• 제목/요약/키워드: moving-average model

검색결과 427건 처리시간 0.022초

엔드밀 공정에서의 신호처리에 따른 제어모델에 관한 연구 (Study on Control Model Based on Signal Processing In End-Milling Process)

  • 양우석;이건복
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 2001년도 춘계학술대회 논문집(한국공작기계학회)
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    • pp.192-196
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    • 2001
  • This work describes the modeling of cutting process for feedback control based on signal processing in end-milling. Here, cutting force is used to design control model by a variety of schemes which are moving average, ensemble average, peak value, root mean square and analog low-pass filtering. It is expected that each model offers its own peculiar advantage in following cutting force control.

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시계열모형을 이용한 굴 생산량 예측 가능성에 관한 연구 (A Study on Forecast of Oyster Production using Time Series Models)

  • 남종오;노승국
    • Ocean and Polar Research
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    • 제34권2호
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    • pp.185-195
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    • 2012
  • This paper focused on forecasting a short-term production of oysters, which have been farmed in Korea, with distinct periodicity of production by year, and different production level by month. To forecast a short-term oyster production, this paper uses monthly data (260 observations) from January 1990 to August 2011, and also adopts several econometrics methods, such as Multiple Regression Analysis Model (MRAM), Seasonal Autoregressive Integrated Moving Average (SARIMA) Model, and Vector Error Correction Model (VECM). As a result, first, the amount of short-term oyster production forecasted by the multiple regression analysis model was 1,337 ton with prediction error of 246 ton. Secondly, the amount of oyster production of the SARIMA I and II models was forecasted as 12,423 ton and 12,442 ton with prediction error of 11,404 ton and 11,423 ton, respectively. Thirdly, the amount of oyster production based on the VECM was estimated as 10,425 ton with prediction errors of 9,406 ton. In conclusion, based on Theil inequality coefficient criterion, short-term prediction of oyster by the VECM exhibited a better fit than ones by the SARIMA I and II models and Multiple Regression Analysis Model.

A novel SARMA-ANN hybrid model for global solar radiation forecasting

  • Srivastava, Rachit;Tiwaria, A.N.;Giri, V.K.
    • Advances in Energy Research
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    • 제6권2호
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    • pp.131-143
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    • 2019
  • Global Solar Radiation (GSR) is the key element for performance estimation of any Solar Power Plant (SPP). Its forecasting may help in estimation of power production from a SPP well in advance, and may also render help in optimal use of this power. Seasonal Auto-Regressive Moving Average (SARMA) and Artificial Neural Network (ANN) models are combined in order to develop a hybrid model (SARMA-ANN) conceiving the characteristics of both linear and non-linear prediction models. This developed model has been used for prediction of GSR at Gorakhpur, situated in the northern region of India. The proposed model is beneficial for the univariate forecasting. Along with this model, we have also used Auto-Regressive Moving Average (ARMA), SARMA, ANN based models for 1 - 6 day-ahead forecasting of GSR on hourly basis. It has been found that the proposed model presents least RMSE (Root Mean Square Error) and produces best forecasting results among all the models considered in the present study. As an application, the comparison between the forecasted one and the energy produced by the grid connected PV plant installed on the parking stands of the University shows the superiority of the proposed model.

Extending the Scope of Automatic Time Series Model Selection: The Package autots for R

  • Jang, Dong-Ik;Oh, Hee-Seok;Kim, Dong-Hoh
    • Communications for Statistical Applications and Methods
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    • 제18권3호
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    • pp.319-331
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    • 2011
  • In this paper, we propose automatic procedures for the model selection of various univariate time series data. Automatic model selection is important, especially in data mining with large number of time series, for example, the number (in thousands) of signals accessing a web server during a specific time period. Several methods have been proposed for automatic model selection of time series. However, most existing methods focus on linear time series models such as exponential smoothing and autoregressive integrated moving average(ARIMA) models. The key feature that distinguishes the proposed procedures from previous approaches is that the former can be used for both linear time series models and nonlinear time series models such as threshold autoregressive(TAR) models and autoregressive moving average-generalized autoregressive conditional heteroscedasticity(ARMA-GARCH) models. The proposed methods select a model from among the various models in the prediction error sense. We also provide an R package autots that implements the proposed automatic model selection procedures. In this paper, we illustrate these algorithms with the artificial and real data, and describe the implementation of the autots package for R.

이동 평균 기반 동적 시간 와핑 기법을 이용한 시계열 키워드 데이터의 분류 성능 개선 방안 (Enhancing Classification Performance of Temporal Keyword Data by Using Moving Average-based Dynamic Time Warping Method)

  • 정도헌
    • 정보관리학회지
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    • 제36권4호
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    • pp.83-105
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    • 2019
  • 본 연구는 시계열 특성을 갖는 데이터의 패턴 유사도 비교를 통해 유사 추세를 보이는 키워드를 자동 분류하기 위한 효과적인 방법을 제안하는 것을 목표로 한다. 이를 위해 대량의 웹 뉴스 기사를 수집하고 키워드를 추출한 후 120개 구간을 갖는 시계열 데이터를 생성하였다. 제안한 모델의 성능 평가를 위한 테스트 셋을 구축하기 위해, 440개의 주요 키워드를 8종의 추세 유형에 따라 수작업으로 범주를 부여하였다. 본 연구에서는 시계열 분석에 널리 활용되는 동적 시간 와핑(DTW) 기법을 기반으로, 추세의 경향성을 잘 보여주는 이동평균(MA) 기법을 DTW에 추가 적용한 응용 모델인 MA-DTW를 제안하였다, 자동 분류 성능 평가를 위해 k-최근접 이웃(kNN) 알고리즘을 적용한 결과, ED와 DTW가 각각 마이크로 평균 F1 기준 48.2%와 66.6%의 최고 점수를 보인 데 비해, 제안 모델은 최고 74.3%의 식별 성능을 보여주었다. 종합 성능 평가를 통해 측정된 모든 지표에서, 제안 모델이 기존의 ED와 DTW에 비해 우수한 성능을 보임을 확인하였다.

Research on UAV access deployment algorithm based on improved virtual force model

  • Zhang, Shuchang;Wu, Duanpo;Jiang, Lurong;Jin, Xinyu;Cen, Shuwei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제16권8호
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    • pp.2606-2626
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    • 2022
  • In this paper, a unmanned aerial vehicle (UAV) access deployment algorithm is proposed, which is based on an improved virtual force model to solve the poor coverage quality of UAVs caused by limited number of UAVs and random mobility of users in the deployment process of UAV base station. First, the UAV-adapted Harris Hawks optimization (U-AHHO) algorithm is proposed to maximize the coverage of users in a given hotspot. Then, a virtual force improvement model based on user perception (UP-VFIM) is constructed to sense the mobile trend of mobile users. Finally, a UAV motion algorithm based on multi-virtual force sharing (U-MVFS) is proposed to improve the ability of UAVs to perceive the moving trend of user equipments (UEs). The UAV independently controls its movement and provides follow-up services for mobile UEs in the hotspot by computing the virtual force it receives over a specific period. Simulation results show that compared with the greedy-grid algorithm with different spacing, the average service rate of UEs of the U-AHHO algorithm is increased by 2.6% to 35.3% on average. Compared with the baseline scheme, using UP-VFIM and U-MVFS algorithms at the same time increases the average of 34.5% to 67.9% and 9.82% to 43.62% under different UE numbers and moving speeds, respectively.

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

  • 황학;김준식
    • 대한산업공학회지
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    • 제7권1호
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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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Research on Forecasting Framework for System Marginal Price based on Deep Recurrent Neural Networks and Statistical Analysis Models

  • Kim, Taehyun;Lee, Yoonjae;Hwangbo, Soonho
    • 청정기술
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    • 제28권2호
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    • pp.138-146
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    • 2022
  • Electricity has become a factor that dramatically affects the market economy. The day-ahead system marginal price determines electricity prices, and system marginal price forecasting is critical in maintaining energy management systems. There have been several studies using mathematics and machine learning models to forecast the system marginal price, but few studies have been conducted to develop, compare, and analyze various machine learning and deep learning models based on a data-driven framework. Therefore, in this study, different machine learning algorithms (i.e., autoregressive-based models such as the autoregressive integrated moving average model) and deep learning networks (i.e., recurrent neural network-based models such as the long short-term memory and gated recurrent unit model) are considered and integrated evaluation metrics including a forecasting test and information criteria are proposed to discern the optimal forecasting model. A case study of South Korea using long-term time-series system marginal price data from 2016 to 2021 was applied to the developed framework. The results of the study indicate that the autoregressive integrated moving average model (R-squared score: 0.97) and the gated recurrent unit model (R-squared score: 0.94) are appropriate for system marginal price forecasting. This study is expected to contribute significantly to energy management systems and the suggested framework can be explicitly applied for renewable energy networks.

한국 소비자원 의료분야 처리금액에 대한 시계열 분석 (Time series analysis for the amount of medicine from the Korea Consumer Agency)

  • 강희송;권숙희;이성덕
    • 응용통계연구
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    • 제36권1호
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    • pp.21-32
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    • 2023
  • 한국 소비자원의 의료 분야 처리금액 자료에 대한 시계열 모형을 이용한 실증 분석을 연구하였다. 의료분야 처리금액 시계열 자료는 상담 처리금액, 피해 구제금액, 분쟁 조정 처리금액으로 나뉜 3개 변수를 사용하였고 분석에 사용된 시계열 모형은 ARIMA 모형, 벡터 자기회귀 모형 그리고 전이 함수를 이용한 시계열 모형이다. 이들 중 전이 함수를 이용한 시계열 모형이 단기 예측면에서 가장 우수한 예측력을 보였고 벡터자기회귀 모형도 변수간 영향력과 기간을 파악하는데 유용한 정보를 제공하였다.

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.