• Title/Summary/Keyword: Time-Sequential Analysis

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Asymptotic properties of monitoring procedure for parameter change in heteroscedastic time series models (이분산 시계열 모형에서 모수의 변화에 대한 모니터링 절차의 점근 성질)

  • Kim, Soo Taek;Oh, Hae June
    • The Korean Journal of Applied Statistics
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    • v.33 no.4
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    • pp.467-482
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    • 2020
  • We investigate a monitoring procedure for the early detection of parameter changes in location-scale time series models. We introduce a detector for monitoring procedure based on modified residual cumulative sum (CUSUM). The asymptotic properties of the monitoring procedure are established under the null and alternative hypotheses. Simulation results and data analysis are also provided for illustration.

Preliminary Development of a Scale for the Measurement of Information Avoidance

  • Kap-Seon, KIM
    • Journal of Wellbeing Management and Applied Psychology
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    • v.6 no.1
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    • pp.23-31
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    • 2023
  • Purpose: The purpose of this study is a preliminary study to develop a comprehensive information avoidance scale that includes various search contexts. Research design, data and methodology: This study is a part of exploratory sequential design of mixed method for the development of information avoidance scale. Based on the themes derived from the analysis of the in-depth interview data collected in the qualitative research of the first stage of the study, 45 preliminary items on information search and avoidance were constructed. The factors related to information searching included information recognition, information seeking purpose, and information search expectations. Individual, information, time, and system factors were related to information avoidance. Pearson's correlation analysis was performed for the correlation between factor items, and Cronbach's alpha analysis was performed for the reliability analysis of the items. Exploratory factor analysis was applied to examine the construct validity of 35 items of information avoidance. Results: Among the information avoidance items, one of the less relevant among information purpose items, two information factor items, and one time factor item were excluded. Conclusions: A secondary survey should be conducted to confirm the validity and reliability of the scale composed of adjusted items (35) based on the results of exploratory factor analysis. The strength of this preliminary scale is that it was developed based on vivid qualitative data of ordinary people who had experiences of search and avoidance in various search contexts.

A Review on the Application of Stochastic Methods in the Analysis of Hydrologic Records (수문기록 분석을 위한 추계학적방법의 응용에 관한 고찰)

  • 윤용남
    • Water for future
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    • v.4 no.1
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    • pp.51-58
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    • 1971
  • Hydrologic data serve as an input to the water resources system. An adequate analysis of hydrologic data is one of the most important steps in the planning of the water resources development program. The natural hydrologic processes, which produce the hydrologic data, are truely 'stochastic' in the sense that natural hydrologic phenomena change with time in accordance with the law of probability as well as with sequential relationship between their occurrences. Therefore, the stochastic approach to the analysis of hydrologic data has become more popular in recent years than the conventional deterministic or probabilistic approach. This paper reviews the mathematical models which can adequately simulate the stochastic behavior of the hydrologic characteristics of a hydrologic system. The actual application of these models in the analysis of hydrologic records(precipipitation and runoff records in particular) is also presented.

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Topology Optimization of Structures in Plastic Deformation using Finite Element Limit Analysis (유한요소 극한해석을 이용한 소성변형에서의 구조물의 위상최적화)

  • Lee, Jong-Sup;Huh, Hoon
    • Proceedings of the KSME Conference
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    • 2008.11a
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    • pp.603-608
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    • 2008
  • It is well known that the topology optimization for plastic problem is not easy since the iterative analyses to evaluate the objective and cost function with respect to the design variation are very time-consuming. The finite element limit analysis is an efficient tool which is possible to predict collapse modes and sequential collapse loads of a structure considering not only large deformation but also plastic material behavior with moderate computing cost. In this paper, the optimum topology of a structure considering large and plastic deformation is obtained using the finite element limit analysis. To verify the constructed optimization code, topology optimizations of some typical problems are performed and the optimal topologies by elastic design and plastic design are compared.

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Optimal Design of Permanent Magnet Arrays for Eddy Current Brakes (와전류 브레이크를 위한 영구자석 배열의 최적설계)

  • Choi, Jae-Seok;Yoo, Jeong-Hoon
    • Proceedings of the KSME Conference
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    • 2008.11a
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    • pp.609-611
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    • 2008
  • Eddy current is usually generated in material with high conductivity by time-varying source such as AC current and also is induced in the moving source with relative velocity. The contactless magnetic brakes make use of the braking force from the eddy current generated by moving source and currently used for the secondary brakes of heavy trucks, buses and rail vehicles. This study aims to design the magnetization pattern of a permanent magnet type eddy current brake system to maximize the braking force. The analysis of the brake system is based on the two-dimensional finite element analysis. We use the sequential linear programming as the optimizer and the adjoint variable method for the sensitivity analysis.

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Optimal Array Design of the Permanent Magnet in an Eddy Current Brake (와전류 브레이크의 영구자석배열 최적설계)

  • Choi, Jae-Seok;Yoo, Jeong-Hoon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.33 no.7
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    • pp.658-663
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    • 2009
  • Eddy current is usually generated in the material with high conductivity by time-varying source such as AC current and also is induced by the moving source with relative velocity. The contactless magnetic brake makes use of the braking force from the eddy current generated by the moving source and currently used for the secondary brakes of heavy trucks, buses and rail vehicles. This study aims to design the magnetization pattern of the eddy current brake system of a permanent magnet type where the design aim is to maximize the braking force. The analysis of brake systems is based on the two-dimensional finite element analysis. We use the sequential linear programming as the optimizer and the adjoint variable method is applied for the sensitivity analysis.

A Sequential Design of Dual Pulse Generation System Based on Dynamic Analysis of Pulse Shape (이중충격파의 충격파형 동특성 분석에 근거한 충격시험장치의 순차적 설계)

  • Kang, Minsig;Shul, Changwon
    • Journal of the Korea Institute of Military Science and Technology
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    • v.20 no.1
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    • pp.98-107
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    • 2017
  • Electric components equipped with naval shipboards must endure mechanical shock caused by various mechanical impulsive sources. Thus the components must be designed carefully and reliability test is an essential procedure before use. In this study, a new design technology applicable to a large and heavy shock generation system which can generate various specific real mechanical shocks in specified time domain was introduced. Commonly, the shock transmitted through the wall of naval shipboard consists of dual shocks. The primary shock is of a very high amplitude and very short period half-sine form. The following shock is of an exponentially decaying harmonic form of relatively longer period. Based on the different dynamic characteristics of two shocks, we proposed a sequential design procedure to determine spring and damping coefficients of the generation system. Some numerical simulation results showed the feasibility of the proposed method.

Compiler Optimization for Parallelism and Locality Improvement (병렬성 및 지역성 증진을 위한 컴파일러 최적화)

  • Jim, Jin-Mi;Byeon, Seok-U;Pyo, Chang-U;Lee, Man-Ho
    • The Transactions of the Korea Information Processing Society
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    • v.6 no.2
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    • pp.307-314
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    • 1999
  • In this paper, we study on the transformation technique of sequential programs for the purpose of 'exploiting parallelism' and 'improving locality'. Based on the analysis of loop procedures of sequential programs with the factor of dependency and locality, two transformation techniques of loop distribution and loop fusion are applied to them. Transformed programs can be easily expressed as a parallel program wit thread notation, having coarse-grain parallelism and improved locality. This means that those transformations can be useful tools for optimizing and automatic-parallelizing compiler construction. Application of those techniques to SPEC95 on a solaris machine with four SPARC processors show an improvement of execution time.

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Determination of Incentive Level of Direct Load Control using Monte Carlo Simulation with Variance Reduction Technique (몬테카를로 시뮬레이션을 이용한 직접부하제어의 제어지원금 산정)

  • Jeong Yun Won;Park Jong Bae;Shin Joong Rin;Chae Myung Suk
    • Proceedings of the KIEE Conference
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    • summer
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    • pp.666-670
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    • 2004
  • This paper presents a new approach for determining an accurate incentive levels of Direct Load Control (DLC) program using sequential Monte Carlo Simulation (MCS) techniques. The economic analysis of DLC resources needs to identify the hourly-by-hourly expected energy-not-served resulting from the random outage characteristics of generators as well as to reflect the availability and duration of DLC resources, which results the computational explosion. Therefore, the conventional methods are based on the scenario approaches to reduce the computation time as well as to avoid the complexity of economic studies. In this paper, we have developed a new technique based on the sequential MCS to evaluate the required expected load control amount in each hour and to decide the incentive level satisfying the economic constraints. And also the proposed approach has been considered multi-state as well as two-state of the generating units. In addition, we have applied the variance reduction technique to enhance the efficiency of the simulation. To show the efficiency and effectiveness of the suggested method the numerical studies have been performed for the modified IEEE reliability test system.

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Adapted Sequential Pattern Mining Algorithms for Business Service Identification (비즈니스 서비스 식별을 위한 변형 순차패턴 마이닝 알고리즘)

  • Lee, Jung-Won
    • Journal of the Korea Society of Computer and Information
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    • v.14 no.4
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    • pp.87-99
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    • 2009
  • The top-down method for SOA delivery is recommended as a best way to take advantage of SOA. The core step of SOA delivery is the step of service modeling including service analysis and design based on ontology. Most enterprises know that the top-down approach is the best but they are hesitant to employ it because it requires them to invest a great deal of time and money without it showing any immediate results, particularly because they use well-defined component based systems. In this paper, we propose a service identification method to use a well-defined components maximally as a bottom-up approach. We assume that user's inputs generates events on a GUI and the approximate business process can be obtained from concatenating the event paths. We first find the core GUIs which have many outgoing event calls and form event paths by concatenating the event calls between the GUIs. Next, we adapt sequential pattern mining algorithms to find the maximal frequent event paths. As an experiment, we obtained business services with various granularity by applying a cohesion metric to extracted frequent event paths.