• Journal of Korean Society of Water and Wastewater
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• v.22 no.2
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• pp.213-218
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• 2008

Prediction models for post-chlorination require complicated information of reaction time, chlorine dosage considering flow rate as well as environmental conditions such as turbidity, temperature and pH. In order to operate post-chlorination process effectively, the correlations between inlet and outlet of clear well were investigated to develop prediction models of chlorine dosages in post-chlorination process. Correlations of environmental conditions including turbidity and chlorine dosage were investigated to predict residual chlorine at the outlet of clear well. A linear regression model and autoregressive model were developed to apply for the post-chlorination which take place time delay due to detention in clear well tank. The results from autoregressive model show the correlationship of 0.915~0.995. Consequently, the autoregressive model developed in this study would be applicable for real time control for post chlorination process. As a result, the autoregressive model for post chlorination which take place time delay and have multi parameters to control system would contribute to water treatment automation system by applying the process control algorithm.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.191-197
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• 2003

This paper considers the independence test for two stationary infinite order autoregressive processes. For a test, we follow the empirical process method devised by Hoeffding (1948) and Blum, Kiefer and Rosenblatt (1961), and construct the Cram${\acute{e}}$r-von Mises type test statistics based on the least squares residuals. It is shown that the proposed test statistics behave asymptotically the same as those based on true errors.

• Communications for Statistical Applications and Methods
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• v.7 no.3
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• pp.731-739
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• 2000

Conditional least square estimators for the parameters of he NLAR(p) time series models are obtained. it is also shown that these estimators are consistent and asymptotically normal.

• Journal of applied mathematics & informatics
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• v.11 no.1_2
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• pp.373-378
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• 2003

consider the problem of sequentially hypotheses about a parameter $\theta$ in the presence of the nuisance parameter $\rho$. and we investigate further to computing the error probabilities and expected sample sizes in the frequentist properties of the adaptive S.P.R.T. for $\theta$.

• Journal of Information Processing Systems
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• v.10 no.3
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• pp.429-442
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• 2014

In this paper, we investigated the use of seasonal autoregressive integrated moving average (SARIMA) time series models for fault detection in semiconductor etch equipment data. The derivative dynamic time warping algorithm was employed for the synchronization of data. The models were generated using a set of data from healthy runs, and the established models were compared with the experimental runs to find the faulty runs. It has been shown that the SARIMA modeling for this data can detect faults in the etch tool data from the semiconductor industry with an accuracy of 80% and 90% using the parameter-wise error computation and the step-wise error computation, respectively. We found that SARIMA is useful to detect incipient faults in semiconductor fabrication.

• Transactions of the Korean Society of Mechanical Engineers
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• v.17 no.12
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• pp.2949-2961
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• 1993

Dynamic cutting process can be represented by a closed-loop0 system consisted of machine tool structure and pure cutting process. On this paper, cutting system is modeled as a six degrees of freedom system using MARV(Modified Autoregressive Vector) model in face milling, and the modeled dynamic cutting process is used to predict dynamic cutting force component. Based on the double modulation principle, a dynamic cutting force model is developed. From the simulated relative displacements between tool and workpiece the dynamic force domponents can be calculated, and the dynamic force can be obtained by superposition of the static force and dynamic force components. The simulated dynamic cutting forces have a good agreement with the measured cutting force.

• Journal of the Korean Mathematical Society
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• v.41 no.6
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• pp.1071-1086
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• 2004

This paper is concerned with the strong consistency of the estimators of the autocovariance function and the spectral density function for the autoregressive process in the case where only an amplitude modulated process with missing data is observed. These results will give a simple and practical sufficient condition for the strong consistency of those estimators. Finally, some examples are given to illustrate the application of main result.

• Communications for Statistical Applications and Methods
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• v.24 no.1
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• pp.1-13
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• 2017

This manuscript summarized advances in bootstrap methods for long-range dependent time series data. The stationary linear long-memory process is briefly described, which is a target process for bootstrap methodologies on time-domain and frequency-domain in this review. We illustrate time-domain bootstrap under long-range dependence, moving or non-overlapping block bootstraps, and the autoregressive-sieve bootstrap. In particular, block bootstrap methodologies need an adjustment factor for the distribution estimation of the sample mean in contrast to applications to weak dependent time processes. However, the autoregressive-sieve bootstrap does not need any other modification for application to long-memory. The frequency domain bootstrap for Whittle estimation is provided using parametric spectral density estimates because there is no current nonparametric spectral density estimation method using a kernel function for the linear long-range dependent time process.

• Journal of the Korean Statistical Society
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• v.28 no.1
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• pp.45-55
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• 1999

Knowing the number of unit roots is important in the analysis of k-dimensional multivariate autoregressive process. In this paper we suggest simple multiple unit roots test statistics based on least squares estimator for the multivariate AR(1) process in which some eigenvalues are one and the rest are less than one in magnitude. The empirical distributions are tabulated for suggested test statistics. We have small Monte-Calro studies to compare the powers of the test statistics suggested by Johansen(1988) and in this paper.

• Journal of the Korean Statistical Society
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• v.26 no.4
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• pp.521-530
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• 1997

The new Laplace autoregressive model of order 2-NLAR92) studied by Dewald and Lewis (1985) is extended to the p-th order model-NLAR(p). A necessary and sufficient condition for the existence of an innovation sequence and a stationary ergodic NLAR(p) model is obtained. It is shown that the distribution of the innovation sequence is given by the probabilistic mixture of independent Laplace distributions and a degenrate distribution.