ISSN : 2005-0461(Print)
ISSN : 2287-7975(Online)
ISSN : 2287-7975(Online)
상태공간 모형을 이용한 동적 예측 모형 설계
A Design of One-Stage Dynamic Prediction Model with State Space Model
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.
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