• Journal of the Korean Data and Information Science Society
• /
• 제20권4호
• /
• pp.741-747
• /
• 2009

Properties of multivariate Shewhart and EWMA (Exponentially Weighted Moving Average) control charts for monitoring variance-covariance matrix of quality variables are investigated. Performances of the proposed charts are evaluated for matched fixed sampling interval (FSI) and variable sampling interval (VSI) charts in terms of average time to signal (ATS) and average number of samples to signal (ANSS). Average number of swiches (ANSW) of the proposed VSI charts are also investigated.

• Journal of the Korean Statistical Society
• /
• 제24권2호
• /
• pp.407-417
• /
• 1995

The h-plot is a graphical technique for displaying the structure of one population's variance-covariance matrix. This follows the mathematical algorithem of the principle component biplot based on the singular value decomposition. But it is known that the singular value decomposition is not resistant, i.e., it is very sensitive to small changes in the input data. In this article, since the mathematical algorithm of the h-plot is equivalent to that of principal component biplot of Choi and Huh (1994), we derive the resistant h-plot.

• 품질경영학회지
• /
• 제29권1호
• /
• pp.1-10
• /
• 2001

We consider the problem of detecting special variations in multivariate $T^2$-control chart when two or more multivariate outliers are present. Since a multivariate outlier may reflect slippage in mean, variance, or correlation, it can distort the sample mean vector and sample covariance matrix. Damaged sample mean vector and sample covariance matrix have difficulty in examining special variations clearly, An alternative to detection outliers or special variations is to use robust estimators of mean vector and covariance matrix that are less sensitive to extreme observations than are the standard estimators $\bar{x}$ and $\textbf{S}$. We applied popular minimum volume ellipsoid(MVE) and minimum covariance determinant(MCD) method to estimate mean vector and covariance matrix and compared its results with standard $T^2$-control chart using simulated multivariate data with outliers. We found that the modified $T^2$-control chart based on the above robust methods were more effective in detecting special variations clearly than the standard $T^2$-control chart.

• Journal of the Korean Data and Information Science Society
• /
• 제22권4호
• /
• pp.803-809
• /
• 2011

Properties of multivariate Shewhart and CUSUM charts for monitoring variance-covariance matrix, specially focused on correlation coefficient components, are investigated. The performances of the proposed charts based on control statistic Lawley-Hotelling $V_i$ and likelihood ratio test (LRT) statistic $TV_i$ are evaluated in terms of average run length (ARL). For monitoring correlation coe cient components of dispersion matrix, we found that CUSUM chart based on $TV_i$ gives relatively better performances and is more preferable, and the charts based on $V_i$ perform badly and are not recommended.

• 한국측량학회:학술대회논문집
• /
• 한국측량학회 2005년도 Proceedings of Aisa-Pacific International Seminar on Geomatics
• /
• pp.170-177
• /
• 2005

• Journal of the Korean Data and Information Science Society
• /
• 제26권6호
• /
• pp.1593-1600
• /
• 2015

A control chart is very useful in monitoring various production process. There are many situations in which the simultaneous control of two or more related quality variables is necessary. We construct bivariate Shewhart control charts based on the trace of the product of the estimated variance-covariance matrix and the inverse of the in-control matrix and investigate the properties of bivariate Shewart control charts with VSI procedure for monitoring covariance matrix in term of ATS (Average time to signal) and ANSW (Average number of switch) and probability of switch, ASI (Average sampling interval). Numerical results show that ATS is smaller than ARL. From examining the properties of switching in changing covariances and variances in ${\Sigma}$, ANSW values show that it does not switch frequently and does not matter to use VSI procedure.

• Journal of the Korean Data and Information Science Society
• /
• 제22권6호
• /
• pp.1251-1256
• /
• 2011

Consider a p-variate ($p{\geq}4$) normal distribution with mean ${\theta}$ and identity covariance matrix. Using a simple property of noncentral chi square distribution, the generalized Bayes estimators dominating the Lindley estimator under quadratic loss are given based on the methods of Brown, Brewster and Zidek for estimating a normal variance. This result can be extended the cases where covariance matrix is completely unknown or ${\Sigma}={\sigma}^2I$ for an unknown scalar ${\sigma}^2$.

• Journal of the Korean Data and Information Science Society
• /
• 제17권3호
• /
• pp.953-961
• /
• 2006

Let's say that we are given a k number of random variables following Poisson distribution that are individually dependent and which forms multivariate Poisson distribution. We particularly dealt with a method of creating random numbers that satisfies the covariance matrix, where the elements of covariance matrix are parameters forming a multivariate Poisson distribution. To create such random numbers, we propose a new algorithm based on the method reducing the number of parameter set and deal with its relationship to the Park et al.(1996) algorithm used in creating multivariate Bernoulli random numbers.

• 한국음향학회지
• /
• 제33권5호
• /
• pp.326-334
• /
• 2014

논문은 MVDR 빔 형성 기법을 위한 새로운 공분산 행렬 예측을 제안한다. 오디오-비디오 센서를 이용하여 음원의 방향 정보를 정확히 추적함으로써, 공분산 행렬은 가변 적응 망각율을 적용하여 효과적으로 예측된다. 가변 적응 망각율은 신호 대 방해 신호 비를 고려하여 결정된다. 실험 결과에서는 제안하는 방법의 성능이 방해신호/잡음 감소 및 음성 왜곡의 면에서 기존의 방법의 성능보다 더 우수하다는 것을 보여준다.

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