• Journal of the Korean Data and Information Science Society
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• 제4권
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• pp.31-44
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• 1993

Multivariate exponentially weighted moving average (EWMA) control charts for monitoring the variance-covariance matrix are investigated. A variable sampling interval (VSI) feature is considered in these charts. Multivariate EWMA control charts for monitoring the variance-covariance matrix are compared on the basis of their average time to signal (ATS) performances. The numerical results show that multivariate VSI EWMA control charts are more efficient than corrsponding multivariate fixed sampling interval (FSI) EWMA control charts.

• Journal of the Korean Data and Information Science Society
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• 제13권1호
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• pp.105-112
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• 2002

In this paper we establish bivariate exponentially weighted moving average (EWMA) control charts for autocorrelated processes using residual vectors. We first derive the residual vectors, their expectation, variance-covariance matrix, then evaluate the control chart based on the average run length (ARL).

• Journal of the Korean Statistical Society
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• 제21권2호
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• pp.167-177
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• 1992

In this paper, we investigate the limiting distribution of $M_n = max (X_1, X-2, \cdots, X_n)$ in the infinite moving average process ${X_t = \sum c_i Z_{t-i}}$ generated from i.i.d. negative binomial variables $Z_i$'s. While no limit result is possible, nonetheless asymptotic bounds are derived. We also present the tail behavior of $X_t$, i.e., weighted sum of i.i.d. random variables. This continues a study made by Rootzen (1986) for discrete innovation sequences.

• 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.

• 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.

• 품질경영학회지
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• 제35권1호
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• pp.24-34
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• 2007

This paper investigates the average run length (ARL) of a selectively moving average (S-MA) control chart. The S-U chart is designed to detect shifts in the process mean. The basic idea of the S-MA chart is to accumulate previous samples selectively in order to increase the sensitivity. The ARL of the S-MA chart was shown to be monotone decreasing with respect to the decision length in a previous research [3]. This paper derives the steady-state ARL in a closed-form and shows that the monotone property is resulted from head-start assumption. The steady-state ARL is shown to be a sum of head-start ARL and an additional term. The statistical design procedure for the S-MA chart is revised according to this result. Sensitivity study shorts that the steady-state ARL performance is still better than the CUSUM chart or the Exponentially Weighted Moving Average (EWMA) chart.

• 센서학회지
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• 제28권2호
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• pp.88-93
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• 2019

This paper is concerned with distributed fusion moving average prediction for continuous-time linear stochastic systems with multiple sensors. A distributed fusion with the weighted sum structure is applied to the optimal local moving average predictors. The distributed fusion prediction algorithm represents the optimal linear fusion by weighting matrices under the minimum mean square criterion. The derivation of equations for error cross-covariances between the local predictors is the key of this paper. Example demonstrates effectiveness of the distributed fusion moving average predictor.

• 대한방사선기술학회지:방사선기술과학
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• 제32권3호
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• pp.313-323
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• 2009

확산강조영상 (diffusion weighted image, DWI)은 급성 뇌경색, 뇌종양, 뇌백질 질환, 뇌 막질의 확산 정도 등 여러 뇌질환의 진단을 획기적으로 향상시켰으며 그 활용도가 증가하고 있다. 본 연구는 $10{\sim}60$대 환자들의 뇌를 대상으로 두 기법간의 신호강도, 현성확산계수의 평균치를 측정하였다. 그 결과, 확산강조영상에서의 신호강도 평균값은 편도체부 (amygdala)가 가장 높고, 뇌척수액(cerebrospinal fluid)에서 가장 낮았다. 현성확산계수의 평균값은 뇌척수액이 높고, 교뇌 (pons)가 낮게 측정되었다. 확산강조 신호강도와 현성확산계수의 평균값은 $T_2^*$-DW-EPI 기법이 FLAIR-DW-EPI 기법보다 높고, b-value의 변화에 따른 평균값은 두 기법의 b-value에 모두 반비례하였다. 또한 뇌경색환자의 뇌의 시간 경과에 따른 분석결과, 초급성뇌경색 환자의 일반적인 MR 영상에서는 병변부분이 명확하지 않았으나 확산강조영상에서는 고신호강도로 나타났다. 출혈성 뇌경색, 급성 뇌경색 등 여러질환별로 분석한 결과 그 두 기법의 특성에 따라 신호강도의 값이 차이가 클수록 현성확산계수는 낮게 나타났다. 결론적으로 뇌 질환이 자주 발생되는 부위와 뇌 질환의 확산강조 신호강도 및 현성확산계수 값은 b-value의 변환과 영상기법에 따라 각각 다르게 나타났다. 이러한 정량적인 결과를 바탕으로 보다 안정적인 기법과 적절한 b-value 값을 이용하여 검사를 한다면 여러 뇌의 질환 및 병변 등을 발견, 판독하는 것뿐만 아니라 정상부위나 질환에 따른 기법별 신호의 인지를 통한 정확한 질병 진단과 치료에 중요한 의미가 있다고 사료된다.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 2013년도 춘계학술대회 논문집
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• pp.643-644
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• 2013

• 한국환경보건학회:학술대회논문집
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• 한국환경보건학회 2004년도 International Conference Current Challenges and Advances in Environmental Health
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• pp.74-74
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• 2004