• Journal of the Korean Statistical Society
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• v.26 no.3
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• pp.417-427
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• 1997

In this paper the parameter change problem in the stationary time series is considered. We propose a cumulative sum (CUSUM) of squares-type test statistic for detection of parameter changes in the AR(1) process. The proposed test statistic is based on the CUSIM of the squared observations and is shown to converge to a standard Brownian bridge. Simulations are performed to evaluate the performance of the proposed statistic and a real example is provided to illustrate the procedure.

• International Journal of Quality Innovation
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• v.2 no.1
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• pp.30-49
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• 2001

This paper considers a recent environment in the manufacturing process in which data in large amounts can be obtained on-line in real-time. Under this environment an on-line real-time Statistical Process Control (SPC) scheme equipped with detection of a process change, change-point estimation, and recognition of the change pattern is proposed. The proposed SPC scheme is composed of a Cusum chart, filtering methods and Akaike Information Criterion (AIC). We examine the performance of this scheme by Monte Carlo simulation and show its usefulness.

• Proceedings of the Korean Statistical Society Conference
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• 2005.11a
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• pp.43-48
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• 2005

We consider the problem of testing for parameter changes in time series models based on a cusum test. Although the test procedure is well-established for the mean and variance in time series models, a general parameter case has not been discussed in the literature. Therefore, here we develop a cusum test for parameter change in a more general framework. As an example, we consider the change of the parameters in an RCA(1) model and that of the autocovariances of a linear process. We also consider the variance change test for unstable models with unit roots and GARCH models.

• Journal of the Korean Data and Information Science Society
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• v.16 no.2
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• pp.467-476
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• 2005

Multivariate control charts for monitoring mean vector of several related quality variables with combine-accumulate approach and accumulate-combine apprach were investigated. Shewhart chart is also proposed to compare the performances of CUSUM and EWMA charts. Numerical comparisons show that CUSUM and EWMA charts are more efficient than Shewhart chart for small or moderate shifts, and multivariate charts based on accumulate- combine approach is more efficient than corresponding multivariate charts based on combine-accumulate approach.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.18 no.36
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• pp.243-251
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• 1995

본 연구에서는 자동상관인 공정의 변화를 빠르게 탐지할 수 있는 Special-Cause CUSUM 관리도를 사용하여 다섯가지 시계열 모델에 대해 다음과 같은 연구를 수행한다. 첫째 ACF와 PACF로 파라미터에 따른 ARL의 변화를 쉽게 해석할 수 있는 방법과 둘째로 독립인 관측값에 적용하는 Hawkins(1992)의 ARL 간략계산법을 자동상관인 공정에서도 사용할 수 있는 기법을 제시하여 기존의 시뮬레이션을 이용한 ARL 계산법에 비해 빠르고도 정확한 값을 구한다. 끝으로 두가지 유형의 평균이동에 대한 ARL 변화를 각각 계산해 보아 그 효과를 비교분석 한다.

• Proceedings of the Korean Institute of Surface Engineering Conference
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• 2011.05a
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• pp.89-90
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• 2011

플라즈마 공정 중에 발생하는 플라즈마 누설은 챔버 압력의 변화를 초래하여 증착 또는 식각 중인 박막패턴을 손상시킨다. 따라서 플라즈마 누설을 실시간으로 탐지하는 것이 요구되며, 본 연구에서는 광방사분광기 (Optical emisison spectroscopy), 신경망, 그리고 제어차트를 결합한 플라즈마 누설의 인-시츄 탐지기술을 보고한다. 비교평가 결과 소수의 라디칼 정보를 감시하는 것보다 신경망 모델로부터의 예측정보를 이용할 때 보다 증진된 누설탐지 성능을 확인하였다.

• The Korean Journal of Applied Statistics
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• v.34 no.5
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• pp.735-744
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• 2021

Maintaining the lifetime of a product is one of the objectives of quality control. In real processes, most samples are constructed with censored data because, in many situations, we cannot measure the lifetime of all samples due to time or cost problems. In this paper, we propose two cumulative sum (CUSUM) control charting procedures to monitor the mean of type I right-censored lognormal lifetime data. One of them is based on the likelihood ratio, and the other is based on the binomial distribution. Through simulations, we evaluate the performance of the two proposed procedures by comparing the average run length (ARL). The overall performance of the likelihood ratio CUSUM chart is better, especially this chart performs better when the censoring rate is low and the shape parameter value is small. Conversely, the binomial CUSUM chart is shown to perform better when the censoring rate is high, the shape parameter value is large, and the change in the mean is small.

• Proceedings of the Safety Management and Science Conference
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• 2013.04a
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• pp.533-546
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• 2013

이 논문은 미세공정변동에서 극소불량을 감지하는 관리도의 경제적 설계를 개발하기 위한 조사연구이다. 일반적인 관리도의 설계는 통계적 설계와 경제적 설계로 구분할 수 있다. 공정의 변동 원인에 따라 샘플의 간격(h), 샘플의 크기(n), 관리한계선(k) 등의 설계 모수를 최적접근방법으로 결정을 하는 경제적 설계의 모델을 조사하였다. 관리도의 경제적 설계는 공정의 관리이상상태를 효율적으로 감지하여 관리상태로 정상화 시키는 것에 대한 공정의 개선비용과 기대품질비용을 절약 할 수 있는 최적설계 방안이다. 그리고 Shewhart 관리도의 X-bar 통계량으로 극소불량을 검출 하는것에 한계가 있기 때문에 Zp 통계량과 분포를 설계하여 극소불량을 빠르게 감지할 수 있는 Zp 관리도의 설계를 적용하고, 미세공정변동을 정확하게 감지할 수 있는 CUSUM 관리도를 동시에 적용하였다. 따라서, 미세공정변동과 극소불량을 동시에 관리 할 수 있는 Zp-CUSUM 관리도의 통계적 설계 구조를 체계화 하였으며, 기존의 경제적 설계의 모델을 비교 분석하여 새로운 경제적 설계에 대한 모델을 제안하고자 한다.

• Knee surgery & related research
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• v.30 no.4
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• pp.303-310
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• 2018

Purpose: The purpose of this study was to investigate whether surgical experience could improve surgical competency in medial open wedge high tibial osteotomy (MOWHTO). Materials and Methods: One hundred consecutive cases of MOWHTO were performed with preoperative planning using the Miniaci method. Surgical errors were defined as under- or overcorrection, excessive posterior slope change, or the presence of a lateral hinge fracture. Each of these treatment failures was separately evaluated using the cumulative summation test for learning curve (LC-CUSUM). Results: The LC-CUSUM showed competency in prevention of undercorrection, excessive posterior slope change, and lateral hinge fracture after 27, 47, and 42 procedures, respectively. However, the LC-CUSUM did not signal achievement of competency in prevention of overcorrection after 100 procedures. Furthermore, the failure rate for overcorrection showed an increasing tendency as surgical experience increased. Conclusions: Surgical experience may improve the surgeon's competency in prevention of undercorrection, excessive posterior slope change, and lateral hinge fracture. However, it may not help reduce the incidence of overcorrection even after performance of 100 cases of MOWHTO over a period of 6 years.

• Journal of Korea Port Economic Association
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• v.39 no.4
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• pp.255-268
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• 2023

This paper focuses on the tests for generalized fluctuation in the context of assessing structural changes based on linear regression models. For efficient estimation there has been a growing focus on the structural change monitoring, particularly in relation to fields such as artificial intelligence(hereafter AI) and machine learning(hereafter ML). Specifically, the investigation elucidates the implementation of structural changes and presents a coherent approach for the practical application to the BDI(Baltic Dry-bulk Index), which serves as a representative maritime trade index in global market. The framework encompasses a range of F-statistics type methodologies for fitting, visualization, and evaluation of empirical fluctuation processes, including CUSUM, MOSUM, and estimates-based processes. Additionally, it provides functionality for the computation and evaluation of sequences of pruned exact linear time(hereafter PELT).