• Journal of Korean Society of Industrial and Systems Engineering
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• v.15 no.26
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• pp.181-187
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• 1992

본 논문은 CIMS에서 적응되는 ARMA 공정제어의 새로운 3단계절차를 제안한다. 첫번째 단계는 다변량 ARMA모델을 식별하여 모수를 추정하고, white noise로 진단된 잔차 series에 대하여 다변량 제어통계량(즉, 다변량 Hotelling T$^2$통계량, 다변량 CUSUM, 다변량 EWHA 통계량, 다변량 MA 통계량)등을 계산한다. 마지막으로 본 논문에서 제안한 8가지 다변량 제어통계량을 상호비교하여 이상점을 발견한다.

• Review of KIISC
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• v.33 no.1
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• pp.41-49
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• 2023

다변수 이차식 기반 전자서명은 양자내성암호 중 짧은 서명 길이와 빠른 서명 생성 및 검증으로 인해 자원이 제한된 기기에 적합할 것으로 예상된다. SFLASH는 NESSIE 표준으로 선정되었으며, NIST 양자내성암호 표준 공모에 다수의 다변수 이차식 기반 서명이 제출되었다. 또한 HiMQ는 국내 TTA 표준으로 선정되었다. 이러한 다변수 이차식 기반 전자서명의 장점으로 인해 NSIT 양자내성암호 표준의 추가 전자서명 공모에도 다변수 이차식 기반 전자서명이 제출될 것으로 예상되며, 국내 양자내성암호 국가공모전에는 MQ-Sign이 1라운드 후보로 공개되었다. 본 논문에서는 대표적인 다변수 이차식 기반 전자서명에 대해서 살펴보고, 다변수 이차식 기반 전자서명의 표준화 동향에 대해 살펴본다.

• Proceedings of the Korean Statistical Society Conference
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• 2005.11a
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• pp.147-152
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• 2005

본 논문에서는 k개의 포아송 확률변수가 서로 종속 되어 있는 다변량 포아송 분포를 따를 때, 주어진 분산-공분산 행렬 구조를 유지하는 다변량 포아송 확률난수 생성방법에 대해 다루었다. 특히, 확률난수를 생성하기 위해 선형방정식을 푸는 두 가지 수치해석 알고리즘을 제안하였으며, Park 등 (1996)의 다변량 베르누이 확률난수 생성에 활용된 알고리즘과의 연관성을 다루었다.

• The Korean Journal of Applied Statistics
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• v.33 no.3
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• pp.257-267
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• 2020

We introduce multivariate exponential smoothing models based on a vector innovations structural time series framework. The models enable us to exploit potential inter-series dependencies to improve the fit and forecasts of multivariate (vector) time series. Models are applied to forecast the exchange rates of the UK pound (UKP) and US dollar (USD) against the Korean won (KRW) observed on monthly basis; subseqently, we compare their performance with alternative models. We observe that the multivariate exponential smoothing models are superior to alternatives.

• The Korean Journal of Applied Statistics
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• v.27 no.5
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• pp.809-818
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• 2014

Multivariate skew-normal distribution(distribution that includes multivariate normal distribution) has been recently applied to many application areas. We consider saddlepoint approximation for a statistic of linear combination based on a multivariate skew-normal distribution. This approach can be regarded as an extension of Na and Yu (2013) that dealt saddlepoint approximation for the distribution of a skew-normal sample mean for a linear statistic and multivariate version. Simulations results and examples with real data verify the accuracy and applicability of suggested approximations.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.571-579
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• 2016

Most of studies related to the distributions of quadratic forms are conducted under the assumption of multivariate normal distribution. In this paper, we suggested an approximation to the distribution of quadratic forms based on multivariate skew-normal distribution as alternatives for multivariate normal distribution. Saddlepoint approximations are considered and the accuracy of the approximations are verified through simulation studies.

• Journal for History of Mathematics
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• v.21 no.2
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• pp.81-90
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• 2008

It has been noticed the greater importance of mathematical education, particularly of multi-variable calculus in the undergraduate level with remarkable progress of all sorts of sciences requiring mathematical analysis. However, there was lack of variety of introducing the definition of differentiation of multi-variable functions - in fact, all of them basically rely on the chain rules. Here we will introduce a way of defining the geometrical differentiation of the multi-variable functions based upon our teaching experience. One of its merits is that it provides the geometric explanation of the differentiation of the multi-variable functions, so that it conveys the meaning of the differentiation better compared with the known methods.

• Journal of the Institute of Electronics Engineers of Korea SC
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• v.41 no.4
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• pp.21-28
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• 2004

This paper presents a direct multivariable self-tuning controller using neural network which adapts to the changing parameters of the higher order multivariable nonlinear system with nonminimum phase behavior, mutual interactions and time delays. The nonlinearities are assumed to be globally bounded, and a multivariable nonlinear system is divided linear part and nonlinear part. The neural network is used to estimate the controller parameters, and the control output is obtained through estimated controller parameter. In order to demonstrate the effectiveness of the proposed algorithm the computer simulation is done to adapt the multivariable nonlinear nonminimm phase system with time delays and changed system parameter after a constant time. The proposed method compared with direct multivariable adaptive controller using neural network.

• Journal of the Korean Data and Information Science Society
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• v.21 no.6
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• pp.999-1008
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• 2010

The objective of this paper is to develop variable sampling interval multivariate control charts that can offer significant performance improvements compared to standard fixed sampling rate multivariate control charts. Most research on multivariate control charts has concentrated on the problem of monitoring the process mean, but here we consider the problem of simultaneously monitoring both the mean and variability of the process.

• Journal of the Korean Data and Information Science Society
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• v.22 no.6
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• pp.1123-1135
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• 2011

This paper considers the multivariate integrated process control procedure for detecting special causes in a multivariate IMA(1, 1) process. When the multivariate control chart signals, the special cause will be detected and eliminated from the process. However, when the elimination of the special cause costs high or is not practically possible, an alternative action is to readjust the process with approximately modified adjustment scheme. In this paper, we propose the readjustment procedure after having a true signal, and show that the use of the readjustment can reduce the deviation of a process from the target.