• Journal of the Korean Data and Information Science Society
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• 제17권4호
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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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• 제17권2호
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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.

• 응용통계연구
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• 제19권2호
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• pp.369-377
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• 2006

현재 발생중인 시계열 데이터에 분산변화가 일어날 경우 이동 분산비를 사용하여 분산 변화점을 빠른 시간 내에 탐지하는 문제를 다룬다. 이동 분산비의 분포로서 F분포와 데이터에 의존하여 추정되는 실증적 분포를 제안한 후 상호비교를 통하여, 어느 방법이 시계열 데이터에서 분산의 변화점을 잘 탐지하는지 연구하였다.

• Journal of the Korean Data and Information Science Society
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• 제16권2호
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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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• 제16권2호
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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.

• 한국정밀공학회지
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• 제1권1호
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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.

• 물과 미래
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• 제10권1호
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• pp.39-51
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• 1977

본 연구는 기왕의 국내 전강우량 자료를 대상으로 관측기간, 관측지점 및 결측치의 보완등을 조회하여 최근 수문학 이론에 입각한 분석방법으로 한국확률강우량도를 작도한 연구내용이다. 기왕의 자료를 조회하여 이동평균법에 의한 편차의 백분율이 5% 이하에서 통계년수가 설정되는 연우량 및 최대이우량에 대하여 자료보유지점수가 103개 지점 및 100개 지점에 이르렀으며, 확률강우량도의 작도가 가능하였다. 그러나 장단시간(18시간미만) 우량자료보유지점수는 12개 지점에 불과하므로 작도상 무리하리라고 판단된 바 향후 10여년이 경과되어야 가능할 것으로 생각한다. 본 연구를 통하여 얻은 성과는 아래와 같다. 1) 이동평균법을 적용하여 산정한 통계년수로서는 모평균치에 대한 이동평균치의 극치편차의 백분율이 5% 정도라면 20년, 2%∼3%이면 30년으로 밝혀졌다. 2) 연우량 및 최대일우량 자료집단에 대하여는 통계년수 30년으로 확률강우량도 작성이 가능하였으며 18시간 미만의 우량자료집단은 1990년대에 이르러서 가능할 것으로 사료된다. 3) 확룰강우량 산정방법으로서는 필자의 Y∼k법을 적용함이 국내우량자료집단 해석이 간편하고 계산량이 훨씬 감 소되므로 적당할 것으로 생각된다. 4) 확률강우량도의 실질적인 활용도를 높이기 위하여는 확대도면의 작성과 보다 세분된 등우량선이 기입되어야 할 것이고 하루 속히 단시간 확률강우량도가 완성되어야 하리라고 생각한다.

• 방송공학회논문지
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• 제1권2호
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• pp.165-175
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• 1996

본 논문에서는 영상분할에 이용되는 대부분의 기존방법들에서의 문제점을 해결하기 위해 입력 영상으로부터 형성된 계층적 피라밋 영상구조를 이용하여 영상을 분할하는 방법을 제안하였다. 제안된 방법은 통계적 방식에 의한 물체검출 및 묘사과정으로 이루어져 있다. 물체검출 방법에서는 계층적 영상구조에서 발생하는 클러스터링의 유효성 문제를 해결하기 위해 통계적 IFSVR 알고리듬과 FSVR 알고리듬을 제안하였고, 이를 이용하여 관심대상 화소를 검출하였다. 물체묘사 방법은 고해상도 레벨로 검출된 최적 물체화소를 투사하고 처리하기 위해 톱다운 추적방식인 반복 알고리듬을 제안하였다. 시뮬레이션을 통하여 2진 영상과 실영상 모두에서 제안된 분할방법을 분석하였고, 그 결과 계층적 피라밋구조에 기초를 둔 접근방법이 영상분할에 대한 유용한 특성을 가지고 있음을 입증하였으며, 병렬처리기에서 처리된다면 각 알고리듬이 n${\times}$n 영상에 대해 0(log n)의 계산량이 요구된다.

• 전자공학회논문지B
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• 제28B권7호
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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.

• 설비공학논문집
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• 제23권11호
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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.