incorporates monthly average temperature as an exogeneous factor so as to enhance its forecasting accuracy. The model is empirically compared with the Winters' three parameter model which is widely used in practice and the Box-Jenkins model known to be one of the most accurate short term forecasting techniques. The result indicates that the developed hybrid exponential model is better in terms of accuracy measured by average forecast error, mean squared error, and autocorrelated error.

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Natural Mode Analysis for Chatter Lobe Estimation (채터로브 계산을 위한 고유모우드 분석법)

  • Yoon, Moon-Chul;Cho, Hyun-Deog;Lee, Eung-Soog
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.2 no.2
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    • pp.60-66
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    • 2003
  • For the estimation of chatter lobe boundary it is very important to calculate the natural mode of cutting process. There are many time series algorithms for getting the natural mode of structural endmilling dynamics considering the cutting process. In this study, we have compared several time series methods such as AR algorithm, ARX, ARMAX, ARMA, Box Jenkins, Output Error, Recursive ARX, Recursive ARMAX considering the sampling frequency. As a results, the ARX, ARMAX and IV 4 are more desirable algorithms for the calculation of modal parameters such as natural frequency and damping ratio In endmilling operation. Also these algorithms may be adopted for the natural mode estimation of endmilling operation for chatter lobe prediction.

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Development of a neural-based model for forecating link travel times (신경망 이론에 의한 링크 통행시간 예측모형의 개발)

  • 박병규;노정현;정하욱
    • Journal of Korean Society of Transportation
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    • v.13 no.1
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    • pp.95-110
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    • 1995
  • n this research neural -based model was developed to forecast link travel times , And it is also compared wiht other time series forecasting models such as Box-Jenkins model, Kalman filter model. These models are validated to evaluate the accuracy of models with real time series data gathered by the license plate method. Neural network's convergency and generalization were investigated by modifying learning rate, momentum term and the number of hidden layer units. Through this experiment, the optimum configuration of the nerual network architecture was determined. Optimumlearining rate, momentum term and the number of hidden layer units hsow 0.3, 0.5, 13 respectively. It may be applied to DRGS(dynamic route guidance system) with a minor modification. The methods are suggested at the condlusion of this paper, And there is no doubt that this neural -based model can be applied to many other itme series forecating problem such as populationforecasting vehicel volume forecasting et .

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Chatter Mode and Stability Boundary Analysis in Turning (선반가공시 채터 모드 및 안정영역 분석)

  • Oh Sang-Lok;Chin Do-Hun;Yoon Moon-Chul;Ryoo In-Il;Ha Man-Kyun
    • Transactions of the Korean Society of Machine Tool Engineers
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    • v.14 no.5
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    • pp.7-12
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    • 2005
  • This paper presents several time series methods to analyze the chatter mechanics by using the power spectrum of these algorithms considering the cutting dynamics. In this study, several time series models such as AR(burg, forwardbackward, geometric lattice, instrument variable, least square, Yule Walker), ARX(1s, iv4), ARMAX, ARMA, Box Jenkins, Output Error were modeled and compared with one another. Finally, it was proven that time series modelings are also a desirable and reliable algorithm than the other conventional methods(FFT) for the calculation of the chatter mode in turning operation. Also, the spectrum of times series methods is a little bit more powerful than the FFT fer the detection of a high noisy and weak chatter mode. The radial cutting force Fy has been used for spectrum and chatter stability lobe analysis in this study.

Forecasting Demand for Food & Beverage by Using Univariate Time Series Models: - Whit a focus on hotel H in Seoul - (단변량 시계열모형을 이용한 식음료 수요예측에 관한 연구 - 서울소재 특1급 H호텔 사례를 중심으로 -)

  • 김석출;최수근
    • Culinary science and hospitality research
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    • v.5 no.1
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    • pp.89-101
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    • 1999
  • This study attempts to identify the most accurate quantitative forecasting technique for measuring the future level of demand for food & beverage in super deluxe hotel in Seoul, which will subsequently lead to determining the optimal level of purchasing food & beverage. This study, in detail, examines the food purchasing system of H hotel, reviews three rigorous univariate time series models and identify the most accurate forecasting technique. The monthly data ranging from January 1990 to December 1997 (96 observations) were used for the empirical analysis and the 1998 data were left for the comparison with the ex post forecast results. In order to measure the accuracy, MAPE, MAD and RMSE were used as criteria. In this study, Box-Jenkins model was turned out to be the most accurate technique for forecasting hotel food & beverage demand among selected models generating 3.8% forecast error in average.

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Design of fuzzy Independence Array Structure using DNA Coding Optimization (DNA 코딩 최적화에 의한 독립 배열구조의 퍼지규칙 설계)

  • Kwon, Yang-Won;Choi, Yong-Sun;Han, Il-Suk;Ahn, Tae-Chon
    • Proceedings of the KIEE Conference
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    • 2000.07d
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    • pp.3019-3021
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    • 2000
  • In this paper. a new fuzzy modeling algorithm is proposed : it can express a given unknown system with a small number of fuzzy rules and be easily implemented. This method uses an independent array instead of a lattice form for a premise membership function. For the purpose of getting the initial value of fuzzy rules. the method uses the fuzzy c-means clustering method. To optimally tune the initial fuzzy rule. the DNA coding method is also utilized at same time. Box and Jenkins's gas furnace data is used to illustrate the validity of the proposed algorithm.

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Power Enhanced Design of Robust Control Charts for Autocorrelated Processes : Application on Sensor Data in Semiconductor Manufacturing (검출력 향상된 자기상관 공정용 관리도의 강건 설계 : 반도체 공정설비 센서데이터 응용)

  • Lee, Hyun-Cheol
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.34 no.4
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    • pp.57-65
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    • 2011
  • Monitoring auto correlated processes is prevalent in recent manufacturing environments. As a proactive control for manufacturing processes is emphasized especially in the semiconductor industry, it is natural to monitor real-time status of equipment through sensor rather than resultant output status of the processes. Equipment's sensor data show various forms of correlation features. Among them, considerable amount of sensor data, statistically autocorrelated, is well represented by Box-Jenkins autoregressive moving average (ARMA) model. In this paper, we present a design method of statistical process control (SPC) used for monitoring processes represented by the ARMA model. The proposed method shows benefits in the power of detecting process changes, and considers robustness to ARMA modeling errors simultaneously. We prove benefits through Monte carlo simulation-based investigations.

Fuzzy Modeling Using Fuzzy Equalization and GA (퍼지 균등화와 유전알고리즘을 이용한 퍼지 모델링)

  • Kim, S.S.;Go, H.J.;Jun, B.S.;Ryu, J.W.
    • Proceedings of the KIEE Conference
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    • 2001.07d
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    • pp.2653-2655
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    • 2001
  • In this paper, we proposed a method of modeling a system using Fuzzy Equalization(FE) and Genetic Algorithm(GA). The initial model is constructed using FE. The antecedent parameters and the rules in fuzzy logic are tuned by GA. The proposed system minimizes the modeling error and the size of structure. The process of building membership functions using PDF(Probability Density Function) and GA tunes the antecedent parameter and rules for minimizing the error and structure. The usefulness of proposed method is demonstrated by applying to Box-Jenkins furnace data.

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Recursive Short-Term Load Forecasting Using Kalman Filter and Time Series (칼만 필터와 시계열을 이용한 순환단기 부하예측)

  • 박영문;정정주
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.32 no.6
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    • pp.191-198
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    • 1983
  • This paper describes the aplication of different model which can be used for short-term load prediction. The model is based on Bohlin's approach to first develop a load profile model representing the nominal load component and the Box-Jenkins approach is used to predict residuals. An on-line algorithm using Kalman Filter and Time Series is implemented for and hour-ahead prediction. In the Kalman Filter system equation and measurement equation were fixed and parameters of Time Series were varied week after week. A set of data for Korea Electric Power Corporation from April to June 1981 was used for the evaluation of the model. As the result of this simulation 1.2% rms error was acquired.

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Comparative Analysis of Travel Demand Forecasting Models (여행수요예측모델 비교분석)

  • Kim, Jong Ho
    • Journal of Korean Society of Forest Science
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    • v.84 no.2
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    • pp.121-130
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    • 1995
  • Forecasting accuracy is examined in the context of Michigan travel demand. Eight different annual models are used to forecast up to two years ahead, and nine different quarterly models up to four quarters. In the evaluation of annual models' performance, multiple regression performed better than the other methods in both the one year and two year forecasts. For quarterly models, Winters exponential smoothing and the Box-Jenkins method performed better than naive 1 s in the first quarter ahead, but these methods in the second, third, and fourth quarters ahead performed worse than naive 1 s. The sophisticated models did not outperform simpler models in producing quarterly forecasts. The best model, multiple regression, performed slightly better when fitted to quarterly rather than annual data: however, it is not possible to strongly recommend quarterly over annual models since the improvement in performance was slight in the case of multiple regression and inconsistent across the other models. As one would expect, accuracy declines as the forecasting time horizon is lengthened in the case of annual models, but the accuracy of quarterly models did not confirm this result.

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