• Title/Summary/Keyword: moving average processes

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A Study on Stable Indication for a Sloshing of Fuel-quantity according to Driving State of Vehicle (차량 주행 상태에 따른 연료량 유동의 안정 지침에 대한 연구)

  • Hur, Jin;Park, Jong-Myeong;Lee, Seon-Bong
    • Transactions of the Korean Society of Automotive Engineers
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    • v.20 no.3
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    • pp.37-44
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    • 2012
  • In this paper, the application of robust fuel gauge algorithm in the external environment to general fuel gauge system is proposed. The proposed fuel gauge system is composed of two modules which are Moving Average Filter (MAF) and Inclination Filter (IF). They are used to show correctly the amount of fuel in the external environment which are curve road, slope or acceleration/deceleration driving. In parallel, verification and validation processes using Software In the Loop Simulation (SILS) in personal computer and Hardware In the Loop Simulation (HILS) similar to actual vehicle environments are established. Through this research, it turned out to be possible to operation of gauge become correct of external environment.

FUNCTIONAL CENTRAL LIMIT THEOREMS FOR MULTIVARIATE LINEAR PROCESSES GENERATED BY DEPENDENT RANDOM VECTORS

  • Ko, Mi-Hwa
    • Communications of the Korean Mathematical Society
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    • v.21 no.4
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    • pp.779-786
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    • 2006
  • Let $\mathbb{X}_t$ be an m-dimensional linear process defined by $\mathbb{X}_t=\sum{_{j=0}^\infty}\;A_j\;\mathbb{Z}_{t-j}$, t = 1, 2, $\ldots$, where $\mathbb{Z}_t$ is a sequence of m-dimensional random vectors with mean 0 : $m\times1$ and positive definite covariance matrix $\Gamma:m{\times}m$ and $\{A_j\}$ is a sequence of coefficient matrices. In this paper we give sufficient conditions so that $\sum{_{t=1}^{[ns]}\mathbb{X}_t$ (properly normalized) converges weakly to Wiener measure if the corresponding result for $\sum{_{t=1}^{[ns]}\mathbb{Z}_t$ is true.

Estimating Reorder Points for ARMA Demand with Arbitrary Variable Lead Time

  • An, Bong-Geun;Hong, Kwan-Soo
    • Journal of the Korean Operations Research and Management Science Society
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    • v.17 no.2
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    • pp.91-106
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    • 1992
  • It an inventory control system, the demand over time are often assumed to be independently identically distributed (i. i. d.). However, the demands may well be correlated over time in many situations. The estimation of reorder points is not simple for correlated demands with variable lead time. In this paper, a general class of autoregressive and moving average processes is considered for modeling the demands of an inventory item. The first four moments of the lead-time demand (L) are derived and used to approximate the distribution of L. The reorder points at given service level are then estimated by the three approximation methods : normal approximation, Charlier series and Pearson system. Numerical investigation shows that the Pearson system and the Charlier series performs extremely well for various situations whereas the normal approximation show consistent underestimation and sensitive to the distribution of lead time. The same conclusion can be reached when the parameters are estimated from the sample based on the simulation study.

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스토케스틱 방법에 의한 공작기계의 안정성 해석

  • Kim, Gwang-Jun
    • Journal of the Korean Society for Precision Engineering
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    • v.1 no.1
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    • pp.34-49
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    • 1984
  • The stability of machine tool systems is analyzed by considering the machining process as a stochastic process without decomposing into machine tool structural dynamics and cutting processes. In doing so the time series analysis technique developed by Wu and Pandit is applied systematically to the relative vibration between cutting tool and work- piece measured under actual working conditions. Various characteristic properties derived from the fitted ARMA(Autoregressive Moving Average) Models and those from raw data directly are investigated in relation with the system stability. Both damping ratio and absolute value of the characteristic roots of the AR part of the most significant dynamic mode are preferred as stability indicating factors to the other pro-perties such as theoretical variance .gamma. (o) or absolute power of the most dominant dynamic mode. Maximum aplitude during a certain interval and variance estimated from raw data are shown to be very sensi- tive to the type of the signal and the location of measurement point although they can be obtained rather easily. The relative vibration signal is also analyzed by FFT(Fast Fourier Transform) Analyzer for the purpose of comparison with the spectrums derived from the fitted ARMA models.

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Monitoring the asymmetry parameter of a skew-normal distribution

  • Hyun Jun Kim;Jaeheon Lee
    • Communications for Statistical Applications and Methods
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    • v.31 no.1
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    • pp.129-142
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    • 2024
  • In various industries, especially manufacturing and chemical industries, it is often observed that the distribution of a specific process, initially having followed a normal distribution, becomes skewed as a result of unexpected causes. That is, a process deviates from a normal distribution and becomes a skewed distribution. The skew-normal (SN) distribution is one of the most employed models to characterize such processes. The shape of this distribution is determined by the asymmetry parameter. When this parameter is set to zero, the distribution is equal to the normal distribution. Moreover, when there is a shift in the asymmetry parameter, the mean and variance of a SN distribution shift accordingly. In this paper, we propose procedures for monitoring the asymmetry parameter, based on the statistic derived from the noncentral t-distribution. After applying the statistic to Shewhart and the exponentially weighted moving average (EWMA) charts, we evaluate the performance of the proposed procedures and compare it with previously studied procedures based on other skewness statistics.

k-Nearest Neighbor Querv Processing using Approximate Indexing in Road Network Databases (도로 네트워크 데이타베이스에서 근사 색인을 이용한 k-최근접 질의 처리)

  • Lee, Sang-Chul;Kim, Sang-Wook
    • Journal of KIISE:Databases
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    • v.35 no.5
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    • pp.447-458
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    • 2008
  • In this paper, we address an efficient processing scheme for k-nearest neighbor queries to retrieve k static objects in road network databases. Existing methods cannot expect a query processing speed-up by index structures in road network databases, since it is impossible to build an index by the network distance, which cannot meet the triangular inequality requirement, essential for index creation, but only possible in a totally ordered set. Thus, these previous methods suffer from a serious performance degradation in query processing. Another method using pre-computed network distances also suffers from a serious storage overhead to maintain a huge amount of pre-computed network distances. To solve these performance and storage problems at the same time, this paper proposes a novel approach that creates an index for moving objects by approximating their network distances and efficiently processes k-nearest neighbor queries by means of the approximate index. For this approach, we proposed a systematic way of mapping each moving object on a road network into the corresponding absolute position in the m-dimensional space. To meet the triangular inequality this paper proposes a new notion of average network distance, and uses FastMap to map moving objects to their corresponding points in the m-dimensional space. After then, we present an approximate indexing algorithm to build an R*-tree, a multidimensional index, on the m-dimensional points of moving objects. The proposed scheme presents a query processing algorithm capable of efficiently evaluating k-nearest neighbor queries by finding k-nearest points (i.e., k-nearest moving objects) from the m-dimensional index. Finally, a variety of extensive experiments verifies the performance enhancement of the proposed approach by performing especially for the real-life road network databases.

Style changes on women's hemline length - Focus on daywear in Vogue's 1950~2013 magazine - (여성 스커트 길이 스타일 변화주기에 관한 연구 - 1950년부터 2013년까지 Vogue 자료를 중심으로 -)

  • Ahn, In Sook
    • The Research Journal of the Costume Culture
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    • v.22 no.4
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    • pp.543-554
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    • 2014
  • The purpose of this study was to find whether hemline cycles exist and whether hemlines show greater within-year variability over time. Utilizing US Vogue data from 1950 to 2013 on hemline length of women's daywear, total 2102 day-dresses or skirts on full fashion pictures were analyzed. The skirt length was divided by the total length of figure in the picture which was measured from shoulder to ankle. Aggregated yearly means smoothed by means of three-point moving averages were used to provide a better indication of the long-term direction of movement of the hemline. Within-year hemline variability was smoothed by the way of three-point moving average as well. The data showed five cycles on hemline change processes. The first cycle took 21 years from 1950 to 1971, which was the longest period and had the biggest hemline changes. The second cycle was the shortest from 1971 to 1977, in which hemline moved between below-knee length and midcalf. The hemline in the third cycle moved between midcalf and miniskirt. The third cycle took 16 years from 1977 to 1993. The forth was a short cycle from 1998 to 2001, and hemlines moved moderately between below-knee length and above-knee length. The fifth cycle has been on going since 2001, and the hemline has been getting longer after 2007. The within-year variability of hemlines was bigger in 1980s than previous years and was steadily increased.

Process Fault Probability Generation via ARIMA Time Series Modeling of Etch Tool Data

  • Arshad, Muhammad Zeeshan;Nawaz, Javeria;Park, Jin-Su;Shin, Sung-Won;Hong, Sang-Jeen
    • Proceedings of the Korean Vacuum Society Conference
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    • 2012.02a
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    • pp.241-241
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    • 2012
  • Semiconductor industry has been taking the advantage of improvements in process technology in order to maintain reduced device geometries and stringent performance specifications. This results in semiconductor manufacturing processes became hundreds in sequence, it is continuously expected to be increased. This may in turn reduce the yield. With a large amount of investment at stake, this motivates tighter process control and fault diagnosis. The continuous improvement in semiconductor industry demands advancements in process control and monitoring to the same degree. Any fault in the process must be detected and classified with a high degree of precision, and it is desired to be diagnosed if possible. The detected abnormality in the system is then classified to locate the source of the variation. The performance of a fault detection system is directly reflected in the yield. Therefore a highly capable fault detection system is always desirable. In this research, time series modeling of the data from an etch equipment has been investigated for the ultimate purpose of fault diagnosis. The tool data consisted of number of different parameters each being recorded at fixed time points. As the data had been collected for a number of runs, it was not synchronized due to variable delays and offsets in data acquisition system and networks. The data was then synchronized using a variant of Dynamic Time Warping (DTW) algorithm. The AutoRegressive Integrated Moving Average (ARIMA) model was then applied on the synchronized data. The ARIMA model combines both the Autoregressive model and the Moving Average model to relate the present value of the time series to its past values. As the new values of parameters are received from the equipment, the model uses them and the previous ones to provide predictions of one step ahead for each parameter. The statistical comparison of these predictions with the actual values, gives us the each parameter's probability of fault, at each time point and (once a run gets finished) for each run. This work will be extended by applying a suitable probability generating function and combining the probabilities of different parameters using Dempster-Shafer Theory (DST). DST provides a way to combine evidence that is available from different sources and gives a joint degree of belief in a hypothesis. This will give us a combined belief of fault in the process with a high precision.

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Anomaly Detection Technique of Log Data Using Hadoop Ecosystem (하둡 에코시스템을 활용한 로그 데이터의 이상 탐지 기법)

  • Son, Siwoon;Gil, Myeong-Seon;Moon, Yang-Sae
    • KIISE Transactions on Computing Practices
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    • v.23 no.2
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    • pp.128-133
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    • 2017
  • In recent years, the number of systems for the analysis of large volumes of data is increasing. Hadoop, a representative big data system, stores and processes the large data in the distributed environment of multiple servers, where system-resource management is very important. The authors attempted to detect anomalies from the rapid changing of the log data that are collected from the multiple servers using simple but efficient anomaly-detection techniques. Accordingly, an Apache Hive storage architecture was designed to store the log data that were collected from the multiple servers in the Hadoop ecosystem. Also, three anomaly-detection techniques were designed based on the moving-average and 3-sigma concepts. It was finally confirmed that all three of the techniques detected the abnormal intervals correctly, while the weighted anomaly-detection technique is more precise than the basic techniques. These results show an excellent approach for the detection of log-data anomalies with the use of simple techniques in the Hadoop ecosystem.

Application of Time-Series Model to Forecast Track Irregularity Progress (궤도틀림 진전 예측을 위한 시계열 모델 적용)

  • Jeong, Min Chul;Kim, Gun Woo;Kim, Jung Hoon;Kang, Yun Suk;Kong, Jung Sik
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.25 no.4
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    • pp.331-338
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    • 2012
  • Irregularity data inspected by EM-120, an railway inspection system in Korea includes unavoidable incomplete and erratic information, so it is encountered lots of problem to analyse those data without appropriate pre-data-refining processes. In this research, for the efficient management and maintenance of railway system, characteristics and problems of the detected track irregularity data have been analyzed and efficient processing techniques were developed to solve the problems. The correlation between track irregularity and seasonal changes was conducted based on ARIMA model analysis. Finally, time series analysis was carried out by various forecasting model, such as regression, exponential smoothing and ARIMA model, to determine the appropriate optimal models for forecasting track irregularity progress.