• Journal of the Korea Society for Simulation
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• v.5 no.2
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• pp.59-72
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• 1996

The purpose of this study is to make an improvement to the batch-means method, which is a procedure to construct a confidence interval(c.i.) for the steady-state process mean of a stationary simulation output process. In the batch-means method, the data in the output process are grouped into batches. The sequence of means of the data included in individual batches is called a batch-menas process and can be treated as an independently and identically distributed set of variables if each batch includes sufficiently large number of observations. The traditional batch-means method, therefore, uses a batch size as large as possible in order to. destroy the autocovariance remaining in the batch-means process. The c.i. prodedure developed and empirically tested in this study uses a small batch size which can be well fitted by a simple ARMA model, and then utilizes the dependence structure in the fitted model to correct for bias in the variance estimator of the sample mean.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.15 no.26
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• pp.189-199
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• 1992

Standard acceptance sampling plans models the production process as a sequence of independent identically distributed Beruoulli random variables. However, the quality of items sampled sequentially from an ongoing production process often exhibits statistical dependency that is not accounted for in standard acceptance sampling plans. In this paper, a dependent production process is modelled as an ARMA process and as a two-state Markov chain. A simulation study of each is performed. A comparison of the probability of acceptance is done for the simulation method and for the approximation method.

• Journal of KIISE:Software and Applications
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• v.28 no.4
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• pp.338-345
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• 2001

본 연구에서는 시계열자료를 예측하기 위해 적용한 n$\times$n$\times$1 신경망 구조에서 초기값의 시각적인 선택을 통한 개선된 학습과정을 제안한다. 적용된 Easton[1]의 제어상자는 시각적인 면과 실용적인 적용측면에서 다차원 구조를 논의하기에는 제한적이지만, 적은 개수의 은닉노드를 갖는 단순한 신경망구조에서는 초기 가중값들의 동적인 선택을 통하여 가능한 빨리 효과적인 학습이 이루어질 수 있게 할 수 있다. 신경망 학습의 오차 판단기준은 기존의 평균제곱오차(MSE)를 고려한다. 실증연구에는 모의생성된 ARMA(1,0) 자료와 담배생산량 자료를 이용한다.

• Journal of the Korean Data and Information Science Society
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• v.6 no.2
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• pp.41-50
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• 1995

In this paper, an iterative procedure, which detects the location of the outliers and the joint estimates of the outliers effects and the model parameters in the autoregressive moving average model with two types of outliers, is proposed. The performance of the procedure is compared with the one in Chen and Liu(1993) through the Monte Carlo simulation. The proposed procedure is very robust in the sense that applies the procedures to the stationary time series model with any types of outliers.

• Journal of the Korean Data and Information Science Society
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• v.18 no.1
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• pp.195-210
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• 2007

This paper develops a consistent nonparametric test for Granger causality in the context of strong-mixing process, which covers a large class of stationary processes including ARMA and ARCH models. The previously proposed tests require absolute regularity ($\beta$-mixing) more stringent than the strong-mixing condition. We prove the consistency of the test under a high level assumption on the approximation error of U statistic by its projection. Due to the sample splitting, the test statistic we propose is asymptotically normally distributed under the null.

• 제어로봇시스템학회:학술대회논문집
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• 1987.10b
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• pp.168-173
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• 1987

The optimal Input design problem for linear system Which have the common parameters in the system and noise transfer functions. Exploiting the assumed Model structure and deriving the information matrix structure in detail, D-optimal open-loop stochastic input can be realized as an ARMA process under the Input or output variance constraints. In spite of the reduced order, It Is necessary to develop an efficient algorithms for the optimation with respect to the .rho..

• Journal of the Korean Statistical Society
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• v.25 no.2
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• pp.235-241
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• 1996

The ordinary least squares estimator of the disturbance variance in the linear regression model with stationary errors is shown to be asymptotically unbiased when the error process has a spectral density bounded from the above and away from zero. Such error processes cover a broad class of stationary processes, including ARMA processes.

• Proceedings of the KIEE Conference
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• 1981.07a
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• pp.146-153
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• 1981

A practical and robust control scheme is suggested for MIMO discrete time processes with real simple poles. This type of control scheme, having the advantages of both the adaptiveness and optimality, may be successfully applicable to structured dynamic controllers for plants whose parameters are slowly time-varying. The identification of the process parameters is under-taken in ARMA form and the optimization of the feedback gain matrix is performed in the state space representation with regard to a standard quadratic criterion.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2001.04a
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• pp.971-974
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• 2001

In this study, the static and dynamic characteristics of endmilling process was modelled and the analytic realization of chatter mechanism was discussed. In this regard, We have discussed on the comparative assessment of recursive time series modeling algorithms that can represent the machining process and detect the abnormal machining behaviors in precision endmilling operation. In this study, simulation and experimental work were performed to show the malfunctional behaviors. For this purpose, new recursive(RLSM) were adopted for the on-line system identification and monitoring of a machining process, we can apply these new algorithms in real process for detection of abnormal chatter. Also, the stability lobe of chatter was analysed by varying parameter of cutting dynamices in regenerative chatter mechanics.

• Transactions of the Korean Society of Machine Tool Engineers
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• v.10 no.4
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• pp.76-83
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• 2001

In this study, the static and dynamic characteristics of turning process was modelled and the analytic realization of regen-erative chatter mechanism was discussed. In this regard, we have discussed on the comparative assessment of recursive times series modeling algorithms that can represent the machining process and detect the abnormal machining behaviors in precision turning operation. In this study, simulation and experimental work were performed to show the malfunction behaviors. For this purpose, new Recursive Extended Instrument Variable Method(REIVM) was adopted for the on-line system identification and monitoring of a machining process. Also, we can apply REIVE algorithms in real process for the detection of chatter frequency and dynamic property and analyze the stability lobe of the system by changing a parameter of cutting dynamics in regenerative chatter mechanics, if it is stable or unstable, Also, The stability lobe of chatter was analysed.