• 제목/요약/키워드: simple smoothing

검색결과 100건 처리시간 0.024초

구조변화가 발생한 단순 상태공간모형에서의 적응적 예측을 위한 베이지안접근 (A Bayesian Approach for the Adaptive Forecast on the Simple State Space Model)

  • 전덕빈;임철주;이상권
    • 대한산업공학회지
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    • 제24권4호
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    • pp.485-492
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    • 1998
  • Most forecasting models often fail to produce appropriate forecasts because we build a model based on the assumption of the data being generated from the only one stochastic process. However, in many real problems, the time series data are generated from one stochastic process for a while and then abruptly undergo certain structural changes. In this paper, we assume the basic underlying process is the simple state-space model with random level and deterministic drift but interrupted by three types of exogenous shocks: level shift, drift change, outlier. A Bayesian procedure to detect, estimate and adapt to the structural changes is developed and compared with simple, double and adaptive exponential smoothing using simulated data and the U.S. leading composite index.

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격자형 해양자료에 대한 자연현상(해산, 내부파, 와동류) 삽입 및 Smoothing 구현 (The Implementation of Insertion Algorithm(Sea Mount, Internal Wave, Ocean Eddy) and Smoothing Techniques for the Grid Environment Data)

  • 김창진;나영남
    • 한국군사과학기술학회지
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    • 제17권6호
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    • pp.800-809
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    • 2014
  • The gridded environmental data is usually provided by the numerical simulation coupled with a data assimilation technique and various inter- or extrapolation algorithms, both of which are based on the observation spanning from simple equipments to satellites. But it is difficult to represent the natural phenomenon such as sea mount, internal-wave, warm eddy in modeling or observation because of increase in the complexity of model. This paper introduces the algorithm artificially representing the natural phenomenon and the techniques applying it to the gridded volume data and smoothing for natural effects. Moreover, the inserted results are analyzed by use of graphical tool. The results can be used for the battle simulation or acoustic model.

구조변화 통계량을 이용한 적응적 지수평활법 (Adaptive Exponential Smoothing Method Based on Structural Change Statistics)

  • 김정일;박대근;전덕빈;차경천
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 2006년도 추계학술대회
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    • pp.165-168
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    • 2006
  • Exponential smoothing methods do not adapt well to unexpected changes in underlying process. Over the past few decades a number of adaptive smoothing models have been proposed which allow for the continuous adjustment of the smoothing constant value in order to provide a much earlier detection of unexpected changes. However, most of previous studies presented ad hoc procedure of adaptive forecasting without any theoretical background. In this paper, we propose a detection-adaptation procedure applied to simple and Holt's linear method. We derive level and slope change detection statistics based on Bayesian statistical theory and present distribution of the statistics by simulation method. The proposed procedure is compared with previous adaptive forecasting models using simulated data and economic time series data.

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Non-iterative Global Mesh Smoothing with Feature Preservation

  • Ji, Zhongping;Liu, Ligang;Wang, Guojin
    • International Journal of CAD/CAM
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    • 제6권1호
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    • pp.89-97
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    • 2006
  • This paper presents a novel approach for non-iterative surface smoothing with feature preservation on arbitrary meshes. Laplacian operator is performed in a global way over the mesh. The surface smoothing is formulated as a quadratic optimization problem, which is easily solved by a sparse linear system. The cost function to be optimized penalizes deviations from the global Laplacian operator while maintaining the overall shape of the original mesh. The features of the original mesh can be preserved by adding feature constraints and barycenter constraints in the system. Our approach is simple and fast, and does not cause surface shrinkage and distortion. Many experimental results are presented to show the applicability and flexibility of the approach.

Adaptive Motion Vector Smoothing for Improving Side Information in Distributed Video Coding

  • Guo, Jun;Kim, Joo-Hee
    • Journal of Information Processing Systems
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    • 제7권1호
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    • pp.103-110
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    • 2011
  • In this paper, an adaptive motion vector smoothing scheme based on weighted vector median filtering is proposed in order to eliminate the motion outliers more effectively for improving the quality of side information in frame-based distributed video coding. We use a simple motion vector outlier reliability measure for each block in a motion compensated interpolated frame and apply weighted vector median filtering only to the blocks with unreliable motion vectors. Simulation results show that the proposed adaptive motion vector smoothing algorithm improves the quality of the side information significantly while maintaining low complexity at the encoder in frame-based distributed video coding.

블럭 기반으로 압축된 동영상을 위한 블럭화 현상 제거 기법 (A deblocking filer for block-based compressed video sequences)

  • 김성덕;이재연;라종범
    • 전자공학회논문지S
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    • 제35S권2호
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    • pp.89-96
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    • 1998
  • Conventional block-based video coders induce annoying blocking artifacts in very low bitarte coding. We propose a delocking filter which is appropriate for real time operation in a conventional video decoder. The proposed algorithm uses on dimensional filtering across block boundaries horizontally and vertiaclly with two separate filtering modes. The mode decision is quite simple but is fully based on the characteristics of human visual system and video sequences. In flat regions, a strong smoothing filter is appliced; and in the other regions, a moew sophisticated smoothing filter, which is based on the frequency information around block boundaries, is used to reduce blocking artifacts without introuducing undesired blur. Eeven though the proposed deblocking filter is quite simple, simulation results show that it improves both subjective and objective image quality for various image features.

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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.

Optimisation of pipeline route in the presence of obstacles based on a least cost path algorithm and laplacian smoothing

  • Kang, Ju Young;Lee, Byung Suk
    • International Journal of Naval Architecture and Ocean Engineering
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    • 제9권5호
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    • pp.492-498
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    • 2017
  • Subsea pipeline route design is a crucial task for the offshore oil and gas industry, and the route selected can significantly affect the success or failure of an offshore project. Thus, it is essential to design pipeline routes to be eco-friendly, economical and safe. Obstacle avoidance is one of the main problems that affect pipeline route selection. In this study, we propose a technique for designing an automatic obstacle avoidance. The Laplacian smoothing algorithm was used to make automatically generated pipeline routes fairer. The algorithms were fast and the method was shown to be effective and easy to use in a simple set of case studies.

선형 평활스플라인 함수 추정과 적용 (A Linear Smoothing Spline Estimation and Applications)

  • 윤용화;김경무;김종태
    • Journal of the Korean Data and Information Science Society
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    • 제9권1호
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    • pp.29-36
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    • 1998
  • 본 논문은 Eubank (1994, 1997)에 의해 이론적으로 제안된 선형 평활스플라인 추정량에 대한 알고리즘을 개발함으로 선형 스플라인의 추정을 보다 쉽고 효율적으로 사용할 수 있도록 하는데 목적이 있다. 이 알고리즘을 이용하여 여러가지 모형의 예들에 대하여 추정량의 적합성을 조사하였고, 제시된 선형 평활스플라인 추정량이 비모수 함수 추정의 도구로서 잘 적합됨을 알 수 있었다.

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지수평활법과 SUR 모형을 통한 세계 해상물동량 예측 연구 (A Study on the Prediction of the World Seaborne Trade Volume through the Exponential Smoothing Method and Seemingly Unrelated Regression Model)

  • 안영균
    • 무역학회지
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    • 제44권2호
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    • pp.51-62
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    • 2019
  • This study predicts the future world seaborne trade volume with econometrics methods using 23-year time series data provided by Clarksons. For this purpose, this study uses simple regression analysis, exponential smoothing method and seemingly unrelated regression model (SUR Model). This study is meaningful in that it predicts worldwide total seaborne trade volume and seaborne traffic in four major items (container, bulk, crude oil, and LNG) from 2019 to 2023 as there are few prior studies that predict future seaborne traffic using recent data. It is expected that more useful references can be provided to trade related workers if the analysis period was increased and additional variables could be included in future studies.