• 제목/요약/키워드: Mean-Variance Analysis

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망목특성에서의 자료분석을 통한 SN비의 선택 (Selection of Signal-to-Noise Ratios through Simple Data Analysis)

  • 임용빈
    • 품질경영학회지
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    • 제22권4호
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    • pp.1-12
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    • 1994
  • 각각의 설계인자들의 실험조건에서 얻어지는 특성치들의 분산은 평균에 영향을 받는다. 많은 경우에 평균이 커짐에 따라서 분산이 커지는 경향이 있다. 다구찌가 산포제어인자를 찾기 위해서 제시한 SN 비인 $(SN)_i$ = 10 log ($\bar{y}_{i}^{2}/s_{i}^{2}$) 은 분산이 평균의 제곱에 비례하여 커지는 경우이다. 그런데 분산이 평균의 제곱보다 더 느리게 또는 더 빠르게 커질 수도 있기 때문에 이 논문에서는 간단한 자료분석적 기법에 의해서 그 관계를 추측하여, 합당한 SN 비를 사용할 것을 제시하였고, 평균조정인자를 찾기위한 통계량인 감도 $(S)_i$ 의 통계적 성질들을 논의하였다.

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검사/계측시스템의 능력분석을 포함한 비공정능력지수의 개발과 적용 (Development and Application of Process Incapability Index including Capability Analysis of Inspection or Gage System)

  • 민성진;김계완;류정현;윤덕균
    • 품질경영학회지
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    • 제30권1호
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    • pp.118-132
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    • 2002
  • This paper presents a process incapability index to provide manager with various information of process and to reduce cost. The introduced process incapability indices indicate information about mean and variance of manufacturing process and variance of inspection process to evaluate process capability using ratio of variance and difference between target and mean to specification. This model can be used by the scale of six sigma management.

Goodness-of-fit test for mean and variance functions

  • Jung, Sin-Ho;Lee, Kee-Won
    • Journal of the Korean Statistical Society
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    • 제26권2호
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    • pp.199-210
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    • 1997
  • Using regression methods based on quasi-likelihood equation, one only needs to specify the conditional mean and variance functions for the response variable in the analysis. In this paper, an omnibus lack-of-fit test is proposed to test the validity of these two functions. Our test is consistent against the alternative under which either the mean or the variance is not the one specified in the null hypothesis. The large-sample null distribution of our test statistics can be approximated through simulations. Extensive numerical studies are performed to demonstrate that the new test preserves the prescribed type I error probability. Power comparisons are conducted to show the advantage of the new proposal.

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수송수단의 선택을 위한 리드타임 분석 (Lead time analysis for transportation mode decision making)

  • 문상원
    • 경영과학
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    • 제13권1호
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    • pp.47-55
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    • 1996
  • Rapid globalization of production and marketing functions makes choice of international transportation mode of great importance. In this paper, transportation mode is characterized by two factors, mean and variability of transportation lead time. We developed a simple mathematical model to estimate the relative impact of mean lead time, lead time variance and demand variance on the required average inventory level under specified service rates.

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東南黃海에서 海水溫度의 EOF 分析 (Empirical Orthogonal Function Analysis of Seawater Temperature in the Southeastern Hwanghae)

  • 이흥재;방인권
    • 한국해양학회지
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    • 제21권4호
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    • pp.193-202
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    • 1986
  • 황해 동남해역에서 해면과 30m층 수온의 시. 공간 변동성을 1967-1982 장기 수온자료의 variance 와 cmpirical orthogonal function(EOF)분석으로 연구하였다. 월평균 해면수온의 공간분포는, 남에서 북으로 감소하는 장기 년평균과 유사한 형태를 갖고 있다. 반면에 년평균 해면수온으로부터 계산한 분산은 남에서 북으로 증가한다. 해면 수온의 variance 가 경기만 남부해역을 제외한 연구해역에서 30m층 보다 2배이상 크다. EOF의 첫째와 둘째 모드가 계절변화를 갖고 있으며 해면과 30M층 variance의 97.6%와 85.2%를 각각설명하기 때문에 수온의 큰 variance 는 계절변화와 밀접한 관계가 있다. 겨울철 조사 해역 북부와 남부사이 수온의 차이가 크나 여름철에는 작아진다. 이것은 여름철 복사에 의한 해면의 열흡수가 열손실이 나 해양열이류보다 훨씬 크다는 것을 반영해준다. 여름철에 경기만 남부와 목포 주변 연안수가 조석혼합에 의해 외해수보다 수온이 낮게 나타난다.

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패널요원 수행능력 평가에 사용된 분산분석, 상관분석, 주성분분석 결과의 비교 (Evaluation of Panel Performance by Analysis of Variance, Correlation Analysis and Principal Component Analysis)

  • 김상숙;홍성희;민봉기;신명곤
    • 한국식품과학회지
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    • 제26권1호
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    • pp.57-61
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    • 1994
  • Performance of panelists trained for cooked rice quality was evaluated using analysis of variance, correlation analysis, and principal component analysis. Each method offered different information. Results showed that panleists with high F ratios (p=0.05) did not always have high correlation coefficient (p=0.05) with mean values pooled from whole panel. The results of analysis of variance for the panelists whose performance were extremely good or extremely poor were consistent with those of correlation analysis. Outliers designated by principal component analysis were different from the panelists whose performance was defined as extremely good or extremely poor by analysis of variance and correlation analysis. The results of principal component analysis descriminated the panelists with different scoring range more than different scoring trends depending on the treatments. Our study suggested combination of analysis of variance and correlation analysis provided valid basis for screening panelists.

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Mean-Variance Analysis for Optimal Operation and Supply Chain Coordination in a Green Supply Chain

  • Yamaguchi, Shin;Goto, Hirofumi;Kusukawa, Etsuko
    • Industrial Engineering and Management Systems
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    • 제16권1호
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    • pp.22-43
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    • 2017
  • It is urgently-needed to construct a green supply chain (GSC) from collection of used products through recycling of them to sales of products using the recycled parts. Besides, it is necessary to consider the uncertainty in product demand as a risk in a GSC. This study proposes the optimal operations for a GSC with a retailer and a manufacturer. A retailer pays an incentive for collection of used products from customers and sells a single type of products in a market. A manufacturer produces the products ordered by the retailer, using recyclable parts with acceptable quality and compensates the collection cost of used products as to the recycled parts. This paper discusses the following risk attitudes: risk-neutral attitude, risk-averse attitude, and risk-prone attitude. Using mean-variance analysis, the optimal decisions for product order quantity, collection incentive, and lower limit of quality level, in the decentralized GSC (DGSC) and the integrated GSC (IGSC) are made. DGSC optimizes the utility function of each member. IGSC does that of the whole system. The analysis numerically investigates how (i) risk attitude and (ii) quality of recyclable parts affect the optimal operations. Supply chain coordination between GSC members to shift IGSC from DGSC is discussed.

Acoustic analysis of fricatives in dysarthric speakers with cerebral palsy

  • Hernandez, Abner;Lee, Ho-young;Chung, Minhwa
    • 말소리와 음성과학
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    • 제11권3호
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    • pp.23-29
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    • 2019
  • This study acoustically examines the quality of fricatives produced by ten dysarthric speakers with cerebral palsy. Previous similar studies tend to focus only on sibilants, but to obtain a better understanding of how dysarthria affects fricatives we selected a range of samples with different places of articulation and voicing. The Universal Access (UA) Speech database was used to select thirteen words beginning with one of the English fricatives (/f/, /v/, /s/, /z/, /ʃ/, /ð/). The following four measurements were taken for both dysarthric and healthy speakers: phoneme duration, mean spectral peak, variance and skewness. Results show that even speakers with mild dysarthria have significantly longer fricatives and a lower mean spectral peak than healthy speakers. Furthermore, mean spectral peak and variance showed significant group effects for both healthy and dysarthric speakers. Mean spectral peak and variance was also useful for discriminating several places of articulation for both groups. Lastly, spectral measurements displayed important group differences when taking severity into account. These findings show that in general there is a degradation in the production of fricatives for dysarthric speakers, but difference will depend on the severity of dysarthria along with the type of measurement taken.

상수도용 Pipeline의 누수고장 자료 분석 (Data Analysis of First Leak Time of Water Pipeline)

  • 나명환;함상민
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제11권3호
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    • pp.213-224
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    • 2011
  • In this paper, we analyze statistically the data set of first leak time of water pipeline. We classify first the leak time data by pipe type, location, diameter of pipe and, length of pipe. We perform the analysis of variance to indicate that there are significant difference of mean of the time between levels of the factor and also compare the distribution of levels using the multiple box-plot. When there are the difference of the mean, we perform the least significant test to find out what levels of the facor has a different mean.

輸送手段의 選擇을 위한 리드타임 分析 (Lead Time Analysis for Transportation Mode Decision Making)

  • 문상원
    • 한국경영과학회지
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    • 제13권1호
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    • pp.47-47
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    • 1988
  • Rapid globalization of production and marketing functions makes choice of international transportation mode of great importance. In this paper, transportation mode is characterized by two factors, mean and variability of transportation lead time. We developed a simple mathematical model to estimate the relative impact of mean lead time, lead time variance and demand variance on the required average inventory level under specified service rates.