• 제목/요약/키워드: exponentially weighted moving average

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디지털 가변저항과 지수가중 이동평균필터를 통한 요골동맥에서의 PPG 파형과 맥박 측정에 관한 연구 (A Study of PPG Wave and Pulse Measurement on Radial Artery Using Digital Potentiometer and Exponentially Weighted Moving Average Filter)

  • 정인복;김경호
    • 전기학회논문지
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    • 제63권7호
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    • pp.962-967
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    • 2014
  • In this paper, through a digital potentiometer and exponentially weighted moving average filter, pulse and PPG waveform measurable device was fabricated in radial artery. If this device is not proper about signal size in analog part, MCU can judge easily by adjusted amplification through digital potentiometer, using exponentially weighted moving average filter is able to filter out more clear value of ADC. I presumed pulse rate as value of measuring time between point of maximum contraction from sensing signal in radial artery of wrist. Therefore, this means can measure stable pulse rate and PPG waveform, finger as well as radial artery, whether signal size of each person is different finger as well as radial artery.

Exponentially Weighted Moving Average Control Charts for Dispersion Matrix

  • Chang, Duk-Joon;Shin, Jae-Kyoung
    • Journal of the Korean Data and Information Science Society
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    • 제15권3호
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    • pp.633-644
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    • 2004
  • Exponentially Weighted Moving Average(EWMA) control chart for variance-covariance matrix of several quality characteristics based on accumulate-combine approach has proposed. Numerical computations show that multivariate EWMA chart based on accumulate-combine approach is more efficient than corresponding multivariate EWMA chart based on combine-accumulate approach.

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칼만필터를 적용한 Adaptive EWMA관리도 (Adaptive Exponentially Weighted Moving Average Control Chart Using a Kalman Filter)

  • 김양호;정윤성;김광섭
    • 산업경영시스템학회지
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    • 제16권28호
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    • pp.93-101
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    • 1993
  • In this paper, two adaptive exponentially weighted moving avenge control chart schemes which available for real-time are proposed. The weighting coefficient is estimated using a recursive kalman filter algorithm. Simulated average run lengths indicate the proposed schemes are sensitive to process shifts And their performance is comparable to CUSUM control chart and customary EWMA control chart.

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3개의 모수영역을 모니터링하는 EWMA 관리도 (EWMA control charts for monitoring three parameter regions)

  • 김유경;이재헌
    • 응용통계연구
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    • 제35권6호
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    • pp.725-737
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    • 2022
  • 통계적 공정 모니터링에서 관리 상태일 때 품질 특성치의 모수값은 하나의 값으로 지정하는 경우가 대부분이다. 그러나 관리 상태로부터 공정 모수의 작은 변화는 실제적으로 크게 중요하지 않은 경우, 품질 특성치의 모수 영역은 관리 상태, 무관심, 그리고 이상 상태의 세 영역으로 구성될 수 있다. 이 논문에서는 3개의 모수 영역이 있는 공정에 적용할 수 있는 두 가지 지수가중 이동평균(exponentially weighted moving average; EWMA) 관리도 절차를 제안하고, 제안된 절차의 성능을 Shewhart 관리도 및 누적합(cumulative sum; CUSUM) 관리도와 비교하여 그 효율을 평가하였다.

Monitoring social networks based on transformation into categorical data

  • Lee, Joo Weon;Lee, Jaeheon
    • Communications for Statistical Applications and Methods
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    • 제29권4호
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    • pp.487-498
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    • 2022
  • Social network analysis (SNA) techniques have recently been developed to monitor and detect abnormal behaviors in social networks. As a useful tool for process monitoring, control charts are also useful for network monitoring. In this paper, the degree and closeness centrality measures, in which each has global and local perspectives, respectively, are applied to an exponentially weighted moving average (EWMA) chart and a multinomial cumulative sum (CUSUM) chart for monitoring undirected weighted networks. In general, EWMA charts monitor only one variable in a single chart, whereas multinomial CUSUM charts can monitor a categorical variable, in which several variables are transformed through classification rules, in a single chart. To monitor both degree centrality and closeness centrality simultaneously, we categorize them based on the average of each measure and then apply to the multinomial CUSUM chart. In this case, the global and local attributes of the network can be monitored simultaneously with a single chart. We also evaluate the performance of the proposed procedure through a simulation study.

지수 가중 이동 평균 관리도를 이용한 소프트웨어 고장 시간 비교분석에 관한 연구 (The Study for Comparative Analysis of Software Failure Time Using EWMA Control Chart)

  • 김희철;신현철
    • 융합보안논문지
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    • 제8권3호
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    • pp.33-39
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    • 2008
  • 소트프웨어 고장 시간은 테스팅 시간과 관계없이 일정하거나. 단조증가 혹은 단조 감소 추세를 가지고 있다. 이러한 소프트웨어 신뢰모형들을 분석하기 위한 자료척도로 자료에 대한 추세 검정이 개발되어 있다. 추세 분석에는 산술평균 검정과 라플라스 추세 검정등이 있다. 추세분석들은 전체적인 자료의 개요의 정보만 제공한다. 본 논문에서는 고장시간을 측정하는 도중에 지수가중 이동 평균 관리도를 이용하여 관리 상태에 있는 자료만 가지고 정보분석을 해야 효율성이 있을 것으로 판단된다. 따라서 본 논문에서는 기존의 추세 검정과 지수가중이동평균 관리도를 사용하여 실제 소프트웨어 자료를 비교 분석하는 것을 목표로 하고 있다.

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The Exponentially Weighted Moving Average Control Charts

  • Jeon, Jae-Kyeong;Goo, Bon-chul;Song, Suh-ill
    • 품질경영학회지
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    • 제19권2호
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    • pp.172-180
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    • 1991
  • The null hypothesis being tested by $the{\bar{X}}$ control chart is that the process is in control at a quality level ${\mu}o$. An ${\bar{X}}control$ chart is a tool for detecting process average changes due to assingnable causes. The major weakness of $the{\bar{X}}$ control chart is that it is relatively insensitive to small changes in the population mean. This paper presents one way to remedy this weakness is to allow each plotted value to depend not only on the most recent subgroup average but on some of the other subgroup averages as well. Two approaches for doing this are based on (1) moving averages and (2) exponentially weighted moving averages of forecasting method.

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Multivariate EWMA control charts for monitoring the variance-covariance matrix

  • Jeong, Jeong-Im;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • 제23권4호
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    • pp.807-814
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    • 2012
  • We know that the exponentially weighted moving average (EWMA) control charts are sensitive to detecting relatively small shifts. Multivariate EWMA control charts are considered for monitoring of variance-covariance matrix when the distribution of process variables is multivariate normal. The performances of the proposed EWMA control charts are evaluated in term of average run length (ARL). The performance is investigated in three types of shifts in the variance-covariance matrix, that is, the variances, covariances, and variances and covariances are changed respectively. Numerical results show that all multivariate EWMA control charts considered in this paper are effective in detecting several kinds of shifts in the variance-covariance matrix.

A Study on the Multivariate Exponentially Weighted Moving Average Control Charts for Monitoring the Variance-Covariance Matrix

  • Cho, Gyo-Young;Sung, Sam-Kyung
    • 품질경영학회지
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    • 제22권1호
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    • pp.54-65
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    • 1994
  • Multivariate exponentially weighted moving average (EWMA) control charts for monitoring the variance-covariance matrix are investigated. Two basic approaches, "combine-accumulate" approach and "accumulate-combine" approach, for using past sample information in the developement of multivariate EWMA control charts are considered. Multivariate EWMA control charts for monitoring the variance-covariance matrix are compared on the basis of their average run length (ARL) performances. The numerical results show that multivariate EWMA control charts based on the accumulate-combine approach are more efficient than corresponding multivariate EWMA control charts based on the combine-accumulate approach.

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