• Title/Summary/Keyword: CUSUM 관리도

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Sensitivity Analysis of Control Charts with Autocorrelated Data (자기상관자료를 갖는 관리도의 민감도 분석)

  • 조영찬;송서일
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.22 no.51
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    • pp.1-10
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    • 1999
  • In recent industry society, it is revealed that, as an increase in the use of automated manufacturing and process inspection technology, the data from mass production system exhibits some degrees of autocorrelation. The operation characteristics of traditional control charts developed under the independence assumption are adversely affected by the presence of serial correlation. Therefore, when autocorrelated construction contacted with time-series models explain, the time-series models are the Box-Jenkins forecast models which have been proposed as the best forecasting tool which allows for partitioning of variation into result from the autocorrelation structure and variation due to unusual but assignable causes. In this paper, for the AR(1) process of Box-Jenkins forecast models, when the constant term ξ are zero and different from zero, I want to analyze the sensitivity of (equation omitted), CUSUM and EWMA control chart for forecast residuals.

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Resizing effect of image and ROI in using control charts to monitor image data (이미지 데이터를 모니터링하는 관리도에서 이미지와 ROI 크기 조정의 영향)

  • Lee, JuHyoung;Yoon, Hyeonguk;Lee, Sungmin;Lee, Jaeheon
    • The Korean Journal of Applied Statistics
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    • v.30 no.3
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    • pp.487-501
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    • 2017
  • A machine vision system (MVS) is a computer system that utilizes one or more image-capturing devices to provide image data for analysis and interpretation. Recently there have been a number of industrial- and medical-device applications where control charts have been proposed for use with image data. The use of image-based control charting is somewhat different from traditional control charting applications, and these differences can be attributed to several factors, such as the type of data monitored and how the control charts are applied. In this paper, we investigate the adjustment effect of image size and region of interest (ROI) size, when we use control charts to monitor grayscale image data in industry.

A SIP INVITE Flooding Detection algorithm Considering Upperbound of Possible Number of SIP Messages (발생 메시지의 상한값을 고려한 SIP INVITE 플러딩 공격 탐지 기법연구)

  • Ryu, Jea-Tek;Ryu, Ki-Yeol;Roh, Byeong-Hee
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.34 no.8B
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    • pp.797-804
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    • 2009
  • Recently, SIP(Session Initiation Protocol) is used to set up and manage sessions for multimedia applications such as VoIP(Voice over IP) and IMS(IP Multimedia Subsystem). However, because SIP operates over the Internet, it is exposed to pre-existed internet security threats such as service degradation or service disruptions. Multimedia applications which are delay sensitive even suffers more from the threats mentioned above. The proposed methods so far to detect SIP INVITE flooding are CUSUM(Cumulative Sum), Hellinger distance and adaptive threshold, but among methods only take normal state into consideration. So, it is not capable of adapting the condition of the network congestion which are dynamically changing. In this paper, SIP INVITE flooding detection algorithm considering network congestion which enables efficient detections of such attacks is proposed. The proposed algorithm is expected to detect other types of attacks such as BYE and CANCEL more precisely compared to other methods.

The method of period division and range setting for annual river discharge management (연중 하천유량 관리를 위한 기간 구분 및 관리범위 설정 방안)

  • Park, Tae Sun
    • Journal of Korea Water Resources Association
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    • v.56 no.1
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    • pp.1-9
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    • 2023
  • Until now, the periods of river discharge management throughout a year are divided into flood and non-flood periods, and the ranges of discharges to be managed are broadly defined from drought discharge to flood discharge. In this study, using the long-term daily discharge data from 8 points of four major rivers, we propose a method of dividing the year into several periods with the homogeneous mean and dispersion of discharges. As a result of the study, the period of through a year was different depending on the point, but it could be divided into pre-flood period, flood period, and post-flood period. And the more subdivided the period, the more decreased the ratio of the maximum discharge to the minimum discharge. In addition, in order to ensure that the discharge for a year is more than the drought discharge and less than the flood discharge, to set the range of discharge management per period as the average flow ± standard deviation for each period is proposed.

A Study on the Relation between Multivariate Process Control Techniques and Trend Algorithm (다변량 공정관리 기술과 추세알고리즘의 연계에 관한 조사연구)

  • Jung, Hae-Woon
    • Journal of the Korea Safety Management & Science
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    • v.13 no.4
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    • pp.225-235
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    • 2011
  • Autoregressed Controller, which have trend algorithm, seeks to minimize variability by transferring the output variable to the related process input variable, while multivariate process control techniques seek to reduce variability by detecting and eliminating assignable causes of variation. In the case of process control, a very reasonable objective is to try to minimize the variance of the output deviations from the target or set point. We also investigate algorithm with relevant Shewhart chart, Theoretical control charts, precontrol and process capability. To help the people who want to make the theoretical system, we compare the main techniques in "a study on the relation between multivariate process control techniques and trend algorithms".

A Status Report on Dual Energy X-ray Absorptiometry Quality Control in Korea (이중에너지 방사선흡수 골밀도 장치의 품질관리 현황)

  • Kim, Jung-Su;Rho, Young-Hoon;Lee, In-Ju;Kim, Sung-Su;Kim, Kyoung-Ah;Kim, Jung-Min
    • Journal of radiological science and technology
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    • v.39 no.4
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    • pp.527-534
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    • 2016
  • Dual-energy X-ray absorptiometry (DEXA) is the most widely used technical instrument for evaluating bone mineral content (BMC) and density (BMD) in patients of all ages. In 2016, DEXA devices operating is 5617 in Korea. In this study we investigated the quality of management practices survey for DEXA equipment and we analyzed it. We got a survey response rate of 12.6%. Accurate bone densitometry test is used data for estimation a patient's risk of fracture. However, improper bone densitometry will increase the possibility of causing a false positive. Therefore. it is essential to use the proper aids accurate bone densitomenty to be performed, and the quality control of the device to reduce the error factor of the tester through the training to reduce error for the device and the attitude.

Comparisons of the Performance with Bayes Estimator and MLE for Control Charts Based on Geometric Distribution (기하분포에 기초한 관리도에서 베이즈추정량과 최대우도추정량 사용의 성능 비교)

  • Hong, Hwiju;Lee, Jaeheon
    • The Korean Journal of Applied Statistics
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    • v.28 no.5
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    • pp.907-920
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    • 2015
  • Charts based on geometric distribution are effective to monitor the proportion of nonconforming items in high-quality processes where the in-control proportion nonconforming is low. The implementation of this chart is often based on the assumption that in-control proportion nonconforming is known or accurately estimated. However, accurate parameter estimation is very difficult and may require a larger sample size than that available in practice for high-quality process where the proportion of nonconforming items is very small. An inaccurate estimate of the parameter can result in estimated control limits that cause unreliability in the monitoring process. The maximum likelihood estimator (MLE) is often used to estimate in-control proportion nonconforming. In this paper, we recommend a Bayes estimator for the in-control proportion nonconforming to incorporate practitioner knowledge and avoid estimation issues when no nonconforming items are observed in the Phase I sample. The effects of parameter estimation on the geometric chart and the geometric CUSUM chart are considered when the MLE and the Bayes estimator are used. The results show that chart performance with estimated control limits based on the Bayes estimator is generally better than that based on the MLE.

Applicability of Statistical Evaluation to Power Quality Analysis (통계적 방법을 이용한 전력품질 관리방안)

  • Cho, Soo-Hwan;Jang, Gil-Soo;Kwon, Sae-Hyuk;Park, Sang-Ho;Jeon, Young-Soo;Kwak, No-Hong
    • Proceedings of the KIEE Conference
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    • 2006.07a
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    • pp.22-24
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    • 2006
  • The installations of power quality monitoring system have increased drastically over the past several decades. These systems have been effectively used to monitor, analyze and diagnose the conditions of power system, and furthermore can be used to improve the present asset maintenance policy, scheduled (time-based) method, into the advanced, cost-effective and labor-effective maintenance methods, such as condition-based maintenance, predictive maintenance and reliability centered maintenance. As an approach to this, this paper introduces the statistical methods, three kinds of control charts (Shewhart chart, CUSUM chart and EWMA chart), and discusses the applicability of these methods to recognize the changing trends of power quality indices and to estimate the system's condition, using Matlab.

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Estimating the Elasticity of Crude Oil Demand in Korea (한국 원유수요의 탄력성 추정)

  • Lee, Kyung-Hee;Kim, Kyung-Soo
    • Management & Information Systems Review
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    • v.37 no.3
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    • pp.65-81
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    • 2018
  • This study estimated the long-run and the short-run price and income elasticity of crude oil demand by using the ARDL model in Korea. First, the long-run cointegration relationship existed between crude oil demand and price or income in the ARDL-bounds tests. Second, the long-run own price, the cross price elasticity and the income elasticity were both statistically significant elastic and sensitive in the ARDL. Third, there was autocorrelation of the residuals, but no misspecification errors and heteroscedasticity, and then the residuals showed a normal distribution. And the CUSUM & CUSUMSQ tests showed that the coefficients were stable. Fourth, the short-run own price, the cross price elasticity and the income elasticity were both statistically significant elastic and sensitive in the ARDL-RECM. The ECM with the short-run dynamics showed rapid adjustments in the long-run equilibrium of oil demand after the economic crisis. In the short-run, the sensitivity of crude oil demand to price and income changes has moved in the same direction as the long-run case. Korea, depending too much on foreign crude oil, is vulnerable to the shocks of oil prices, so rising oil prices can certainly have a negative impact on Korea's trade balance. And the elasticity of long-run oil prices may help to control and manage Korea's oil demand. The government needs to strengthen monitoring of the country's policies and market trends related to crude oil, establish strategies to customize national policies and market conditions, and strengthen active market dominance efforts through pioneering new market and diversification.

An Adaptive Moving Average (A-MA) Control Chart with Variable Sampling Intervals (VSI) (가변 샘플링 간격(VSI)을 갖는 적응형 이동평균 (A-MA) 관리도)

  • Lim, Tae-Jin
    • Journal of Korean Institute of Industrial Engineers
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    • v.33 no.4
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    • pp.457-468
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    • 2007
  • This paper proposes an adaptive moving average (A-MA) control chart with variable sampling intervals (VSI) for detecting shifts in the process mean. The basic idea of the VSI A-MA chart is to adjust sampling intervals as well as to accumulate previous samples selectively in order to increase the sensitivity. The VSI A-MA chart employs a threshold limit to determine whether or not to increase sampling rate as well as to accumulate previous samples. If a standardized control statistic falls outside the threshold limit, the next sample is taken with higher sampling rate and is accumulated to calculate the next control statistic. If the control statistic falls within the threshold limit, the next sample is taken with lower sampling rate and only the sample is used to get the control statistic. The VSI A-MA chart produces an 'out-of-control' signal either when any control statistic falls outside the control limit or when L-consecutive control statistics fall outside the threshold limit. The control length L is introduced to prevent small mean shifts from being undetected for a long period. A Markov chain model is employed to investigate the VSI A-MA sampling process. Formulae related to the steady state average time-to signal (ATS) for an in-control state and out-of-control state are derived in closed forms. A statistical design procedure for the VSI A-MA chart is proposed. Comparative studies show that the proposed VSI A-MA chart is uniformly superior to the adaptive Cumulative sum (CUSUM) chart and to the Exponentially Weighted Moving Average (EWMA) chart, and is comparable to the variable sampling size (VSS) VSI EWMA chart with respect to the ATS performance.