• Journal of the Korean Data and Information Science Society
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• v.17 no.4
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• pp.1091-1098
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• 2006

Park et al.(2005) and Choi et al.(2006) studied quick detection of variance change point for time series data in progress. For efficient detection they used moving variance ratio equipped with two tuning parameters; information tuning parameter p and lag tuning parameter q. In this paper, the moving variance ratio is studied under harsh conditions.

• Communications for Statistical Applications and Methods
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• v.17 no.2
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• pp.223-229
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• 2010

We consider the asymptotic results of the variance ratio statistic when the underlying processes have moving average(MA) unit roots. This degenerate situation of zero spectral density near the origin cause the limit of the variance ratio to become zero. Its asymptotic behaviors are different from non-degenerating case, where the convergence rate of the variance ratio statistic is formally derived.

• The Korean Journal of Applied Statistics
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• v.19 no.2
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• pp.369-377
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• 2006

This paper considers moving variance ratio (MVR) for valiance detection problem with time series data in progress. For testing purpose, parametric method based on F distribution and nonparametric method based on empirical distribution are compared via simulation study.

• Journal of the Korean Data and Information Science Society
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• v.16 no.2
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• pp.173-183
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• 2005

This paper studies quick detection of variance change point for iid data. For development of sensitive and adaptive variance change point detector, moving variance ratio is employed as a variance ratio estimator. It is shown that selection of tuning parameters of detector, (i.e., information and lag tuning parameters) is critical for detector to achieve desirable sensitivity and adaptiveness. Interestingly our simulation result reveals limitations of the commonly used change ratio against the previous day. Our results will provide useful insight when the detector is applied to time series data.

• 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.

• Journal of the Korean Society for Precision Engineering
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• v.1 no.1
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• pp.34-49
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• 1984

The stability of machine tool systems is analyzed by considering the machining process as a stochastic process without decomposing into machine tool structural dynamics and cutting processes. In doing so the time series analysis technique developed by Wu and Pandit is applied systematically to the relative vibration between cutting tool and work- piece measured under actual working conditions. Various characteristic properties derived from the fitted ARMA(Autoregressive Moving Average) Models and those from raw data directly are investigated in relation with the system stability. Both damping ratio and absolute value of the characteristic roots of the AR part of the most significant dynamic mode are preferred as stability indicating factors to the other pro-perties such as theoretical variance .gamma. (o) or absolute power of the most dominant dynamic mode. Maximum aplitude during a certain interval and variance estimated from raw data are shown to be very sensi- tive to the type of the signal and the location of measurement point although they can be obtained rather easily. The relative vibration signal is also analyzed by FFT(Fast Fourier Transform) Analyzer for the purpose of comparison with the spectrums derived from the fitted ARMA models.

• Water for future
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• v.10 no.1
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• pp.39-51
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• 1977

The purpose of this study is to make "The Rainfall Frequency Atlas in Korea" by the analytical method with new hydrological concepts. In this study, all of the rainfall datas in Korea was used for surveying of the basic data, and so we can get 103 sites for annual rainfall data and 100 sites for the max. in a day that are suitable to the purpose of the study. The above data groups are possible to estimate the normal standard period by the moving average method with $\pm$5% of significance level of variance ratio between the max. and min. moving average and arithmetic mean, but it may be impossible to study until 1990's for the short duration under 18-hr because the sites, having the short duration data, are only 12. The results of this study are as follows; 1. The normal standard period estimated by the moving average method is 20 year with $\pm$5% of significance level of variance ratio, and 30 year with$\pm$2-3%. 2. For the annual and max. rainfall in a day, it is possible to make the rainfall frequency atlas with 30normal standard period, but it may be impossible until 1990's for short duration. 3. "Y-k method" developed by writer is best suitable in the rainfal frequency analysis in Korea because of its convenience and reduction in the amount of calculation compared with other methods. 4. To improve the utilization of the rainfall frequency atlas, the larger-sized and the more detailed iso-precipitation atlas must be drawn.atlas must be drawn.

• Journal of Broadcast Engineering
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• v.1 no.2
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• pp.165-175
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• 1996

In this paper, the image segmentation method based on the hierarchical pyramid image structure of reduced resolution versions of the image for solving the problems in the conventional methods is presented. This method is described the object detection and delineation by statistical approach. In the object detection method, IFSVR( Inverse-father-son variance ratio) method and FSVR(father-son variance ratio ) method are proposed for solving clustering validity problem occurred In the hierarchical pyramid image structure. An optimal object pixel Is detected at some level by this method. In the object delineation method, the iterative algorithm by top-down traversing method is proposed for moving the optimal object pixel to levels of higher resolution. Using the computer simulation, the results by the proposed statistical methods and object traversing method are investigated for the binary Image and the real image. At the results of computer simulation, the proposed methods of image segmentation based on the hierarchical pyramid Image structure seem to have useful properties and deserve consideration as a possible alternative to existing methods of image segmentation. The computation for the proposed method is required 0(log n) for n${\times}$n input image.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.28B no.7
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• pp.566-577
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• 1991

In this paper, the method of image segmentation based on a pyramid of reduced resolution versions of the input input image is persented. In a pyramid structure, two regions (a given pixel and its mother pixels) are compared by the proposed inverse-mother-son variance ratio (IMSVR) method for the detection of an optinal object pixel and are determined whether they are similar enough to be viewed as one region or disparate to be viewed as ditinct regions By the proposed method, an l`timal object pixel has been setectedat some level, it is necessary to retrieve its boundary precisely. Moving down the pyramid to levels of higher resolution is requires. In this paper, the top-sown pyramid traversing algorithm for an image segmentation using a pyrmid structure is presented. Using the computer simulation, the results by the proposed statistical method and object traversing method are investigated for the binary image and the real image at the results of computer simulation, the proposed method of image segmentation based on a pyramid structure seem to have useful properties and deserve consideration as a possible alternative to existing methods of omage segmentation. The computation for the proposed method is required 0 (log n), for an TEX>$n{\times}n$ input image.

• Korean Journal of Air-Conditioning and Refrigeration Engineering
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• v.23 no.11
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• pp.705-710
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• 2011

Fault detection has to be proceeded by steady state filtering to get rid of transient effect associated with thermal capacity. Coefficient of variance (COV), ratio of standard deviation devided by moving average, was employed as steady-state filter. Engine speed and refrigerant pressures were selected as parameters representing system dynamics. The filtered values were registered as members of steady-state DB. They were found to show good functional relationship with ambient temperature. The relationship was fitted with a second order polynomial and the distribution bounds of the data around the fitted curve were expressed by visual inspection because of varying average and random data interval. Fault data were compared with the steady-state data obtained during normal operation. The fault data were easily isolated from the fault-free one. To make such isolation reliable, tests to construct good DB should be designed in a systematic way.