• The Korean Journal of Applied Statistics
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• v.30 no.1
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• pp.1-12
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• 2017

Many stochastic processes satisfy the Markov property exactly or at least approximately. An interested property in the Markov process is the first passage time. Since the sequential analysis by Wald, the approximation of the first passage time has been studied extensively. The Statistical computing technique due to the development of high-speed computers made it possible to calculate the values of the properties close to the true ones. This article introduces an exponentially weighted moving average (EWMA) control chart as an example of the Markov process, and studied how to calculate the average run length with problematic issues that should be cautioned for correct calculation. The results derived for approximation of the first passage time in this research can be applied to any of the Markov processes. Especially the approximation of the continuous time Markov process to the discrete time Markov chain is useful for the studies of the properties of the stochastic process and makes computational approaches easy.

• Proceedings of the Korea Water Resources Association Conference
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• 2019.05a
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• pp.229-229
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• 2019

본 연구에서는 현행 홍수예보에 활용되고 있는 지점 강우량의 면적강우량 산정 방법인 티센(Thiessen) 방법의 유역 평균 강우량 산정 시 발생하는 구조적 문제점을 검토하여 보았다. 현행지상 강수량계 기반의 면적평균강우량 산정 방법은 호우의 이동 방향에 따라 실제 강우량과 시차가 발생할 수 있는 구조적 문제점을 가지고 있다. 분석 결과 호우의 이동방향에 따른 강우의 시차발생이나 내삽 영역의 불확실성은 지점 강우량 관측의 한계로 티센방법 뿐만 아니라 지점 강우량을 사용하는 다른 내삽 방법에서도 정도의 차이는 있지만 유사하게 나타났다. 그러나 티센방법은 유역별 지점의 가중치(영향영역)가 고정되어 있기 때문에 이러한 현상이 심각하게 나타났다. 즉 현행 티센방법에 의한 지상 강우량의 면적평균 강우량 산정 방법은 시공간적으로 큰 바이어스를 초래가 가능하다. 크리깅 방법을 이용하면 시공간적 바이어스 감소하나 지점 관측의 한계를 완전하게 해소하는데는 미흡한 것으로 나타났다. 따라서 지점강우량 기반의 티센 유역평균 강수량 산정 체계에서 레이더 기반 유역평균 강우량 생산 활용 체계로 전환이 필요하다고 판단된다.

• The Korean Journal of Applied Statistics
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• v.37 no.2
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• pp.177-189
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• 2024

The run length is defined as the number of samples or subgroups taken before the control chart statistic exceeds the control limits. Because the distribution of run length is typically asymmetric and has a large variability, it may not be appropriate to use ARL (average run length) alone to design control charts and evaluate performance. In this paper, we introduce the concept of percentile (PL)-based design of control charts, and propose the procedure for PL-based design of EWMA (exponentially weighted moving average) charts. For the PL-based design of EWMA, we present a fitted function for the control chart coefficient, given specific percentile parameters. Additionally, we perform simulations to compare the proposed design with the ARL-based design. The simulation results show that the proposed design yields improvements in monitoring in-control processes while maintaining the ability to detect out-of-control performance.

• The Journal of the Korea Contents Association
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• v.15 no.8
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• pp.556-563
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• 2015

The purpose of this study was to analyzed body movement of the right and left directions relative to stance width. Seven college students(male, height $174.9{\pm}4.8cm$, weight $70.9{\pm}6.6kg$) participated in this study. For the purpose of this study, nine high-speed cameras and two force plates was utilized. Stance width was limited into small stance width(mean 42.9cm) and large stance width(mean 65cm). The results showed that (1) the small stance width took shorter time than the large stance during landing of the right feet to toe-off; (2) the small stance width was took longer movement of the right feet after split step comparing to the large stance; (3)there was no significant difference in the speed of center of gravity between toe-off and maximum speed; (4) the small stance width was greater angles to hip joint and knee joint during toe-off of the right feet comparing to the large stance; (5) the was no significant difference in values for force plates between the small stance and the large stance width during toe-off of the right feet.

• Convergence Security Journal
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• v.8 no.3
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• pp.33-39
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• 2008

Software failure time presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing. For data analysis of software reliability model, data scale tools of trend analysis are developed. The methods of trend analysis are arithmetic mean test and Laplace trend test. Trend analysis only offer information of outline content. In this paper, we discuss exponentially weighted moving average chart, in measuring failure time. In control, exponentially weighted moving average chart's uses are efficiency case of analysis with knowing information, Using real software failure time, we are proposed to use exponentially weighted moving average chart and comparative analysis of software failure time.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• 2011.11a
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• pp.150-151
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• 2011

최근 25년간(1986-2010년)의 우리나라 기상청 및 일본 기상청 자료를 사용하여 엘니뇨 라니냐 현상과 태풍과의 관계를 분석하였다. 특히, 이번 연구에서는 태풍의 세기에 주목하여 분석하였다. 주요 연구 결과는 다음과 같다. 태풍의 세기를 나타내는 평균 중심최저기압과 평균 최대풍속은 엘니뇨 발생년에 959.3hPa과 35.8m/s, 라니냐 발생년에 965.5hPa과 33.7m/s 그리고 25년 전 기간에 대하여는 962.3hPa과 35.0m/s이었다. 즉, 엘니뇨 발생년의 태풍의 세기가 라니냐 발생년의 태풍의 세기보다 강함을 알 수 있다. 구체적으로 평균 중심최저기압은 약 6hPa 낮고, 평균 최대풍속은 2.1m/s 강하다. 이와 같은 결과는 태풍의 발생 해역과 밀접히 관련되어 있다. 즉, 엘니뇨 발생년에 태풍은 동경 150도 이동 해역과 북위 10도 이남 해역에서 상대적으로 더 많이 발생하고, 라니냐 발생년의 태풍은 동경 150도 이서 해역과 북위 20도 이북 해역에서 더 많이 발생한다. 동경 150도 이동 해역과 북위 10도 이남 해역에서 발생한 태풍은 북태평양의 광범위한 고수온역을 보다 장시간 이동하게 되므로 더 강하게 발달할 수 있다.

• The Korean Journal of Applied Statistics
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• v.35 no.6
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• pp.725-737
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• 2022

In the standard assumption of statistical process monitoring (SPM) under consideration, the in-control region of the control parameter of quality characteristic consists of a single point. However, if small deviations from the ideal situation may not be of practical importance, the parametric space can consist of three regions: In-control, indifference, and out-of-control. In this paper, we propose two exponentially weighted moving average (EWMA) charting procedures applicable to the situation with three parameter regions, and compare the efficiency of the proposed procedures with the Shewhart chart and the cumulative sum (CUSUM) chart.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.18 no.10
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• pp.1598-1605
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• 1993

In this paper, the performance degradation caused by the band pass filter and the data sampling timing error which are generally considered ideal for the simplicity was analyzed. The well known intersymbol interference theory can be applicable to calculate only the upper bound of a system performance. Therefore to obtain the average error probability, a method average intersymbol interference was proposed. This method can be applicable to obtain average error probablity with a computer simulation and with a measured value in test lab. easily.

• Journal of the Korean Society of Radiology
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• v.14 no.5
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• pp.597-602
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• 2020

The study was conducted to improve the efficiency of the test and to reduce the exposure dose of patients and operators by analyzing the difference in the moving speed of Lipiodol according to the temperature during lymphography. The device for injecting Lipiodol at a constant pressure was self-made, and after inserting Lipiodol into the Connecting Tube, the moving speed of the contrast agent was photographed at temperatures of 26℃, 36℃, and 46℃ using a heat transfer device. Lipiodol movement time from the Support Catheter to 20cm was measured and analyzed, and statistical significance was confirmed. In the 46℃ environment, the average moving time was 11 seconds, at 36℃ the average was 13 seconds, and at 26℃ the average was 17 seconds. Lipiodol showed a significant difference in moving time with increasing temperature (p<.001), and it was confirmed that the higher the temperature, the faster the moving speed. In the case of lymphangiography, when heated to a certain temperature (46 degrees) rather than injecting Lipiodol at room temperature, the injection speed can be increased and the speed of movement in the lymphatic vessel can be improved.

• Journal of Radiation Protection and Research
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• v.25 no.1
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• pp.31-36
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• 2000

In radiotherapy, it may happen to radiate surrounding normal tissue because of inconsistent field size by changing patient position during treatment. We are going to analyze errors reduced by using immobilization device with Electonic portal imaging device(EPID) in this study. We had treated the twenty-one patients in pelvic region with 10 MV X-ray from Aug. 1998 to Aug. 1999 at Chungnam National University Hospital. All patients were treated at supine position during treatment. They were separated to two groups, 11 patients without device and 10 patients with immobilization device. We used styrofoam for immobilization device and measured the errors of anterior direction for x, y axis and lateral direction for z, y axis from simulation film to EPID image using matching technique. For no immobilization device group, the mean deviation values of x axis and y axis are 0.19 mm. 0.48 mm, respectively and the standard deviations of systematic deviation are 2.38 mm, 2.19 mm, respectively and of random deviation for x axis and y axis are 1.92 mm. 1.29 mm, respectively. The mean deviation values of z axis and y axis are -3.61 mm. 2.07 mm, respectively and the standard deviations of systematic deviation are 3.20 mm, 2.29 mm, respectively and of random deviation for z axis and y axis are 2.73 mm. 1.62 mm, respectively. For immobilization device group, the mean deviation values of x axis and y axis are 0.71 mm. -1.07 mm, respectively and the standard deviations of systematic deviation are 1.80 mm, 2.26 mm, respectively and of random deviation for x axis and y axis are 1.56 mm. 1.27 mm, respectively. The mean deviation values of z axis and y axis are -1.76 mm. 1.08 mm, respectively and the standard deviations of systematic deviation are 1.87 mm, 2.83 mm, respectively and of random deviation for x axis and y axis are 1.68 mm, 1.65 mm, respectively. Because of reducing random and systematic error using immobilization device, we had obtained good reproducibility of patient setup during treatment so that we recommend the use of immobilization device in pelvic region of radiation treatment.