• Title/Summary/Keyword: change point process

검색결과 684건 처리시간 0.024초

ESTIMATION OF DRIFT PARAMETER AND CHANGE POINT VIA KALMAN-BUCY FILTER FOR LINEAR SYSTEMS WITH SIGNAL DRIVEN BY A FRACTIONAL BROWNIAN MOTION AND OBSERVATION DRIVEN BY A BROWNIAN MOTION

  • Mishra, Mahendra Nath;Rao, Bhagavatula Lakshmi Surya Prakasa
    • 대한수학회지
    • /
    • 제55권5호
    • /
    • pp.1063-1073
    • /
    • 2018
  • We study the estimation of the drift parameter and the change point obtained through a Kalman-Bucy filter for linear systems with signal driven by a fractional Brownian motion and the observation driven by a Brownian motion.

An Analysis of 'The Phase Changes of the Moon', the Contents in Science Textbook of the 9th Grade

  • Chae, Dong-Hyun
    • 한국지구과학회:학술대회논문집
    • /
    • 한국지구과학회 2010년도 춘계학술발표회 논문집
    • /
    • pp.73-73
    • /
    • 2010
  • The purpose of this study is to analyze illustrations, contents, and experiment in 6 kinds of science textbook from the 9th grade covering the phase change of the Moon (on the phase change of the Moon in six 9th grade science textbook) and to suggest coherent and effective contents and frame of the science textbook. Hence, the researcher decided the study problem. The study problems are as follows; 'Are the illustrations in the science textbook presented to help understand the phase change of the Moon depending on the position of the observer?', 'Does the contents of the book clearly mention the phase change of the Moon?', 'Can students understand the phase change of the Moon through the experiments in the science textbook?', 'Do illustrations, contents, and experiment of the science textbook consistently explain phase change of the Moon?'. 10 persons (9graduate students including the researcher) took part in this study. All things unanimously agreed upon by all participants were reflected in the results. The results are as follows. First, the universe observer's view point is mixed with the earth observer's view in illustration of these science textbook regarding the phase change of the Moon. Moreover, illustrations of some textbooks are presented with such words as 'sunrise', 'midnight' and consequently contain too much contents. Second, the contents of the science textbook concerning the phase change of the Moon is not described clearly. In addition, they don't give clear and detailed explanations for the reason of the phase change of the Moon. Third, all of the textbooks, except one textbook, describe the experiment regarding the phase change of the Moon with the earth observer's view point but don't specifically mention that the view point is that of the earth observer's view point. Fourth, illustrations, contents, and experiments in the science textbook don't coherently explain the phase change of the Moon. In addition, it is confirmed through the process of the result analysis that the described contents in the science curriculum is not well constructed or logical.

  • PDF

장치산업에서 공정개선을 위한 공정변동 탐지에 관한 연구 (A study on detecting process variation for process improvement in the process industry)

  • 최형주
    • 한국신뢰성학회지:신뢰성응용연구
    • /
    • 제13권4호
    • /
    • pp.273-285
    • /
    • 2013
  • Because process variations have direct influence on yield rate in process industry, it is very important to understand process variations that occur accidentally. In process industry, quality variation due to the activities of process improvement and maintenance and chance effect such as change of work environment and difference in staffs' craftsmanship are mixed with each other, therefore it is difficult to actually detect minute process variations. In this study, objective and rational methods of detection that can detect minute process variations in process industry were designed referring to various methodologies of process management, and they were verified through similar examples.

Ar의 녹는점에 관한 분자동역학적 고찰 (Study on the Melting Point of Ar by Molecular Dynamic Simulation)

  • 정재동
    • 설비공학논문집
    • /
    • 제19권12호
    • /
    • pp.883-888
    • /
    • 2007
  • As a starting point of investigating what molecular dynamic simulations can reveal about the nature of atomic level of heating and cooling process, argon described by the LJ potential is considered. Stepwise heating and cooling of constant rates are simulated in the NPT (constant number, pressure and temperature) ensemble. Hysteresis is found due to the superheating and supercooling. Drastic change of volume and energy is involved with phase change, but the melting point can not be obtained by simply observing the changes of these quantities. Since liquid and solid phases can co-exist at the same temperature, Gibbs free energy should be calculated to find the temperature where the Gibbs free energy of liquid is equal to that of the solid since the equilibrium state is the state of minimum Gibbs free energy. The obtained melting temperature, $T^*=0.685$, is close to that of the experiment with only 2% error.

밤 가공품 자숙 공정 중 물성의 변화 및 최적화 (Optimization of Boiling Process and Texture Change in Heating)

  • 김영찬;이주백
    • 한국식품저장유통학회지
    • /
    • 제4권3호
    • /
    • pp.337-341
    • /
    • 1997
  • Texture is an important quality factor of processed chestnut products, which changes depending on the conditions of boiling process. The conventional boiling process consists of three stage(1st : 70 minutes at 60$^{\circ}C$; 2nd : 20minutes at 70$^{\circ}C$; 3rd : 80minutes at 98$^{\circ}C$). To improve the conventional boiling process of processed chestnut products, we investigated the changes of texture at different stages of boiling process and undertook the optimization of boiling process by response surface method on heating times of 2nd and 3rd heating, and amount of softening agent. The initial hardness and cohesiveness, the most important textural characteristics of chestnut, were 7.876kg and 0.189, respectively. In the third boiling stage, hardness decreased to 0.313kg and cohesiveness increased to 0.310. Using response surface method the minimum point of hardness and maximum point of cohesiveness was examined and model equations for predicting the changes of hardness and cohesiveness in the optional boiling condition were developed.

  • PDF

툴 체인지 방식 멀티 노즐 3D프린터의 설계 및 제작 (Design and Fabrication of Tool Change Multi-nozzle FDM 3D Printer)

  • 석익현;박종규
    • 한국기계가공학회지
    • /
    • 제20권2호
    • /
    • pp.38-44
    • /
    • 2021
  • To cater to the transition from single-color to multicolor/multi-material printing, this paper proposes a cartridge-replacing type multi-nozzle Fused Depositon Modeling(FDM) three-dimensional (3D) printer. In the test printing run, tool change failure/wobble/layer shift occurred. It was confirmed that improper support was the cause of this tool change failure. As a solution, spline and electromagnetic cartridges were designed. Wobble was caused by machine vibration and the motor stepping out. To minimize wobble, an additional Z-axis was installed, and the four-point bed leveling method was used instead of the three-point bed leveling method. The occurrence of layer shift was ascribed to the eccentricity of the Z-axis lead screw. Therefore, slit coupler was replaced with an Oldham type. In addition to the mechanical supplementation, the control environment was integrated to prevent accidents and signal errors due to wire connections. Before the final test printing run, a rectifier circuit was added to the motor to secure precise control stability. The final test printing run confirmed that the wobble/layer shift phenomenon was minimized, and the maximum error between layers was reduced to 0.05.

통계적 분석기법을 이용한 공정 운전 향상의 방법 (Process operation improvement methodology based on statistical data analysis)

  • Hwang, Dae-Hee;Ahn, Tae-Jin;Han, Chonghun
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
    • /
    • pp.1516-1519
    • /
    • 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.

  • PDF

The Change Point Analysis in Time Series Models

  • Lee, Sang-Yeol
    • 한국통계학회:학술대회논문집
    • /
    • 한국통계학회 2005년도 추계 학술발표회 논문집
    • /
    • pp.43-48
    • /
    • 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.

  • PDF

인공지능을 이용한 공정제어 (Application of artificial intelligence to industrial process control)

  • 유병휘
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1986년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 17-18 Oct. 1986
    • /
    • pp.248-250
    • /
    • 1986
  • This paper explain application of expert system techniques from the latest theories of artificial intelligence to industrial process control. This controller continuously monitors a loop's response to disturbances and adapts the tuning parameters (P.I.D) to provide the best response to load upset or set-point change.

  • PDF

Cusum of squares test for discretely observed sample from diusion processesy

  • Lee, Sang-Yeol;Lee, Tae-Wook;Na, Ok-Young
    • Journal of the Korean Data and Information Science Society
    • /
    • 제21권1호
    • /
    • pp.179-183
    • /
    • 2010
  • In this paper, we consider the change point problem in diusion processes based on discretely observed sample. Particularly, we consider the change point test for the dispersion parameter when the drift has unknown parameters. In performing a test, we employ the cusum of squares test based on the residuals. It is shown that the test has a limiting distribution of the sup of a Brownian bridge. A simulation result as to the Ornstein-Uhlenbeck process is provided for illustration. It demonstrates the validity of our test.