• 제목/요약/키워드: Change point

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위험률의 변화점에 대한 비모수적 추정 (Nonparametric estimation of hazard rates change-point)

  • 정광모
    • 응용통계연구
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    • 제11권1호
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    • pp.163-175
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    • 1998
  • 위험률 변화점모형에서 특별한 함수형이나 분포함수에 대한 가정을 하지 않는 일반적인 모형을 고려하였다. 이러한 모형은 지금까지 주로 다루어 왔던 상수항 위험률의 변화점모형뿐만 아니라 여러 유형의 변화점모형을 내포한다. 중도절단된 자료하에서 위험률 변화점에 관한 모수적 모형을 가정하지 않고 변화점 이전과 이후의 넬슨(Nelson) 누적위험함수 추정량의 기울기 차를 이용하여 추정량을 제안하고, 그의 점근적 성질을 규명한다. 붓스트랩 추정량의 일치성과 점근분포를 유도하고, 몇가지 분포함수의 경우에 몬테칼로 모의실험을 통해 제안된 방법의 경험적 성질을 살펴보았다. 또한, 심장병 이석환자의 생존시간 자료를 통해 변화점을 추정하고 추정량의 붓스트랩 분포를 구하였다.

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백분위수 변화점을 고려한 NHPP 소프트웨어 신뢰성장모형에 관한 연구 (The Study for NHPP Software Reliability Growth Model of Percentile Change-point)

  • 김희철;신현철
    • 융합보안논문지
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    • 제8권4호
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    • pp.115-120
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    • 2008
  • 소프트웨어 제품의 정확한 인도시기를 예측하거나 효용성 및 신뢰성을 예측하기 위해서는 소프트웨어 테스팅 과정에서 중요한 요소인 테스트 변화점를 이용하면 보다 효율적인 테스팅 작업을 할 수 있다. 본 논문에서는 기존의 소프트웨어 신뢰성 모형인 지수 모형(Goel-Okumoto 모형)을 적용하여 변화점이 백분위수를 가질 경우를 고려하였다. 고장 간격시간으로 구성된 자료를 이용한 모수추정 방법은 최우추정법과 일반적인 수치해석 방법인 이분법을 사용하여 모수 추정을 실시하고 효율적인 모형 선택은 편차자승합(SSE) 을 적용하여 모형들에 대한 효율적인 모형선택을 시도하였다. 수치적인 예에서는 NTDS 자료를 사용하여 백분위수 변화점을 고려한 결과를 나열하였다.

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SMUCE와 FDR segmentation 방법에 의한 다중변화점 추정법 비교 (Comparison of multiscale multiple change-points estimators)

  • 김재희
    • 응용통계연구
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    • 제32권4호
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    • pp.561-572
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    • 2019
  • 본 연구는 다층적 다중변화점 추정법으로 FDRSeg 기법과 SMUCE 기법의 이론적 특성을 파악하고 모의실험을 통해 경험적 특성을 비교하고자한다. FDRSeg (False discovery rate segmentation)기법은 FDR 기반 조절을 하여 변화점을 추정하고 SMUCE (simultaneous multiscale change-point estimator) 기법은 국소우도함수 기반 다중 검정으로 변화점을 추정한다. 변화점의 개수가 작을경우에는 두 기법에 의한 추정능력이 비슷하다. 변화점 개수가 많을수록 FDRSeg 의 추정이 변화점 개수와 추정측도 면에서 더 좋은 편이다. 실제 데이터 분석으로 검층 주상도 데이터에 대해 각 기법으로 다중변화점 추정을 하고 비교한다.

저전력 및 설비간략화를 위한 선로전환기용 융설장치 설계 (Design of Improved Switch Point Heating System for Low Power and Simplified Equipment)

  • 장동완;전태현
    • 조명전기설비학회논문지
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    • 제27권1호
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    • pp.61-67
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    • 2013
  • The turnout point system is installed to separate the main rail track from other tracks in rail load stations. It is also important to set up the switch point system to change the direction of the turnout point, to lead and change the direction of tracks. The switch point system can be negatively affected by heavy snow during winter seasons which can cause critical safety problems. Furthermore, the maintenance and repair of the conventional system is prohibitively expensive due to its complexity and high probability of failure. In this paper, an efficient switch point system is proposed which simplifies the equipment structure and lowers the cost for maintenance and repair, while improving safety and performance of the rail road system.

A Generalized MLE of the Process Change Point

  • Lee Jaeheon;Park Changsoon
    • 한국품질경영학회:학술대회논문집
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    • 한국품질경영학회 2004년도 품질경영모델을 통한 가치 창출
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    • pp.436-441
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    • 2004
  • Knowing the time of the process change could lead to quicker identification of the responsible special cause and less process down time, and it could help to reduce the probability of incorrectly identifying the special cause. In this paper, we propose a generalized maximum likelihood estimate. (MLE) of the process change point when a control chart with variable sample size (VSS) scheme signals a change in the process mean, and evaluate the performance of this estimator when it mi used with a VSS EWMA chart.

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A NEW UDB-MRL TEST FOR WITH UNKNOWN

  • Na, Myung-Hwan
    • 품질경영학회지
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    • 제30권4호
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    • pp.78-85
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    • 2002
  • The problem of trend change in the mean residual life is great interest in the reliability and survival analysis. In this paper, a new test statistic for testing whether or not the mean residual life changes its trend is developed. It is assumed that neither the change point nor the proportion at which the trend change occurs is known. The asymptotic null distribution of test statistic is established and asymptotic critical values of the asymptotic null distribution is obtained. Monte Carlo simulation is used to compare the proposed test with previously known tests.

기후변화로 인한 청미천유역의 기상학적 위협요인 규명 (Identification of Meteorological Threats by Climate Change in the Cheongmicheon Basin)

  • 이철응;김상욱
    • 산업기술연구
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    • 제35권
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    • pp.23-30
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    • 2015
  • In recent, the various methods to predict the hydrological impacts due to climate change have been developed and applied. Especially, the variability of the meteorological factors such as rainfall, temperature, and evaporation can impact on the ecosystem in a basin. The variability caused by climate change on the meteorological factors can be divided by a gradual and abrupt change. Therefore, in this study, the gradual change is detected by simple linear regression and Mann-Kendall trend test. Also, the abrupt change is detected by Bayesian change point analysis. Finally, the result using these methods can identify the meteorological threats in the Cheongmicheon basin.

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적응제어기법을 이용한 레벨제어시스템의 제어기 설계 (Design of a ControLler for Level Control System Using Adaptive Control)

  • 소명옥;정재학;류길수
    • Journal of Advanced Marine Engineering and Technology
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    • 제17권5호
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    • pp.54-62
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    • 1993
  • Generally, the main difficulty in the composition of tank-level control system may be in the point that plant parameters are severely varied according to the change of operating point. In order to cope with this difficulty, in this paper, an adaptive control is employed using model-following technique based on the optimal control law. Through the simulations and experiments the following results were observed. 1) The steady-state error was not found under the parameter variations caused by the change of operating point. 2) In spite of the change of operating point, the corresponding gains which were stored in the computer were found to be automatically updated so that the controller could have the adaptive ability. And also, the control specifications in view of transient response were found to be satisfied.

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Detection of a Point Target Movement with SAR Interferometry

  • Jun, Jung-Hee;Ka, Min-ho
    • 대한원격탐사학회지
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    • 제16권4호
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    • pp.355-365
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    • 2000
  • The interferometric correlation, or coherence, is calculated to measure the variance of the interferometric phase and amplitude within the neighbourhood of any location within the image at a result of SAR (Synthetic Aperture Radar) interferometric process which utilizes the phase information of the images. The coherence contains additional information that is useful for detecting point targets which change their location in an area of interest (AOI). In this research, a RGB colour composite image was generated with a intensity image (master image), a intensity change image as a difference between master image and slave image, and a coherence image generated as a part of SAR interferometric processing. We developed a technique performing detection of a point target movement using SAR interferometry and applied it to suitable tandem pair images of ERS-1 and ERS-2 as test data. The possibility of change detection of a point target in the AOI could be identified with the technique proposed in this research.

IPMSM Design for Sensorless Control Considering Magnetic Neutral Point Shift According to Magnetic Saturation

  • Choi, JaeWan;Seol, Hyun-Soo;Lee, Ju
    • Journal of Electrical Engineering and Technology
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    • 제13권2호
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    • pp.752-760
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    • 2018
  • In this paper, interior permanent magnet synchronous motor (IPMSM) design for sensorless drive, considering magnetic neutral point shift according to magnetic saturation, has been proposed. Sensorless control was divided into a method based on inductance and a method based on back induced voltage. Because induced voltage is very small at zero or low speed, error in rotor initial position estimation may occur. Using the ratio of saliency addresses this problem. When using high-frequency injections at low speed, the rotor's initial position is estimated at the smallest portion of the inductance. IPMSM has the minimum inductance at the d-axis. However, if magnetic saturation leads to magnetic neutral point variation, following the load current change, there is a change in the minimum point of inductance. In this case, it can lead to failure of initial rotor position estimation. As a result, it is essential that the blocking design has an inductance minimum point shift. As such, in this study, an IPMSM design method, by blocking magnetic neutral point change, has been proposed. After determining the inductance profile based on the finite element analysis (FEA), the results of proposed method were verified.