• 제목/요약/키워드: ARL

검색결과 139건 처리시간 0.021초

A CUSUM Chart Based on Log Probability Ratio Statistic

  • Park, Chang-Soon;Kim, Byung-Chun
    • Journal of the Korean Statistical Society
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    • 제19권2호
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    • pp.160-170
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    • 1990
  • A new approximation method is proposed for the ARL of CUSUM chart which is based on the log probability ratio statistic. This method uses the condition of before-stopping time to derive the expectation of excess over boundaries. The proposed method is compared to some other approximation methods in normal and exponential cases.

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두 개의 이상원인을 고려한 VSSI$\bar{X}$ 관리도의 경제적-통계적 설계 (Economic-Statistical Design of VSSI$\bar{X}$ Control Charts Considering Two Assignable Causes)

  • 이호중;임태진
    • 대한산업공학회지
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    • 제31권1호
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    • pp.87-98
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    • 2005
  • This research investigates economic-statistical characteristics of variable sampling size and interval (VSSI)$\bar{X}$charts under two assignable causes. A Markov chain approach is employed in order to calculate average run length (ARL) and average time to signal (ATS). Six transient states are derived by carefully defining the state. A steady state cost rate function is constructed based on Lorenzen and Vance(1986) model. The cost rate function is optimized with respect to six design parameters for designing the VSSI $\bar{X}$ charts. Computational experiments show that the VSSI $\bar{X}$ chart is superior to the Shewhart $\bar{X}$ chart in the economic-statistical sense, even under two assignable causes. A comparative study shows that the cost rate may increase up to almost 30% by overlooking the second cause. Critical input parameters are also derived from a sensitivity study and a few guideline graphs are provided for determining the design parameters.

A Synthetic Chart to Monitor The Defect Rate for High-Yield Processes

  • Kusukawa, Etsuko;Ohta, Hiroshi
    • Industrial Engineering and Management Systems
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    • 제4권2호
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    • pp.158-164
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    • 2005
  • Kusukawa and Ohta presented the $CS_{CQ-r}$ chart to monitor the process defect $rate{\lambda}$ in high-yield processes that is derived from the count of defects. The $CS_{CQ-r}$ chart is more sensitive to $monitor{\lambda}$ than the CQ (Cumulative Quantity) chart proposed by Chan et al.. As a more superior chart in high-yield processes, we propose a Synthetic chart that is the integration of the CQ_-r chart and the $CS_{CQ-r}$chart. The quality characteristic of both charts is the number of units y required to observe r $({\geq}2)$ defects. It is assumed that this quantity is an Erlang random variable from the property that the quality characteristic of the CQ chart follows the exponential distribution. In use of the proposed Synthetic chart, the process is initially judged as either in-control or out-of-control by using the $CS_{CQ-r}$chart. If the process was not judged as in-control by the $CS_{CQ-r}$chart, the process is successively judged by using the $CQ_{-r}$chart to confirm the judgment of the $CS_{CQ-r}$chart. Through comparisons of ARL (Average Run Length), the proposed Synthetic chart is more superior to monitor the process defect rate in high-yield processes to the stand-alone $CS_{CQ-r}$ chart.

제1형의 우측중도절단된 와이블 수명자료를 관리하는 이항 누적합 관리도 (A binomial CUSUM chart for monitoring type I right-censored Weibull lifetimes)

  • 최민재;이재헌
    • 응용통계연구
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    • 제29권5호
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    • pp.823-833
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    • 2016
  • 제품의 수명은 품질을 나타내는 중요한 특성치이다. 이상적으로는 모든 표본의 수명자료를 측정하는 것이 가장 바람직하나, 이를 측정하는데 많은 시간과 비용이 소요되는 경우 중도절단된 자료로 표본을 구성하는 경우가 많이 발생한다. 이 논문에서는 제1형의 우측중도절단된 수명자료가 와이블 분포를 따를 경우 척도모수의 감소를 탐지하는 이항 누적합 관리도 절차를 제안하였다. 모의실험에서 평균런길이를 이용하여 제안된 관리도 절차의 효율을 이전에 연구된 누적합 관리도 절차와 비교하였는데, 그 결과 중도절단율이 높을 경우와 표본의 크기가 적은 경우 제안된 이항 누적합 관리도가 더 효율적임을 알 수 있었다.

칼만 필터와 뉴럴 네트워크 모델링을 이용한 연속생산공정의 통계적 공정관리 시스템 (Statistical Process Control System for Continuous Flow Processes Using the Kalman Filter and Neural Network′s Modeling)

  • 권상혁;김광섭;왕지남
    • 한국정밀공학회지
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    • 제15권3호
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    • pp.50-60
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    • 1998
  • This paper is concerned with the design of two residual control charts for real-time monitoring of the continuous flow processes. Two different control charts are designed under the situation that observations are correlated each other. Kalman-Filter based model estimation is employed when the process model is known. A black-box approach, based on Back-Propagation Neural Network, is also applied for the design of control chart when there is no prior information of process model. Performance of the designed control charts and traditional control charts is evaluated. Average run length(ARL) is adopted as a criterion for comparison. Experimental results show that the designed control chart using the Neural Network's modeling has shorter ARL than that of the other control charts when process mean is shifted. This means that the designed control chart detects the out-of-control state of the process faster than the others. The designed control chart using the Kalman-Filter based model estimation also has better performance than traditional control chart when process is out-of-control state.

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미국 도서관정보서비스의 현황과 동향 (Current Status and Trends in Library and Information Services in USA)

  • 김석영
    • 한국문헌정보학회지
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    • 제32권1호
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    • pp.27-43
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    • 1998
  • 본고는 미국의 도서관전산화, 도서관간의 협력, 인터넷과 정보서비스, 도서관정보서비스기관의 현황과 동향에 관하여 기술한 것이다. 도서관전산화시스템은 클라언트/서버 환경하에서 웹기반 기술을 적용하여 통합된 시스템을 구축하고 있으며, 디지털도서관 구축사업이 활발하게 진행중이다. 도서관간의 협력은 콘소시아를 형성하고 있는데 국가수준에는 ARL/AAU와 지역단위에는 CIC가 있고 주단위의 정보네트워크는 GALILEO, LLN, OhioLink, TexShare, VIVA, ILLINET 등이 있다. 인터넷과 월드와이드웹이 도서관에 미치는 영향이 지대하여 각 도서관들은 인터넷정보자원을 활용한 부가가치정보서비스를 개발하고 있다. 마지막으로 의회도서관, 국립농업도서관, 국립의학도서관 교육정보센터, 국립기술정보서비스의 최근 정보활동을 소개한다.

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시계열분석을 이용한 한국 명태어업의 어획량 예측 : AIC (Prodiction of Walleye Pollock , Theragra Chalcogramma , Landings in Korea by Time Series Analysis : AIC)

  • 박해훈;윤갑동
    • 수산해양기술연구
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    • 제32권3호
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    • pp.235-240
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    • 1996
  • Forecasts of monthly landings of walleye pollock, Theragra chalcogramma, in Korea were carried out by the seasonal Autoregressive Integrated Moving Average(ARlMA) model. The Box - Cox transformation on the walleye pollock catch data handles nonstationary variance. The equation of Box - Cox transformation was Y'=($Y^0.31$_ 1)/0.31. The model identification was determined by minimum AIC(Akaike Information Criteria). And the seasonal ARlMA model is presented (1- O.583B)(1- $B^1$)(l- $B^12$)$Z_t$ =(l- O.912B)(1- O.732$B^12$)et where: $Z_t$=value at month t ; $B^p$ is a backward shift operator, that is, $B^p$$Z_t$=$Z_t$-P; and et= error term at month t, which is to forecast 24 months ahead the walleye pollock landings in Korea. Monthly forecasts of the walleye pollock landings for 1993~ 1994, which were compared with the actual landings, had an absolute percentage error(APE) range of 20.2-226.1 %. Thtal observed annual landings in 1993 and 1994 were 16, 61OM/T and 1O, 748M/T respectively, while the model predicted 10, 7 48M/T and 8, 203M/T(APE 37.0% and 23.7%, respectively).

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미국 대학 도서관에서의 웹 2.0 어플리케이션 확산에 관한 연구 (Diffusion of Web 2.0 Applications in Academic Libraries in the U.S.)

  • 김수정
    • 한국비블리아학회지
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    • 제23권3호
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    • pp.19-33
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    • 2012
  • 본 연구는 111개 북미연구도서관협회 멤버 도서관들을 대상으로 RSS, 블로그, 태깅, 팟캐스트, 위키 등 다섯 가지 종류의 웹 2.0 어플리케이션의 수용 정도와 확산 속도를 조사하였고 확산과 관련한 기관 차원의 요인을 파악하였다. 결과적으로 웹 2.0을 수용한 전체 도서관 수와 확산 속도로 미루어 보아 웹 2.0 기술은 계속해서 증가하고 있는 것으로 나타났다. 또한 위키를 수용한 도서관들은 수용하지 않은 도서관들에 비하여 대체로 대규모 사이즈의 대학에 속해 있고, 직원 수가 많으며, 전자 자료에 대한 수용도가 높은 것으로 밝혀졌다.