• 응용통계연구
• /
• 제21권2호
• /
• pp.247-264
• /
• 2008

통합공정관리의 기본절차는 잡음이 내재하는 공정에 대하여 수정조치를 취하고, 수정활동 중 공정에 이상원인이 발생하면 관리도를 통하여 발생을 탐지하고 교정활동을 통하여 이를 제거하게 된다. 그러나 공정의 교정활동은 많은 시간과 비용을 수반하는 비생산적 요인을 유발할 수 있기 때문에 무조건적 교정활동은 생산성을 저하시키는 반대 급부도 동시에 내포하고 있다. 이 논문에서는 공정모형으로 ARIMA(0,1,1) 모형을 가정하고 공정 평균과 분산에 이상원인이 발생하는 경우 이를 탐지하는 절차를 소개하고, 이상신호의 시점에서 공정 잔여시간 동안 발생할 수 있는 미래손실에 기초하여 교정 활동의 여부를 판단하는 통합공정관리 절차를 제안한다.

• 제어로봇시스템학회논문지
• /
• 제2권4호
• /
• pp.306-311
• /
• 1996

This paper discusses the maintenance of the water level of steam generators at its programmed value. The process, the water level of a steam generator, has the nonminimum phase property. So, it causes a reverse dynamics called a swell and shrink phenomenon. This phenomenon is severe in a low power condition below 15 %, in turn makes the start-up of the power plant too difficult. The control algorithm used here incorporates a pole-assignment scheme into the minimum variance strategy and we use a parallel adaptation algorithm for the parameter estimation, which is robust to noises. As a result, the total control system can keep the water level constant during full power by locating closed-loop poles appropriately, although the process has the characteristics of high complexity and nonlinearity. Also, the extra perturbation signals are added to the input signal such that the control system guarantee persistently exciting. In order to confirm the control performance of a proposed pole-assignment self-tuning controller we perform a computer simulation in full power range.

• Journal of Biosystems Engineering
• /
• 제21권3호
• /
• pp.283-292
• /
• 1996

Automatic guidance of farm tractors would improve productivity by reducing operator fatigue and increasing machine performance. To control tractors within $\pm$5cm of the desired path, fuzzy and adaptive steering controllers were developed to evaluate their characteristics and performance. Two input variables were position and yaw errors, and a steering command was fed to tractor model as controller output. Trapezoidal membership functions were used in the fuzzy controller, and a minimum-variance adaptive controller was implemented into the 2-DOF discrete-time input-output model. For unit-step and composite paths, a dynamic tractor simulator was used to test the controllers developed. The results showed that both controllers could control the tractor within $\pm$5cm error from the defined path and the position error of tractor by fuzzy controller was the bigger of the two. Through simulations, the output of self-tuning adaptive controller was relatively smooth, but the fuzzy controller was very sensitive by the change of gain and the shape of membership functions. Contrarily, modeling procedure of the fuzzy controller was simple, but the adaptive controller had very complex procedure of design and showed that control performance was affected greatly by the order of its model.

• 한국음향학회지
• /
• 제31권8호
• /
• pp.487-506
• /
• 2012

This paper proposes a speech enhancement algorithm to improve the speech intelligibility by suppressing both reverberation and background noise. The algorithm adopts a non-causal single-channel minimum variance distortionless response (MVDR) filter to exploit an additional information that is included in the noisy-reverberant signals in subsequent frames. The noisy-reverberant signals are decomposed into the parts of the desired signal and the interference that is not correlated to the desired signal. Then, the filter equation is derived based on the MVDR criterion to minimize the residual interference without bringing speech distortion. The estimation of the correlation parameter, which plays an important role to determine the overall performance of the system, is mathematically derived based on the general statistical reverberation model. Furthermore, the practical implementation methods to estimate sub-parameters required to estimate the correlation parameter are developed. The efficiency of the proposed enhancement algorithm is verified by performance evaluation. From the results, the proposed algorithm achieves significant performance improvement in all studied conditions and shows the superiority especially for the severely noisy and strongly reverberant environment.

• 한국음향학회지
• /
• 제30권8호
• /
• pp.474-481
• /
• 2011

높은 방향성 소음환경하에서 DIFAR (Directional Frequency Analysis and Recording) 소노부이 (sonobuoy)와 같이 채널의 자유도가 낮은 시스템에서 넓은 빔폭과 낮은 신호 대 잡음비를 갖는 일반 빔형성 기법을 이용하여 음원의 방위 정보를 획득하는 것은 비효율적이다. 본 논문에서는 높은 방향성 소음환경에서 DIFAR 수신센서와 같이 센서의 수가 극히 제한된 경우에 적응 빔형성 기법을 응용하여 적용성을 검증하였다. 일반 빔형성 기법과 적응 빔형성 기법들은 모의된 방향성 신호에 의해 비교 평가되었으며, 최종적으로 실 신호를 적용하여 성능을 검증하였다.

• 한국경영과학회지
• /
• 제41권3호
• /
• pp.1-21
• /
• 2016

The Markowitz portfolio selection model uses estimators to deduce input parameters. However, the estimation errors of input parameters negatively influence the performance of portfolios. Therefore, this model cannot be reliably applied to real-world investments. To overcome this problem, we suggest an algorithm that can exclude stocks with large estimation error from the portfolio by applying a tracking signal to the Markowitz portfolio selection model. By calculating the tracking signal of each stock, we can monitor whether unexpected departures occur on the outcomes of the forecasts on rate of returns. Thereafter, unreliable stocks are removed. By using this approach, portfolios can comprise relatively reliable stocks that have comparatively small estimation errors. To evaluate the performance of the proposed approach, a 10-year investment experiment was conducted using historical stock returns data from 6 different stock markets around the world. Performance was assessed and compared by the Markowitz portfolio selection model with additional constraints and other benchmarks such as minimum variance portfolio and the index of each stock market. Results showed that a portfolio using the proposed approach exhibited a better Sharpe ratio and rate of return than other benchmarks.

• 한국항행학회논문지
• /
• 제7권2호
• /
• pp.217-226
• /
• 2003

근래에 Poisson 형의 점프 프로세스를 이용하여 표적의 기동 운동을 모델링하고 이것을 이용한 반복형 최소 분산 선형 필터가 제안되었다. 이 필터에서는 기동 표적의 모델링에 사용한 점프의 상태천이 파라미터가 미리부터 필터에 알려져 있다고 가정하였는데 실제는 이것을 모르는 경우가 많다. 본 논문에서는 이러한 기동 추적과정에 수반되는 모델링 오류가 제안된 추적필터의 성능에 어떤 영향을 미치는지 고려한다. 정성적인 분석을 위해서 상태천이 파라미터를 실제와 다른 값을 사용하고, Monte-Carlo 시뮬레이션을 통해 필터의 성능을 해석한다.

• Geomechanics and Engineering
• /
• 제6권1호
• /
• pp.1-15
• /
• 2014

In this study, artificial neural network (ANN) and multiple regression (MR) models were developed to predict the critical factor of safety ($F_s$) of the homogeneous finite slopes subjected to earthquake forces. To achieve this, the values of $F_s$ in 5184 nos. of homogeneous finite slopes having different slope, soil and earthquake parameters were calculated by using the Simplified Bishop method and the minimum (critical) $F_s$ for each of the case was determined and used in the development of the ANN and MR models. The results obtained from both the models were compared with those obtained from the calculations. It is found that the ANN model exhibits more reliable predictions than the MR model. Moreover, several performance indices such as the determination coefficient, variance account for, mean absolute error, root mean square error, and the scaled percent error were computed. Also, the receiver operating curves were drawn, and the areas under the curves (AUC) were calculated to assess the prediction capacity of the ANN and MR models developed. The performance level attained in the ANN model shows that the ANN model developed can be used for predicting the critical $F_s$ of the homogeneous finite slopes subjected to earthquake forces.

• Journal of Positioning, Navigation, and Timing
• /
• 제9권3호
• /
• pp.261-272
• /
• 2020

A Kalman filter algorithm is used for the generation of an ensemble timescale with three hydrogen masers maintained in KRISS. Allan deviation curves of three pairs of clocks were obtained by a three-cornered hat method and were used as reference curves for determination of parameters of the Kalman filter-based timescale. The ensemble timescale equation of a 3-clock system was established, and the clocks' phases estimated by the Kalman filter were used as the prediction time of each clock in the equation. The weight of each clock was determined inversely proportional to the Allan variance calculated with the clocks' phases. The Allan deviation of the weighted mean was 1.2×10^-16 at the averaging time of 57,600 s. However when we made fine adjustments of the clocks' weight, the minimum Allan deviation of 2×10^-17 was obtained. To find out the reason of the great improvement in the frequency stability, additional researches are in progress theoretically and experimentally.

• 대한간호학회지
• /
• 제45권5호
• /
• pp.641-649
• /
• 2015

Purpose: The purpose of this study was to introduce the main concepts of statistical testing and effect size and to provide researchers in nursing science with guidance on how to calculate the effect size for the statistical analysis methods mainly used in nursing. Methods: For t-test, analysis of variance, correlation analysis, regression analysis which are used frequently in nursing research, the generally accepted definitions of the effect size were explained. Results: Some formulae for calculating the effect size are described with several examples in nursing research. Furthermore, the authors present the required minimum sample size for each example utilizing G*Power 3 software that is the most widely used program for calculating sample size. Conclusion: It is noted that statistical significance testing and effect size measurement serve different purposes, and the reliance on only one side may be misleading. Some practical guidelines are recommended for combining statistical significance testing and effect size measure in order to make more balanced decisions in quantitative analyses.