• Title/Summary/Keyword: smoothing method

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A SMOOTHING NEWTON METHOD FOR NCP BASED ON A NEW CLASS OF SMOOTHING FUNCTIONS

  • Zhu, Jianguang;Hao, Binbin
    • Journal of applied mathematics & informatics
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    • v.32 no.1_2
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    • pp.211-225
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    • 2014
  • A new class of smoothing functions is introduced in this paper, which includes some important smoothing complementarity functions as its special cases. Based on this new smoothing function, we proposed a smoothing Newton method. Our algorithm needs only to solve one linear system of equations. Without requiring the nonemptyness and boundedness of the solution set, the proposed algorithm is proved to be globally convergent. Numerical results indicate that the smoothing Newton method based on the new proposed class of smoothing functions with ${\theta}{\in}(0,1)$ seems to have better numerical performance than those based on some other important smoothing functions, which also demonstrate that our algorithm is promising.

Estimation of Smoothing Constant of Minimum Variance and its Application to Industrial Data

  • Takeyasu, Kazuhiro;Nagao, Kazuko
    • Industrial Engineering and Management Systems
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    • v.7 no.1
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    • pp.44-50
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    • 2008
  • Focusing on the exponential smoothing method equivalent to (1, 1) order ARMA model equation, a new method of estimating smoothing constant using exponential smoothing method is proposed. This study goes beyond the usual method of arbitrarily selecting a smoothing constant. First, an estimation of the ARMA model parameter was made and then, the smoothing constants. The empirical example shows that the theoretical solution satisfies minimum variance of forecasting error. The new method was also applied to the stock market price of electrical machinery industry (6 major companies in Japan) and forecasting was accomplished. Comparing the results of the two methods, the new method appears to be better than the ARIMA model. The result of the new method is apparently good in 4 company data and is nearly the same in 2 company data. The example provided shows that the new method is much simpler to handle than ARIMA model. Therefore, the proposed method would be better in these general cases. The effectiveness of this method should be examined in various cases.

Noise reduction for mesh smoothing of 3D mesh data

  • Hyeon, Dae-Hwan;WhangBo, Taeg-Keun
    • International Journal of Contents
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    • v.5 no.4
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    • pp.1-6
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    • 2009
  • In this paper, we propose a mesh smoothing method for mesh models with noise. The proposed method enables not only the removal of noise from the vertexes but the preservation and smoothing of shape recognized as edges and comers. The magnitude ratio of 2D area and 3D volume in mesh data is adopted for the smoothing of noise. Comparing with previous smoothing methods, this method does not need many iteration of the smoothing process and could preserve the shape of original model. Experimental results demonstrate improved performance of the proposed approach in 3D mesh smoothing.

SMOOTHING ANALYSIS IN MULTIGRID METHOD FOR THE LINEAR ELASTICITY FOR MIXED FORMULATION

  • KANG, KAB SEOK
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.5 no.1
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    • pp.11-24
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    • 2001
  • We introduce an assumption about smoothing operator for mixed formulations and show that convergence of Multigrid method for the mixed finite element formulation for the Linear Elasticity. And we show that Richardson and Kaczmarz smoothing satisfy this assumption.

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Parameter estimation of mean field annealing technique for optimal boundary smoothing (최적의 Boundary Smoothing을 위한 Mean Field Annealing 기법의 파라미터 추정에 관한 연구)

  • Kwa
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.22 no.1
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    • pp.185-192
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    • 1997
  • We propose a method of paramete estimation using order-of-magnitude analysis for optimal boundary smoothing in Mean Field Annealing(MFA) technique in this paper. We previously proposed two boundary smoothing methods for consistent object representation in the previous paper, one is using a constratined regulaization(CR) method and the other is using a MFA method. The CR method causes unnecessary smoothing effects at corners. On the other hand, the MFA method method smooths our the noise without losing sharpness of corners. The MFA algorithm is influenced by several parameters such as standard deviation of the noise, the relativemagnitude of prior ter, initial temperature and final temperature. We propose a general parameter esimation method for optimal boundary smoothing using order-of-magnitude analysis to be used for consistent object representation in this paper. In addition, we prove the effectiveness of our parameter estimation and also show the temperature parameter sensitivities of the algorithm.

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A Smoothing Method for Stock Price Prediction with Hidden Markov Models

  • Lee, Soon-Ho;Oh, Chang-Hyuck
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.4
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    • pp.945-953
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    • 2007
  • In this paper, we propose a smoothing and thus noise-reducing method of data sequences for stock price prediction with hidden Markov models, HMMs. The suggested method just uses simple moving average. A proper average size is obtained from forecasting experiments with stock prices of bank sector of Korean Exchange. Forecasting method with HMM and moving average smoothing is compared with a conventional method.

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A New Smoothing Method of Unstructured Viscous Grid for ALM Method (ALM 방법에 의한 비정렬 점성 격자의 유화 기법)

  • Lee, Bong-Ju;Kim, Byoung-Soo
    • 한국전산유체공학회:학술대회논문집
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    • 2008.03b
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    • pp.618-621
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    • 2008
  • In this paper a new smoothing method of unstructured viscous grid which can be useful when the ALM(Advacning Layer Method) method is used to generate volume grids of prism cells starting with unstructured triangular surface grids. According to the new method two layers of prism cells in the advancing direction which are found by the vector smoothing method are first generated, and then the position of nodes along the middle layer are adjusted by using spring analogy. It is found that the proposed method improves grid quality of the unstructured viscous volume grids for body shape with convex and concave corners.

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Estimation of Smoothing Constant of Minimum Variance and Its Application to Shipping Data with Trend Removal Method

  • Takeyasu, Kazuhiro;Nagata, Keiko;Higuchi, Yuki
    • Industrial Engineering and Management Systems
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    • v.8 no.4
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    • pp.257-263
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    • 2009
  • Focusing on the idea that the equation of exponential smoothing method (ESM) is equivalent to (1, 1) order ARMA model equation, new method of estimation of smoothing constant in exponential smoothing method is proposed before by us which satisfies minimum variance of forecasting error. Theoretical solution was derived in a simple way. Mere application of ESM does not make good forecasting accuracy for the time series which has non-linear trend and/or trend by month. A new method to cope with this issue is required. In this paper, combining the trend removal method with this method, we aim to improve forecasting accuracy. An approach to this method is executed in the following method. Trend removal by a linear function is applied to the original shipping data of consumer goods. The combination of linear and non-linear function is also introduced in trend removal. For the comparison, monthly trend is removed after that. Theoretical solution of smoothing constant of ESM is calculated for both of the monthly trend removing data and the non monthly trend removing data. Then forecasting is executed on these data. The new method shows that it is useful especially for the time series that has stable characteristics and has rather strong seasonal trend and also the case that has non-linear trend. The effectiveness of this method should be examined in various cases.

An Effective mesh smoothing technique for the mesh constructed by the mesh compression technique (격자압축을 이용해 구성된 격자의 효과적인 격자유연화 방법)

  • 홍진태;이석렬;양동열
    • Proceedings of the Korean Society for Technology of Plasticity Conference
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    • 2003.05a
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    • pp.331-334
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    • 2003
  • In the finite element simulation of hot forging processes using hexahedron, remeshing of a flash is very difficult. The mesh compression method is a remeshing technique to construct an effective hexahedral mesh. However, because mesh is distorted during the compression procedure or the mesh compression method, mesh smoothing is necessary to improve the mesh Qualify. in this study, several geometric mesh smoothing techniques and a matrix norm optimization technique are applied and compared which is more adaptive to the mesh compression method.

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Comparison Analysis of Methods for Smoothing the Stream Profiles Extracted from Digital Elevation Models and Suggestion of a New Smoothing Method (DEM에서 추출한 하천종단곡선의 평활화 방법 고찰 및 새로운 방법의 제안)

  • Byun, Jongmin;Seong, Yeong Bae
    • Journal of the Korean Geographical Society
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    • v.49 no.3
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    • pp.339-356
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    • 2014
  • Easy access to DEMs and the development of technology treating DEMs make it easier to extract stream longitudinal profiles from DEMs than previously done. Since such profiles possess many problems such as artificial flats and steps, it should be required for them to be smoothed like natural profiles to estimate gradient values along those sections. However smoothing itself comes with much distortion of raw profile from original DEMs. There has been no research evaluating quantitatively the effects due to smoothing process. Here we attempt to quantify the effects of major smoothing methods on raw and real profiles, suggest a new method to overcome the limitations of them, and evaluate it. This study not only suggests a new smoothing method, but also provides a guideline for choosing a proper smoothing method.

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