• Journal of Korean Society of Industrial and Systems Engineering
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• v.35 no.4
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• pp.118-125
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• 2012

When monitoring an instrumental process, one often collects a host of data such as characteristic signals sent by a sensor in short time intervals. Characteristic data of short time intervals tend to be autocorrelated. In the instrumental processes often the practice of adjusting the setting value simply based on the previous one, so-called 'adjacent point operation', becomes more critical, since in the short run the deviations are harder to detect and in the long run they have amplified consequences. Stochastic modelling using ARIMA or AR models are not readily usable here. Due to the difficulty of dealing with autocorrelated data conventional practice is resorting to choosing the time interval where autocorrelation is weak enough then to using I-MR control chart to judge the process stability. In the autocorrelated instrumental processes it appears that using the Shewhart chart and the time interval data where autocorrelation is relatively not existent turns out to be a rather convenient and very useful practice to determine the process stability. However in the autocorrelated instrumental processes we intend to show that one would presumably do better using the EWMA control chart rather than just using the Shewhart chart along with some arbitrarily intervalled data, since the former is more sensitive to shifts given appropriate weights.

• Journal of Communications and Networks
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• v.1 no.3
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• pp.201-212
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• 1999

This paper studies the rapid design and implementation of the medium access control(MAC) and related interface circuits for 802.11 wireless LANs based on the field programmed gate ar-ray(FPGA) technology. Our design is thus aimed to support both the distributed coordination function (DCF) and the point coordination function(PCF) with the aid of FPGA technology. Further-more, in an infrastructure network, some stations may serve as the access points (APs) which may function like a learning bridge. This paper will also discuss how to design for such application. The hardware of the MAC and interface may at least consist of three major parts: wireless transmission and reception processes and in-terface, host(bus) interface, and the interface to the distributed system (optional). Through the increasing popularity of FPGA de-sign, this paper presents how Complex Programmable Logic De-vices(CPLD) can be utilized for speedy design of prototypes. It also demonstrates that there is much room for low-cost hardware prototype design to accelerate the processing speed of the MAC control function and for field testing.

• Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
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• 2002.10b
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• pp.235-236
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• 2002

Tribological phenomena such as wear or transfer are influenced by various factors and have complicated behavior. Therefore, it is difficult to predict the behavior of the gribological phenomena because of their complexity. But, those tribological phenomena can be considered simply as to transfer micro material particles from the sliding interface. Then, we proposed the numerical simulation method for tribological phenomena such as wear of transfer using stochastic process models. This numerical simulation shows the change of the 3-D surface topography. In this numerical simulation, initial 3-D surface toughness data are generated by the method of non-causal 2-D AR (autoregressive) model. Processes of wear and transfer for some generated initial 3-D surface data are simulated. Simulation results show successfully the change of the 3-D surface topography.

• Proceedings of the Korean Vacuum Society Conference
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• 2012.08a
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• pp.257-257
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• 2012

Fault detection was carried out in a etcher of capacitive coupled plasma with OES (Optical Emission Spectroscopy) and impedance by VI probe that are widely used for process control and monitoring at semiconductor industry. The experiment was operated at conventional Ar and Fluorocarbon plasma with variable change such as pressure and addition of N2 and O2 to assume atmospheric leak, RF power and pressure that are highly possible to impact wafer yield during wafer process, in order to observe OES and VI Probe signals. The sensitivity change on OES and Impedance by VI probe was analyzed by statistical method including PCA to determine healthy of process. The main goal of this study is to find feasibility and limitation of OES and Impedances for fault detection by shift of plasma characteristics and to enhance capability of fault detection using PCA.

• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.155-167
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• 2007

Knowing the time of the process change could lead to quicker identification of the responsible special cause and less process down time, and it could help to reduce the probability of incorrectly identifying the special cause. In this paper, we propose the maximum likelihood estimator (MLE) for the process change point when a control chart is used in monitoring the mean of a process in which the observations can be modeled as an AR(1) process plus an additional random error. The performance of the proposed MLE is compared to the performance of the built-in estimator when they are used in EWMA charts based on the residuals. The results show that the proposed MLE provides good performance in terms of both accuracy and precision of the estimator.

• Journal of the Korean Data and Information Science Society
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• v.27 no.2
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• pp.559-564
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• 2016

The Durbin-Watson (DW) test in regression model and the Ljung-Box (LB) test in ARMA (autoregressive moving average) model are typical examples of correlated error tests. The DW test is used for detecting autocorrelation of errors using the residuals from a regression analysis. The LB test is used for specifying the correct ARMA model using the first some sample autocorrelations based on the residuals of a tted ARMA model. In this article, simulations with four data generating processes have been carried out to evaluate their performances as correlated error tests. Our simulations show that the DW test is severely dependent on the assumed AR(1) model but isn't sensitive enough to reject the misspecified model and that the LB test reports lackluster performance in general.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.11a
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• pp.169-172
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• 2006

Most studies using state-space models have been conducted under the assumption of independently distributed noises in measurement and state equation without adequate verification of the assumption. To avoid the improper use of state-space model, testing the assumption prior to the parameter estimation of state-space model is very important. The purpose of this paper is to investigate the general relationship between parameters of state-space models and those of ARIMA processes. Under the assumption, we derive restricted parameter spaces of ARIMA(p,0,p-1) models with mutually different AR roots where $p\;{\le}\;5$. In addition, the results of ARIMA(p,0,p-1) case can be expanded to more general ARIMA models, such as ARIMA(p-1,0,p-1), ARIMA(p-1,1,p-1), ARIMA(p,0,p-2) and ARIMA(p-1,1,p-2).

• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.437-445
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• 2000

The present paper is introducing a new model so called TAR-GARCH in the context of stock price analysis Conventional models such as AR(l), TAR(l), ARCH(I) and GARCH( 1,1) are briefly reviewed and TAR-GARCH is suggested in analyizing domestic stock prices. Also, relevant iterative estimation procedure is developed. It is seen that TAR-GARCH provides the better fit relative to traditional first order models for stock prices data in Korea.

• Journal of the Korean Crystal Growth and Crystal Technology
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• v.14 no.2
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• pp.50-57
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• 2004

Mercurous Bromide ($Hg_2Br_2$) crystals hold promise for many acousto-optic and opto-electronic applications. This material is prepared in closed ampoules by the physical vapor transport (PVT) growth method. We investigate the effects of solutal convection on the crystal growth rate in a horizontal configuration for diffusive-convection conditions and purely diffusion conditions achievable in a low gravity environment. Our results show that the growth rate is decreased by a factor of one-fourth with a ten reduction of gravitational acceleration near y = 2.0 cm. For 0.1 $g_O$ the growth rate pattern exhibits relatively flat which is intimately related to diffusion-dominated processes. The growth rate nonuniformity is regardless of aspect ratio across the interfacial positions from 0 to 1.5. Also, the effect of a factor of the ten reduction in the gravitational acceleration is same to both Ar = 5 and 2. The enlargement in the molecular weight of B from 50 to 500 by a factor 4 causes a decrease in the maximum growth rate by the same factor, indicative of the effect of solutal gradients.

• The Bulletin of The Korean Astronomical Society
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• v.37 no.1
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• pp.87.2-87.2
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• 2012

H${\alpha}$ transient bright kernels may be an important diagnostic of energy conversion processes occurring in the choromosphere during flares. We observed an H${\alpha}$ kernel that occurred in AR 11263 in associated with a small flare on 2011 Autust 5th using the Fast Imaging Solar Spectrograph installed at the 1.6m New Solar Telescope of Big Bear Solar Observatory. We find that both the H${\alpha}$ line and the CaII 8542${\AA}$ line appear in emission, with a red asymmetry in that they display red wings of enhanced emission. The red asymmetry shows 5-30 km/s downward motion for 8 minutes. We determine some physical parameters by adopting the Cloud mode and discuss the physical meaning of these results.