• KSCE Journal of Civil and Environmental Engineering Research
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• v.30 no.2D
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• pp.113-118
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• 2010

This paper presents an analysis of the instability phenomenon on motorways, with the aim of arriving at the definition of a control strategy suitable for keeping the flow stable. By using some results of the motorway reliability theory, a relationship and some flow characteristics is obtained, which shows that the existence of a reliability threshold critical for flow stability. The macroscopic flow characteristics corresponding to this threshold are very different in different situations, so that this control of flow stability requires the analysis of speed and density microscopic process surveyed on a cross section of the motorway carriage ways to be controlled. A method is presented, based on integrated moving average(IMA) analysis in real time of these processes, by which it is possible to detect the approach of instability before its effects become manifest, and to single out the proper control strategy in different situations.

• The Korean Journal of Applied Statistics
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• v.30 no.1
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• pp.1-12
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• 2017

Many stochastic processes satisfy the Markov property exactly or at least approximately. An interested property in the Markov process is the first passage time. Since the sequential analysis by Wald, the approximation of the first passage time has been studied extensively. The Statistical computing technique due to the development of high-speed computers made it possible to calculate the values of the properties close to the true ones. This article introduces an exponentially weighted moving average (EWMA) control chart as an example of the Markov process, and studied how to calculate the average run length with problematic issues that should be cautioned for correct calculation. The results derived for approximation of the first passage time in this research can be applied to any of the Markov processes. Especially the approximation of the continuous time Markov process to the discrete time Markov chain is useful for the studies of the properties of the stochastic process and makes computational approaches easy.

• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.155-167
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• 2007

Knowing the time of the process change could lead to quicker identification of the responsible special cause and less process down time, and it could help to reduce the probability of incorrectly identifying the special cause. In this paper, we propose the maximum likelihood estimator (MLE) for the process change point when a control chart is used in monitoring the mean of a process in which the observations can be modeled as an AR(1) process plus an additional random error. The performance of the proposed MLE is compared to the performance of the built-in estimator when they are used in EWMA charts based on the residuals. The results show that the proposed MLE provides good performance in terms of both accuracy and precision of the estimator.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.13 no.4
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• pp.405-415
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• 2000

Time series of wind-induced pressure on a structure are modeled using autoregressive moving average (ARMA) model. In an AR process, the current value of the time series is expressed in terms of a finite, linear combination of the previous values and a white noise. In a MA process, the value of the time series is linearly dependent on a finite number of the previous white noises. The ARMA process is a combination of the AR and MA processes. In this paper, the ARMA models with several different combinations of the AR and MA orders are fitted to the wind-induced pressure time series, and the procedure to select the most appropriate ARMA model to represent the data is described. The maximum likelihood method is used to estimate the model parameters, and the AICC model selection criterion is employed in the optimization of the model order, which is assumed to be a measure of the temporal complexity of the pressure time series. The goodness of fit of the model is examined using the LBP test. It is shown that AR processes adequately fit wind pressure time series.

• Journal of the Korean Society of Manufacturing Technology Engineers
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• v.8 no.3
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• pp.42-51
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• 1999

An experimental modeling of cutting and structural dynamics and the on-line detection of malfunction process is substantial not only for the investigation of the static and dynamic characteristics of cutting process but also for the analytic realization of diagnostic systems. In this regard, We have discussed on the comparative assessment of two recursive time series modeling algorithms that can represent the machining process and detect the abnormal machining behaviors in precision round shape machining such as turning, drilling and boring in mold and die making. In this study, simulation and experimental work were performed to show the malfunctioned behaviors. For this purpose, two new recursive approach (REIVM, RLSM) were adopted fur the on-line system identification and monitoring of a machining process, we can apply these new algorithm in real process for the detection of abnormal machining behaviors such as chipping, chatter, wear and round shape lobe waviness.

• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.525-533
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• 2015

Modern production process is a very complex structure combined observations which are correlated with several factors. When the error signal occurs in the process, it is very difficult to know the root causes of an out-of-control signal because of insufficient information. However, if we know the time of the change, the system can be controlled more easily. To know it, we derive a maximum likelihood estimator (MLE) of the change point in a process when observations are from a multivariate IMA(1,1) process by monitoring residual vectors of the model. In this paper, numerical results show that the MLE of change point is effective in detecting changes in a process.

• Transactions of the Korean Society of Machine Tool Engineers
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• v.18 no.1
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• pp.22-28
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• 2009

In order to optimize the polishing process, Run to Run control scheme has been applied to the micro mold polishing in this study. Also, to fully understand the effect of parameters on the surface roughness a design of experiment is performed. By linear approximation of main factors such as gap and rotational speed of micro quill, EWMA (Exponential Weighted Moving Average) gradual mode controller is adopted as a optimizing tool. Consequently, the process converged quickly at a target value of surface roughness Ra 10nm and Rmax 50nm, and was hardly affected by unwanted process noises like initial surface quality and wear of magnetic abrasives.

• Journal of Integrative Natural Science
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• v.7 no.3
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• pp.200-207
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• 2014

Average number of samples to signal (ANSS) and average time to signal (ATS) are the most widely used criterion for comparing the efficiencies of the quality control charts. In this study the method of evaluating ANSS and ATS values of the multivariate exponentially weighted moving average (EWMA) control charts with Markov chain approach was presented when the production process is in control state or out of control state. Through numerical results, it is found that when the number of transient state r is less than 50, the calculated ANSS and ATS values are unstable; and ATS(r) tends to be stabilized when r is greater than 100; in addition, when the properties of multivariate EWMA control chart is evaluated using Markov chain method, the number of transient state r requires bigger values when the smoothing constatnt ${\lambda}$ becomes smaller.

• The Journal of the Acoustical Society of Korea
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• v.25 no.3E
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• pp.123-130
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• 2006

The adaptive echo canceller (AEC) has become an important component in speech communication systems, including mobile station. In these applications, the acoustic echo path has a long impulse response. We propose a running-average least mean square (RALMS) algorithm with a detection method for acoustic echo cancellation. Using colored input models, the result clearly shows that the RALMS detection algorithm has a convergence performance superior to the least mean square (LMS) detection algorithm alone. The computational complexity of the new RALMS algorithm is only slightly greater than that of the standard LMS detection algorithm but confers a major improvement in stability.

• Journal of Korean Society for Quality Management
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• v.22 no.4
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• pp.13-27
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• 1994

This study is concerned with design of EWMA control charts for counted data. Control charts for the fraction defective and the number of defects are designed. Performance analysis is accomplished for validity of the designed EWMA control charts. Average run length(ARL) is adopted as a criterion for comparison. Simulation results show that the designed EWMA control charts have shorter ARL than pn, p and c control charts when the fraction nonconforming or the average defect number are shifted. This means that the designed control charts can detect the out of -control state of the process more fastly than the traditional control charts.