• 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.

• The Korean Journal of Applied Statistics
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• v.26 no.3
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• pp.401-411
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• 2013

This study investigates the controversial chickens-eggs dilemma and empirically performs statistical tests to examine if there exists a causality between them. Granger and Hsiao tests are applied to both level and stationary variables to identify the lead-lag relationships. Each of these test is found to have the robust result where the causality runs from eggs to chickens; in addition, the explanatory power of one variable in variations of the other appears to remain time invariant. The outcome is proved to be valid as the hypothesis test for no structural change in their relationship fails to be rejected.

• Communications for Statistical Applications and Methods
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• v.23 no.6
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• pp.497-515
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• 2016

Modern processes often monitor more than one quality characteristic that are referred to as multivariate statistical process control (MSPC) procedures. The MSPC is the most rapidly developing sector of statistical process control and increases interest in the simultaneous inspection of several related quality characteristics. Most multivariate detection procedures based on a multi-normality assumptions are independent, but there are many processes that assume non-normality and correlation. Many multivariate control charts have a lack of related joint distribution. Copulas are tool to construct multivariate modelling and formalizing the dependence structure between random variables and applied in several fields. From copula literature review, there are a few copula to apply in MSPC that have multivariate control charts, and represent a successful tool to identify an out-of-control process. This paper presents various types of copulas modelling for the multivariate control chart. The performance measures of the control chart are the average run length (ARL) and the average number of observations to signal (ANOS). Furthermore, a Monte Carlo simulation is shown when the observations were from an exponential distribution.

• Proceedings of the Korean Society of Surveying, Geodesy, Photogrammetry, and Cartography Conference
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• 2004.02a
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• pp.82-94
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• 2004

This paper addresses solutions to the challenges of carrier phase integer ambiguity resolution and cycle slip detection/identification, for maintaining high accuracy of an integrated GPS/Pseudolite/INS system. Such a hybrid positioning and navigation system is an augmentation of standard GPS/INS systems in localized areas. To achieve the goal of high accuracy, the carrier phase measurements with correctly estimated integer ambiguities must be utilized to update the system integration filter's states. The occurrence of a cycle slip that is undetected is, however, can significantly degrade the filter's performance. This contribution presents an effective approach to increase the reliability and speed of integer ambiguity resolution through using pseudolite and INS measurements, with special emphasis on reducing the ambiguity search space. In addition, an algorithm which can effectively detect and correct the cycle slips is described as well. The algorithm utilizes additional position information provided by the INS, and applies a statistical technique known as the cumulative-sum (CUSUM) test that is very sensitive to abrupt changes of mean values. Results of simulation studies and field tests indicate that the algorithms are performed pretty well, so that the accuracy and performance of the integrated system can be maintained, even if cycle slips exist in the raw GPS measurements.

• Journal of the Korean Society of Safety
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• v.34 no.4
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• pp.59-67
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• 2019

Since it is really hard to construct process models based on prior process knowledges, various statistical approaches have been employed to build fault diagnosis models. However, the crucial drawback of these approaches is that the solutions may vary according to the fault magnitude, even if the same fault occurs. In this study, the parameter monitoring approach is suggested. When a fault occurs in a chemical process, this leads to trigger the change of a process model and the monitoring parameters of process models is able to provide the efficient fault diagnosis model. A few important variables are selected and their predictive models are constructed by partial least square (PLS) method. The Euclidean norms of parameters of PLS models are estimated and a fault diagnosis can be performed as comparing with parameters of PLS models based on normal operational conditions. To improve the monitoring performance, cumulative summation (CUSUM) control chart is employed and the changes of model parameters are recorded to identify the type of an unknown fault. To verify the efficacy of the proposed model, Tennessee Eastman (TE) process is tested and this model can be easily applied to other complex processes.

• Nuclear Engineering and Technology
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• v.49 no.3
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• pp.484-494
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• 2017

In industrial plants such as nuclear power plants, system operations are performed by embedded controllers orchestrated by Supervisory Control and Data Acquisition (SCADA) software. A targeted attack (also termed a control aware attack) on the controller/SCADA software can lead a control system to operate in an unsafe mode or sometimes to complete shutdown of the plant. Such malware attacks can result in tremendous cost to the organization for recovery, cleanup, and maintenance activity. SCADA systems in operational mode generate huge log files. These files are useful in analysis of the plant behavior and diagnostics during an ongoing attack. However, they are bulky and difficult for manual inspection. Data mining techniques such as least squares approximation and computational methods can be used in the analysis of logs and to take proactive actions when required. This paper explores methodologies and algorithms so as to develop an effective monitoring scheme against control aware cyber attacks. It also explains soft computation techniques such as the computational geometric method and least squares approximation that can be effective in monitor design. This paper provides insights into diagnostic monitoring of its effectiveness by attack simulations on a four-tank model and using computation techniques to diagnose it. Cyber security of instrumentation and control systems used in nuclear power plants is of paramount importance and hence could be a possible target of such applications.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.9
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• pp.1-9
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• 2021

This study aimed to investigate the existence of the Feldstein-Horioka (1980) puzzle in international macroeconomics by applying the conditional Autoregressive Distributed Lag (ARDL) model to examine the long-run relationship between national savings and investments in Thailand and China. The input of this study relied on annual national savings and investments as a fraction of GDP during 1980-2019 which was collected from China National Bureau of Statistics (NBS) and Thailand National Economic and Social Development Council (NESDC). Hypothetically, Augmented Dickey-Fuller (ADF) and Phillips-Perron (PP) unit root tests were applied to test the stationary properties and to investigate the integration level of selected time series. The empirical results, confirmed by cumulative sum (CUSUM) and cumulative sum square (CUSUMSQ), maintained no serial correlation and structural break problems. The finding of this study suggested that the Feldstein-Horioka puzzle in Thailand did not exist significantly. Thailand's national savings and investments nexus was independent, following the classic economic idea that financial liberalization, or perfect capital mobility, allowed national savings and investments to flow freely to countries with better interest rates. Whereas, a strong significant correlation was found in the case of China during the fixed exchange rate regime switching in 1994 and post WTO participation after 2001-2019.

• Communications for Statistical Applications and Methods
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• v.30 no.4
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• pp.369-388
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• 2023

In this paper, we develop the two-step procedure that detects and estimates the position of structural changes for multivariate nonstationary time series, either on mean parameters or second-order structures. We first investigate the presence of mean structural change by monitoring data through the aggregated cumulative sum (CUSUM) type statistic, a sequential procedure identifying the likely position of the change point on its trend. If no mean change point is detected, the proposed method proceeds to scan the second-order structural change by modeling the multivariate nonstationary time series with a multivariate locally stationary Wavelet process, allowing the time-localized auto-correlation and cross-dependence. Under this framework, the estimated dynamic spectral matrices derived from the local wavelet periodogram capture the time-evolving scale-specific auto- and cross-dependence features of data. We then monitor the change point from the lower-dimensional approximated space of the spectral matrices over time by applying the dynamic principal component analysis. Different from existing methods requiring prior information on the type of changes between mean and covariance structures as an input for the implementation, the proposed algorithm provides the output indicating the type of change and the estimated location of its occurrence. The performance of the proposed method is demonstrated in simulations and the analysis of two real finance datasets.

• The Journal of Korea Robotics Society
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• v.18 no.4
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• pp.496-504
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• 2023

This paper recognizes the motion intention of the wearer using a muscle stiffness sensor and proposes a control system for a wearable robot based on this. The proposed system recognizes the onset time of the motion using sensor data, determines the assistance mode, and provides assistive torque to the hip flexion/extension motion of the wearer through the generated reference trajectory according to the determined mode. The onset time of motion was detected using the CUSUM algorithm from the muscle stiffness sensor, and by comparing the detection results of the onset time with the EMG sensor and IMU, it verified its applicability as an input device for recognizing the intention of the wearer before motion. In addition, the stability of the proposed method was confirmed by comparing the results detected according to the walking speed of two subjects (1 male and 1 female). Based on these results, the assistance mode (gait assistance mode and muscle strengthening mode) was determined based on the detection results of onset time, and a reference trajectory was generated through cubic spline interpolation according to the determined assistance mode. And, the practicality of the proposed system was also confirmed by applying it to an actual wearable robot.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.4 no.3
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• pp.428-451
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• 2010

Traffic matrix-based anomaly detection and DDoS attacks detection in networks are research focus in the network security and traffic measurement community. In this paper, firstly, a new type of unidirectional flow called IF flow is proposed. Merits and features of IF flows are analyzed in detail and then two efficient methods are introduced in our DDoS attacks detection and evaluation scheme. The first method uses residual variance ratio to detect DDoS attacks after Recursive Least Square (RLS) filter is applied to predict IF flows. The second method uses generalized likelihood ratio (GLR) statistical test to detect DDoS attacks after a Kalman filter is applied to estimate IF flows. Based on the two complementary methods, an evaluation formula is proposed to assess the seriousness of current DDoS attacks on router ports. Furthermore, the sensitivity of three types of traffic (IF flow, input link and output link) to DDoS attacks is analyzed and compared. Experiments show that IF flow has more power to expose anomaly than the other two types of traffic. Finally, two proposed methods are compared in terms of detection rate, processing speed, etc., and also compared in detail with Principal Component Analysis (PCA) and Cumulative Sum (CUSUM) methods. The results demonstrate that adaptive filter methods have higher detection rate, lower false alarm rate and smaller detection lag time.