• 한국통계학회:학술대회논문집
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• 한국통계학회 2005년도 추계 학술발표회 논문집
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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.

• 한국농공학회논문집
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• 제47권6호
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• pp.15-24
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• 2005

The normalization on the characteristics of water level change at the upstream gauging station was attempted according to the operation of drainage sluice gate of the Geumgang estuary dam. The characteristics were normalized by the analysis of water level change and by the linear-regression of the water level data measured at the inner station of Geumgang estuary dam and upstream gauging station. The results of normalization may be referred to the management of Geumgang estuary lake, the operation of pumping and drainage stations in the shore of the lake. The mean response time of water level change on Ibpo, Ganggyeong and Gyuam water level station were 39,81 and 160 minutes, when sluice gate was opened respectively. The mean velocity of surface wave, the mean displacement of water level change, the mean time of water level change and the mean rate of water level change varied largely depending on the location of gauging station and the characteristics of stream section of the water level gauging station.

• Journal of the Korean Data and Information Science Society
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• 제28권4호
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• pp.889-898
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• 2017

In this research multiple change-points estimation for South Korean electricity generation data is considered. We analyze the South Korean electricity data via deterministically trending dynamic time series model with multiple structural changes in trends in a Bayesian approach. The number of change-points and the timing are unknown. The goal is to find the best model with the appropriate number of change-points and the length of the segments. A genetic algorithm is implemented to solve this optimization problem with a variable dimension of parameters. We estimate the structural change-points for South Korean electricity generation data and Nile River flow data additionally.

• 정보처리학회논문지:소프트웨어 및 데이터공학
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• 제8권7호
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• pp.289-302
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• 2019

시계열의 구조 변화란, 전체 시계열 자료를 구성하는 기간에서 관측치들의 분포가 상대적으로 안정적이다가, 특정 시점에서 분포 특성의 급격한 변화를 보이는 것을 의미한다. 비정상(non-stationary) 장기 시계열 안에서도, 단기적인 추세의 변화가 일시적인 것인지, 아니면 구조적으로 변한 것인지를 적시에 판단하는 것은 중요하다. 이는 시계열 추세의 변화를 상시 감지하여, 변화에 맞는 적정한 대응을 할 필요가 있기 때문이다. 본 연구에서는 단위근 검정법을 기반으로 한 검정 결과를 시각화함으로써, 의사결정자가 시계열의 구조 변화를 손쉽게 파악할 수 있는 방안을 제시하였다. 특히 시계열을 분할한 후 검정하는 방법을 통해, 장기 시계열일 때에도 단기 구조 변화를 파악할 수 있도록 하였다.

• 대한임상전기생리학회지
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• 제10권1호
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• pp.39-44
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• 2012

Purpose : This study purposed to analyze how dynamic stabilization exercise on an unstable surface, and static stabilization exercise on muscle strength and endurance. Methods : For this study we sampled 9 people for the unstable surface dynamic stabilization exercise group, 9 for the stable surface static stabilization exercise group, and 9 for the control group. In order to examine muscle strength and endurance, we measured changes in the maximal voluntary isometric contraction (MVIC) using a dynamometer before, 3 weeks after, and 6 weeks after the experiment. Results : First, with regard to change in muscle strength, flexion strength showed a significant change in interaction by time (p<0.05). Extension strength showed a significant change in interaction by time (p<0.05). Second, with regard to change in endurance, flexion endurance showed a significant change in interaction by time (p<0.05). Extension endurance showed a significant change in interaction by time (p<0.05). Conclusion : In conclusion, this study confirmed significant changes in interaction between the groups and by time with regard to changes in muscle strength and endurance. These results suggest the potential of surface dynamic stabilization exercise as a clinical intervention.

• 한국지능시스템학회논문지
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• 제14권6호
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• pp.759-763
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• 2004

본 논문에서는 음성을 본인이 아닌 사람의 음성으로 변환시키기 위하여 피치 변환 기법을 사용한 실시간 음성 변환 방법을 제안하였다 이러한 목적을 위하여 DFT((Discrete Fourier Transform)를 사용한 표본화율 변환 방법과 SOLA(Synchronized Overlap and Add) 방법을 사용한 시간축 변환 방법을 결합하여 피치를 변환시켰다 제안된 방법의 성능을 평가하기 위하여 음성 변환 실험을 수행하였다. 실험 결과에서 원 음성 신호는 원 화자의 신원을 알기가 어려운 음성 신호로 바뀌는 것을 알 수 있었다. 제안된 시스템은 시스템의 실시간으로 구현될 수 있는지 확인하기 위하여 TI TMS320C6711DSK 보드를 사용하여 구현되었다.

• 설비공학논문집
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• 제17권2호
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• pp.125-130
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• 2005

This study was peformed to investigate the phase change temperature, the supercooling, the maintenance time of liquid phase and the change rate of volume of TMA 30 $wt\% clathrate compound with additives. TMA 30 $wt\% clathrate compound with additive was cooled at heat source temperature of $-6^{circ}C$. The additives are ethylene glycol and chloroform. Their concentration are 0.1$wt\% respectively. The experimental results showed that the phase change temperature was not affected by additives and this was average $5.3^{circ}C$. Also the supercooling and the maintenance time of liquid phase were decreased by additives. Especially, the average value of supercooling showed by $8.8^{circ}C$ and the maintenance time of liquid phase was by 19 minutes in the case of chloroform 0.1$wt\%. Additionally, the average change rate of volume showed by $1.26{\~}1.31\%$ according to additives and the volume was decreased by the phase change from liquid to solid.

• 응용통계연구
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• 제36권6호
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• pp.573-589
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• 2023

조각별 선형 추세 모형에서의 변화점은 1차 차분한 시계열의 평균 변화점과 일치한다. 그러므로 1차 차분한 시계열의 평균 변화점을 탐색하면 조각별 선형 추세 모형의 변화점을 추정할 수 있다. 본 논문에서는 이와 같은 사실에 근거하여 원 시계열이 아닌 1차 차분한 시계열의 단순이동평균을 이용하여 원 시계열의 기울기가 변하는 변화점을 탐색하는 방법을 제안하고, 이에 대한 모의실험을 수행하였다. 모의실험 결과 본 논문에서 제안한 방법은 오차항들이 서로 독립인 경우뿐만 아니라 오차항들 사이에 강한 양의 자기상관이 존재하는 경우에도 변화점의 개수를 잘 추정하는 것으로 나타났다.

• Journal of Information Processing Systems
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• 제19권2호
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• pp.149-163
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• 2023

Affected by external factors, errors in time series data collected by sensors are common. Using the traditional method of constraining the speed change rate to clean the errors can get good performance. However, they are only limited to the data of stable changing speed because of fixed constraint rules. Actually, data with uneven changing speed is common in practice. To solve this problem, an online cleaning algorithm for time series data based on dynamic speed change rate constraints is proposed in this paper. Since time series data usually changes periodically, we use the extreme learning machine to learn the law of speed changes from past data and predict the speed ranges that change over time to detect the data. In order to realize online data repair, a dual-window mechanism is proposed to transform the global optimal into the local optimal, and the traditional minimum change principle and median theorem are applied in the selection of the repair strategy. Aiming at the problem that the repair method based on the minimum change principle cannot correct consecutive abnormal points, through quantitative analysis, it is believed that the repair strategy should be the boundary of the repair candidate set. The experimental results obtained on the dataset show that the method proposed in this paper can get a better repair effect.

• 대한산업공학회지
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• 제21권4호
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• pp.507-517
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• 1995

The failure rate of an item depends on operational environment. When an item has a chance failure period and a wearout failure period in sequel, the severity of operational environment causes the increase in the slop of wearout failure rate or the increase in the magnitude of chance failure rate. For such a change of operational environment, this paper concerns the change of optimal preventive replacement time. Two preventive replacement policies, age replacement policy and periodic replacement policy with minimal repair, are considered. Investigated properties are: (a) in age replacement policy, optimal preventive replacement time increases as the chance failure rate increases and optimal preventive replacement time decreases as the slope of wearout failure rate increases, and (b) in periodic replacement policy with minimal repair, optimal preventive replacement time increases as the slope of wearout failure rate increases; however, the change of chance failure rate does not alter the optimal preventive replacement time.