• 한국통계학회:학술대회논문집
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• 한국통계학회 2000년도 추계학술발표회 논문집
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• pp.119-121
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• 2000

A functional central limit theorem is obtained for a stationary multivariate linear process of the form $X_t=\sum\limits_{u=0}^\infty{A}_{u}Z_{t-u}$, where {$Z_t$} is a sequence of strictly stationary m-dimensional linearly positive quadrant dependent random vectors with $E Z_t = 0$ and $E{\parallel}Z_t{\parallel}^2 <{\infty}$ and {$A_u$} is a sequence of coefficient matrices with $\sum\limits_{u=0}^\infty{\parallel}A_u{\parallel}<{\infty}$ and $\sum\limits_{u=0}^\infty{A}_u{\neq}0_{m{\times}m}$. AMS 2000 subject classifications : 60F17, 60G10.

• Communications for Statistical Applications and Methods
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• 제8권3호
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• pp.615-623
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• 2001

A functional central limit theorem is obtained for a stationary multivariate linear process of the form (no abstract. see full-text) where{ $Z_{t}$} is a sequence of strictly stationary m-dimensional negatively associated random vectors with E $Z_{t}$=O and E∥ $Z_{t}$∥$^2$<$\infty$ and { $A_{u}$} is a sequence of coefficient matrices with (no abstract. see full-text) and (no abstract. see full-text).text).).

• 통합자연과학논문집
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• 제12권3호
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• pp.78-84
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• 2019

In many cases, the quality of a product is determined by several correlated quality variables. Control charts have been used for a long time widely to control the production process and to quickly detect the assignable causes that may produce any deterioration in the quality of a product. Numerical switching performances of multivariate cumulative sum control chart for simultaneous monitoring all components in the dispersion matrix ${\Sigma}$ under multivariate normal process $N_p({\underline{\mu}},{\Sigma})$ are considered. Numerical performances were evaluated for various shifts of the values of variances and/or correlation coefficients in ${\Sigma}$. Our computational results show that if one wants to quick detect the small shifts in a process, CUSUM control chart with small reference value k is more efficient than large k in terms of average run length (ARL), average time to signal (ATS), average number of switches (ANSW).

• 통합자연과학논문집
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• 제15권1호
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• pp.1-8
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• 2022

In a multivariate normal production process N_p(µ,Σ), a chart combining three EWMA charts with accumulate-combine method for µ, variance components of Σ, and off-diagonal elements of Σ, into a EWMA (exponentially weighted moving average) chart is considered, which is called a combined EWMA chart. Through simulation work, the proposed combined EWMA chart's numerical performance and properties are examined. The simulation results show that the proposed combined EWMA chart, which is simultaneously monitoring all the process parameters of multivariate normal production process, works effectively in the perspective of means, variances and correlation coefficients. In addition, the combined EWMA chart is extended to VSI chart.

• Communications for Statistical Applications and Methods
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• 제2권2호
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• pp.94-100
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• 1995

Vector autoregressive process disturbed by measurement error is a vector autoregressive process with nonlineat parametric restrictions on the parameter. A Newton-Raphson procedure for estimating the parameter which take advantage of the information contained in the restrictions is proposed.

• Journal of the Korean Data and Information Science Society
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• 제26권3호
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• pp.639-652
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• 2015

현대의 제조공정은 컴퓨터의 발전과 통신 및 네트워크의 발달로 컴퓨터통합제조가 가능해졌다. 이로 인해 고품질 제품의 고속 생산공정이 확대되고, 공정에서 실시간으로 전송되는 다양한 품질변수들의 데이터 축적 또한 가능하게 되었다. 이를 관리하기 위해서는 다변량 통계적 공정관리 절차가 필요하다. 전통적으로 사용하는 다변량 관리도는 이상상태 발생시 이상신호를 주지만, 이상원인이 어떠한 변수에 어떠한 영향을 주는지에 대한 정보를 제공하지 않는다는 단점이 있다. 이를 보완하기 위해 데이터마이닝과 기계학습 기법을 이용할 수 있다. 이 논문에서는 의사결정나무 학습 기법을 이용한 다변량 공정관리 절차를 소개하고, 이변량인 경우 모의실험을 통하여 그 효율을 살펴보았다. 모의실험 결과를 살펴볼 때, 상관계수에 따라 이상상태 탐지 능력은 비슷한 것으로 나타났고, 이상상태에 대한 분류 정확도는 상관계수와 이상원인의 형태에 따라 차이가 있지만 기존의 다변량 관리도에서는 제공하지 않는 이상원인의 정보를 제공하는 장점이 있음을 알 수 있다.

• 대한안전경영과학회지
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• 제13권1호
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• pp.81-89
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• 2011

It is presumable that properly designed earcons given simultaneously with visual information could enhance the situation awareness of operators when they are involving in highly complicate process control activities. In this study, population stereotypes of earcons with respect to process control information were identified using 60 Korean subjects. To do this, 11 most distinctive earcons were selected from various earcons having different pitch, rhythm, and timbre. Associations between the selected earcons and 40 pairs of adjectives used to describe the state of control in process were gathered from 37 subjects using a semantic differential method. Based on the results from multivariate analyses, the 40 pairs of adjectives were aggregated into three distinctive semantic dimensions. The emotional maps of the 11 earcons matched with the semantic dimensions were presented in this study. On the basis of these results, a general guideline was suggested for designing earcons to deliver process control information.

• 대한수학회논문집
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• 제12권3호
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• pp.743-754
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• 1997

We introduce a class of finite and infinite moving average (MA) sequences of multivariate random vectors exponential marginals. The theory of dependence is used to show that in various cases the class of MA sequences consists of associated random variables. We utilize positive dependence properties to obtain some probability bounds for the multivariate processes.

• Communications for Statistical Applications and Methods
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• 제6권2호
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• pp.413-422
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• 1999

Multivariate EWMA control charts to simultaneously monitor correlation coefficients of correlated quality characteristics under multivariate normal process are proposed. Performances of the proposed charts are measured in terms of average run length(ARL). Numerical results show that smalle values for smoothing constant with accumulate-combine approach are preferred for detecting smalle shifts.

• Journal of the Korean Statistical Society
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• 제25권4호
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• pp.545-556
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• 1996

In this paper, we introduce a new concept of partial ordering which permits us to compare pairs of the dependence structures of a new hitting times for POD multivariate vector process of interest as to their degree of POD-ness. We show that POD ordering is closed under convolution, limit in distribution, compound distribution, mixture of a certain type and convex combination. Finally, we present several examples of POD ordering processes.