• Title/Summary/Keyword: Normal reference data

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Using percentage Nonconforming to evaluate Non-Normal Process Capability: Gamma Distributions (불량률의 측도로 비정규 공정능력의 평가: Gamma 분포)

  • 김홍준;김진수;송서일
    • Journal of Korean Society for Quality Management
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    • v.27 no.1
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    • pp.18-34
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    • 1999
  • This paper is a brief review of the different procedures that are available for fitting theoretical distributions to data. The use of each technique Is illustrated by reference to a distribution system which including the Pearson, Johnson and Burr functions. These functions can be used to calculate percent out of specification. Therefore, in this paper a new method for estimating a measure of process capability for Gamma distributed variable data proposed using the percentage nonconforming. Process capability indices combines with the percentage nonconforming Information can be used to evaluate more accurately process capability.

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Foreign Exchange Risk Control in the Context of Supply Chain Management

  • Park, Koo-Woong
    • Journal of Distribution Science
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    • v.13 no.2
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    • pp.15-24
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    • 2015
  • Purpose - Foreign exchange risk control is in an important component in the international supply chain management. This study shows the importance of the reference period in forecasting future exchange rates with a specific illustration of KIKO currency option contracts, and suggests feasible preventive measures. Research design, data, and methodology - Using monthly Won-Dollar exchange rate data for January 1995~July 2007, I evaluate the statistical characteristics of the exchange rate for two sub-periods; 1) a shorter period after the East Asian financial crisis and 2) a longer period including the financial crisis. The key instrument of analysis is the basic normal distribution theory. Results - The difference in the reference period could lead to an unexpected development in contract implementation and a consequent financial loss. We may avoid foreign exchange loss by using derivatives such as forwards or currency options. Conclusions - We should consider not only level values but also the volatilities of financial variables in making a binding financial contract. Appropriate measures may differ depending on the specific supply chain pattern. We may extend the study with surveys on actual risk measures.

BAYESIAN INFERENCE FOR FIELLER-CREASY PROBLEM USING UNBALANCED DATA

  • Lee, Woo-Dong;Kim, Dal-Ho;Kang, Sang-Gil
    • Journal of the Korean Statistical Society
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    • v.36 no.4
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    • pp.489-500
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    • 2007
  • In this paper, we consider Bayesian approach to the Fieller-Creasy problem using noninformative priors. Specifically we extend the results of Yin and Ghosh (2000) to the unbalanced case. We develop some noninformative priors such as the first and second order matching priors and reference priors. Also we prove the posterior propriety under the derived noninformative priors. We compare these priors in light of how accurately the coverage probabilities of Bayesian credible intervals match the corresponding frequentist coverage probabilities.

Implementation of the Calculation Method for 95% Upper Limit of Effluent Water Quality of Sewage Treatment Plant for Total Maximum Daily Loads : Percentile Ranking Method (수질오염총량관리를 위한 환경기초시설 배출수질의 통계적 평가방법 개선 : 선형보간법의 백분위수방법)

  • Park, Jae Hong;Kim, Dong Woo;Oh, Seung-Young;Rhew, Doug Hee;Jung, Dong Il
    • Journal of Korean Society on Water Environment
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    • v.24 no.6
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    • pp.676-681
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    • 2008
  • The evaluation of the effluent water quality of sewage treatment plant is one of the most important factor in calculating total maximum daily loads (TMDLs). Current method to calculate 95% upper limit of effluent water quality of sewage treatment plant assuming normal distribution of data needs to be implemented in case of non-normal distribution. We have investigated the applicability of percentile ranking method as a non-parametric statistical analysis in case of non-normal distribution of data.

An Efficient Scheme to write a Transmission Schedule using Convergence after Interactive Operations in a Stored Video (대화형 연산 후 수렴을 이용한 저장된 비디오의 효율적인 전송 스케줄 작성 방안)

  • Lee, Jae-Hong;Kim, Seung-Hwan
    • The Transactions of the Korea Information Processing Society
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    • v.7 no.7
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    • pp.2050-2059
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    • 2000
  • In a video-on-Demand(VOD) service, a server has to return to he normal playback quickly at a certain new frame position after interactive operations such as jump or last playback. In this paper, we propose an efficient scheme to write a transmission schedule for a playback restart of a video stream at a new frame position after interactive operations. The proposed scheme is based on convergence characteristics, that is transmission schedules with different playback startup frame position in a video stream meet each other at some frame position. The scheme applies a bandwidth smoothing from a new frame position to a convergence position without considering all remaining frames of a video stream. And then the scheme transmits video dta according to the new schedule from the new frame position to the convergence position, and then transmits the remaining video data according to the reference schedule from the convergence position, and then transmits the remaining video data according to the reference schedule from the convergence position to the last frame position. In this paper, we showed that there existed the convergence position corresponding to nay frame position in a video stream through many experiments based on MPEG-1 bit trace data. With the convergence we reduced the computational overhead of a bandwidth smoothing, which was applied to find a new transmission schedule after interactive operations. Also, storage overhead is greatly reduced by storing pre-calculated schedule information up to the convergence position for each I frame position of a video stream with video data off-line. By saving information on a transmission schedule off-line along with the video data and searching the schedule corresponding to the specified restarting frame position, we expect the possibility of normal playback of a video stream with small tolerable playback startup delay.

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Classification of Imbalanced Data Based on MTS-CBPSO Method: A Case Study of Financial Distress Prediction

  • Gu, Yuping;Cheng, Longsheng;Chang, Zhipeng
    • Journal of Information Processing Systems
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    • v.15 no.3
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    • pp.682-693
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    • 2019
  • The traditional classification methods mostly assume that the data for class distribution is balanced, while imbalanced data is widely found in the real world. So it is important to solve the problem of classification with imbalanced data. In Mahalanobis-Taguchi system (MTS) algorithm, data classification model is constructed with the reference space and measurement reference scale which is come from a single normal group, and thus it is suitable to handle the imbalanced data problem. In this paper, an improved method of MTS-CBPSO is constructed by introducing the chaotic mapping and binary particle swarm optimization algorithm instead of orthogonal array and signal-to-noise ratio (SNR) to select the valid variables, in which G-means, F-measure, dimensionality reduction are regarded as the classification optimization target. This proposed method is also applied to the financial distress prediction of Chinese listed companies. Compared with the traditional MTS and the common classification methods such as SVM, C4.5, k-NN, it is showed that the MTS-CBPSO method has better result of prediction accuracy and dimensionality reduction.

Extraction Method of Significant Clinical Tests Based on Data Discretization and Rough Set Approximation Techniques: Application to Differential Diagnosis of Cholecystitis and Cholelithiasis Diseases (데이터 이산화와 러프 근사화 기술에 기반한 중요 임상검사항목의 추출방법: 담낭 및 담석증 질환의 감별진단에의 응용)

  • Son, Chang-Sik;Kim, Min-Soo;Seo, Suk-Tae;Cho, Yun-Kyeong;Kim, Yoon-Nyun
    • Journal of Biomedical Engineering Research
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    • v.32 no.2
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    • pp.134-143
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    • 2011
  • The selection of meaningful clinical tests and its reference values from a high-dimensional clinical data with imbalanced class distribution, one class is represented by a large number of examples while the other is represented by only a few, is an important issue for differential diagnosis between similar diseases, but difficult. For this purpose, this study introduces methods based on the concepts of both discernibility matrix and function in rough set theory (RST) with two discretization approaches, equal width and frequency discretization. Here these discretization approaches are used to define the reference values for clinical tests, and the discernibility matrix and function are used to extract a subset of significant clinical tests from the translated nominal attribute values. To show its applicability in the differential diagnosis problem, we have applied it to extract the significant clinical tests and its reference values between normal (N = 351) and abnormal group (N = 101) with either cholecystitis or cholelithiasis disease. In addition, we investigated not only the selected significant clinical tests and the variations of its reference values, but also the average predictive accuracies on four evaluation criteria, i.e., accuracy, sensitivity, specificity, and geometric mean, during l0-fold cross validation. From the experimental results, we confirmed that two discretization approaches based rough set approximation methods with relative frequency give better results than those with absolute frequency, in the evaluation criteria (i.e., average geometric mean). Thus it shows that the prediction model using relative frequency can be used effectively in classification and prediction problems of the clinical data with imbalanced class distribution.

Change Detection Using Image Differencing Method in Pyeongtaeg City (화상간(畵像間) 차이법(差異法)을 활용한 평택시 지역 지표면(地表面) 변화탐지(變化探知))

  • Rim, Sang-Kyu;Kim, Moo-Sung
    • Korean Journal of Soil Science and Fertilizer
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    • v.35 no.3
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    • pp.185-195
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    • 2002
  • The purpose of this study is to evaluate and seek the best suitable band and threshold boundary level on the change detection of image differencing method using Landsat TM data(20 May 1987 and 20 May 1993) in Pyeongtaeg City. The change detection images differencing method were evaluated by using normal reference data with an optimal threshold level{$mean{\pm}(SD{\times}T$ value). The normal reference data consisted of positive change{change dark into light in image pattern, that is, it changed arable land(paddy, upland, forest and so on) to artificial area(buildings, vinyl-house and roads, etc)} and negative change(change light into dark in image pattern, that is, it changed artificial area into arable land). As the result, the kappa coefficients of visible bands(D1, D2 and D3) were higher than those of infrared bands(D4, D5 and D7), and than D1 image with 1.0 thresholding and normal reference data was a improved result in the land-surface change detection such as kappa coefficient : 68.4%, overall accuracy : 89.2%, negative change : 6.6%, positive change : 10.6%.

Evaluation of Non-Normal Process Capability for Gamma Distribution Process (Gamma 분포공정에 대한 비정규공정능력의 평가)

  • Kim, Hong-Jun;Kim, Jin-Soo;Song, Suh-Ill
    • Proceedings of the Korean Society for Quality Management Conference
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    • 1998.11a
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    • pp.133-142
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    • 1998
  • This paper is a brief review of the different procedures that are available for fitting theoretical distributions to data. The use of each technique is illustrated by reference to a distribution system which including the Pearson, Poission approximation of Gamma distribution and Burr functions. These functions can be used to calculate percent out of specification. Therefore, in this paper a new methods for estimating a measure of non-normal process capability for Gamma distributed variable data proposed using the percentage nonconforming. Process capability indices combines with the percentage nonconforming information can be used to evaluate more accurately process capability.

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Outlier Detection of Real-Time Reservoir Water Level Data Using Threshold Model and Artificial Neural Network Model (임계치 모형과 인공신경망 모형을 이용한 실시간 저수지 수위자료의 이상치 탐지)

  • Kim, Maga;Choi, Jin-Yong;Bang, Jehong;Lee, Jaeju
    • Journal of The Korean Society of Agricultural Engineers
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    • v.61 no.1
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    • pp.107-120
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    • 2019
  • Reservoir water level data identify the current water storage of the reservoir, and they are utilized as primary data for management and research of agricultural water. For the reservoir storage management, Korea Rural Community Corporation (KRC) installed water level stations at around 1,600 agricultural reservoirs and has been collecting the water level data every 10 minutes. However, various kinds of outliers due to noise and erroneous problems are frequently appearing because of environmental and physical causes. Therefore, it is necessary to detect outlier and improve the quality of reservoir water level data to utilize the water level data in purpose. This study was conducted to detect and classify outlier and normal data using two different models including the threshold model and the artificial neural network (ANN) model. The results were compared to evaluate the performance of the models. The threshold model identifies the outlier by setting the upper/lower bound of water level data and variation data and by setting bandwidth of water level data as a threshold of regarding erroneous water level. The ANN model was trained with prepared training dataset as normal data (T) and outlier (F), and the ANN model operated for identifying the outlier. The models are evaluated with reference data which were collected reservoir water level data in daily by KRC. The outlier detection performance of the threshold model was better than the ANN model, but ANN model showed better detection performance for not classifying normal data as outlier.