• Journal of the Korea Society of Computer and Information
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• v.28 no.1
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• pp.17-26
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• 2023

In this paper, we propose a several smoothing techniques are compared and applied to increase the application of the LSTM-based learning model and its effectiveness. The applied smoothing technique is Savitky-Golay, exponential smoothing, and weighted moving average. Through this study, the LSTM algorithm with the Savitky-Golay filter applied in the preprocessing process showed significant best results in prediction performance than the result value shown when applying the LSTM model to Bitcoin data. To confirm the predictive performance results, the learning loss rate and verification loss rate according to the Savitzky-Golay LSTM model were compared with the case of LSTM used to remove complex factors from Bitcoin price prediction, and experimented with an average value of 20 times to increase its reliability. As a result, values of (3.0556, 0.00005) and (1.4659, 0.00002) could be obtained. As a result, since crypto-currencies such as Bitcoin have more volatility than stocks, noise was removed by applying the Savitzky-Golay in the data preprocessing process, and the data after preprocessing were obtained the most-significant to increase the Bitcoin prediction rate through LSTM neural network learning.

• Transactions of the Korean Society of Machine Tool Engineers
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• v.18 no.1
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• pp.22-28
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• 2009

In order to optimize the polishing process, Run to Run control scheme has been applied to the micro mold polishing in this study. Also, to fully understand the effect of parameters on the surface roughness a design of experiment is performed. By linear approximation of main factors such as gap and rotational speed of micro quill, EWMA (Exponential Weighted Moving Average) gradual mode controller is adopted as a optimizing tool. Consequently, the process converged quickly at a target value of surface roughness Ra 10nm and Rmax 50nm, and was hardly affected by unwanted process noises like initial surface quality and wear of magnetic abrasives.

• Convergence Security Journal
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• v.11 no.3
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• pp.19-24
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• 2011

Software failure time presented in the literature exhibit either constant monotonic increasing or monotonic decreasing, For data analysis of software reliability model, data scale tools of trend analysis are developed. The methods of trend analysis are arithmetic mean test and Laplace trend test. Trend analysis only offer information of outline content. In this paper, we discuss forecasting failure time case of failure time censoring. In this study, time series analys is used in the simple moving average and weighted moving averages, exponential smoothing method for predict the future failure times, Empirical analysis used interval failure time for the prediction of this model. Model selection using the mean square error was presented for effective comparison.

• Journal of the Korean Operations Research and Management Science Society
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• v.38 no.2
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• pp.75-93
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• 2013

In applying Markowitz's portfolio selection model to the stock market, we developed a comprehensive investment decision-making framework including key inputs for portfolio theory (i.e., individual stocks' expected rate of return and covariance) and minimum required expected return. For estimating the key inputs of our decision-making framework, we utilized an exponentially weighted moving average (EWMA) which places more emphasis on recent data than the conventional simple moving average (SMA). We empirically analyzed the investment results of the decision-making framework with the same 15 stocks in Samsung Group Funds found in the Korean stock market between 2007 and 2011. This five-year investment horizon is marked by global financial crises including the U.S. subprime mortgage crisis, the collapse of Lehman Brothers, and the European sovereign-debt crisis. We measure portfolio performance in terms of rate of return, standard deviation of returns, and Sharpe ratio. Results are compared with the following benchmarks : 1) KOSPI, 2) Samsung Group Funds, 3) Talmudic portfolio based on the na$\ddot{i}$ve 1/N rule, and 4) Markowitz's model with SMA. We performed sensitivity analyses on all the input parameters that are necessary for designing an investment decision-making framework : smoothing constant for EWMA, minimum required expected return for the portfolio, and portfolio rebalancing period. In conclusion, appropriate use of the comprehensive investment decision-making framework based on the Markowitz's model integrated with EWMA proves to achieve outstanding performance compared to the benchmarks.

• International Journal of Quality Innovation
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• v.7 no.2
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• pp.141-156
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• 2006

This study describes a novel algorithm for optimizing the quality yield of silicon wafer slicing. 12 inch wafer slicing is the most difficult in terms of semiconductor manufacturing yield. As silicon wafer slicing directly impacts production costs, semiconductor manufacturers are especially concerned with increasing and maintaining the yield, as well as identifying why yields decline. The criteria for establishing the proposed algorithm are derived from a literature review and interviews with a group of experts in semiconductor manufacturing. The modified Delphi method is then adopted to analyze those results. The proposed algorithm also incorporates the analytic hierarchy process (AHP) to determine the weights of evaluation. Additionally, the proposed algorithm can select the evaluation outcomes to identify the worst machine of precision. Finally, results of the exponential weighted moving average (EWMA) control chart demonstrate the feasibility of the proposed AHP-based algorithm in effectively selecting the evaluation outcomes and evaluating the precision of the worst performing machines. So, through collect data (the quality and quantity) to judge the result by AHP, it is the key to help the engineer can find out the manufacturing process yield quickly effectively.

• Journal of the Institute of Electronics and Information Engineers
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• v.52 no.7
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• pp.63-73
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• 2015

In the end to end data transfer protocols, it is very important to correctly estimate available bandwidth. In UDT (UDP based Data Transfer), receiver estimates the MTR (Maximum Transfer Rate) of the current link using pair packets transmitted periodically from sender and, then sender finally decides the MTR through EWMA (Exponential Weighted Moving Average) algorithm. Here, MTR has to be exactly estimated because available bandwidth is calculated with difference of MTR and current transfer rate. However, when network is congested due to traffic load and where competing flows are coexisted, it bring about a severe fairness problem. This paper proposes a congestion degree based MTR estimation algorithm. Here, the congestion degree stands a relative index for current congestion status on bottleneck link, which is calculated with arriving intervals of a pair packets. The algorithm try to more classify depending on the congestion degree to estimate more actual available bandwidth. With the network simulation results, our proposed method showed that the fairness problem among the competing flows is significantly resolved in comparison with that of UDT.