• 대한수학회논문집
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• 제21권3호
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• pp.543-558
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• 2006

We consider a type of large deviation Principle(LDP) using Freidlin-Wentzell exponential estimates for the solutions to perturbed stochastic differential equations(SDEs) driven by Martingale measure(Gaussian noise). We are using exponential tail estimates and exit probability of a diffusion process. Referring to Freidlin-Wentzell inequality, we want to show another approach to get LDP for the solutions to SDEs.

• 대한수학회논문집
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• 제17권1호
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• pp.71-80
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• 2002

We give a formulation of the large deviation property for rescalings of random measures on the d-dimensional Euclidean space R$^{d}$ . The approach is global in the sense that the objects are Radon measures on R$^{d}$ and the dual objects are the continuous functions with compact support. This is applied to the cluster random measures with Poisson centers, a large class of random measures that includes the Poisson processes.

• 대한수학회지
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• 제36권3호
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• pp.509-525
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• 1999

In this paper we obtain sharp upper and lower bounds of samll ball and large deviation probabilities for the increments of Gaussian processes with stationary increments, whose results are essential to establish Chung type laws of iteratted logarithm.

• 대한물리치료과학회지
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• 제9권3호
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• pp.97-106
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• 2002

Purpose. This study was tried to compare the effect of the change in postural deviation caused by the pain side Subjects and Methods. Inpatients and outpatients (n=71) were selected from I hospital who have a musculoskeletal low back pain and shoulder pain without any history of the central nervous system (CNS) lesions, orthopaedic problems of the both lower extremities, or the vestibular and the visual default. For the control group, normal and healthy subjects (n=30) were selected without any history of weight bearing disorders. the weight bearing was rated by the computerized force plate. Results. 1) Postural deviation was not significant difference between patients and control group(p<0.01). But postural deviation in patients was more pronounced than control group. 2) There was significant difference of postural deviation between in patients according to the pain side(p<0.01). When the pain side was on the left side, postural deviation tended to the right. When the pain side was on the right side and vertebral body, postural deviation tended to the left. 3) There was no significant difference of postural deviation between regional pain in shoulder and regional pain in low back(p<0.01). Discussions and Conclusion. As a result, the pain, for sure, affected the good posture and its keeping process directly or/and indirectly. Therefore, as the postural deviation increases, the additional energy consumption increased by the works of the muscles to keep the good posture. Preponderated postural deviation, furthermore, could load too much to the musculoskeletal system, leading to increase the pain. The postural deviation, a result of the pain, can cause a secondary deformity of the distal area as a compensatory reaction, and this compensation actually become a cause of the musculoskeletal symptom back in a cycle. Therefore, the appropriate treatment of the musculoskeletal problem and the education of the posture correction should be given to decrease the pain, preventing the secondary deformities, and increasing muscle energy efficiency of the posture remaining muscles.

• 한국경영과학회지
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• 제39권1호
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• pp.1-12
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• 2014

This article proposes a variable sampling interval (VSI) $\bar{X}$ control chart using weighted standard deviation (WSD) method for skewed populations. The WSD method decomposes the standard deviation of a quality characteristic into upper and lower deviations and adjusts control limits and warning limits of a control chart in accordance with the direction and degree of skewness. A control chart constant is derived for estimating the standard deviation of skewed distributions with the mean of sample standard deviations. The proposed chart is compared with the conventional VSI $\bar{X}$ control chart under some skewed distributions. Simulation study shows that the proposed WSD VSI chart can control the in-control average time to signal (ATS) as an adequate level better than the conventional VSI chart, and the proposed chart can detect a decrease in the process mean of a quality characteristic following a positively skewed distribution more quickly than the standard VSI chart.

• 대한산업공학회지
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• 제29권2호
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• pp.114-125
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• 2003

This paper proposes multivariate process capability indices (PCIs) for skewed populations using $T^2$rand modified process region approaches. The proposed methods are based on the multivariate version of a weighted standard deviation method which adjusts the variance-covariance matrix of quality characteristics and approximates the probability density function using several multivariate Journal distributions with the adjusted variance-covariance matrix. Performance of the proposed PCIs is investigated using Monte Carlo simulation, and finite sample properties of the estimators are studied by means of relative bias and mean square error.

• 산업경영시스템학회지
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• 제36권4호
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• pp.109-115
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• 2013

Process Capability Index (PCI) is useful Statistical Process Control (SPC) tool that is measure of process diagnostic and assessment tools widely use in industrial field. It has advantage of easy to calculate and easy to use in the field. $C_p$ and $C_{pk}$ are traditional PCIs. These are only considers of process variation. These are not given information about the characteristic value does not match the target value of the process. Studies of this process capability index by many scholars actively for supplement of its disadvantage. These studies to evaluate the capability of situation of various field has presented a new process capability index. $C_{pm}$ is considers both the process variation and the process deviation from target value. And $C_{pm}{^+}$ is considers economic loss for the process deviation from target value. In this paper development of new process capability index that is Taguchi's quadratic loss function by applying the expected loss. And check the correlation between existing traditional process capability index ($C_{pk}$) and new one. Finally, we propose the criteria for classification about developed process capability index.

• 산업경영시스템학회지
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• 제42권1호
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• pp.106-114
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• 2019

Recently, the manufacturing process system in the industrial field has become more and more complex and has been influenced by many and various factors. Moreover, these factors have the dependent correlation rather than independent of each other. Therefore, the statistical analysis has been extended from the univariate method to the multivariate method. The process capability indices have been widely used as statistical tools to assess the manufacturing process performance. Especially, the multivariate process indices need to be enhanced with more useful information and extensive application in the recent industrial fields. The various multivariate process capability indices have been studying by many researchers in recent years. Hence, the purpose of the study is to compare the useful and various multivariate process capability indices through the simulation. Among them, we compare the useful models of several multivariate process capability indices such as $MC_{pm}$, $MC^+_{pm}$ and $MC_{pl}$. These multivariate process capability indices are incorporates both the process variation and the process deviation from target or consider the expected loss caused by the process deviation from target. Through the computational examples, we compare these process capability indices and discuss their usefulness and effectiveness.

• 전기학회논문지
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• 제63권11호
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• pp.1545-1550
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• 2014

Fault detection and diagnosis (FDD) of photovoltaic (PV) power systems is one of significant techniques for reducing economic loss due to abnormality occurred in PV modules. This paper presents a new FDD method against PV power systems by using statistical comparison. This comparative approach includes deviation signals between the outputs of two neighboring PV modules. We first define a binary hypothesis testing under such deviation and make use of a generalized likelihood ratio testing (GLRT) theory to derive its FDD algorithm. Additionally, a recursive computational mechanism for our proposed FDD algorithm is presented for improving a computational effectiveness in practice. We carry out a real-time experiment to test reliability of the proposed FDD algorithm by utilizing a lab based PV test-bed system.

• Journal of Power Electronics
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• 제16권2호
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• pp.584-597
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• 2016

This paper focuses on an improvement in the transient performance of Boost converters when the load changes abruptly. This is achieved on the basis of the nature trajectory in Boost converters. Three key aspects of the transient performance are analyzed including the storage energy change law in the inductors and capacitors of converters during the transient process, the ideal minimum voltage deviation in the transient process, and the minimum voltage deviation control trajectory. The changing relationship curve between the voltage deviation and the recovery time is depicted through analysis and simulations when the load suddenly increases. In addition, the relationship curve between the current fluctuation and the recovery time is obtained when the load suddenly decreases. Considering the aspects of an increasing and decreasing load, this paper proposes the transient performance synthetic optimized trajectory and control laws. Through simulation and experimental results, the transient performances are compared with the other typical three control methods, and the ability of proposed synthetic trajectory and control law to achieve optimal transient performance is verified.