• Communications for Statistical Applications and Methods
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• v.7 no.3
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• pp.789-798
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• 2000

The mean residual function is the expected remaining life of an item at age x. The problem of trend change in the mean residual life is great interest in the reliability and survival analysis. In this paper, we develop a family of test statistics for testing whether or not the mean residual life changes its trend. The asymptotic normality of the test statistics is established. Monte Carlo simulations are conducted to study the performance of our test statistics.

• Proceedings of the Korean Statistical Society Conference
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• 2005.11a
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• pp.43-48
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• 2005

We consider the problem of testing for parameter changes in time series models based on a cusum test. Although the test procedure is well-established for the mean and variance in time series models, a general parameter case has not been discussed in the literature. Therefore, here we develop a cusum test for parameter change in a more general framework. As an example, we consider the change of the parameters in an RCA(1) model and that of the autocovariances of a linear process. We also consider the variance change test for unstable models with unit roots and GARCH models.

• Journal of Korean Society for Quality Management
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• v.30 no.4
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• pp.78-85
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• 2002

The problem of trend change in the mean residual life is great interest in the reliability and survival analysis. In this paper, a new test statistic for testing whether or not the mean residual life changes its trend is developed. It is assumed that neither the change point nor the proportion at which the trend change occurs is known. The asymptotic null distribution of test statistic is established and asymptotic critical values of the asymptotic null distribution is obtained. Monte Carlo simulation is used to compare the proposed test with previously known tests.

• Journal of the Korean Data and Information Science Society
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• v.26 no.1
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• pp.261-269
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• 2015

Nowadays the application of change point analysis has been indispensable in a wide range of areas such as quality control, finance, environmetrics, medicine, geographics, and engineering. Identification of times where process changes would help minimize the consequences that might happen afterwards. The main objective of this paper is to compare the change-point detection capabilities of Bayesian estimate and maximum likelihood estimate. We applied Bayesian and maximum likelihood techniques to formulate change points having a step change and multiple number of change points in a Poisson rate. After a signal from c-chart and Poisson cumulative sum control charts have been detected, Monte Carlo simulation has been applied to investigate the performance of Bayesian and maximum likelihood estimation. Change point detection capacities of Bayesian and maximum likelihood estimation techniques have been investigated through simulation. It has been found that the Bayesian estimates outperforms standard control charts well specially when there exists a small to medium size of step change. Moreover, it performs convincingly well in comparison with the maximum like-lihood estimator and remains good choice specially in confidence interval statistical inference.

• Communications for Statistical Applications and Methods
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• v.22 no.5
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• pp.475-485
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• 2015

Similar to regression, many measures to detect influential data points in discriminant analysis have been developed. Many follow similar principles as the diagnostic measures used in linear regression in the context of discriminant analysis. Here we focus on the impact on the predicted classification posterior probability when a data point is omitted. The new method is intuitive and easily interpretable compared to existing methods. We also propose a graphical display to show the individual movement of the posterior probability of other data points when a specific data point is omitted. This enables the summaries to capture the overall pattern of the change.

• 제어로봇시스템학회:학술대회논문집
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• 1997.10a
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• pp.1516-1519
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• 1997

With disseminationof Distributed Control Systems(DCS), the huge amounts of process operation data could have been available and led to figure out process behaviors better on the statistical basis. Until now, the statistical modeling technology has been susally applied to process monitoring and fault diagnosis. however, it has been also thought that these process information, extracted from statistical analysis, might serve a great opportunity for process operation improvements and process improvements. This paper proposed a general methodolgy for process operation improvements including data analysis, backing up the result of analysis based on the methodology, and the mapping physical physical phenomena to the Principal Components(PC) which is the most distinguished feature in the methodology form traditional statistical analyses. The application of the proposed methodology to the Balst Furnace(BF) process has been presented for details. The BF process is one of the complicated processes, due to the highly nonlinear and correlated behaviors, and so the analysis for the process based on the mathematical modeling has been very difficult. So the statisitical analysis has come forward as a alternative way for the useful analysis. Using the proposed methodology, we could interpret the complicated process, the BF, better than any other mathematical methods and find the direction for process operation improvement. The direction of process operationimprovement, in the BF case, is to increase the fludization and the permeability, while decreasing the effect of tapping operation. These guide directions, with those physical meanings, could save fuel cost and process operator's pressure for proper actions, the better set point changes, in addition to the assistance with the better knowledge of the process. Open to set point change, the BF has a variety of steady state modes. In usual almost chemical processes are under the same situation with the BF in the point of multimode steady states. The proposed methodology focused on the application to the multimode steady state process such as the BF, consequently can be applied to any chemical processes set point changing whether operator intervened or not.

• Communications for Statistical Applications and Methods
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• v.6 no.3
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• pp.801-812
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• 1999

Change-point hazard rate models arise for example in applying "burn-in" techniques to screen defective items and in studing times until undesirable side effects occur in clinical trials. Sometimes in screening defectives it might be sensible to model two stages of burn-in. In a clinical trial there might be an initial hazard rate for a side effect which after a period of time changes to an intermediate hazard rate before settling into a long term hazard rate. In this paper we consider the multiple change points hazard rate model. The classical approach's asymptotics can be poor for the small to all moderate sample sizes often encountered in practice. We propose a Bayesian approach avoiding asymptotics to provide more reliable inference conditional only upon the data actually observed. The Bayesian models can be fitted using simulation methods. Model comparison is made using recently developed Bayesian model selection criteria. The above methodology is applied to a generated data and to a generated data and the Lawless(1982) failure times of electrical insulation.

• Journal of Climate Change Research
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• v.7 no.1
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• pp.31-39
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• 2016

In this study, the time series of the number of days with $25^{\circ}C$ or higher temperatures in the Jeju region were analyzed and they showed a strong trend of increase until recently. To determine the existence of a climate regime shift in this time series, the statistical change-point analysis was applied and it was found that the number of days with $25^{\circ}C$ or higher temperatures in the Jeju region increased sharply since 1993. Therefore, in order to examine the cause of the sharp increase of the days with $25^{\circ}C$ or higher temperatures in the Jeju region, the differences between the averages of 1994~2013 and the averages of 1974~1993 were analyzed for the large-scale environment. In the Korean Peninsula including the Jeju region, precipitable water and total cloud cover decreased recently due to the intensification of strong anomalous anticyclones near the Korean Peninsula in the top, middle and bottom layers of the troposphere. As a result of this, the number of days with $25^{\circ}C$ or higher temperatures in the Jeju region could increase sharply in recent years. Furthermore, in the analysis of sensible heat net flux and daily maximum temperatures at 2 m, which is the height that can be felt by people, the Korean Peninsula was included in the positive anomaly region. In addition, the frequency of typhoons affecting the Korean Peninsula decreased recently, which reduced the opportunities for air temperature drops in the Jeju region.

• The Korean Journal of Applied Statistics
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• v.1 no.1
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• pp.57-67
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• 1987

In time series analysis, we usually require the assumption that time series are stationary. But we may often encounter time series whose parameter values subject to change. Inthis paper w propose a method which can detect the variance change point in anAR(1) model which is subjct to changesat non-predictable time points. Proposed method is compared with other methods using the simulated and real data.

• Journal of Climate Change Research
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• v.7 no.1
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• pp.49-57
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• 2016

In the present study, the time series of the number of days on which temperatures were not higher than $-5^{\circ}C$ in winter in Seoul was analyzed. The results showed a decreasing tendency until recently. Statistical change-point analysis was conducted to examine whether climate regime shifts existed in this time series. According to the results, the number of days on which temperatures were not higher than $-5^{\circ}C$ in winter in Seoul drastically decreased since 1988. Therefore, to find out the reason for the recent decrease in the number of days, differences between the means of large-scale environments in winder during 1988~2010 and those during 1974~1987 were analyzed. In all layers of the troposphere, anomalous anticyclones developed in regions around the Korean Peninsula and thus the Korean Peninsula was affected by westerlies or south-westerlies. This was associated with the recent a little further northward development of western North Pacific subtropical high. Therefore, environments good for warm and humid air to flow into the Korean Peninsula were formed. To examine whether relatively warm and humid air actually flowed into the Korean Peninsula recently, temperatures and specific humidity in all layers in the troposphere were analyzed and according to the results the Korean Peninsula showed warm and humid anomalies. In the analyses of sensible heat net flux and maximum temperatures at a height of 2 m that can be felt by humans, the East Asia Continent including the Korean Peninsula showed positive anomalies.