Search results for "Smoothing"
showing 10 items of 135 documents
Bayesian modeling of the evolution of male height in 18th century Finland from incomplete data.
2012
Abstract Data on army recruits’ height are frequently available and can be used to analyze the economics and welfare of the population in different periods of history. However, such data are not a random sample from the whole population at the time of interest, but instead is skewed since the short men were less likely to be recruited. In statistical terms this means that the data are left-truncated. Although truncation is well-understood in statistics a further complication is that the truncation threshold is not known, may vary from time to time, and auxiliary information on the threshold is not at our disposal. The advantage of the fully Bayesian approach presented here is that both the …
Bayesian forecasting with the Holt–Winters model
2010
Exponential smoothing methods are widely used as forecasting techniques in inventory systems and business planning, where reliable prediction intervals are also required for a large number of series. This paper describes a Bayesian forecasting approach based on the Holt–Winters model, which allows obtaining accurate prediction intervals. We show how to build them incorporating the uncertainty due to the smoothing unknowns using a linear heteroscedastic model. That linear formulation simplifies obtaining the posterior distribution on the unknowns; a random sample from such posterior, which is not analytical, is provided using an acceptance sampling procedure and a Monte Carlo approach gives …
Improving demand forecasting accuracy using nonlinear programming software
2006
We address the problem of forecasting real time series with a proportion of zero values and a great variability among the nonzero values. In order to calculate forecasts for a time series, the model coefficients must be estimated. The appropriate choice of values for the smoothing parameters in exponential smoothing methods relies on the minimization of the fitting errors of historical data. We adapt the generalized Holt–Winters formulation so that it can consider the starting values of the local components of level, trend and seasonality as decision variables of the nonlinear programming problem associated with this forecasting procedure. A spreadsheet model is used to solve the problems o…
Improved Temperature and Emissivity Separation Algorithm for Multispectral and Hyperspectral Sensors
2017
The Temperature and Emissivity Separation (TES) algorithm was originally developed for the Advanced Spaceborne Thermal Emission and Reflection Radiometer (ASTER). This paper focuses on improving the TES algorithm. The main modification is the replacement of the normalized emissivity module with a new module, which is based on the smoothing of spectral radiance signatures. Smoothing is performed by estimating emissivity using an optimized approximation of the relationship between brightness temperature and emissivity. The improved TES algorithm, which is called Optimized Smoothing for Temperature Emissivity Separation (OSTES), was first tested on simulated data from three different sensors, …
A spreadsheet modeling approach to the Holt–Winters optimal forecasting
2001
Abstract The objective of this paper is to determine the optimal forecasting for the Holt–Winters exponential smoothing model using spreadsheet modeling. This forecasting procedure is especially useful for short-term forecasts for series of sales data or levels of demand for goods. The non-linear programming problem associated with this forecasting model is formulated and a spreadsheet model is used to solve the problem of optimization efficiently. Also, a spreadsheet makes it possible to work in parallel with various objective functions (measures of forecast errors) and different procedures for calculating the initial values of the components of the model. Using a scenario analysis, the se…
On the use of a meshless solver for PDEs governing electromagnetic transients
2009
In this paper some key elements of the Smoothed Particle Hydrodynamics methodology suitably reformulated for analyzing electromagnetic transients are investigated. The attention is focused on the interpolating smoothing kernel function which strongly influences the computational results. Some issues are provided by adopting the polynomial reproducing conditions. Validation tests involving Gaussian and cubic B-spline smoothing kernel functions in one and two dimensions are reported.
On smoothing problems with one additional equality condition
2009
Two problems of approximation in Hilbert spaces are considered with one additional equality condition: the smoothing problem with a weight and the smoothing problem with an obstacle. This condition is a generalization of the equality, which appears in the problem of approximation of a histogram in a natural way. We characterize the solutions of these smoothing problems and investigate the connection between them. First published online: 14 Oct 2010
Non Linear Image Restoration in Spatial Domain
2011
International audience; In the present work, a novel image restoration method from noisy data samples is presented. The restoration was per-formed by using some heuristic approach utilizing data samples and smoothness criteria in spatial domain. Unlike most existing techniques, this approach does not require prior modelling of either the image or noise statistics. The proposed method works in an interactive mode to find the best compromise between the data (mean square error) and the smoothing criteria. The method has been compared with the shrinkage approach, Wiener filter and Non Local Means algorithm as well. Experimental results showed that the proposed method gives better signal to noi…
Signal Restoration via a Splitting Approach
2012
International audience; In the present study, a novel signal restoration method from noisy data samples is presented and is termed as "signal split (SSplit)" approach. The new method utilizes Stein unbiased risk estimate estimator to split the signal, the Lipschitz exponents to identify noise elements and a heuristic approach for the signal reconstruction. However, unlike many noise removal techniques, the present method works only in the non-orthogonal domain. Signal restoration was performed on each individual part by finding the best compromise between the data samples and the smoothing criteria. Statistical results are quite promising and suggest better performance than the conventional…
An evolutionary approach to multi-objective scheduling of mixed model assembly lines
1999
In this paper a multi-objective genetic algorithm for the scheduling of a mixed model assembly line is proposed, pursuing the line stop time minimisation together with the component usage smoothing. Specific features of the developed GA are step by step random selection of diversified crossover and mutation operators, population control for the substitution of duplicate chromosomes, and in-process updating of GA control parameters. Three different formulation of the fitness function were been tested with some distinct line configurations.