• Title/Summary/Keyword: Change-point estimator

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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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    • v.18 no.4
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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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Robust CUSUM test for time series of counts and its application to analyzing the polio incidence data

  • Kang, Jiwon
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.6
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    • pp.1565-1572
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    • 2015
  • In this paper, we analyze the polio incidence data based on the Poisson autoregressive models, focusing particularly on change-point detection. Since the data include some strongly deviating observations, we employ the robust cumulative sum (CUSUM) test proposed by Kang and Song (2015) to perform the test for parameter change. Contrary to the result of Kang and Lee (2014), our data analysis indicates that there is no significant change in the case of the CUSUM test with strong robustness and the same result is obtained after ridding the polio data of outliers. We additionally consider the comparison of the forecasting performance. All the results demonstrate that the robust CUSUM test performs adequately in the presence of seemingly outliers.

A Study on the 3D Representation of 2D Projection Data using Epipolar Geometry (Epipolar 기하학을 이용한 2차원 투영 데이터의 3차원 표현에 관한 연구)

  • Yu, Seon-Guk;Wang, Ge;Kim, Nam-Hyeon;Kim,Yong-Uk;Kim, Hui-Jung
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.51 no.5
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    • pp.212-219
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    • 2002
  • In this paper, the epipolar geometry, genera17y used as a pin-hole camera model, is newly adapted to our proposed method that enables the affine reconstruction of the 3D object from two projected views. The proposed method models the projective projection of inherent X-ray imaging system, obviates the need to attach artifirially constructed material on the body, and requires none of the prior-knowledge regarding to intrinsic and extrinsic parameters of two X-ray imaging systems. The optimum numerical solution is obtained by applying the least mean square estimator to corresponding points on two projected X-ray planes. The performance of this proposed method is Quantitatively analyzed using computer synthesized model of Cochlear implantation electrodes. In simulated experiments, the propnsed method is insensitive to the added random noise, the scaling factor change, the center point change, and rotational angular change between two projection planes, as well as enables the stable 3D reconstruction in least square sense even in worst testing cases.

Application of chaos theory to simulation output analysis

  • Oh, Hyung-Sool;Lee, Young-Hae
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1994.04a
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    • pp.437-450
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    • 1994
  • The problem of testing for a change in the parameter of a stochastic process is particularly important in simulation studies. In studies of the steady state characteristics of a simulation model, it is important to identify initialization bias and to evaluate efforts to control this problem. A simulation output have the characteristics of chaotic behavior because of sensitive dependence on initial conditions. For that reason, we will apply Lyapunov exponent for diagnosis of chaotic motion to simulation output analysis. This paper proposes two methods for diagnosis of steady state in simulation output. In order to evaluate the performance and effectiveness of these methods using chaos theory, M/M/I(.inf.) queueing model is used for testing point estimator, average bias.

Fine Timing Synchronization Based on Reference Signals for OFDM Systems (직교 주파수 분할 다중화 시스템을 위한 기준 신호 기반 미세 시간 동기)

  • Cho, Yong-Ho
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.41 no.9
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    • pp.1038-1040
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    • 2016
  • This paper introduces a fine timing synchronization based on reference signals. The proposed method first estimates a channel impulse response (CIR), and acquires the timing offset based on the change point of statistics of the estimated CIR. It is confirmed that the proposed estimator can significantly improve the fine timing synchronization performance compared to conventional schemes over diverse channel environments.

Parameter estimation of permanent magnet synchronous motor and adaptive control by MRAS (MRAS를 이용한 매입형 영구자석 동기전동기의 상수 추정 및 적응제어기법)

  • Yang, Hyunsuk
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.2
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    • pp.697-702
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    • 2016
  • To control permanent magnet synchronous motors smoothly, it is important to know the exact parameter values of the stator resistance, various inductances, and the flux linkage of the permanent magnet. In practice, these parameters vary due to a variable operating point, temperature change, or a fault. This paper proposes a MRAS (Model Reference Adaptive System) based parameter estimator and adaptive control scheme. Owing to the non-linearity of the system equation with respect to these parameters, although many schemes proposed previously assumed that some parameters are known, all the parameters were assumed to be unknown. The simulation results revealed the effectiveness of the proposed algorithm.

Optimal Placement of Measurement Using GAs in Harmonic State Estimation of Power System (전력시스템 고조파 상태 춘정에서 GA를 미용한 최적 측정위치 선정)

  • 정형환;왕용필;박희철;안병철
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.52 no.8
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    • pp.471-480
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    • 2003
  • The design of a measurement system to perform Harmonic State Estimation (HSE) is a very complex problem. Among the reasons for its complexity are the system size, conflicting requirements of estimator accuracy, reliability in the presence of transducer noise and data communication failures, adaptability to change in the network topology and cost minimization. In particular, the number of harmonic instruments available is always limited. Therefore, a systematic procedure is needed to design the optimal placement of measurement points. This paper presents a new HSE algorithm which is based on an optimal placement of measurement points using Genetic Algorithms (GAs) which is widely used in areas such as: optimization of the objective function, learning of neural networks, tuning of fuzzy membership functions, machine learning, system identification and control. This HSE has been applied to the Simulation Test Power System for the validation of the new HSE algorithm. The study results have indicated an economical and effective method for optimal placement of measurement points using Genetic Algorithms (GAs) in the Harmonic State Estimation (HSE).

Long-term (2002~2017) Eutropication Characteristics, Empirical Model Analysis in Hapcheon Reservoir, and the Spatio-temporal Variabilities Depending on the Intensity of the Monsoon (합천호의 장기간 (2002~2017) 부영양화 특성, 경험적 모델 분석 및 몬순강도에 따른 시공간적 이화학적 수질 변이)

  • Kang, Yu-Jin;Lee, Sang- Jae;An, Kwang-Guk
    • Korean Journal of Environment and Ecology
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    • v.33 no.5
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    • pp.605-619
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    • 2019
  • The objective of this study was to analyze eutrophication characteristics, empirical model analysis, and variation of water quality according to monsoon intensity in Hapcheon Reservoir for 16 years from 2002 to 2017. Long-term annual water quality analysis showed that Hapcheon Reservoir was in a meso-nutrition to eutrophic condition, and the eutrophic state intensified after the summer monsoon. Annual rainfall volume (high vs. low rainfall) and the seasonal intensity in each year were the key factors that regulate the long-term water quality variation provided that there is no significant change of the point- and non-point source in the watershed. Dry years and wet years showed significant differences in the concentrations of TP, TN, BOD, and conductivity, indicating that precipitation had the most direct influence on nutrients and organic matter dynamics. Nutrient indicators (TP, TN), organic pollution indicators (BOD, COD), total suspended solids, and chlorophyll-a (Chl-a), which was an estimator of primary productivity, had significant positive relations (p<0.05) with precipitation. The Chl-a concentration, which is an indicator of green algae, was highly correlated with TP, TN, and BOD, which differed from other lakes that showed the lower Chl-a concentration when nutrients increased excessively. Empirical model analysis of log-transformed TN, TP, and Chl-a indicated that the Chl-a concentration was linearly regulated by phosphorus concentration, but not by nitrogen concentration. Spatial regression analysis of the riverine, transition, and lacustrine zones of $log_{10}TN$, $log_{10}TP$, and $log_{10}CHL$ showed that TN and Chl-a had significant relations (p<0.005) while TN and Chl-a had p > 0.05, indicating that phosphorus had a key role in the algal growth. Moreover, the higher correlation of both $log_{10}TP$ and $log_{10}TN$ to $log_{10}CHL$ in the riverine zone than the lacustrine zone indicated that there was little impact of inorganic suspended solids on the light limitation in the riverine zone.