• 제목/요약/키워드: Auto-correlation

검색결과 393건 처리시간 0.035초

상관된 시계열 자료 모니터링을 위한 다변량 누적합 관리도 (Multivariate CUSUM Chart to Monitor Correlated Multivariate Time-series Observations)

  • 이규영;이미림
    • 품질경영학회지
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    • 제49권4호
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    • pp.539-550
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    • 2021
  • Purpose: The purpose of this study is to propose a multivariate CUSUM control chart that can detect the out-of-control state fast while monitoring the cross- and auto- correlated multivariate time series data. Methods: We first build models to estimate the observation data and calculate the corresponding residuals. After then, a multivariate CUSUM chart is applied to monitor the residuals instead of the original raw observation data. Vector Autoregression and Artificial Neural Net are selected for the modelling, and Separated-MCUSUM chart is selected for the monitoring. The suggested methods are tested under a number of experimental settings and the performances are compared with those of other existing methods. Results: We find that Artificial Neural Net is more appropriate than Vector Autoregression for the modelling and show the combination of Separated-MCUSUM with Artificial Neural Net outperforms the other alternatives considered in this paper. Conclusion: The suggested chart has many advantages. It can monitor the complicated multivariate data with cross- and auto- correlation, and detects the out-of-control state fast. Unlike other CUSUM charts finding their control limits by trial and error simulation, the suggested chart saves lots of time and effort by approximating its control limit mathematically. We expect that the suggested chart performs not only effectively but also efficiently for monitoring the process with complicated correlations and frequently-changed parameters.

DEVELOPMENT OF A SOUND QUALITY INDEX FOR THE EVALUATION OF BOOMING NOISE OF A PASSENGER CAR BASED ON REGRESSIVE CORRELATION

  • LEE J. K.;PARK Y. W.;CHAI J. B.;JANG H. K.
    • International Journal of Automotive Technology
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    • 제6권4호
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    • pp.367-374
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    • 2005
  • This paper proposes a sound quality index to evaluate the vehicle interior noise. The index was developed using a correlation analysis of an objective measurement and a subjective evaluation data. First, the objective set of measurements was obtained at two specified driving conditions. One is from a wide-open test condition and the other is from a constant-speed test condition. At the same time, subjective evaluation was carried out using a score of ten scale where 17 test engineers participated in the experiment. The correlation analysis between the psycho-acoustic parameters derived from the objective measurement and the subjective evaluation was performed. The most critical factors at both test conditions were determined, and the corresponding equations for the sound quality were obtained from the multiple factor regression method. Finally, a comparative work between previous index and present index was performed to validate the effectiveness of the proposed index.

이노베이션 상관관계 테스트를 이용한 잡음인식 (Identification of Noise Covariance by using Innovation Correlation Test)

  • 박성욱
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1992년도 하계학술대회 논문집 A
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    • pp.305-307
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    • 1992
  • This paper presents a technique, which identifies both process noise covariance and sensor noise covariance by using innovation correlation test. A correlation test, which checks whether the square root Kalman filter is workingly optimal or not, is given. The system is stochastic autoregressive moving-average model with auxiliary white noise Input. The linear quadratic Gaussian control is used for minimizing stochastic cost function. This paper indentifies Q, R, and estimates parametric matrics $A(q^{-1}),B(q^{-1}),C(q^{-1})$ by means of extended recursive least squares and model reference control. And The proposed technique has been validated in simulation results on the fourth order system.

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The Effect of Random Point Excitation on the Vibration Level of Plates

  • Park, Myung-Jin;Yoo, Song-Min;Kim, Chang-Nyung
    • Journal of Mechanical Science and Technology
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    • 제16권5호
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    • pp.583-590
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    • 2002
  • When a mechanical structure is driven by stationary wide band random point forces, the resulting vibration depends upon the number, location, and joint statistical properties of the exciting forces. In this study, under the assumption of light damping, an approximate procedure for analyzing plates is briefly outlined. The effects of number, location and correlation of the force field on the vibration level are then investigated for various cases in which random point forces with band limited white noise are applied, and the optimal spacing between input forces that produces a relative minimum in the vibration response is predicted.

Aquifer Characterization in Cheon-an area by using long-term groundwater-level monitoring data

  • 원이정;김형수;구민호;김덕근
    • 한국지하수토양환경학회:학술대회논문집
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    • 한국지하수토양환경학회 2003년도 추계학술발표회
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    • pp.565-569
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    • 2003
  • One-year-long groundwater-level data have been collected from 18 wells in Cheon-an area. The result of barometric efficiency, autocorrelation, cross-correlation and statistical distribution evaluated from the measurement data shows that groundwater-level measurements from observation wells are the principal source of information about aquifer characteristics. Data from WA-2 has high barometric efficiency as well as steady decreasing auto-correlation coefficient, which means nonleaky confined aquifer, Most aquifers in this study show the unconfined properties so that barometric efficiencies are mostly low and the coefficients of cross-correlation between groundwater-level and precipitation are commonly high. This study showed that the long-term groundwater-level monitoring data without artificial stress such as pumping would give accurate information about aquifer characteristics.

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FUNDAMENTAL PERFORMANCE OF IMAGE CODING SCHEMES BASED ON MULTIPULSE MODEL

  • Kashiwagi, Takashi;Kobayashi, Daisuke;Koda, Hiromu
    • 한국방송∙미디어공학회:학술대회논문집
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    • 한국방송공학회 2009년도 IWAIT
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    • pp.825-829
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    • 2009
  • In this paper, we examine the fundamental performance of image coding schemes based on multipulse model. First, we introduce several kinds of pulse search methods (i.e., correlation method, pulse overlap search method and pulse amplitude optimization method) for the model. These pulse search methods are derived from auto-correlation function of impulse responses and cross-correlation function between host signals and impulse responses. Next, we explain the basic procedure of multipulse image coding scheme, which uses the above pulse search methods in order to encode the high frequency component of an original image. Finally, by means of computer simulation for some test images, we examine the PSNR(Peak Signal-to-Noise Ratio) and computational complexity of these methods.

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정시, 안경 및 콘택트렌즈 착용자의 조절반응량 비교 (Comparison of Accommodative Response among Emmetropes, Spectacle and Contact Lens Wearer)

  • 이규병;박지현;김효진
    • 한국안광학회지
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    • 제17권4호
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    • pp.403-410
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    • 2012
  • 목적: 정시와 안경 및 콘택트렌즈 착용자의 조절반응량을 비교하고, 각 그룹내에서 굴절이상도와 조절래그의 상관성을 확인하고자 하였다. 방법: 안질환이 없고 굴절이상이 완전 교정된 72명(144안)을 대상으로 폐쇄형 자동굴절검사기로 측정한 굴절이상도를 사용하여 정시, 안경착용자 및 콘택트렌즈 착용자로 분류하였다. 이후 우세안, 나안시력 및 교정시력을 측정하고, 개방형 자동굴절검사기를 이용하여 단안 및 양안으로 원/근거리(5 m/33 cm)를 주시할 때의 굴절이상도를 측정하여 조절래그를 산출하였다. 결과: 좌우안 및 우세안/비우세안의 조절래그는 단안/양안주시 모두 통계적으로 유의한 차이가 없었으며, 단안주시의 조절래그가 양안주시보다 더 크게 검출되었다. 또한 남녀간의 조절래그는 단안주시는 남자가 컸지만 양안주시는 유의한 차이가 없었다. 근시도와 조절래그는 단안/양안주시 모두 근시안이 정시안에 비해 더 컸지만, 안경착용자와 콘택트렌즈 착용자의 조절래그는 단안/양안주시 모두 유의한 차이는 없었다. 전체 대상자의 굴절이상도와 조절래그 상관성은 단안/양안주시 모두 굴절이상도가 클수록 조절래그가 컸으며, 정시안과 콘택트렌즈 착용자는 단안/양안주시 모두 유의한 상관성이 있었으나 안경착용자는 단안/양안주시 모두 유의한 상관성이 없었다. 결론: 정시안과 근시안의 조절래그는 유의한 차이가 있고, 근시안 중 안경착용자와 콘택트렌즈 착용자의 조절래그는 유의한 차이가 없었다. 정시안과 콘택트렌즈 착용자의 굴절이상도는 조절반응량과 상관성을 보였다.

DFSS 기법을 이용한 후방 추돌 시 경부 상해 감소를 위한 머리지지대 인자의 영향성 연구 (The Study of Influence Factor of Head Restraints on the Whiplash by using DFSS)

  • 오형준;서상진;유혁진
    • 자동차안전학회지
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    • 제4권2호
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    • pp.5-10
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    • 2012
  • Whiplash is the most frequent injury among occupants in low speed rear-end car collision. The aim of this paper is to analyze thecorrelation between influence parameters of head restraints and whiplash injury criteria.In this paper, DFSS (Design for Six Sigma) method is used for optimum design of head restrains. Four control factors of head restraints have selected by function matrix method. The effects of the control factors have been experimentally evaluated by using a sled pulse from 16km/h relative velocity which is suggested by KNCAP (Korean New Car Assessment Program). In order to reduce the noise factors of dynamic tests, whiplash tests were repeated twice. By using DFSS, the correlation between control factors and injury criteria has been comprehended.

가속도 값 변화에 따른 HH 스마트센서의 센싱능력 평가 (Estimation of the Sensing Ability of HH Smart Sensor According to Acceleration Value Changing)

  • 황성연;홍동표;박준홍
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2001년도 추계학술대회논문집A
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    • pp.527-532
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    • 2001
  • In this paper, we will propose the new method that estimates the sensing ability of HH smart sensor. We have developed a new signal processing method that can distinguish among different materials relatively. The HH smart sensor was developed for recognition of materials. We made the HH smart sensor in our experiment. Then, we estimated the ability to recognize objects according to acceleration value. We estimated the sensing ability of HH smart sensor with the $R_{SAI}$ method. Experiments and analysis were executed to estimate the ability to recognize objects according to acceleration value changing. Dynamic characteristics of HH smart sensor were evaluated relatively through a new $R_{SAI}$ method that uses the power spectrum density. Applications of this method are for finding abnormal conditions of objects (auto-manufacturing), feeling of objects (medical product), robotics, safety diagnosis of structure, etc.

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RP를 이용한 미세기어 하우징 성형에 관한 연구 (A Study on the Forming of Eine Gear Housing using Rapid Prototyping)

  • 김성욱;이기성;이승수;김민주;전언찬
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 2003년도 춘계학술대회 논문집
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    • pp.441-447
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    • 2003
  • In the study, we described on the 3D solid model be made on the AutoCAD haved an effect on the deviation of form as RP manufactures the facetres. The STL file improved the deviation of form as the facetres value but the deviation of form have the difference a little as the RP system. In result, we ruled the correlation with the 3D solid model and the RP sample manufacturing, with manufacture RP sample according to facetres value in complex shape. And we developed the program which recombination the STL file that we make use of the AutoLISP.

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