• Title/Summary/Keyword: Auto-correlation

Search Result 393, Processing Time 0.039 seconds

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

  • Lee, Kyu Young;Lee, Mi Lim
    • Journal of Korean Society for Quality Management
    • /
    • v.49 no.4
    • /
    • pp.539-550
    • /
    • 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
    • /
    • v.6 no.4
    • /
    • pp.367-374
    • /
    • 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.

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

  • Park, Seong-Wook
    • Proceedings of the KIEE Conference
    • /
    • 1992.07a
    • /
    • pp.305-307
    • /
    • 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.

  • PDF

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
    • /
    • v.16 no.5
    • /
    • pp.583-590
    • /
    • 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
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
    • /
    • 2003.09a
    • /
    • pp.565-569
    • /
    • 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.

  • PDF

FUNDAMENTAL PERFORMANCE OF IMAGE CODING SCHEMES BASED ON MULTIPULSE MODEL

  • Kashiwagi, Takashi;Kobayashi, Daisuke;Koda, Hiromu
    • Proceedings of the Korean Society of Broadcast Engineers Conference
    • /
    • 2009.01a
    • /
    • pp.825-829
    • /
    • 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.

  • PDF

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

  • Lee, Kyu-Byung;Park, Jeehyun;Kim, Hyojin
    • Journal of Korean Ophthalmic Optics Society
    • /
    • v.17 no.4
    • /
    • pp.403-410
    • /
    • 2012
  • Purpose: The purposes of this study are to investigate accommodative response among emmetropes, spectacle wearer and contact lens wearer, and correlation between refractive error and accommodative respons for each group. Methods: The 72 subjects(144 eyes) who do not have any ocular diseases were participate in this study. Subjects were categorized into emmetropes, spectacle wearer and contact lens wearer by refractive error using closed-field auto-refractometer. We measured dominant eye, naked/habitual visual acuity and refractive error of monocular/binocular vision of refractive error for far/near distance with open-field auto-refractometer and calculated accommodative lag. Results: There were no significant difference of accommodative lag between right and left eye dominant and non-dominant eye, monocular and binocular vision, and spectacle lens wearer and contact lens wearer, However the accommodative lag of binocular vision was severe than monocular vision at near. The lag of myopia was larger than emmetropes, and male was larger than female. Significant correlation was found between refractive error and accommodative lag in total subjects and the same result was found in emmetropes and contact lens wearer. However there were no significant correlation in the spectacle wearer. Conclusions: There were significant difference between emmetrops and myopes in terms of accommodative lag, however accommodative lag of spectacle wearer was not different with contact lens wearer in myopes. There were also significant correlation between refractive error and accommodative lag in emmetropes and contact lens wearer, but the accommodative lag of spectacle wearer was not significantly correlated with refractive error.

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

  • Oh, Hyungjoon;Seo, Sangjin;Yoo, Hyukjin
    • Journal of Auto-vehicle Safety Association
    • /
    • v.4 no.2
    • /
    • pp.5-10
    • /
    • 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.

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

  • Hwang, Seong-Youn;Hong, Dong-Pyo;Park, Jun-Hong
    • Proceedings of the KSME Conference
    • /
    • 2001.11a
    • /
    • pp.527-532
    • /
    • 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.

  • PDF

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

  • 김성욱;이기성;이승수;김민주;전언찬
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
    • /
    • 2003.04a
    • /
    • pp.441-447
    • /
    • 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.

  • PDF