• Journal of the Korean Data and Information Science Society
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• v.15 no.3
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• pp.633-644
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• 2004

Exponentially Weighted Moving Average(EWMA) control chart for variance-covariance matrix of several quality characteristics based on accumulate-combine approach has proposed. Numerical computations show that multivariate EWMA chart based on accumulate-combine approach is more efficient than corresponding multivariate EWMA chart based on combine-accumulate approach.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.9 no.2
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• pp.338-347
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• 2005

In this paper, a decimation-in-time search direction algorithm for displacement prediction of moving object is proposed. The initialization of the proposed algorithm for moving direction prediction is performed by detecting moving objects at sequential frames and by obtaining a moving angle and a moving distance. A moving direction of the moving object at current frame is obtained by applying the decimation-in-time search direction mask. The decimation-in-tine search direction mask is that the moving object is detected by thinning out frames among the sequential frames, and the moving direction of the moving object is predicted by the search mask which is decided by obtaining the moving angle of the moving object in the 8 directions. to examine the propriety of the proposed algorithm, velocities of a driving car are measured and tracked, and to evaluate the efficiency, the proposed algorithm is compared to the full search algorithm. The evaluated results show that the number of displacement search times is reduced up to 91.8$\%$ on the average in the proposed algorithm, and the processing time of the tracking is 32.1ms on the average.

• Journal of the Korean Statistical Society
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• v.22 no.2
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• pp.271-282
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• 1993

Unit root test for temporally aggregated first order autoregressive process is considered. The temporal aggregate of fist order autoregression is an autoregressive moving average of order (1,1) with moving average parameter being function of the autoregressive parameter. One-step Gauss-Newton estimators are proposed and are shown to have the same limiting distribution as the ordinary least squares estimator for unit root when complete observations are available. A Monte-Carlo simulation shows that the temporal aggregation have no effect on the size. The power of the suggested test are nearly the same as the powers of the test based on complete observations.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2008.05a
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• pp.989-993
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• 2008

본 연구에서는 생체신호 중 비침습적으로 측정이 가능하고 많은 건강정보를 포함하고 있는 ECG(electrocardiogram)신호를 일상생활 중 보다 편리하게 모니터링 할 수 있는 시스템을 구현하고자 하였다. 이를 위하여 벨트형 ECG전극 시스템을 개발하였으며, 배터리로 구동 가능한 초소형 저전력 ECG측정시스템을 구현하였다. 또한 측정된 ECG신호의 무선전송을 위하여 Zigbee호환 무선센서노드를 이용하여 초저전력 무선데이터 통신부를 구성하였고 PC상에서 ECG신호를 모니터링하기 위한 프로그램을 구현하였다. 그리고 ECG측정 시 움직임에 따라 발생하는 동잡음의 제거를 위하여 이동평균필터(moving average filter)를 이용하여 기저선 변화를 추출하였고 이를 적응필터의 참조신호로 사용하여 동잡음을 제거하였다. 실험 결과 본 연구에 의해 구현된 ECG전극 및 계측시스템을 통해 활동상태 에서도 ECG계측 가능성을 확인하였으며, 제안한 적응신호처리기법을 통해 활동 중 ECG측정에서 동잡음의 최소화가 가능함을 확인하였다.

• Communications of the Korean Mathematical Society
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• v.23 no.4
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• pp.597-606
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• 2008

Let {$Y_{ij}-{\infty}\;<\;i\;<\;{\infty}$} be a doubly infinite sequence of identically distributed and ${\rho}^*$-mixing random variables with zero means and finite variances and {$a_{ij}-{\infty}\;<\;i\;<\;{\infty}$} an absolutely summable sequence of real numbers. In this paper, we prove the complete moment convergence of {${\sum}^n_{k=1}\;{\sum}^{\infty}_{i=-{\infty}}\;a_{i+k}Y_i/n^{1/p}$; $n\;{\geq}\;1$} under some suitable conditions. We extend Theorem 1.1 of Li and Zhang [Y. X. Li and L. X. Zhang, Complete moment convergence of moving average processes under dependence assumptions, Statist. Probab. Lett. 70 (2004), 191.197.] to the ${\rho}^*$-mixing case.

• Bulletin of the Korean Mathematical Society
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• v.47 no.3
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• pp.585-592
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• 2010

Let {$\varepsilon_i:-{\infty}$$\infty$} be a strictly stationary sequence of linearly positive quadrant dependent random variables and $\sum\limits\frac_{i=-{\infty}}^{\infty}|a_i|$<$\infty$. In this paper, we prove the precise asymptotics in the law of iterated logarithm for the moment convergence of moving-average process of the form $X_k=\sum\limits\frac_{i=-{\infty}}^{\infty}a_{i+k}{\varepsilon}_i,k{\geq}1$

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2008.10a
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• pp.510-513
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• 2008

As number of cyber traders are growing, the uses of technical analyzing indicators in trading increase as well. Parabolic SAR, which indicates changes of trend in the market, is one of the most used indicators by cyber traders. Especially when a market shows a specific trend, it is very useful. However, this indicator often gives late signals and shows less trustful ones in a stable market. This paper proposes a method that give more conservative signals by a composition of Parabolic SAR and Moving Average. The experiment will compare the earning rates of using only Parabolic SAR strategy and of using a composition strategy of Parabolic SAR and Moving Average.

• Bulletin of the Korean Mathematical Society
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• v.46 no.4
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• pp.617-626
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• 2009

Let {$Y_i$,-$\infty$ < i < $\infty$} be a doubly infinite sequence of i.i.d. random variables with E|$Y_1$| < $\infty$, {$a_{ni}$,-$\infty$ < i < $\infty$ n $\geq$ 1} an array of real numbers. Under some conditions on {$a_{ni}$}, we obtain necessary and sufficient conditions for $\sum\;_{n=1}^{\infty}\frac{1}{n}P(|\sum\;_{i=-\infty}^{\infty}a_{ni}(Y_i-EY_i)|$>$n{\epsilon})$<{\infty}$. We examine whether the result of Spitzer [11] holds for the moving average process, and give a partial solution.

• International Journal of Quality Innovation
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• v.2 no.1
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• pp.69-86
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• 2001

The economic design of control charts has been researched for over four decades since Duncan proposed the concept in 1956. Few studies, however, have focused attention on the economic design of a moving average (MA) control chart. An MA control chart is more effective than the Shewhart chart in detecting small process shifts [9]. This paper provides an economic model for determining the optimal parameters of an MA control chart with multiple assignable causes and two failures in the production process. These parameters consist of the sample size, the spread of the control limit and the sampling interval. A numerical example is shown and the sensitivity analysis shows that the magnitude of shift, rate of occurrence of assignable causes and increasing cost when the process is out of control have a more significant effect on the loss cost, meaning that one should more carefully estimate these values when conducting an economic analysis.

• Journal of the Korean Statistical Society
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• v.33 no.3
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• pp.271-282
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• 2004

We discuss complete convergence of weighted sums for arrays of ø-mixing random variables. As application, we obtain the complete convergence of moving average processes for ø-mixing random variables. The result of Baum and Katz (1965) as well as the result of Li et al. (1992) on iid case are extended to ø-mixing setting.