• Title/Summary/Keyword: smoothing techniques

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Forecasting Exchange Rates: An Empirical Application to Pakistani Rupee

  • ASADULLAH, Muhammad;BASHIR, Adnan;ALEEMI, Abdur Rahman
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.4
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    • pp.339-347
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    • 2021
  • This study aims to forecast the exchange rate by a combination of different models as proposed by Poon and Granger (2003). For this purpose, we include three univariate time series models, i.e., ARIMA, Naïve, Exponential smoothing, and one multivariate model, i.e., NARDL. This is the first of its kind endeavor to combine univariate models along with NARDL to the best of our knowledge. Utilizing monthly data from January 2011 to December 2020, we predict the Pakistani Rupee against the US dollar by a combination of different forecasting techniques. The observations from M1 2020 to M12 2020 are held back for in-sample forecasting. The models are then assessed through equal weightage and var-cor methods. Our results suggest that NARDL outperforms all individual time series models in terms of forecasting the exchange rate. Similarly, the combination of NARDL and Naïve model again outperformed all of the individual as well as combined models with the lowest MAPE value of 0.612 suggesting that the Pakistani Rupee exchange rate against the US Dollar is dependent upon the macro-economic fundamentals and recent observations of the time series. Further evidence shows that the combination of models plays a vital role in forecasting, as stated by Poon and Granger (2003).

Development of GPU-Paralleled multi-resolution techniques for Lagrangian-based CFD code in nuclear thermal-hydraulics and safety

  • Do Hyun Kim;Yelyn Ahn;Eung Soo Kim
    • Nuclear Engineering and Technology
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    • v.56 no.7
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    • pp.2498-2515
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    • 2024
  • In this study, we propose a fully parallelized adaptive particle refinement (APR) algorithm for smoothed particle hydrodynamics (SPH) to construct a stable and efficient multi-resolution computing system for nuclear safety analysis. The APR technique, widely employed by SPH research groups to adjust local particle resolutions, currently operates on a serialized algorithm. However, this serialized approach diminishes the computational efficiency of the system, negating the advantages of acceleration achieved through high-performance computing devices. To address this drawback, we propose a fully parallelized APR algorithm designed to enhance both efficiency and computational accuracy, facilitated by a new adaptive smoothing length model. For model validation, we simulated both hydrostatic and hydrodynamic benchmark cases in 2D and 3D environments. The results demonstrate improved computational efficiency compared to the conventional SPH method and APR with a serialized algorithm, and the model's accuracy was confirmed, revealing favorable outcomes near the resolution interface. Through the analysis of jet breakup, we verified the performance and accuracy of the model, emphasizing its applicability in practical nuclear safety analysis.

A Study For Improvement of Due Date Rate by Supplementing Defects of MRP Using DBR (DBR을 이용한 MRP 단점 보완에 따른 납기 준수율 향상에 관한 연구)

  • 조중현;양광모;강경식
    • Proceedings of the Safety Management and Science Conference
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    • 2004.05a
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    • pp.299-302
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    • 2004
  • Today, several manufacture enterprises are endeavoring constantly to receive order winners of subsidiary company product. There are tendencies to occupy competitive advantage in high position in price competition and in quality etc. But, it is not easy to keep it even if price has been cheap recently. Also, it is hard to be competitive advantage element more, because production smoothing was made much even if there is in quality. To keep or improve present competitive power, the due date rate is becoming importance. Several techniques with MRP, MRP II appeared in the 1970s by method to improve the these due date rate. These techniques have some defects to due date. Therefore, in this paper, MRP wishes to receive the due date rate that is improved more by supplementing having these defect by DBR of TOC.

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Detailed Representation of Liquid-Solid Mixed Surfaces with Adaptive Framework Based Hybrid SDF and Surface Reconstruction (적응형 프레임워크 기반의 하이브리드 부호거리장과 표면복원을 이용한 액체와 고체 혼합 표면의 세밀한 표현)

  • Kim, Jong-Hyun
    • Journal of the Korea Computer Graphics Society
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    • v.23 no.4
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    • pp.11-19
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    • 2017
  • We propose a new pipeline of fluid surface reconstruction that incorporates hybrid SDF(signed distance fields) and adaptive fluid surface techniques to finely reconstruct liquid-solid mixed surfaces. Previous particle-based fluid simulation suffer from a noisy surface problem when the particles are distributed irregularly. If a smoothing scheme is applied to reduce the problem, sharp and detailed features can be lost by over-smoothing artifacts. Our method constructs a hybrid SDF by combining signed distance values from the solid and liquid parts of the object. We also proposed a method of adaptively reconstructing the surface of the fluid to further improve the overall efficiency. This not only shows the detailed surface of the solid and liquid parts, but also the detail of the solid surface and the smooth fluid surface when both materials are mixed. We introduce the concept of guiding shape and propose a method to get signed distance value quickly. In addition, the hybrid SDF and mesh reconstruction techniques are integrated in the adaptive framework. As a result, our method improves the overall efficiency of the pipeline to restore fluid surfaces.

Brain Tumor Detection Based on Amended Convolution Neural Network Using MRI Images

  • Mohanasundari M;Chandrasekaran V;Anitha S
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.17 no.10
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    • pp.2788-2808
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    • 2023
  • Brain tumors are one of the most threatening malignancies for humans. Misdiagnosis of brain tumors can result in false medical intervention, which ultimately reduces a patient's chance of survival. Manual identification and segmentation of brain tumors from Magnetic Resonance Imaging (MRI) scans can be difficult and error-prone because of the great range of tumor tissues that exist in various individuals and the similarity of normal tissues. To overcome this limitation, the Amended Convolutional Neural Network (ACNN) model has been introduced, a unique combination of three techniques that have not been previously explored for brain tumor detection. The three techniques integrated into the ACNN model are image tissue preprocessing using the Kalman Bucy Smoothing Filter to remove noisy pixels from the input, image tissue segmentation using the Isotonic Regressive Image Tissue Segmentation Process, and feature extraction using the Marr Wavelet Transformation. The extracted features are compared with the testing features using a sigmoid activation function in the output layer. The experimental findings show that the suggested model outperforms existing techniques concerning accuracy, precision, sensitivity, dice score, Jaccard index, specificity, Positive Predictive Value, Hausdorff distance, recall, and F1 score. The proposed ACNN model achieved a maximum accuracy of 98.8%, which is higher than other existing models, according to the experimental results.

Study of Stochastic Techniques for Runoff Forecasting Accuracy in Gongju basin (추계학적 기법을 통한 공주지점 유출예측 연구)

  • Ahn, Jung Min;Hur, Young Teck;Hwang, Man Ha;Cheon, Geun Ho
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.1B
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    • pp.21-27
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    • 2011
  • When execute runoff forecasting, can not remove perfectly uncertainty of forecasting results. But, reduce uncertainty by various techniques analysis. This study applied various forecasting techniques for runoff prediction's accuracy elevation in Gongju basin. statics techniques is ESP, Period Average & Moving average, Exponential Smoothing, Winters, Auto regressive moving average process. Authoritativeness estimation with results of runoff forecasting by each techniques used MAE (Mean Absolute Error), RMSE (Root Mean Squared Error), RRMSE (Relative Root Mean Squared Error), Mean Absolute Percentage Error (MAPE), TIC (Theil Inequality Coefficient). Result that use MAE, RMSE, RRMSE, MAPE, TIC and confirm improvement effect of runoff forecasting, ESP techniques than the others displayed the best result.

A Study on the Estimation Depreciation Rate on Petrochemical Equipments (석유화학 제조설비의 경제적 감가상각률 산정)

  • Oh, Hyun-Seung;Kim, Chong-Su;Lee, Hahn-Kyou;Cho, Jin-Hyung
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.32 no.1
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    • pp.130-136
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    • 2009
  • Estimation of mortality behavior of a industrial property are useful for calculating depreciation and making management decisions relating to property. The common methods of computing depreciation require an estimation of service life, and some methods may require an estimate of life expectancy. Estimation of service life and life expectancy can be computed from a smoothed and extended life table of original life tables developed through life analysis techniques. Several actuarial techniques are available to construct a life table for depreciation application. Of these methods, the graphic approach and graduation by mathematical formula are the most widely used in the field of depreciation. A commonly used technique of smoothing and of extending the life table is to fit a lows type survivor curves to the observed retirement rate by the least square method. In this paper, estimates of depreciation rate based on directly observed data of the domestic petrochemical equipments are presented.

A Study on Forecasting Method for a Short-Term Demand Forecasting of Customer's Electric Demand (수요측 단기 전력소비패턴 예측을 위한 평균 및 시계열 분석방법 연구)

  • Ko, Jong-Min;Yang, Il-Kwon;Song, Jae-Ju
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.1
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    • pp.1-6
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    • 2009
  • The traditional demand prediction was based on the technique wherein electric power corporations made monthly or seasonal estimation of electric power consumption for each area and subscription type for the next one or two years to consider both seasonally generated and local consumed amounts. Note, however, that techniques such as pricing, power generation plan, or sales strategy establishment were used by corporations without considering the production, comparison, and analysis techniques of the predicted consumption to enable efficient power consumption on the actual demand side. In this paper, to calculate the predicted value of electric power consumption on a short-term basis (15 minutes) according to the amount of electric power actually consumed for 15 minutes on the demand side, we performed comparison and analysis by applying a 15-minute interval prediction technique to the average and that to the time series analysis to show how they were made and what we obtained from the simulations.

An integrated visual-inertial technique for structural displacement and velocity measurement

  • Chang, C.C.;Xiao, X.H.
    • Smart Structures and Systems
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    • v.6 no.9
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    • pp.1025-1039
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    • 2010
  • Measuring displacement response for civil structures is very important for assessing their performance, safety and integrity. Recently, video-based techniques that utilize low-cost high-resolution digital cameras have been developed for such an application. These techniques however have relatively low sampling frequency and the results are usually contaminated with noises. In this study, an integrated visual-inertial measurement method that combines a monocular videogrammetric displacement measurement technique and a collocated accelerometer is proposed for displacement and velocity measurement of civil engineering structures. The monocular videogrammetric technique extracts three-dimensional translation and rotation of a planar target from an image sequence recorded by one camera. The obtained displacement is then fused with acceleration measured from a collocated accelerometer using a multi-rate Kalman filter with smoothing technique. This data fusion not only can improve the accuracy and the frequency bandwidth of displacement measurement but also provide estimate for velocity. The proposed measurement technique is illustrated by a shake table test and a pedestrian bridge test. Results show that the fusion of displacement and acceleration can mitigate their respective limitations and produce more accurate displacement and velocity responses with a broader frequency bandwidth.

Short-term Forecasting of Power Demand based on AREA (AREA 활용 전력수요 단기 예측)

  • Kwon, S.H.;Oh, H.S.
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.39 no.1
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    • pp.25-30
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    • 2016
  • It is critical to forecast the maximum daily and monthly demand for power with as little error as possible for our industry and national economy. In general, long-term forecasting of power demand has been studied from both the consumer's perspective and an econometrics model in the form of a generalized linear model with predictors. Time series techniques are used for short-term forecasting with no predictors as predictors must be predicted prior to forecasting response variables and containing estimation errors during this process is inevitable. In previous researches, seasonal exponential smoothing method, SARMA (Seasonal Auto Regressive Moving Average) with consideration to weekly pattern Neuron-Fuzzy model, SVR (Support Vector Regression) model with predictors explored through machine learning, and K-means clustering technique in the various approaches have been applied to short-term power supply forecasting. In this paper, SARMA and intervention model are fitted to forecast the maximum power load daily, weekly, and monthly by using the empirical data from 2011 through 2013. $ARMA(2,\;1,\;2)(1,\;1,\;1)_7$ and $ARMA(0,\;1,\;1)(1,\;1,\;0)_{12}$ are fitted respectively to the daily and monthly power demand, but the weekly power demand is not fitted by AREA because of unit root series. In our fitted intervention model, the factors of long holidays, summer and winter are significant in the form of indicator function. The SARMA with MAPE (Mean Absolute Percentage Error) of 2.45% and intervention model with MAPE of 2.44% are more efficient than the present seasonal exponential smoothing with MAPE of about 4%. Although the dynamic repression model with the predictors of humidity, temperature, and seasonal dummies was applied to foretaste the daily power demand, it lead to a high MAPE of 3.5% even though it has estimation error of predictors.