• 제목/요약/키워드: Change-point model

검색결과 746건 처리시간 0.028초

반도체 라인의 효율적 계측을 위한 자동 계측 샘플링 방식에 관한 연구 (Efficient Auto Measure Sampling Method for Semiconductor Line)

  • 김태엽;선동석;이지형
    • 전기학회논문지
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    • 제58권12호
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    • pp.2505-2510
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    • 2009
  • Semiconductor processes need measurement to confirm where there are problems in quality after progresses manufacturing process. This paper suggests equipment and automatic measure sampling method that control monitoring ratio according to change point occurrence availability of process that is not measure method by the existent simple ratio rate. This paper defines measure section as ailment section, metastable section and stability section by change point standard and create statistical model of each section and developed suitable measure rate model by section. As a result, we have accomplished maximum throughput and minimum sampling number that needs to maintain constant level of quality. Proposed method minimizes load of measure process by brings production quality sophistication and decrease of process badness and lowers measure rate in stable section making perception about problem occurrence quick heightening measure rate at change point occurrence.

A Change-point Estimator with Unsymmetric Fourier Series

  • Kim, Jaehee
    • Journal of the Korean Statistical Society
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    • 제31권4호
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    • pp.533-543
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    • 2002
  • In this paper we propose a change-point estimator with left and right regressions using the sample Fourier coefficients on the orthonormal bases. The window size is different according to the data in the left side and in the right side at each point. The asymptotic properties of the proposed change-point estimator are established. The limiting distribution and the consistency of the estimator are derived.

Testing for A Change Point by Model Selection Tools in Linear Regression Models

  • Yoon, Yong-Hwa;Kim, Jong-Tae;Cho, Kil-Ho;Shin, Kyung-A
    • Communications for Statistical Applications and Methods
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    • 제7권3호
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    • pp.655-665
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    • 2000
  • Several information criterions, Schwarz information criterion (SIC), Akaike information criterion (AIC), and the modified Akaike information criterion ($AIC_c$), are proposed to locate a change point in the multiple linear regression model. These methods are applied to a stock Exchange data set and compared to the results.

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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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N-point modified exponential model for household projections in Korea using multi-point register-based census data

  • Saebom Jeon;Tae Yeon Kwon
    • Communications for Statistical Applications and Methods
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    • 제31권4호
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    • pp.377-391
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    • 2024
  • Accurate household projections are essential for sectors such as housing supply and tax policy planning, given the rapid social changes like declining birthrates, an aging population, and a rise in single-person households that impact household size and type. Korea introduced its first register-based census in 2015, transitioning from five-year general survey-based approach to an annual administrative data-based census. This change in census allows for more frequent and effective capturing the rapid demographic shifts and trends. However, this change in census has caused challenges in future projection by the existing household projection model due to the rapid dynamics. This paper proposes a new household projection method, the N-point Modified Exponential Model (MEM), that accurately reflects register-based census data and mitigates the impact of rapid demographic changes, in three types: the Weighted N-point MEM, the Regression-based N-point MEM, and the Rolling Weighted N+point MEM. Using register-based census data from 2016 to 2020 to forecast household headship rates by age, household size, and household type to 2051, the N-point modified exponential model outperformed the existing model in both long- and short-term forecast accuracy, suggesting its suitability as a future household projection model for Korea.

베이지안 방법을 이용한 우리나라 강수특성(1954-2007)의 변화시점 및 변화유형 분석 (Change-point and Change Pattern of Precipitation Characteristics using Bayesian Method over South Korea from 1954 to 2007)

  • 김찬수;서명석
    • 대기
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    • 제19권2호
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    • pp.199-211
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    • 2009
  • In this paper, we examine the multiple change-point and change pattern in the 54 years (1954-2007) time series of the annual and the heavy precipitation characteristics (amount, days and intensity) averaged over South Korea. A Bayesian approach is used for detecting of mean and/or variance changes in a sequence of independent univariate normal observations. Using non-informative priors for the parameters, the Bayesian model selection is performed by the posterior probability through the intrinsic Bayes factor of Berger and Pericchi (1996). To investigate the significance of the changes in the precipitation characteristics between before and after the change-point, the posterior probability and 90% highest posterior density credible intervals are examined. The results showed that no significant changes have occurred in the annual precipitation characteristics (amount, days and intensity) and the heavy precipitation intensity. On the other hand, a statistically significant single change has occurred around 1996 or 1997 in the heavy precipitation days and amount. The heavy precipitation amount and days have increased after the change-point but no changes in the variances.

Binary Segmentation Procedure for Detecting Change Points in a DNA Sequence

  • Yang Tae Young;Kim Jeongjin
    • Communications for Statistical Applications and Methods
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    • 제12권1호
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    • pp.139-147
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    • 2005
  • It is interesting to locate homogeneous segments within a DNA sequence. Suppose that the DNA sequence has segments within which the observations follow the same residue frequency distribution, and between which observations have different distributions. In this setting, change points correspond to the end points of these segments. This article explores the use of a binary segmentation procedure in detecting the change points in the DNA sequence. The change points are determined using a sequence of nested hypothesis tests of whether a change point exists. At each test, we compare no change-point model with a single change-point model by using the Bayesian information criterion. Thus, the method circumvents the computational complexity one would normally face in problems with an unknown number of change points. We illustrate the procedure by analyzing the genome of the bacteriophage lambda.

A change point estimator in monitoring the parameters of a multivariate IMA(1, 1) model

  • Sohn, Sun-Yoel;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • 제26권2호
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    • pp.525-533
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    • 2015
  • Modern production process is a very complex structure combined observations which are correlated with several factors. When the error signal occurs in the process, it is very difficult to know the root causes of an out-of-control signal because of insufficient information. However, if we know the time of the change, the system can be controlled more easily. To know it, we derive a maximum likelihood estimator (MLE) of the change point in a process when observations are from a multivariate IMA(1,1) process by monitoring residual vectors of the model. In this paper, numerical results show that the MLE of change point is effective in detecting changes in a process.

Determination of a Change Point in the Age at Diagnosis of Breast Cancer Using a Survival Model

  • Abdollahi, Mahbubeh;Hajizadeh, Ebrahim;Baghestani, Ahmad Reza;Haghighat, Shahpar
    • Asian Pacific Journal of Cancer Prevention
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    • 제17권sup3호
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    • pp.5-10
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    • 2016
  • Breast cancer, the second cause of cancer-related death after lung cancer and the most common cancer in women after skin cancer, is curable if detected in early stages of clinical presentation. Knowledge as to any age cut-off points which might have significance for prognostic groups is important in screening and treatment planning. Therefore, determining a change-point could improve resource allocation. This study aimed to determine if a change point for survival might exist in the age of breast cancer diagnosis. This study included 568 cases of breast cancer that were registered in Breast Cancer Research Center, Tehran, Iran, during the period 1986-2006 and were followed up to 2012. In the presence of curable cases of breast cancer, a change point in the age of breast cancer diagnosis was estimated using a mixture survival cure model. The data were analyzed using SPSS (versions 20) and R (version 2.15.0) software. The results revealed that a change point in the age of breast cancer diagnosis was at 50 years age. Based on our estimation, 35% of the patients diagnosed with breast cancer at age less than or equal to 50 years of age were cured while the figure was 57% for those diagnosed after 50 years of age. Those in the older age group had better survival compared to their younger counterparts during 12 years of follow up. Our results suggest that it is better to estimate change points in age for cancers which are curable in early stages using survival cure models, and that the cure rate would increase with timely screening for breast cancer.

소량자료를 위한 베이지안 다중 변환점 모형 (Bayesian Multiple Change-Point for Small Data)

  • 전수영
    • Communications for Statistical Applications and Methods
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    • 제19권2호
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    • pp.237-246
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    • 2012
  • 다중 변환점(multiple change-point) 추론에 있어 소량자료에 관한 연구는 많지 않다. 본 논문에서는 소량 자료의 다중 변환점 추정을 위해 베이지안 비중심(noncentral) t 분포 변환점 모형을 제안하고, 제안된 모형 추론을 위해 메트로폴리스-해스팅스를 포함한 깁스 샘플링(Metropolis-Hastings-Within-Gibbs sampling) 알고리즘을 이용하였다. 모의실험 및 태풍 발생 수의 실증 분석결과는 제안된 모형과 알고리즘의 우수성을 보여 준다.