• Title/Summary/Keyword: Autocorrelated

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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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Model Classification of Quality Statistics Using Block Repeated Measures (블록 반복측정을 이용한 품질통계 모형의 유형화)

  • Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
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    • v.9 no.3
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    • pp.165-171
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    • 2007
  • Dependent models in quality statistics are classified as serially autocorrelated model, multivariate model and dependent sample model. Dependent sample model is most efficient in time and cost to obtain samples among the above models. This paper proposes to implement parametric and nonparametric models into production system depended on demand pattern. Nonparametric models have distribution free and asymptotic distribution free techniques. Quality statistical models are classified into two categories ; the number of dependent sample and the type of data. The type of data consists of nominal, ordinal, interval and ratio data. The number of dependent sample divides into 2 samples and more than 3 samples.

A PC-Based System for Gear Pitch Analysis and Monitoring in Gear Manufacturing Process (기어피치분석 및 공정관측을 위한 PC기반시스템 구축)

  • 김성준;지용수
    • Journal of Korean Society for Quality Management
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    • v.30 no.3
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    • pp.111-119
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    • 2002
  • Gears are essential elements for mechanical power transmission. Geometric precision is the main factor for characterizing gear grade and qualify. Gear pitch is one of the crucial measurements, which is defined as a distance between two adjacent gear teeth. It is well-known that variability in gear pitches may causes wear-out and vibration noise. Therefore maintaining pitch errors at a low level plays a key role in assuring the gear quality to customers. This paper is concerned with a case study, which presents a computerized system for Inspecting pitch errors in a gear machining process. This system consists of a PC and window-based programs. Although the start and stop is manually accomplished, the process of measuring and analyzing pitch data is automatically conducted in this system. Our purpose lies in reducing inspection cost and time as well as Increasing test reliability. Its operation is briefly illustrated by example. Sometimes a strong autocorrelation is observed from pitch data. We also discuss a process monitoring scheme taking account of autocorrelations.

Geostatistical analyses and spatial distribution patterns of tundra vegetation in Council, Alaska

  • Park, Jeong Soo;Lee, Eun Ju
    • Journal of Ecology and Environment
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    • v.37 no.2
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    • pp.53-60
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    • 2014
  • The arctic tundra is an important ecosystem in terms of the organic carbon cycle and climate change, and therefore, detailed analysis of vegetation distribution patterns is required to determine their association. We used grid-sampling method and applied geostatistics to analyze spatial variability and patterns of vegetation within a two-dimensional space, and calculated the Moran's I statistics and semivariance to assess the spatial autocorrelation of vegetation. Spatially autocorrelated vegetation consisted of moss, Eriophorum vaginatum, Betula nana, and Rubus chamaemorus. Interpolation maps and cross-correlograms revealed spatial specificity of Carex aquatilis and a strong negative spatial correlation between E. vaginatum and C. aquatilis. These results suggest differences between the species in water requirements for survival in the arctic tundra. Geostatistical methods could offer valuable information for identifying the vegetation spatial distribution.

A Note on Tests for Seasonal Unit Roots in the Presence of Deterministic Trends

  • Ahn, Sung-Keuk;Cho, Sin-Sup
    • Journal of the Korean Statistical Society
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    • v.22 no.1
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    • pp.113-124
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    • 1993
  • In this paper we show that the results of Ahn and Cho (1992) can be applied to a more general class of seasonal models, especially models with autocorrelated errors. Employing the idea of the "two-step estimation" method, we provide test statistics which are easy to compute and have the same asymptotic properties as those in Ahn and Cho (1992) for seasonal unit roots. A numerical example is presented to illustrate the methods and concepts. The power of the test statistics for finite samples is examined through a Monte Carlo sampling experiment.xperiment.

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Development of a Hybrid Exponential Forecasting Model for Household Electric Power Consumption (가정용(家庭用) 전력수요예측(電力需要豫測)을 위(爲)한 혼합지표(混合指表) 모델의 개발(開發))

  • Hwang, Hak;Kim, Jun-Sik
    • Journal of Korean Institute of Industrial Engineers
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    • v.7 no.1
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    • pp.21-31
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    • 1981
  • This paper develops a short term forecasting model for household electric power consumption in Seoul, which can be used for the effective planning and control of utility management. The model developed is based on exponentially weighted moving average model and incorporates monthly average temperature as an exogeneous factor so as to enhance its forecasting accuracy. The model is empirically compared with the Winters' three parameter model which is widely used in practice and the Box-Jenkins model known to be one of the most accurate short term forecasting techniques. The result indicates that the developed hybrid exponential model is better in terms of accuracy measured by average forecast error, mean squared error, and autocorrelated error.

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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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Integrated Visual and Speech Parameters in Korean Numeral Speech Recognition

  • Lee, Sang-won;Park, In-Jung;Lee, Chun-Woo;Kim, Hyung-Bae
    • Proceedings of the IEEK Conference
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    • 2000.07b
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    • pp.685-688
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    • 2000
  • In this paper, we used image information for the enhancement of Korean numeral speech recognition. First, a noisy environment was made by Gaussian generator at each 10 dB level and the generated signal was added to original Korean numeral speech. And then, the speech was analyzed to recognize Korean numeral speech. Speech through microphone was pre-emphasized with 0.95, Hamming window, autocorrelation and LPC analysis was used. Second, the image obtained by camera, was converted to gray level, autocorrelated, and analyzed using LPC algorithm, to which was applied in speech analysis, Finally, the Korean numerial speech recognition with image information was more ehnanced than speech-only, especially in ‘3’, ‘5’and ‘9’. As the same LPC algorithm and simple image management was used, additional computation a1gorithm like a filtering was not used, a total speech recognition algorithm was made simple.

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Methods for On-Line Determination of Truncation Point in Steady-State Simulation Outputs (안정상태 시뮬레이션 출력 데이터의 온라인 제거 시점 결정 방법)

  • 이영해
    • Journal of the Korea Society for Simulation
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    • v.7 no.1
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    • pp.27-37
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    • 1998
  • Simulation output is generally stochastic and autocorrelated, and includes the initial condition bias. To exclude the bias, the determination of truncation point has been one of important issues for the steady-state simulation output analysis. In this paper, two methods are presented for detection of truncation point in order to estimate efficiently the steady-state measure of simulation output. They are based on the Euclidean distance equation, and the backpropagation algorithm in Neural Networks. The experimental results obtained by M/M/1 and M/M/2 show that the proposed methods are very promising with respect to coverage and relative bias. The methods could be used for the on-line analysis of simulation outputs.

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A Study on the TQM and 6 Sigma Management - Primarily on service industry - (TQM과 6시그마 경영에 관한 고찰 - 서비스산업을 중심으로)

  • 김동훈;장영준
    • Journal of Korean Society for Quality Management
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    • v.30 no.3
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    • pp.120-138
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    • 2002
  • In order to carry out TQM and 6 Sigma management, it is the key elements to make clear a goal and a mission. Above all, we can succeed In achieving a dramatic change and a great outcome only when we make clear the method, incentives, organization and plans under the clear objective. In order to secure the competitiveness against the external challenge, it is essential to keep the several crucial factors such as CEO's will, the systematic process to measure and manage, monitoring to satisfy customer's needs and an aggressive development of TQM activity to encourage the endeavour of the relentless enhancement, and also a positive effort Is to be made for evaluating all quality culture like training experts internally by an outstanding training program under CEO's firm leadership. This study is carried out to understand that which features and factors of success can exist in a company culture if a company accepts a theoretical basis and concept, the general of TQM and 6 Sigma which are one of a management strategy, and carries out TQM and 6 Sigma for achieving improvement of quality and customer's satisfaction.