• 제목/요약/키워드: Autoregressive Process

검색결과 165건 처리시간 0.032초

이론적 일계자기회귀각란에 의한 공정조절모형에 관한연구 (A Study on Process Adjust Model by First-order Autoregressed Disturbance with Theory)

  • 정해운
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2004년도 추계학술대회
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    • pp.453-457
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    • 2004
  • EPC seeks to minimize variability by transferring the output variable to a related process input(controllable) variable. In the case of product control, a very reasonable objective is to try to minimize the variance of the output deviations from the target or set point. We consider an alternative EPC model with first-order autoregressive disturbance.

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이송모터 전류신호를 이용한 공구파손 검출 (Tool Breakage Detection Using Feed Motor Current)

  • 정영훈
    • 한국기계가공학회지
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    • 제14권6호
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    • pp.1-6
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    • 2015
  • Tool condition monitoring plays one of the most important roles in the improvement of both machining quality and productivity. In this regard, various process signals and monitoring methods have been developed. However, most of the existing studies used cutting force or acoustic emission signals, which posed risks of interference with the machining system in dynamics, fixturing, and machining configuration. In this study, a feed motor current signal is used as a process signal representing process and tool states in tool breakage monitoring based on an adaptive autoregressive model and unsupervised neural network. From the experimental results using various cases of tool breakage, it is shown that the developed system can successfully detect tool breakage before two revolutions of the spindle after tool breakage.

Change Point Estimators in Monitoring the Parameters of an AR(1) plus an Additional Random Error Model

  • Lee, Jae-Heon;Lee, Ho-Yun
    • Journal of the Korean Data and Information Science Society
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    • 제18권4호
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    • pp.963-972
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    • 2007
  • When a control chart signals that a special cause is present, process engineers must initiate a search for and an identification of the special cause. Knowing the time of the process change could lead to identify the special cause more quickly, and to take the appropriate actions immediately to improve quality. In this paper, we propose the maximum likelihood estimator (MLE) for the process change point when a control chart is used in monitoring the parameters of a process in which the observations can be modeled as a first-order autoregressive(AR(1)) process plus an additional random error.

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구조물에 작용하는 풍압력의 시계열 분석 (Time Series Analysis of Wind Pressures Acting on a Structure)

  • 정승환
    • 한국전산구조공학회논문집
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    • 제13권4호
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    • pp.405-415
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    • 2000
  • 한 구조물에 작용하는 풍압력 시계열이 자기회귀 이동평균(ARMA) 모델을 사용하여 모델화 된다. AR 과정에서 시계열의 현재 값은 유한한 수의 이전 값들의 선형적 결합과 한 백색잡음에 의해 나타난다. MA 과정에서 시계열의 현재값은 유한한 수의 이전 백색잡음들에 선형적이다. ARMA 과정은 AR과 MA 과정의 결합이다. 본 논문에서, AR, MA와 ARMA 모델이 풍압력 시계열에 적용되고, 데이터를 나타내기에 가장 적합한 ARMA 모델을 선정하는 과정이 소개된다. 모델의 변수들은 최대 가능도법을 사용하여 산정되고, 압력 시계열의 시간적 복잡성의 척도인 모델 차수를 최적화하기 위해 AICC 모델 선정 기준이 사용된다. 또한, 모델의 유효성을 조사하기 위해 LBP 검사가 사용된다. 본 연구로부터, AR 과정이 풍압력 시계열을 나타내기에 가장 적합하다는 결론이 얻어진다.

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Multivariate Control Charts for Autocorrelated Process

  • Cho, Gyo-Young;Park, Mi-Ra
    • Journal of the Korean Data and Information Science Society
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    • 제14권2호
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    • pp.289-301
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    • 2003
  • In this paper, we propose Shewhart control chart and EWMA control chart using the autocorrelated data which are common in chemical and process industries and lead to increase the number of false alarms when conventional control charts are applied. The effect of autocorrelated data is modeled as a autoregressive process, and canonical analysis is used to reduce the dimensionality of the data set and find the canonical variables that explain as much of the data variation as possible. Charting statistics are constructed based on the residual vectors from the canonical variables which are uncorrelated over time, and the control charts for these statistics can attenuate the autocorrelation in the process data. The charting procedures are illustrated with a numerical example and simulation is conducted to investigate the performances of the proposed control charts.

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자기상관자료를 갖는 공정을 위한 다변량 관리도 (Multivariate Control Chart for Autocorrelated Process)

  • 남국현;장영순;배도선
    • 대한산업공학회지
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    • 제27권3호
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    • pp.289-296
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    • 2001
  • This paper proposes multivariate control chart for autocorrelated data which are common in chemical and process industries and lead to increase in the number of false alarms when conventional control charts are applied. The effect of autocorrelated data is modeled as a vector autoregressive process, and canonical analysis is used to reduce the dimensionality of the data set and find the canonical variables that explain as much of the data variation as possible. Charting statistics are constructed based on the residual vectors from the canonical variables which are uncorrelated over time, and therefore the control charts for these statistics can attenuate the autocorrelation in the process data. The charting procedures are illustrated with a numerical example and Monte Carlo simulation is conducted to investigate the performances of the proposed control charts.

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로보스트 방법을 이용한 EEG 신호의 전력밀도 추정 (Power spectrum estimation of EEG signal using robust method)

  • 김택수;허재만;김종순;유선국;박상희
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1991년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 22-24 Oct. 1991
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    • pp.736-740
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    • 1991
  • EEG(Electroencephalogram) background signals can be represented as the sun of a conventional AR(Autoregressive) process and an innovation process, or a prediction error process. We have seen that conventional estimation techniques. such as least square estimates(LSE) or Gaussian maximum likelihood estimates(MLE-G) are optimal when the innovation process satisfies the Gaussian or presumed distribution. But when the data are contaminated by outliers, or artifacts, these assumptions are not met and conventional estimation techniques can badly fall and be strongly biased. It is known that EEG can be easily affected by artifacts. So we suggest a robust estimation technique which considerably performs well against those artifacts.

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AR계수를 이용한 Hidden Markov Model의 기계상태진단 적용 (Application of Hidden Markov Model Using AR Coefficients to Machine Diagnosis)

  • 이종민;황요하;김승종;송창섭
    • 한국소음진동공학회논문집
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    • 제13권1호
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    • pp.48-55
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    • 2003
  • Hidden Markov Model(HMM) has a doubly embedded stochastic process with an underlying stochastic process that can be observed through another set of stochastic processes. This structure of HMM is useful for modeling vector sequence that doesn't look like a stochastic process but has a hidden stochastic process. So, HMM approach has become popular in various areas in last decade. The increasing popularity of HMM is based on two facts : rich mathematical structure and proven accuracy on critical application. In this paper, we applied continuous HMM (CHMM) approach with AR coefficient to detect and predict the chatter of lathe bite and to diagnose the wear of oil Journal bearing using rotor shaft displacement. Our examples show that CHMM approach is very efficient method for machine health monitoring and prediction.

AR(1) 공정에서의 효과적인 공정평균 관리도 (An Effective Control Chart for Monitoring Mean Shift in AR(1) Processes)

  • 원경수;강창욱;이배진
    • 산업경영시스템학회지
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    • 제24권67호
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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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추세가 있는 공정에서 이계자기회귀 모형을 이용한 EPC와 EWMA의 통합시스템 (An Integrated System of EWMA and EPC Using Second-order Autoregressed Model in the Process with Trend)

  • 정해운
    • 대한안전경영과학회지
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    • 제7권2호
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    • pp.141-151
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    • 2005
  • EPC seeks to minimize variability by transferring the output variable to a related process input(controllable) variable, while SPC seeks to reduce variability by detecting and eliminating assignable causes of variation. In the case of product control, a very reasonable objective is to try to minimize the variance of the output deviations from the target or set point. We consider an alternative EPC model with second-order autoregressive disturbance. We compare three control systems; EPC, EPC combined with EWMA. This paper shows through simulation that tlhe performance of the integrated model of EPC and EWMA is more preferable than that of EPC.