• Title/Summary/Keyword: AR processes

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Preliminary Identification of Branching-Heteroscedasticity for Tree-Indexed Autoregressive Processes

  • Hwang, S.Y.;Choi, M.S.
    • Communications for Statistical Applications and Methods
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    • v.18 no.6
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    • pp.809-816
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    • 2011
  • A tree-indexed autoregressive(AR) process is a time series defined on a tree which is generated by a branching process and/or a deterministic splitting mechanism. This short article is concerned with conditional heteroscedastic structure of the tree-indexed AR models. It has been usual in the literature to analyze conditional mean structure (rather than conditional variance) of tree-indexed AR models. This article pursues to identify quadratic conditional heteroscedasticity inherent in various tree-indexed AR models in a unified way, and thus providing some perspectives to the future works in this area. The identical conditional variance of sisters sharing the same mother will be referred to as the branching heteroscedasticity(BH, for short). A quasilikelihood but preliminary estimation of the quadratic BH is discussed and relevant limit distributions are derived.

Application of Hidden Markov Model Using AR Coefficients to Machine Diagnosis (AR계수를 이용한 Hidden Markov Model의 기계상태진단 적용)

  • 이종민;황요하;김승종;송창섭
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.13 no.1
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    • pp.48-55
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    • 2003
  • Hidden Markov Model(HMM) has a doubly embedded stochastic process with an underlying stochastic process that can be observed through another set of stochastic processes. This structure of HMM is useful for modeling vector sequence that doesn't look like a stochastic process but has a hidden stochastic process. So, HMM approach has become popular in various areas in last decade. The increasing popularity of HMM is based on two facts : rich mathematical structure and proven accuracy on critical application. In this paper, we applied continuous HMM (CHMM) approach with AR coefficient to detect and predict the chatter of lathe bite and to diagnose the wear of oil Journal bearing using rotor shaft displacement. Our examples show that CHMM approach is very efficient method for machine health monitoring and prediction.

Citations to arXiv Preprints by Indexed Journals and Their Impact on Research Evaluation

  • Ferrer-Sapena, Antonia;Aleixandre-Benavent, Rafael;Peset, Fernanda;Sanchez-Perez, Enrique A.
    • Journal of Information Science Theory and Practice
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    • v.6 no.4
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    • pp.6-16
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    • 2018
  • This article shows an approach to the study of two fundamental aspects of the prepublication of scientific manuscripts in specialized repositories (arXiv). The first refers to the size of the interaction of "standard papers" in journals appearing in the Web of Science (WoS)-now Clarivate Analytics-and "non-standard papers" (manuscripts appearing in arXiv). Specifically, we analyze the citations found in the WoS to articles in arXiv. The second aspect is how publication in arXiv affects the citation count of authors. The question is whether or not prepublishing in arXiv benefits authors from the point of view of increasing their citations, or rather produces a dispersion, which would diminish the relevance of their publications in evaluation processes. Data have been collected from arXiv, the websites of the journals, Google Scholar, and WoS following a specific ad hoc procedure. The number of citations in journal articles published in WoS to preprints in arXiv is not large. We show that citation counts from regular papers and preprints using different sources (arXiv, the journal's website, WoS) give completely different results. This suggests a rather scattered picture of citations that could distort the citation count of a given article against the author's interest. However, the number of WoS references to arXiv preprints is small, minimizing this potential negative effect.

To study of optimal subgroup size for estimating variance on autocorrelated small samples (소표본 자기상관 자료의 분산 추정을 위한 최적 부분군 크기에 대한 연구)

  • Lee, Jong-Seon;Lee, Jae-Jun;Bae, Soon-Hee
    • Proceedings of the Korean Society for Quality Management Conference
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    • 2007.04a
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    • pp.302-309
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    • 2007
  • To conduct statistical process control needs the assumption that the process data are independent. However, most of chemical processes, like a semi-conduct processes do not satisfy the assumption because of autocorrelation. It causes abnormal out of control signal in the process control and misleading process capability. In this study, we introduce that Shore's method to solve the problem and to find the optimal subgroup size to estimate variance for AR(l) model. Especially, we focus on finding an actual subgroup size for small samples using simulation. It may be very useful for statistical process control to analyze process capability and to make a Shewhart chart properly.

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An Effective Control Chart for Monitoring Mean Shift in AR(1) Processes (AR(1) 공정에서의 효과적인 공정평균 관리도)

  • 원경수;강창욱;이배진
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.24 no.67
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    • pp.27-36
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    • 2001
  • A standard assumption when using a control chart to monitor a process is that the observations from the process output are statistically independent. However, for many processes the observations are autocorrelated and this autocorrelation can have a significant effect on the performance of the control chart. In this paper, we consider combined control chart of monitoring the mean of a process in which the observations can be modeled as a first-order autoregressive process. The Shewhart control chart of residuals-EWMA control chart of the observations is considered and the method of combination is recommended. The performance of the proposed control chart is compared with the performance of other control charts using a simulation.

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Triggering processes of two different eruptive events in active region 11283 using observation-based models

  • Kang, Jihye;Inoue, Satoshi;Moon, Yong-Jae
    • The Bulletin of The Korean Astronomical Society
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    • v.46 no.1
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    • pp.59.3-60
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    • 2021
  • An investigation of flare-producing magnetic structure is important for studying an initiation of eruptive events. In this study we select two different eruptive events, M5.3 and X1.2 flares in active region (AR) 11283. Both events occur in the same AR, but brightenings of flare ribbons, seen in EUV images, are different shapes. In order to understand triggering process of eruptive flares, we reconstruct coronal magnetic fields using two observation-based models: a nonlinear force-free field (NLFFF) extrapolation model and a magnetohydodynamic (MHD) one. The NLFFFs show that sheared arcades and overlying fan-spine configurations are found in both cases, but the distributions of magnetic twist are weaker before the M5.3 flare than before the X1.2 flare. The MHD model is to explore the temporal evolution of coronal magnetic structures by considering the NLFFF with an anomalous resistivity as an initial condition. We discuss possible processes of two eruptive events using the MHD as well as the NLFFF model results.

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Spectral analysis of random process

  • Akizuki, Kageo
    • 제어로봇시스템학회:학술대회논문집
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    • 1994.10a
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    • pp.13-20
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    • 1994
  • The spectrum estimation methods of random processes are expressed in this paper. Beginning with the basic theory, non-parametric and parametric methods are overviewed. As to non-parametric method, numerical calculation method is also discussed. As to parametric method, AR model is a very famous and effective model representing random process. Estimation methods of AR parameters which have been proposed are mentioned here. Wavelet analysis is a recently interested technique in signal processing. An application of wavelet analysis is also shown.

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A Study on High Temperature Tensile Property of Inconel 625 for Petroleum Application by Flux cored Arc Welding Process (석유시추용 인코넬 625강의 FCAW용접에 의한 고온인장 특성에 관한 연구)

  • PARK KEYUNG-DONG;AN DO-KEYUNG;JIN YOUNG-BEOM
    • Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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    • 2004.05a
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    • pp.352-355
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    • 2004
  • Inconel 625 is useful in variety of industrial applications because of the resistance to attack in various corrosive media at temperatures from $200^{\circ}C$ to over $1090^{\circ}C$, in combination with good law- and high temperature mechanical strength. Rencently, this material is also used widely in offshore processing piping in order to extend the maintenance tenn and improve the quality of anti-corrosion. In general, high quality weldments for this material are readily produced by commonly used processes. Not all processes are applicable to this material group, Ni-alloys. Metallurgiad characterictics or the unavailability of matching, position or suitable welding processes. Nowadays, the flux cored wire is developed and applied for the better productivity in several welding position including the vertical position. in this study, the weldability and weldment characteristics of inconel 625 are considered in FCAW weld associated with the several shielding gases($80\%Ar\;+\;20\%\;CO_2,\;50\%Ar\;+\;50\%\;CO_2,\;100\%\;CO_2$) in viewpoint of welding productivity.

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Development of Inconel for Marine Structural Steel by FCAW Process (해양 구조용 인코넬강의 FCAW 용접의 최적기술 개발)

  • PARK KEYUNG-DONG;JIN YOUNG-BEOM;AN DO-KEYUNG
    • Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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    • 2004.11a
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    • pp.234-238
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    • 2004
  • Inconel 625 is useful in variety of industrial applications because of the resistance to attack in various corrosive media at temperatures from $200^{\circ}C$ to aver $1090^{\circ}C$, in combination with good law- and high temperature mechanical strength. Rencently, this material is also used widely in offshore processing piping in order to extend the maintenance term and improve the quality of anti-corrosion. In general, high quality weldments for this material are readily produced by commonly used processes. Not all processes are applicable to this material group, Ni-alloys. Metallurgical characterictics or the unavailability of matching, position or suitable welding processes. Nowadays, the flux cored wire is developed and applied for the better productivity in several welding position including the vertical position. in this study, the weldability and weldment characteristics (mechanical properties) of inconel 625 are considered in FCAW(Flux Core Arc Welding) associated with the several shielding gases($80\%Ar\;+\;20\%CO_2,\;50\%Ar+50CO_2,\;100CO_2$) in viewpoint of welding productivity.

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A Study on Characteristics of Inconel 625 for Petroleum Application by FCAW Process ; Effect of Shield Gases Change Influence on a Mechanical Properties (석유시추용 인코넬 625강의 FCAW 용접에 관한 연구 ; 보호가스 변화가 기계적 성질에 미치는 영향)

  • PARK KEYUNG-DONG;JIN YOUNG-BEOM;PARK HYOUNG-DONG
    • Journal of Ocean Engineering and Technology
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    • v.18 no.6 s.61
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    • pp.96-100
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    • 2004
  • Inconel 625 is useful in a variety of industrial applications because of the resistance to attack in various corrosive media at temperatures from $200^{\circ}C$ to over $1090^{\circ}C$, in combination with good low and high temperature mechanical strength. Rencently this material has also been widely used in offshore processing piping in order to extend the maintenance term and improve the quality of anti-corrosion. In general, high quality weldings for this material are readily produced by commonly used processes. How, not all processes are applicable to this material group of Ni-alloys. Metallurgical or the unavailability of matching, position or suitable welding processes produce a lower quality. Nowadays, the flux cored wire is developed and applied for increased productivity in several welding positions, including the vertical position. In this study, the weldability and weldment characteristics(mechanical properties) of inconel 625 are considered in FCAW(Flux Core Arc Welding) associated with the several shielding gases$(80\%Ar+20\%CO2,\;50\%Ar+50CO2,\;100CO2)$ in view of welding productivity.