• 제목/요약/키워드: moving average process

검색결과 241건 처리시간 0.031초

이노베이션 상관관계 테스트를 이용한 잡음인식 (Identification of Noise Covariance by using Innovation Correlation Test)

  • 박성욱
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1992년도 하계학술대회 논문집 A
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    • pp.305-307
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    • 1992
  • This paper presents a technique, which identifies both process noise covariance and sensor noise covariance by using innovation correlation test. A correlation test, which checks whether the square root Kalman filter is workingly optimal or not, is given. The system is stochastic autoregressive moving-average model with auxiliary white noise Input. The linear quadratic Gaussian control is used for minimizing stochastic cost function. This paper indentifies Q, R, and estimates parametric matrics $A(q^{-1}),B(q^{-1}),C(q^{-1})$ by means of extended recursive least squares and model reference control. And The proposed technique has been validated in simulation results on the fourth order system.

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COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES WITH DEPENDENT INNOVATIONS

  • Kim, Tae-Sung;Ko, Mi-Hwa;Choi, Yong-Kab
    • 대한수학회지
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    • 제45권2호
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    • pp.355-365
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    • 2008
  • Let ${Y_i;-\infty<i<\infty}$ be a doubly infinite sequence of identically distributed and $\phi$-mixing random variables with zero means and finite variances and ${a_i;-\infty<i<\infty}$ an absolutely summable sequence of real numbers. In this paper, we prove the complete moment convergence of ${{\sum}_{k=1}^{n}\;{\sum}_{i=-\infty}^{\infty}\;a_{i+k}Y_i/n^{1/p};n\geq1}$ under some suitable conditions.

Evaluation of Dynamic Delivery Quality Assurance Process for Internal Target Volume Based RapidArc

  • Song, Ju-Young
    • 한국의학물리학회지:의학물리
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    • 제28권4호
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    • pp.181-189
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    • 2017
  • The conventional delivery quality assurance (DQA) process for RapidArc (Varian Medical Systems, Palo Alto, USA), has the limitation that it measures and analyzes the dose in a phantom material and cannot analyze the dosimetric changes under the motional organ condition. In this study, a DQA method was designed to overcome the limitations of the conventional DQA process for internal target volume (ITV) based RapidArc. The dynamic DQA measurement device was designed with a moving phantom that can simulate variable target motions. The dose distribution in the real volume of the target and organ-at-risk (OAR)s were reconstructed using 3DVH with the ArcCHECK (SunNuclear, Melbourne, USA) measurement data under the dynamic condition. A total of 10 ITV-based RapidArc plans for liver-cancer patients were analyzed with the designed dynamic DQA process. The average pass rate of gamma evaluation was $81.55{\pm}9.48%$ when the DQA dose was measured in the respiratory moving condition of the patient. Appropriate method was applied to correct the effect of moving phantom structures in the dose calculation, and DVH data of the real volume of target and OARs were created with the recalculated dose by the 3DVH program. We confirmed the valid dose coverage of a real target volume in the ITV-based RapidArc. The variable difference of the DVH of the OARs showed that dose variation can occur differently according to the location, shape, size and motion range of the target. The DQA process devised in this study can effectively evaluate the DVH of the real volume of the target and OARs in a respiratory moving condition in addition to the simple verification of the accuracy of the treatment machine. This can be helpful to predict the prognosis of treatment by the accurate dose analysis in the real target and OARs.

Control Chart for Correlation Coefficients of Correlated Quality Variables

  • Kim, Jae-Joo;Chang, Duk-Joon
    • 품질경영학회지
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    • 제26권2호
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    • pp.51-60
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    • 1998
  • Exponetially weighted moving average(EWMA) control chart to simultaneously monitor correlation coefficients of several correlated quality variables under multivariate normal process are proposed. Performances of the proposed control charts are measured in terms of average run length(ARL) by simulation. Numerical results show that smaller values of smoothing constant are more efficient in terms of ARL.

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Multivariate EWMA Charts for Simultaneously Monitoring both Means and Variances

  • Cho, Gyo Young;Chang, Duk Joon
    • Communications for Statistical Applications and Methods
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    • 제4권3호
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    • pp.715-723
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    • 1997
  • Multivariate control statistics to simultaneously monitor both means and variances for several quality variables under multivariate normal process are proposed. Performances of the proposed multivariate charts are evaluated in terms of average run length(ARL). Multivariate Shewhart chart is also proposed to compare the performances of multivariate exponentially weighted moving average(EWMA) charts. A numerical comparison shows that multivariate EWMA charts are more efficient than multivariate Shewhart chart for small and moderate shifts and multivariate EWMA scheme based on accumulate-combine approach is more efficient than corresponding multivariate EWMA chart based on combine-accumulate approach.

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수요량과 다양성 패턴에 의해 유형화된 단기간 표준화 관리도와 단기간 합격판정 관리도의 개발 (Development of Short-Run Standardized Control Charts and Acceptance Control Charts Classified by the Demand Volume and Variety)

  • 최성운
    • 대한안전경영과학회지
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    • 제12권4호
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    • pp.255-263
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    • 2010
  • The research developes short-run standardized control charts(SSCC) and short-run acceptance control charts(SACC) under the various demand patterns. The demand patterns considered in this paper are three types such as high-variety and repetitive low-volume pattern, extremely-high-variety and nonrepetitive low-volume pattern, and high-variety and extremely-low-volume pattern. The short-run standardized control charts developed by extending the long-run ${\bar{x}}$-R, ${\bar{x}}$-s and I-MR charts have strengths for practioners to understand and use easily. Moreover, the short-range acceptance control charts developed in the study can be efficiently used through combining the functions of the inspection and control chart. The weighting schemes such as Shewhart, moving average (MA) and exponentially weighted moving average (EWMA) can be considered by the reliability of data sets. The two types according to the use of control chart are presented in the short-range standardized charts and acceptance control charts. Finally, process capability index(PCI) and process performance index(PPI) classified by the demand patterns are presented.

Recursive Least Squares Run-to-Run Control with Time-Varying Metrology Delays

  • Fan, Shu-Kai;Chang, Yuan-Jung
    • Industrial Engineering and Management Systems
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    • 제9권3호
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    • pp.262-274
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    • 2010
  • This article investigates how to adaptively predict the time-varying metrology delay that could realistically occur in the semiconductor manufacturing practice. Metrology delays pose a great challenge for the existing run-to-run (R2R) controllers, driving the process output significantly away from target if not adequately predicted. First, the expected asymptotic double exponentially weighted moving average (DEWMA) control output, by using the EWMA and recursive least squares (RLS) prediction methods, is derived. It has been found that the relationships between the expected control output and target in both estimation methods are parallel, and six cases are addressed. Within the context of time-varying metrology delay, this paper presents a modified recursive least squares-linear trend (RLS-LT) controller, in combination with runs test. Simulated single input-single output (SISO) R2R processes subject to various time-varying metrology delay scenarios are used as a testbed to evaluate the proposed algorithms. The simulation results indicate that the modified RLS-LT controller can yield the process output more accurately on target with smaller mean squared error (MSE) than the original RLSLT controller that only deals with constant metrology delays.

공정평균 이동을 탐지하기 위한 적응 합성 관리도 (An Adaptive Synthetic Control Chart for Detecting Shifts in the Process Mean)

  • 임태진
    • 품질경영학회지
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    • 제32권4호
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    • pp.169-183
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    • 2004
  • The synthetic control chart (SCC) proposed by Wu and Spedding (2000) is to detect shifts in the process mean. The performance was re-evaluated by Davis and Woodall (2002), and the steady-state average run length (ARL) performance was shown to be inferior to cumulative sum (CUSUM) or exponentially weighted moving average (EWMA) chart This paper proposes a simple adaptive scheme to improve the performance of the synthetic control chart. That is, once a non-conforming (NC) sample occurs, we investigate the next L-consecutive samples with larger sample sizes and shorter sampling intervals. We employ a Markov chain model to derive the ARL and the average time to s19na1 (ATS). We also propose a statistical design procedure for determining decision variables. Comprehensive comparative study shows that the proposed control chart is uniformly superior to the original SCC or double sampling (DS) Χ chart and comparable to the EWMA chart in ATS performance.

Optimal Design of a EWMA Chart to Monitor the Normal Process Mean

  • Lee, Jae-Heon
    • 응용통계연구
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    • 제25권3호
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    • pp.465-470
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    • 2012
  • EWMA(exponentially weighted moving average) charts and CUSUM(cumulative sum) charts are very effective to detect small shifts in the process mean. These charts have some control-chart parameters that allow the charts and be tuned and be more sensitive to certain shifts. The EWMA chart requires users to specify the value of a smoothing parameter, which can also be designed for the size of the mean shift. However, the size of the mean shift that occurs in applications is usually unknown and EWMA charts can perform poorly when the actual size of the mean shift is significantly different from the assumed size. In this paper, we propose the design procedure to find the optimal smoothing parameter of the EWMA chart when the size of the mean shift is unknown.