• Title/Summary/Keyword: Change-point problem

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Using Artificial Neural Networks to detect Variance Change Point for Data Separation

  • Han Young-Chul;Oh Kyong-Joo;Kim Tae-Yoon
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2006.05a
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    • pp.1214-1220
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    • 2006
  • In this article, it will be shown that a nonparametric and data-adaptive approach to the variance change point (VCP) detection problem is possible by formulating it as a pattern classification problem. Technical aspects of the VCP detector are discussed, which include its training strategy and selection of proper classification tool.

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A NEW UDB-MRL TEST FOR WITH UNKNOWN

  • Na, Myung-Hwan
    • Journal of Korean Society for Quality Management
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    • v.30 no.4
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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.

Change-Point Problems in a Sequence of Binomial Variables

  • Jeong, Kwang-Mo
    • Communications for Statistical Applications and Methods
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    • v.3 no.2
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    • pp.175-185
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    • 1996
  • For the Change-point problem in a sequence of binomial variables we consider the maximum likelihood estimator (MLE) of unknown change-point. Its asymptotic distribution is quite limited in the case of binomial variables with different numver of trials at each time point. Hinkley and Hinkley (1970) gives an asymptotic distribution of the MLE for a sequence of Bernoulli random variables. To find the asymptotic distribution a numerical method such as bootstrap can be used. Another concern of our interest in the inference on the change-point and we derive confidence sets based on the liklihood ratio test(LRT). We find approximate confidence sets from the bootstrap distribution and compare the two results through an example.

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

  • Kim, Chansoo;Suh, Myoung-Seok
    • Atmosphere
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    • v.19 no.2
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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.

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

  • Kim, Tae-Yeob;Sun, Dong-Seok;Lee, Jee-Hyung
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.12
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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.

Quick Variance Change Point Detection for Time Series in Progress

  • Park, Yoon-Sung;Park, Kyoung-Hwa;Choi, Sung-Hwan;Kim, Tae-Yoon
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.2
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    • pp.289-300
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    • 2005
  • In this article quick variance change point (VCP) detection problem for time series is considered. For this variance VCP detector equipped with tuning parameters is proposed. A major tool for the detector is moving variance ratio (MVR) which monitors variance change of a given time series. Tuning process of detector is investigated via simulation, which shows that tuning parameters are critical in achieving sensitivity and adaptiveness of detector.

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A Change Point Problem in the Regression Model When the Errors are Correlated

  • Cho, Sinsup;Cho, Kwan Ho;Song, Moon Sup
    • Journal of Korean Society for Quality Management
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    • v.16 no.2
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    • pp.68-81
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    • 1988
  • Testing procedures for a detection of change point in the regression model with correlated errors are discussed. A Bayesian approach is adopted and applied to a regression model with errors following an AR(1) model.

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TRIPLE SOLUTIONS FOR THREE-ORDER PERIODIC BOUNDARY VALUE PROBLEMS WITH SIGN CHANGING NONLINEARITY

  • Tan, Huixuan;Feng, Hanying;Feng, Xingfang;Du, Yatao
    • Journal of applied mathematics & informatics
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    • v.32 no.1_2
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    • pp.75-82
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    • 2014
  • In this paper, we consider the periodic boundary value problem with sign changing nonlinearity $$u^{{\prime}{\prime}{\prime}}+{\rho}^3u=f(t,u),\;t{\in}[0,2{\pi}]$$, subject to the boundary value conditions: $$u^{(i)}(0)=u^{(i)}(2{\pi}),\;i=0,1,2$$, where ${\rho}{\in}(o,{\frac{1}{\sqrt{3}}})$ is a positive constant and f(t, u) is a continuous function. Using Leggett-Williams fixed point theorem, we provide sufficient conditions for the existence of at least three positive solutions to the above boundary value problem. The interesting point is the nonlinear term f may change sign.

Flexible Jet Point Setting In Gabor Filter Based Face Recognition (가보필터기반 얼굴인식에서의 유동적 Jet Point Setting)

  • 신하송;김병우;이정안;김민기
    • Proceedings of the IEEK Conference
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    • 2003.07e
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    • pp.2032-2035
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    • 2003
  • This paper focused on the possibility of face recognition using Flexible let Point Setting method in Gabor Filter Based Face Recognition. Gabor Filter is very sensible to the Texture variation. Therefore, any little change in the face expression or rotation of posture make recognition rate down significantly. A suggested solution for this problem is the Flexible Jet Point Setting. A significant effect of this method is that the number of Jet Point has been reduced from over 150 to under 30 even though the change of recognition rate between two methods is neglectable, Furthermore a set of feature values which results from a set of Gabor filtering became insensible to face variation such as expression, rotation, and light effect. Retinex Algorithm which has been developed by NASA are used as pre-processing.

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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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    • v.13 no.2
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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.