• Title/Summary/Keyword: change point process

Search Result 684, Processing Time 0.027 seconds

Research for Modeling the Failure Data for a Repairable System with Non-monotonic Trend (복합 추세를 가지는 수리가능 시스템의 고장 데이터 모형화에 관한 연구)

  • Mun, Byeong-Min;Bae, Suk-Joo
    • Journal of Applied Reliability
    • /
    • v.9 no.2
    • /
    • pp.121-130
    • /
    • 2009
  • The power law process model the Rate of occurrence of failures(ROCOF) with monotonic trend during the operating time. However, the power law process is inappropriate when a non-monotonic trend in the failure data is observed. In this paper we deals with the reliability modeling of the failure process of large and complex repairable system whose rate of occurrence of failures shows the non-monotonic trend. We suggest a sectional model and a change-point test based on the Schwarz information criterion(SIC) to describe the non-monotonic trend. Maximum likelihood is also suggested to estimate parameters of sectional model. The suggested methods are applied to field data from an repairable system.

  • PDF

Change points detection for nonstationary multivariate time series

  • Yeonjoo Park;Hyeongjun Im;Yaeji Lim
    • Communications for Statistical Applications and Methods
    • /
    • v.30 no.4
    • /
    • pp.369-388
    • /
    • 2023
  • In this paper, we develop the two-step procedure that detects and estimates the position of structural changes for multivariate nonstationary time series, either on mean parameters or second-order structures. We first investigate the presence of mean structural change by monitoring data through the aggregated cumulative sum (CUSUM) type statistic, a sequential procedure identifying the likely position of the change point on its trend. If no mean change point is detected, the proposed method proceeds to scan the second-order structural change by modeling the multivariate nonstationary time series with a multivariate locally stationary Wavelet process, allowing the time-localized auto-correlation and cross-dependence. Under this framework, the estimated dynamic spectral matrices derived from the local wavelet periodogram capture the time-evolving scale-specific auto- and cross-dependence features of data. We then monitor the change point from the lower-dimensional approximated space of the spectral matrices over time by applying the dynamic principal component analysis. Different from existing methods requiring prior information on the type of changes between mean and covariance structures as an input for the implementation, the proposed algorithm provides the output indicating the type of change and the estimated location of its occurrence. The performance of the proposed method is demonstrated in simulations and the analysis of two real finance datasets.

Bayesian Change-point Model for ARCH

  • Nam, Seung-Min;Kim, Ju-Won;Cho, Sin-Sup
    • Communications for Statistical Applications and Methods
    • /
    • v.13 no.3
    • /
    • pp.491-501
    • /
    • 2006
  • We consider a multiple change point model with autoregressive conditional heteroscedasticity (ARCH). The model assumes that all or the part of the parameters in the ARCH equation change over time. The occurrence of the change points is modelled as the discrete time Markov process with unknown transition probabilities. The model is estimated by Markov chain Monte Carlo methods based on the approach of Chib (1998). Simulation is performed using a variant of perfect sampling algorithm to achieve the accuracy and efficiency. We apply the proposed model to the simulated data for verifying the usefulness of the model.

A Study on the Change of Urban Spatial Structure and Transformation of circumjacent Lot by Course of the Construction of Railroads and the Dismantlement of Eupseong in the Early 20th Century (20세기 초 철도부설과 읍성해체에 따른 도시공간구조와 주변 필지 변화에 관한 연구)

  • Kim, Dae-Jung;Cho, Jae-Mo
    • Journal of architectural history
    • /
    • v.28 no.2
    • /
    • pp.31-40
    • /
    • 2019
  • Considering the situation in the early 20th century when the existing urban system centered on urban areas began to change, the biggest factors causing urban structural changes in urban areas are construction of railroad and urban dismantling. The change process of Eupseong, in the microscopic viewpoint, can be understood as a process of change in the course of dismantlement of town's demarcation, improvement of accessibility and urban expansion due to the construction of railroads, process of urban expansion following the crumbling boundaries and structural changes. This study aimed to look at the transformation process of the Eupseong in the early 20th century, focusing on the demolition of the castle and the railway construction from a microscopic point of view of city.

Comparison of Structural Change Tests in Linear Regression Models

  • Kim, Jae-Hee
    • The Korean Journal of Applied Statistics
    • /
    • v.24 no.6
    • /
    • pp.1197-1211
    • /
    • 2011
  • The actual power performance of historical structural change tests are compared under various alternatives. The tests of interest are F, CUSUM, MOSUM, Moving Estimates and empirical distribution function tests with both recursive and ordinary least-squares residuals. Our comparison of the structural tests involves limiting distributions under the hypothesis, the ability to detect the alternative hypotheses under one or double structural change, and smooth change in parameters. Even though no version is uniformly superior to the other, the knowledge about the properties of those tests and connections between these tests can be used in practical structural change tests and in further research on other change tests.

Detection of a Point Target Movement with SAR Interferometry

  • Jun, Jung-Hee;Ka, Min-ho
    • Korean Journal of Remote Sensing
    • /
    • v.16 no.4
    • /
    • pp.355-365
    • /
    • 2000
  • The interferometric correlation, or coherence, is calculated to measure the variance of the interferometric phase and amplitude within the neighbourhood of any location within the image at a result of SAR (Synthetic Aperture Radar) interferometric process which utilizes the phase information of the images. The coherence contains additional information that is useful for detecting point targets which change their location in an area of interest (AOI). In this research, a RGB colour composite image was generated with a intensity image (master image), a intensity change image as a difference between master image and slave image, and a coherence image generated as a part of SAR interferometric processing. We developed a technique performing detection of a point target movement using SAR interferometry and applied it to suitable tandem pair images of ERS-1 and ERS-2 as test data. The possibility of change detection of a point target in the AOI could be identified with the technique proposed in this research.

Quick Variance Change Point Detection for Time Series in Progress

  • Park, Yoon-Sung;Park, Kyoung-Hwa;Choi, Sung-Hwan;Kim, Tae-Yoon
    • Journal of the Korean Data and Information Science Society
    • /
    • v.16 no.2
    • /
    • pp.289-300
    • /
    • 2005
  • In this article quick variance change point (VCP) detection problem for time series is considered. For this variance VCP detector equipped with tuning parameters is proposed. A major tool for the detector is moving variance ratio (MVR) which monitors variance change of a given time series. Tuning process of detector is investigated via simulation, which shows that tuning parameters are critical in achieving sensitivity and adaptiveness of detector.

  • PDF

An analysis of the processes of conceptual change through the successive refinement and articulation of student's conceptual framework - Focused on the theoretical discussions - (학생 개념체계의 연속적 세련화와 정교화를 통한 개념 변화 분석 - 이론적 논의를 중심으로 -)

  • Park, Jong-Won
    • Journal of The Korean Association For Science Education
    • /
    • v.22 no.2
    • /
    • pp.357-377
    • /
    • 2002
  • This study is for better understanding about the process of students' conceptual change. As a starting point, it is assumed that the process of students' conceptual change can be viewed as the process of the successive refinement and articulation of students' conceptual framework. Based on the theoretical review of conceptual change literature, various processes, which can be involved in the above assumed process, can be found. And also, by analyzing the process of development of scientific knowledge about Planck's blackbody radiation law and Bohr's atom, six types of processes of refinement and articulation of scientific knowledge can be found. It is hoped that these theoretical discussions can guide the direction for obtaining and interpreting the students' real responses during the process of conceptual change.

Rapid Manufacturing of Microscale Thin-walled Structures by Phase Change Workholding Method (상변화 고정방식에 의한 마이크로 박벽 구조물의 쾌속제작)

  • Shin, Bo-Sung
    • Journal of the Korean Society for Precision Engineering
    • /
    • v.22 no.9 s.174
    • /
    • pp.188-193
    • /
    • 2005
  • To provide the various machining materials with excellent quality and dimensional accuracy, high -speed machining is very useful tool as one of the most effective rapid manufacturing processes. However, high-speed machining is not suitable for microscale thin-walled structures because of the lack of the structure stiffness to resist the cutting force. A new method which is able to make a very thin-walled structure rapidly will be proposed in this paper. This method is composed two processes, high-speed machining and filling process. Strong workholding force comes out of the solidification of filling materials. Low-melting point metal alloys are used in order to minimize the thermal effect during phase change and to hold arbitrary shape thin-walled structures quickly during high-speed machining. To verify the usefulness of this method, we will show some applications, for examples thin -wall cylinders and hemispherical shells, and compare the experimental results to analyze the dimensional accuracy of typical parts of the structures.

Effect of Process Parameters on Hydroforming (Hydroforming 공정변수의 영향)

  • 권재욱;명노훈;이경돈
    • Transactions of Materials Processing
    • /
    • v.9 no.6
    • /
    • pp.615-623
    • /
    • 2000
  • The industrial application of hydroforming has a great potential in saying cost and achieving dimensional accuracy in automotive industry presently. The aim of the following article is to investigate the effect of process parameters on hydroformed part. Firstly, we have to investigate the change of mechanical properties for sheet and pipe material according to various radius/thickness ratio(r/t). The change of mechanical properties affects the yield stress more than the total elongation. Increase of yield stress for pipe has a bad influence on formability of hydroforming. Among the roll-forming process, the sizing process didn't change mechanical properties. The process parameters such as the initial pressure, mandrel shape and friction have seriously influenced on formability of hydroforming. Therefore we need to check formability of given material through the FE analysis in the beginning stage of process design and the predicted hydroforming process parameters ate generally a good starting point for the prototype tryout stage. The results of pretending, hydroforming analysis using FE model are good agreement with experimental results.

  • PDF