• Journal of the Korean Data and Information Science Society
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• v.20 no.1
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• pp.11-24
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• 2009

The process controller in the adjustment procedure is often used effectively to control the process level close to target when noise is present and unremovable. Examples of the robust controller are single EWMA controller and double EWMA controller. Double EWMA controller is designed to reduce the offset of the process deviation, which single EWMA can not eliminate. In this paper, the two controllers are modified by taking EWMA of the original controller to reduce the adjustment variance, which may become excessively large when the two given controllers are implemented. It is shown that the EWMA modification of the given controllers is successful in reducing the adjustment variance, while the mean squared deviation increases slightly.

• Journal of the Korean Data and Information Science Society
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• v.21 no.4
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• pp.681-688
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• 2010

In statistical process control, the primary method used to monitor the number of nonconformities is the c-chart. The conventional c-chart is based on the assumption that the occurrence of nonconformities in samples is well modeled by a Poisson distribution. When the Poisson assumption is not met, the X-chart is often used as an alternative charting scheme in practice. And EWMA control chart is used when it is desirable to detect out-of-control situations very quickly because of sensitive to a small or gradual drift in the process.

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.233-241
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• 1999

Control chart is a very extensively used tool in testing whether a process is in a state of statistical control or not. In this paper, we propose a robust EWMA(exponentially weighted moving averages) control chart for variables, which is based on the Huber's M-estimator. The Huber's M-estimator is a well-known robust estimator in sense of distributional robustness. In the proposed chart, the estimation of the process deviation is modified to have a s table level and high power. To compare the performances of the proposed control chart with other charts, some Monte Carlo simulations we performed. The simulation results show that the robust EWMA control chart has good performance.

• 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.

• Journal of Digital Convergence
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• v.11 no.8
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• pp.183-190
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• 2013

The Photoplethysmogram is a similar periodic signal that synchrinized to a heartbeat. In this paper, we propose a exponential weight moving average filter that use similarity of Photoplethysmogram. This filtering method has the average value of each samples through separating the cycle of PPG signal. If there are some motion artifacts in continuous PPG signal, disjoin the signal based on cycle. And then, we made these signals to have same cycle by coordinating the number of sample. After arrange these cycles in 2 dimension, we put the average value of each samples from starting till now. So, we can eliminate the motion artifacts without damaged PPG signal.

• 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 Korean Journal of Applied Statistics
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• v.9 no.1
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• pp.91-109
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• 1996

Exponentially weighted moving averae(EWMA) control chart has been used widely for process monitoring and process adjustment recently, but there has not been many studies about the selection of the parameters. Design of the control chart can be classified into the statistical design and the economic design. The purpose of the economic design is to minimize the cost function in which all the possible costs occurring during the process are probability given the Type I error probability. In this paper the optimal parameters of the EWMA chart are selected for the economic design as well as for the statistical design. The optimal parameters for the economic design show significantly different from those of the statistical design, and especially the weight is always larger than that used in the statistical design. In the economic design, we divide the model into the single assignable cause model and the multiple assignable causes model caacording to number of which is used as the average context of the multiple assignable causes, it shows that the selection of the parameters may be misleading when the multiple assignable causes exist in practice.

• Journal of the Korean Statistical Society
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• v.5 no.2
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• pp.109-118
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• 1976

현행 일반적으로 쓰여지고 있는 물가지수 산식은 기준시점의 거래량(또는 거래금액)을 상품별 가중치(weight)로 삼는 가중총합방식(weighted aggregate formula, 또는 가중산술평균산식)으로서의 Laspeyres식이라 함은 주지하는 바와 같다. 그것이 상품별로 유통면의 중요성을 분명히 감안하여 있고, 비교시점의 가격변동만이 계산에 반영된다는 점에 있어서 물가지수로서의 실용성이 널리 인정되어 있는 산식이다. 그러나 Lasperyres식의 난점을 또한 많은 것이니 그 가운데 특히 가중치의 고정성과 관련하여 기준시점의 이동에 따른 전후 물가지수의 비연결성은 결정적 결함이라 할 수 있다. 여기에 이 식의 지수적 허구성이 흔히 논의되고, 이른바 Paasche check라 하여 수시로 조사한 거래량(또는 거래금액)에 의하여 물가지수의 가중치로 삼아서 전자를 검정하는 방법도 쓰여지는 형편이다. 필지는 일찌기(1973년) Laspeyres식의 상품별 가중치에 관한 객관적 평가법의 하나로서 산업(따라서 상품)의 연관분석적 수단에 의한 약간의 시안을 발표한 바 없지 않았다. 그것은 요약컨대 산업연관분석에 쓰이는 투입계수표를 중심삼아 한 상품가격이 다른 상품가격에 미치는 파급효과, 따라서 물가에 미치는 파급력을 계산하고, 나아가서 각 상품의 수요 및 공급함수를 도입하여 그들 계수를 추정함으로써 가중치의 객관화를 꾀해 본 것이 전고의 골자이다.

• Journal of the Korean Data and Information Science Society
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• v.22 no.6
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• pp.1065-1074
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• 2011

During several decades, many researchers in the field of finance have studied Value at Risk (VaR) to measure the market risk. VaR indicates the worst loss over a target horizon such that there is a low, pre-specified probability that the actual loss will be larger (Jorion, 2006, p.106). In this paper, we compare conditional copula method with two conventional VaR forecasting methods based on simple moving average and exponentially weighted moving average for measuring the risk of the portfolio, consisting of two domestic stock indices. Through real data analysis, we conclude that the conditional copula method can improve the accuracy of portfolio VaR forecasting in the presence of high kurtosis and strong correlation in the data.

• 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.