• Journal of the Korea Safety Management & Science
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• v.18 no.4
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• pp.161-169
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• 2016

In this research, we propose efficient demand forecasting scheme for intermittent demand. For this purpose, we first extensively analyze the drawbacks of the existing forecasting methods such as Croston method and Syntetos-Boylan approximation, then using these findings we propose the new demand forecasting method. Our goal is to develop forecasting method robust across many situations, not necessarily optimal for a limited number of specific situations. For this end, we adopt combining forecasting method that utilizes unbiased forecasting methods such as simple exponential smoothing and simple moving average. Various simulation results show that the proposed forecasting method performed better than the existing forecasting methods.

• Korean Journal of Remote Sensing
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• v.31 no.2
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• pp.149-160
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• 2015

A comparative study was conducted for alternative consecutive procedures of detection of cloud-contaminated pixels and gap-filling and smoothing of time-series data to produce high-quality gapless satellite vegetation index (i.e. Normalized Difference Vegetation Index, NDVI). Performances of five alternative methods for detecting cloud contaminations were tested with ground-observed cloudiness data. The data gap was filled with a simple linear interpolation and then, it was applied two alternative smoothing methods (i.e. Savitzky-Golay and Wavelet transform). Moderate resolution imaging spectroradiometer (MODIS) data were used in this study. Among the alternative cloud detection methods, a criterion of MODIS Band 3 reflectance over 10% showed best accuracy with an agreement rate of 85%, which was followed by criteria of MODIS Quality assessment (82%) and Band 3 reflectance over 20% (81%), respectively. In smoothing process, the Savitzky-Golay filter was better performed to retain original NDVI patterns than the wavelet transform. This study demonstrated an operational framework of gapdetection, filling, and smoothing to produce high-quality satellite vegetation index.

• Journal of the Institute of Electronics Engineers of Korea SD
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• v.39 no.11
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• pp.24-32
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• 2002

In this paper we implemented various image processing filtering using the format converter. This design method is based on realized the large processor-per-pixel array by integrated circuit technology. These two types of integrated structure are can be classify associative parallel processor and parallel process DRAM(or SRAM) cell. Layout pitch of one-bit-wide logic is identical memory cell pitch to array high density PEs in integrate structure. This format converter design has control path implementation efficiently, and can be utilize the high technology without complicated controller hardware. Sequence of array instruction are generated by host computer before process start, and instructions are saved on unit controller. Host computer is executed the pixel-parallel operation starting at saved instructions after processing start. As a result, we obtained three result that 1)simple smoothing suppresses higher spatial frequencies, reducing noise but also blurring edges, 2) a smoothing and segmentation process reduces noise while preserving sharp edges, and 3) median filtering, like smoothing and segmentation, may be applied to reduce image noise. Median filtering eliminates spikes while maintaining sharp edges and preserving monotonic variations in pixel values.

• Communications for Statistical Applications and Methods
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• v.19 no.2
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• pp.225-235
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• 2012

Noise reduction is an important issue in the field of image processing because image noise worsens the quality of the input image. The basic difficulty is that the noise and the signal are not easy to distinguish. Simple moothing is one of the most basic and important procedures to remove the noise, however, it does not consider the level of noise. This method effectively reduces the noise but the feature area is simultaneously blurred. This paper considers the block approach to detect noise and image features of the input image so that noise reduction could be adaptively applied. Simulation results show that the proposed algorithm improves the overall quality of the image by removing the noise according to the noise level.

• Journal of Korea Multimedia Society
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• v.24 no.9
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• pp.1251-1260
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• 2021

This paper discusses missing data processing using simple moving average (SMA) and kalman filter. Also SMA and kalman predictive value are made a comparative study. Time series analysis is a generally method to deals with time series data in photovoltaic field. Photovoltaic system records data irregularly whenever the power value changes. Irregularly recorded data must be transferred into a consistent format to get accurate results. Missing data results from the process having same intervals. For the reason, it was imputed using SMA and kalman filter. The kalman filter has better performance to observed data than SMA. SMA graph is stepped line graph and kalman filter graph is a smoothing line graph. MAPE of SMA prediction is 0.00737%, MAPE of kalman prediction is 0.00078%. But time complexity of SMA is O(N) and time complexity of kalman filter is O(D²) about D-dimensional object. Accordingly we suggest that you pick the best way considering computational power.

• 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.

• Journal of the Institute of Electronics and Information Engineers
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• v.49 no.9
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• pp.164-171
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• 2012

ESPRIT(Estimation of Signal Parameter via Rotational Invariance Techniques) estimates DOAs(directions of arrival) of the incident signals on a sensor array by exploiting the shift invariance between its two subarrays. This paper suggests an efficient DOA estimation method based on ESPRIT when coherent signals impinge on the sensor array. When applying ESPRIT, it is necessary to find a signal subspace. Though the widely known SS(spatial smoothing) method allows us to obtain a signal subspace in the presence of coherent signals, its computational complexity is very high. Recently a CV(correlation vector) based method has been presented which is computationally simple. However, the number of resolvable signals in the method is smaller than that in the SS based method when multiple coherent signal groups are present. The proposed method in this paper, which obtains a signal subspace by utilizing only part of the correlation matrix, significantly reduces the computational complexity as compared with the SS based one, while the former is resolving the same number of coherent signals as the latter,

• The KIPS Transactions:PartA
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• v.9A no.2
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• pp.259-266
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• 2002

In this paper we implemented various image processing filtering using the format converter. This design method is based on realized the large processor-per-pixel array by integrated circuit technology. These two types of integrated structure are can be classify associative parallel processor and parallel process DRAM (or SRAM) cell. Layout pitch of one-bit-wide logic is Identical memory cell pitch to array high density PEs in integrate structure. This format converter design has control path implementation efficiently, and can be utilize the high technology without complicated controller hardware. Sequence of array instruction are generated by host computer before process start, and instructions are saved on unit controller. Host computer is executed the pixel-parallel operation starting at saved instructions after processing start. As a result, we obtained three result that 1) simple smoothing suppresses higher spatial frequencies, reducing noise but also blurring edges, 2) a smoothing and segmentation process reduces noise while preserving sharp edges, and 3) median filtering may be applied to reduce image noise. Median filtering eliminates spikes while maintaining sharp edges and preserving monotonic variations in pixel values.

• Journal of the Institute of Electronics Engineers of Korea SC
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• v.48 no.2
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• pp.80-85
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• 2011

Alzheimer's disease and Parkinson's disease are the most common neurodegenerative disorders. In this paper, we proposed a feature extraction method for classification of AD and PD based on micro-Raman spectra from platelet. The first step of the preprocessing is a simple smoothing followed by background elimination to the original spectra to make it easy to measure the intensity of the peaks. The last step of the preprocessing was peak alignment with the reference peak. After the inspection of the preprocessed spectra, we found that proportion of two peak intensity at 743 and $757cm^{-1}$ and peak intensity at 1248 and $1448cm^{-1}$ are the most discriminative features. Then we apply mapstd method for normalization. The method returned data with means to 0 and deviation to 1. With these three features, the classification result involving 263 spectra showed about 95.8% true classification in case of MAP(maximum a posteriori probability).

• Journal of the military operations research society of Korea
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• v.34 no.2
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• pp.79-101
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• 2008

This study is for improvement of repair part demand forecasting method of Republic of Korea Air Force aircraft. Recently, demand prediction methods are Weighted moving average, Linear moving average, Trend analysis, Simple exponential smoothing, Linear exponential smoothing. But these use fixed weight and moving average range. Also, NORS(Not Operationally Ready upply) is increasing. Recommended method of Box-Jenkins' ARIMA can solve problems of these method and improve estimate accuracy. To compare recent prediction method and ARIMA that use mean squared error(MSE) is reacted sensitively in change of error. ARIMA has high accuracy than existing forecasting method. If apply this method of study in other several Items, can prove demand forecast Capability.