• Journal of the Korean Statistical Society
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• v.29 no.3
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• pp.269-284
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• 2000

We show asymptotic normality of the sample mean and sample autocovariances function generated from first-order integer valued autoregressive process(INAR(1)) with a negative binomial or a Poisson marginal. It is shown that a Poisson INAR(1) process is a special case of a negative binomial INAR(1) process.

• Journal of the Korean Statistical Society
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• v.30 no.1
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• pp.115-125
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• 2001

We consider the threshold autoregressive moving average(TARMA) process and find a sufficient condition for strict stationarity of the proces. Given region for stationarity of TARMA(p,q) model is the same as that of TAR(p) model given by Chan and Tong(1985), which shows that the moving average part of TARMA(p,q) process does not affect the stationarity of the process. We find also a sufficient condition for the existence of kth moments(k$\geq$1) of the process with respect to the stationary distribution.

• Journal of Korean Society for Quality Management
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• v.15 no.1
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• pp.47-54
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• 1987

It is common that the process capability fluctuates as time passes, but concentrates to the mean value. To keep up process capability with given limits is vital to stability of process. Various control charts, especially ${\sigma}-chart$, have been used for analyzing process capability, but It sometimes can not give distinct answer. So this paper introduces another analyzing method by ARMA (autoregressive moving average) which is originally developed for forecasting, and demonstrates the analyzing methodology through a case study.

• Communications of the Korean Mathematical Society
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• v.18 no.3
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• pp.541-550
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• 2003

We consider the generalized autoregressive model with conditional heteroscedasticity process(GARCH). It is proved that if (equation omitted) β/sub i/ < 1, then there exists a unique invariant initial distribution for the Markov process emdedding the given GARCH process. Geometric ergodicity, functional central limit theorems, and a law of large numbers are also studied.

• Journal of Korean Society for Quality Management
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• v.31 no.3
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• pp.126-135
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• 2003

A basic assumption in standard applications of control charts is that the observations are statistically independent. However, this assumption is often violated from processes in many industries. The presence of autocorrelation has a serious impact on the performance of control charts, causing a dramatic increase in the frequency of false alarms. This paper considers a process in which the observations can be modeled as a first order autoregressive(AR(1)) process, and develops (equation omitted) charts with the variable sample size(VSS) scheme for monitoring the mean of this process.

• The KIPS Transactions:PartB
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• v.17B no.1
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• pp.47-54
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• 2010

Old archived film shows two major defects: line scratch and blobs. In this paper, we present a design and implementation of an automatic video restoration system for line scratches observed in archived film. We use autoregressive (AR) image model because we can make stochastic and specifically autoregressive image generation process with our PAST-PRESENT model and Sampling Pattern. We designed locality maximizing scanning pattern, which can generate nearly stationary time-like series of pixels, which is a strong requirement for a stochastic series to be autoregressive. The sampled pixel series undergoes filtering and model fitting using Durbin-Levinson algorithm before interpolation process. We designed three-stage film restoration system, which includes (1) film acquisition from VHS tapes, (2) simple line scratch detection and restoration, and (3) manual blob identification and sophisticated inpainting scheme. We implemented film acquisition and simple inpainting scheme on Texas Instruments DSP board TMS320DM642 EVM, and implemented our AR inpainting scheme on PC for sophisticated restoration. We experimented our scheme with two old Korean films: "Viva Freedom" and "Robot Tae-Kwon-V", and the experimental results show that our scheme improves Bertalmio's scheme for subjective quality (MOS), objective quality (PSNR), and especially restoration ratio (RR), which reflects how much similar to the manual inpainting results.

• Journal of the Korean Society for Precision Engineering
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• v.11 no.1
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• pp.138-149
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• 1994

This paper introduces a new monitoring technique which utilizes an adaptive signal processing for feature generation, coupled with a multilayered merual network for pattern recognition. The cutting force signal in face milling operation was modeled by a low order discrete autoregressive model, shere parameters were estimated recursively at each sampling instant using a parameter adaptation algorithm based on an RLS(recursive least square) method with discounted measurements. The influences of the adaptation algorithm parameters as well as some considerations for modeling on the estimation results are discussed. The sensitivity of the extimated model parameters to the tool state(new and worn tool)is presented, and the application of a multilayered neural network to tool state monitoring using the previously generated features is also demonstrated with a high success rate. The methodology turned out to be quite suitable for in-process tool wear monitoring in the sense that the model parameters are effective as tool state features in milling operation and that the classifier successfully maps the sensors data to correct output decision.

• Geotechnical Engineering
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• v.9 no.3
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• pp.67-76
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• 1993

Korea being composed of a number of mountains has been damaged and destroyed in lives and properties by the occurrence of many landslides during the wet seasons. Therefore, it is necessary to study the forecast system and risk analysis for the occurrence of landslides : the rise of groundwater levels due to rainfall is the main cause of landslides. In this paper, the autoregressive models are used to predict the grondwater levls using cases of both time invariant and time -varing autoregressive coefficients. In the former case, AR(1), AR(2), and AR(3) models are selected and their single-valued parameters are estimated to fit them to the observed groundwater level series. In the latter case, modified AR(1) and typical AR(2) models are used as process model and a discrete Kalman Filtering technique is utilized to estimate the parameters which are themselves a function of time. The results show that the real time forecast system using the time-varying autoregressive coefficinets as well as time -invariant AR model is good to predict the groundwater level in hillside slopes and we might get better result if we use the time-hourly rainfall intensity as well as the observed groundwater level.

• The Journal of the Acoustical Society of Korea
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• v.15 no.2E
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• pp.4-7
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• 1996

In this paper, we propose a formula to compute the exact autocorrelations of the autoregressive (AR) process. For an arbitrary value of N, we first review the Yule-Walker equation and some basic properties of the AR model. We then modify the Yule-Walker equation to construct a new system of N+1 linear equations that can be used to solve for the N+1 autocorrelation coefficients for lags 0, 1, …, N, provided that the AR parameters of order N and the power of the white noise of the AR process are given.

• 제어로봇시스템학회:학술대회논문집
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• 2001.10a
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• pp.31.2-31
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• 2001

A real-time control strategy is presented for plasma control Rather than in-situ plasma variables, this is based on realtime measurements of two electrical positions that correspond to two match motors. Using the rf match monitor system, the positions were collected. The process of impedance matching was identified with variations in process factors, including rf power, pressure, and O$_2$ flow rate. A state-space model was obtained basing on autoregressive moving average model. For this model, a linear quadratic regulator was designed and applied. Simulation results revealed that match positions could accurately be regulated to follow certain positions arbitrarily chosen.