• Environmental and Resource Economics Review
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• v.9 no.3
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• pp.515-544
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• 2000

This paper shows that various fractionally integrated univariate and multivariate are remarkably successful in representing annual temperature series and also very long series of tree ring widths, which are often used as a proxy for temperature. The analysis also suggests that human recorded temperature series are not inconsistent with being generated by a stationary, long memory process. From the empirical results, we should be noted that the statistically significant positive trend coefficients may well be due to small sample sizes. These results cast some doubt on the basic assumption that global warming is definitely occurring.

• Journal of Integrative Natural Science
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• v.7 no.3
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• pp.200-207
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• 2014

Average number of samples to signal (ANSS) and average time to signal (ATS) are the most widely used criterion for comparing the efficiencies of the quality control charts. In this study the method of evaluating ANSS and ATS values of the multivariate exponentially weighted moving average (EWMA) control charts with Markov chain approach was presented when the production process is in control state or out of control state. Through numerical results, it is found that when the number of transient state r is less than 50, the calculated ANSS and ATS values are unstable; and ATS(r) tends to be stabilized when r is greater than 100; in addition, when the properties of multivariate EWMA control chart is evaluated using Markov chain method, the number of transient state r requires bigger values when the smoothing constatnt ${\lambda}$ becomes smaller.

• Journal of the Korean Statistical Society
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• v.26 no.3
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• pp.397-405
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• 1997

Recently maximum likelihood estimators using unconditional likelihood function are used for testing unit roots. When one wants to use this method the determinant term of initial values in the multivariate unconditional likelihood function produces a complicated function of the elements in the coefficient matrix and variance matrix. In this paper an approximation of the determinant term is calculated and based on this aproximation an approximated unconditional likelihood function is calculated. The approximated unconditional maximum likelihood estimators can be used to test for unit roots. When multivariate process has one unit root the limiting distribution obtained by this method and the limiting distribution using exact unconditional likelihood function are the same.

• Journal of the Korean Data and Information Science Society
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• v.28 no.4
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• pp.937-945
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• 2017

The purpose of using a control chart is to detect any change that occurs in the process. When control charts are used to monitor processes, we want to identify this changes as quickly as possible. Many problems in quality control involve a vector of observations of several characteristics rather than a single characteristic. Multivariate CUSUM or EWMA charts have been developed to address the problem of monitoring covariance matrix or the joint monitoring of mean vector and covariance matrix. However, control charts tend to work poorly when we use the highly correlatted variables. In order to overcome it, Hawkins (1991) proposed the use of regression adjustment variables. In this paper, to monitor covariance matrix, we investigate the performance of MEWMA-type control charts with and without the use of regression adjusted variables.

• Journal of the Korean Institute of Gas
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• v.11 no.3
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• pp.13-18
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• 2007

The multivariate statistical analysis, using the multiple linear regression(MLR), have been applied to analyze and predict the flash points of binary systems. Prediction for the flash points of flammable substances is important for the examination of the fire and explosion hazards in the chemical process design. In this paper, the flash points are predicted by MLR based on the physical properties of pure substances and the experimental flash points data. The results of regression and prediction by MLR are compared with the values calculated by Raoult's law and Van Laar equation.

• Communications for Statistical Applications and Methods
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• v.30 no.4
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• pp.369-388
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• 2023

In this paper, we develop the two-step procedure that detects and estimates the position of structural changes for multivariate nonstationary time series, either on mean parameters or second-order structures. We first investigate the presence of mean structural change by monitoring data through the aggregated cumulative sum (CUSUM) type statistic, a sequential procedure identifying the likely position of the change point on its trend. If no mean change point is detected, the proposed method proceeds to scan the second-order structural change by modeling the multivariate nonstationary time series with a multivariate locally stationary Wavelet process, allowing the time-localized auto-correlation and cross-dependence. Under this framework, the estimated dynamic spectral matrices derived from the local wavelet periodogram capture the time-evolving scale-specific auto- and cross-dependence features of data. We then monitor the change point from the lower-dimensional approximated space of the spectral matrices over time by applying the dynamic principal component analysis. Different from existing methods requiring prior information on the type of changes between mean and covariance structures as an input for the implementation, the proposed algorithm provides the output indicating the type of change and the estimated location of its occurrence. The performance of the proposed method is demonstrated in simulations and the analysis of two real finance datasets.

• Journal of Korean Society for Quality Management
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• v.29 no.4
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• pp.38-53
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• 2001

In resolving industrial quality control problems, a vector of multiple quality characteristic variables is involved rather than a single variable. However, it is not guaranteed that a multivariate control chart based on statistical methods can monitor abnormal signal in case that small changes of relationship between each variables causes abnormal production process. Hence a quality control system for real-time monitoring of the multi-dimensional quality characteristic vector under a multivariate normal process is needed to enhance tile production system quality performance. A pattern analysis approach based on self-organizing map (SOM), an unsupervised learning technique of neural network, is applied to the design of such a quality control system. In this study we present a new material quality control system based on pattern analysis approach and illustrate the effectiveness of proposed system using actual electronic company material data.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.34 no.2
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• pp.1-8
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• 2011

This paper proposes a variable sampling interval multivariate $T^2$ control chart with sampling at fixed times, where samples are taken at specified equally spaced fixed time points and additional samples are allowed between these fixed times when indicated by the preceding $T^2$ statistics. At fixed sampling points, the $T^2$ statistics are composed of all quality characteristics and a part of quality characteristics are selected to obtain $T^2$ statistics at additional sampling points. A Markov chain approach is used to evaluate the performance of the proposed chart. Numerical studies for the performance of the proposed chart show that the proposed chart reduces the observations obtained from a process and detects the assignable cause of a process with low correlated quality characteristics quickly.

• Journal of the Korean Society of Manufacturing Process Engineers
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• v.20 no.11
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• pp.108-114
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• 2021

In this study, a multivariate function was applied to the genetic algorithm for D-type lugs currently used in shipyards to closely analyze the behavioral form of weight loss without double plates. An optimal lifting lug structure design without attachments is proposed. MATLAB R2016a was used to design features by applying multivariate functions to genetic algorithms. Furthermore, the design was achieved by deriving the optimal shapes of lugs using genetic algorithms. The shapes of the designed lugs were validated for structural bonding using the structural analysis program ANSYS 2020 R2, and a robust design of lugs with no appendages was developed.

• The Korean Journal of Applied Statistics
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• v.35 no.3
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• pp.395-406
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• 2022

This paper studies the outlier detection method for multivariate long memory time series. The existing outlier detection methods are based on a short memory VARMA model, so they are not suitable for multivariate long memory time series. It is because higher order of autoregressive model is necessary to account for long memory, however, it can also induce estimation instability as the number of parameter increases. To resolve this issue, we propose outlier detection methods based on the VHAR structure. We also adapt the robust estimation method to estimate VHAR coefficients more efficiently. Our simulation results show that our proposed method performs well in detecting outliers in multivariate long memory time series. Empirical analysis with stock index shows RVHAR model finds additional outliers that existing model does not detect.