Journal of Korean Society of Industrial and Systems Engineering (산업경영시스템학회지)

Society of Korea Industrial and System Engineering (한국산업경영시스템학회)
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A Design of One-Stage Dynamic Prediction Model with State Space Model

상태공간 모형을 이용한 동적 예측 모형 설계

  • 고명훈 (대림전문대학 공업경영학과) ;
  • 윤상원 (아주대학교 대학원 산업공학과) ;
  • 신용백 (아주대학교 대학원 산업공학과)
  • Published : 1995.06.01
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Abstract

The objective of this study is to design a one-stage dynamic prediction model with Kalman state space model. For a model verification, it is compared with EWMA(Exponentially Weighed Moving Average) model. The model designed in this research can be extended to process prevention control and quality monitoring.

Keywords