• Journal of the Chungcheong Mathematical Society
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• v.23 no.1
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• pp.127-136
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• 2010

For the maximum partial sum of linear process generated by a doubly infinite sequence of identically distributed $\rho$-mixing random variables with mean zeros, a complete convergence is obtained under suitable conditions.

• Communications of the Korean Mathematical Society
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• v.21 no.3
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• pp.533-541
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• 2006

We consider a autoregressive moving average process of order p and q with Markov switching coefficients and find sufficient conditions for irreducibility of the process. Identifying small sets is also examined.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.31 no.3B
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• pp.265-276
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• 2011

Precipitation data and groundwater level data were collected for Korean peninsular and Jeju island. The relationship between precipitation and groundwater level and the correlation between the moving average of precipitation and goundwater level were analyzed. Critical infiltration, which is the spatially averaged maximum daily infiltration depth over interested region, is considered when the precipitation data was modified for moving average process and correlation between the moving average of modified precipitation and groundwater level. High correlation regions, which have greater than 0.6 correlation coefficients, were selected after the analysis with ciritical infiltration. Twenty-six regions were selected for high correlation regions. If we divide the regions by administrative district, there are nine regions for Gyungsang-Do, five regions for Chunchung-Do, four regions for Gyunggi-Do and Gangwon-Do, three regions for Jolla-Do, and one region for Jeju island. The groundwater level data for high correlation regions shows obvious response after precipitation event and there are few cases with abrupt change in groundwater level without precipitation-related event.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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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.

• Communications for Statistical Applications and Methods
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• v.29 no.4
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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.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 1992.10a
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• pp.47-51
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• 1992

Automatic detection of tool breakage during NC machining is a key issue not only for improving productivity but to implement the unattended manufacturing system. In this paper, we develop a vibration sensor-based tool breakage detection system for NC milling processes. The system obtains the time-domain vibration signal from the sensor attached on the spindle bracket of our CNC machine and declares tool failures through the on-line monitoring schemes. For on-line detection, our approach is to use the PSC(statistical process control) methods being increasingly used for on-line process control. The main thrust of this paper is to propose and compare the performance of SPC methods including : a) X-bar control scheme, b) S control scheme, c)EWMA (exponentially weighted moving average) scheme, and d) AEWMA (adaptive exponentially weighted moving average) scheme. The performance of the control schemes are compared in terms of the type 1 and 2 error calculated from the experiment data.

• Journal of the Korea Safety Management & Science
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• v.12 no.3
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• pp.257-262
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• 2010

The study investigates the various Acceptance Control Charts (ACCs) based on the factors that include process independence, data weighting scheme, subgrouping, and use of control charts. USL - LSL > $6{\sigma}$ that used in the good condition processes in the ACCs are designed by considering user's perspective, producer's perspective and both perspectives. ACCs developed from the research is efficiently applied by using the simple control limit unified with APL (Acceptable Process Level), RLP (Rejectable Process Level), Type I Error $\alpha$, and Type II Error $\beta$. Sampling interval of subgroup examines i.i.d. (Identically and Independent Distributed) or auto-correlated processes. Three types of weight schemes according to the reliability of data include Shewhart, Moving Average(MA) and Exponentially Weighted Moving Average (EWMA) which are considered when designing ACCs. Two types of control charts by the purpose of improvement are also presented. Overall, $\alpha$, $\beta$ and APL for nonconforming proportion and RPL of claim proportion can be designed by practioners who emphasize productivity and claim defense cost.

• Journal of the Korean Statistical Society
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• v.23 no.1
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• pp.33-38
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• 1994

The OLS-estimator of the distribance variance in the linear regression model is shown to be asymptotically unbiased when the disturbances are MA(1)-process or particular s-th autocorrelated AR(s)-process.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.67 no.2
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• pp.293-300
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• 2018

We propose a moving object extraction and tracking method for improvement of animal identification and tracking technology. First, we propose a method of merging separated moving objects into a moving object by using FCM (Fuzzy C-Means) clustering algorithm to solve the problem of moving object loss caused by moving object extraction process. In addition, we propose a method of extracting data from a moving object and a method of counting moving objects to determine the number of clusters in order to satisfy the conditions for performing FCM clustering algorithm. Then, we propose a method to continuously track merged moving objects. In the proposed method, color histograms are extracted from feature information of each moving object, and the histograms are continuously accumulated so as not to react sensitively to noise or changes, and the average is obtained and stored. Thereafter, when a plurality of moving objects are overlapped and separated, the stored color histogram is compared with each other to correctly recognize each moving object. Finally, we demonstrate the feasibility and applicability of the proposed algorithms through some experiments.

• Journal of Korean Society for Quality Management
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• v.24 no.1
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• pp.73-86
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• 1996

Adaptive EWMA(Exponentially Weighted Moving Average)-x control chart using the Kalman gain recursive average is designed. The designed control chart is effective to on-line process monitoring as continuous flow processes. Performance evaluation between the designed control chart and traditional one is implemented. For this, ARL(Average Run Length) is adopted as a criterion. Results show that the designed adaptive EWMA-x control chart has shorter ARL than EWMA-x control chart when process mean is shifted. This model can be extended to process prevention control. The methodology proposed in this research is turned out to show the high performance than that of the given methodologies.