• 충청수학회지
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• 제23권1호
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• pp.127-136
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• 2010

For the maximum partial sum of linear process generated by a doubly infinite sequence of identically distributed $\rho$-mixing random variables with mean zeros, a complete convergence is obtained under suitable conditions.

• 대한수학회논문집
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• 제21권3호
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• pp.533-541
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• 2006

We consider a autoregressive moving average process of order p and q with Markov switching coefficients and find sufficient conditions for irreducibility of the process. Identifying small sets is also examined.

• 대한토목학회논문집
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• 제31권3B호
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• pp.265-276
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• 2011

한반도와 제주를 포함한 전국의 강우 자료와 국가지하수위 관측소에 관측된 지하수위 관측 자료를 수집하였다. 강우와 지하수위의 관계를 분석한 후 강우자료를 이용하여 이동평균을 취한 후 지하수위와의 상관관계를 분석하였다. 또한 유역평균 일최대침투량인 한계침투량을 고려한 후, 강우이동평균과 지하수위간의 상관계수를 산정하였다. 한계침투량 고려시 상관계수가 0.6 이상인 곳을 최종적으로 선정하였고, 선정된 지역의 공통점과 지역 특성에 따른 차이점 등을 비교 분석하였다. 총 26개 지역이 선정되었고 행정구역별로 경기도가 4개소, 강원도가 4개소, 충청도가 5개소, 전라도가 3개소, 경상도가 9개소, 제주도가 1개소이다. 상관계수가 높을수록 강우사상 발생에 따른 지하수위 변동은 뚜렷하게 나타났으며, 강우와 상관없는 요인에 의한 지하수위의 변동이 거의 없는 것으로 나타났다. 본 연구를 토대로 강우 예측 시나리오를 활용한다면 상관계수가 높은 지역에서 지하수위 또한 예측이 가능할 것으로 기대된다.

• Journal of the Korean Data and Information Science Society
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• 제23권4호
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• pp.807-814
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• 2012

We know that the exponentially weighted moving average (EWMA) control charts are sensitive to detecting relatively small shifts. Multivariate EWMA control charts are considered for monitoring of variance-covariance matrix when the distribution of process variables is multivariate normal. The performances of the proposed EWMA control charts are evaluated in term of average run length (ARL). The performance is investigated in three types of shifts in the variance-covariance matrix, that is, the variances, covariances, and variances and covariances are changed respectively. Numerical results show that all multivariate EWMA control charts considered in this paper are effective in detecting several kinds of shifts in the variance-covariance matrix.

• Communications for Statistical Applications and Methods
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• 제29권4호
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• pp.487-498
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• 2022

Social network analysis (SNA) techniques have recently been developed to monitor and detect abnormal behaviors in social networks. As a useful tool for process monitoring, control charts are also useful for network monitoring. In this paper, the degree and closeness centrality measures, in which each has global and local perspectives, respectively, are applied to an exponentially weighted moving average (EWMA) chart and a multinomial cumulative sum (CUSUM) chart for monitoring undirected weighted networks. In general, EWMA charts monitor only one variable in a single chart, whereas multinomial CUSUM charts can monitor a categorical variable, in which several variables are transformed through classification rules, in a single chart. To monitor both degree centrality and closeness centrality simultaneously, we categorize them based on the average of each measure and then apply to the multinomial CUSUM chart. In this case, the global and local attributes of the network can be monitored simultaneously with a single chart. We also evaluate the performance of the proposed procedure through a simulation study.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 1992년도 추계학술대회 논문집
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• pp.47-51
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• 1992

Automatic detection of tool breakage during NC machining is a key issue not only for improving productivity but to implement the unattended manufacturing system. In this paper, we develop a vibration sensor-based tool breakage detection system for NC milling processes. The system obtains the time-domain vibration signal from the sensor attached on the spindle bracket of our CNC machine and declares tool failures through the on-line monitoring schemes. For on-line detection, our approach is to use the PSC(statistical process control) methods being increasingly used for on-line process control. The main thrust of this paper is to propose and compare the performance of SPC methods including : a) X-bar control scheme, b) S control scheme, c)EWMA (exponentially weighted moving average) scheme, and d) AEWMA (adaptive exponentially weighted moving average) scheme. The performance of the control schemes are compared in terms of the type 1 and 2 error calculated from the experiment data.

• 대한안전경영과학회지
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• 제12권3호
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• pp.257-262
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• 2010

The study investigates the various Acceptance Control Charts (ACCs) based on the factors that include process independence, data weighting scheme, subgrouping, and use of control charts. USL - LSL > $6{\sigma}$ that used in the good condition processes in the ACCs are designed by considering user's perspective, producer's perspective and both perspectives. ACCs developed from the research is efficiently applied by using the simple control limit unified with APL (Acceptable Process Level), RLP (Rejectable Process Level), Type I Error $\alpha$, and Type II Error $\beta$. Sampling interval of subgroup examines i.i.d. (Identically and Independent Distributed) or auto-correlated processes. Three types of weight schemes according to the reliability of data include Shewhart, Moving Average(MA) and Exponentially Weighted Moving Average (EWMA) which are considered when designing ACCs. Two types of control charts by the purpose of improvement are also presented. Overall, $\alpha$, $\beta$ and APL for nonconforming proportion and RPL of claim proportion can be designed by practioners who emphasize productivity and claim defense cost.

• Journal of the Korean Statistical Society
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• 제23권1호
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• pp.33-38
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• 1994

The OLS-estimator of the distribance variance in the linear regression model is shown to be asymptotically unbiased when the disturbances are MA(1)-process or particular s-th autocorrelated AR(s)-process.

• 전기학회논문지
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• 제67권2호
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• pp.293-300
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• 2018

We propose a moving object extraction and tracking method for improvement of animal identification and tracking technology. First, we propose a method of merging separated moving objects into a moving object by using FCM (Fuzzy C-Means) clustering algorithm to solve the problem of moving object loss caused by moving object extraction process. In addition, we propose a method of extracting data from a moving object and a method of counting moving objects to determine the number of clusters in order to satisfy the conditions for performing FCM clustering algorithm. Then, we propose a method to continuously track merged moving objects. In the proposed method, color histograms are extracted from feature information of each moving object, and the histograms are continuously accumulated so as not to react sensitively to noise or changes, and the average is obtained and stored. Thereafter, when a plurality of moving objects are overlapped and separated, the stored color histogram is compared with each other to correctly recognize each moving object. Finally, we demonstrate the feasibility and applicability of the proposed algorithms through some experiments.

• 대한임상검사과학회지
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• 제56권2호
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• pp.105-114
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• 2024

임상검사실은 질관리 시스템(quality management system)을 구축하여 일정 수준 이상의 질 확보를 위해 노력하여야 한다. 그러나 검사실 환경은 매우 복잡하여 단일 정도관리 절차로는 다양한 유형의 오류를 감지하는데 충분하지 않을 수 있다. 환자 기반 실시간 정도관리(patient-based real-time quality control, PBRTQC)는 테스트 과정을 모니터링하기 위한 검사실 도구로써 Bull's 알고리즘, 정상치 평균, 이동 중앙값, 이동평균, 지수가중이동평균과 같은 알고리즘이 활용되고 있다. PBRTQC는 저렴한 비용, 교환 가능성, 지속적인 실시간 성능 모니터링, 분석 전 오류에 대한 민감도 등 기존 정도관리에 비해 많은 이점이 있다. 그러나 PBRTQC는 통계 알고리즘의 선택, 적절한 규칙과 프로토콜의 설계, 성능검증 등을 고려해야하므로 구현하기가 쉽지만은 않다. 본 리뷰에서는 PBRTQC의 기본 개념과 방법 및 절차에 대해 설명하였으며, 이를 통해 환자 기반 정도관리 시스템 구현을 위한 지침을 제시하고자 하였다. 이에 기존의 내부정도관리의 성능이 제한적일 경우 PBRTQC 절차를 병용하는 것을 제안하고자 한다. 본 리뷰에서는 임상적 평가는 배제되었으며, 향후 이에 대한 평가가 요구된다.