• Journal of Korean Society for Quality Management
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• v.43 no.4
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• pp.521-532
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• 2015

Purpose: The purpose of this study is to compare two multivariate cumulative sum (MCUSUM) charts designed for spatio-temporal surveillance in terms of not only temporal detection performance but also spatial detection performance. Method: Experiments under various configurations are designed and performed to test two CUSUM charts, namely SMCUSUM and RMCUSUM. In addition to average run length(ARL), two measures of spatial identification accuracy are reported and compared. Results: The RMCUSUM chart provides higher level of spatial identification accuracy while two charts show comparable performance in terms of ARL. Conclusion: The RMCUSUM chart has more flexibility, robustness, and spatial identification accuracy when compared to those of the SMCUSUM chart. We recommend to use the RMCUSUM chart if control limit calibration is not an urgent task.

• Journal of the Korean Statistical Society
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• v.25 no.1
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• pp.123-131
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• 1996

The problerm of testing for a constant mean is considered. A Kolmogorov-Smirnov type test using the sample Fourier coefficients is suggested and its asymptotic distribution is derived. A simulation study shows that the proposed test is more powerful than the cusum type test when there is more than one change-point or there is a cyclic change.

• The Korean Journal of Applied Statistics
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• v.24 no.6
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• pp.1197-1211
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• 2011

The actual power performance of historical structural change tests are compared under various alternatives. The tests of interest are F, CUSUM, MOSUM, Moving Estimates and empirical distribution function tests with both recursive and ordinary least-squares residuals. Our comparison of the structural tests involves limiting distributions under the hypothesis, the ability to detect the alternative hypotheses under one or double structural change, and smooth change in parameters. Even though no version is uniformly superior to the other, the knowledge about the properties of those tests and connections between these tests can be used in practical structural change tests and in further research on other change tests.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.21 no.9
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• pp.662-671
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• 2020

It is crucial to manage and maintain the geodetic reference coordinates of GNSS continuously operating reference stations (CORSs) in consideration of their fundamental roles in geodetic control and positioning navigation infrastructure. Earthquake-induced crustal displacement directly impacts the reference coordinates, so such events should be promptly detected, and appropriate action should be made to maintain the target accuracy, including update of the geodetic coordinates. To this end, this paper deals with online schemes for the detection of persistent shifts in the coordinate time-series produced by an automatic GNSS processing system. Algorithms were implemented to test filtered results, such as hypothesis tests of the innovation sequence of a Kalman filter and a cumulative sum (CUSUM) test. The results were assessed by the time-series of coordinates of 14 CORS for two years, including the 2011 Tohoku earthquake. The results show that the global hypothesis test is practical for detecting abrupt jumps, whereas CUSUM is effective for identifying persistent shifts.

• 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.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.6
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• pp.543-552
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• 2021

The study examines how foreign capital inflows affect stock market development in Pakistan for the period from July 2008 to June 2018. Several components of foreign capital inflows were used for empirical analysis, namely, foreign direct investment, foreign portfolio investment, and remittances. Further, market capitalization was used as a proxy for stock market development. The study uses an ARDL model for examining the long-run and short-run relationships between variables. We also analyze the bi-directional causality between the variables through the Granger causality test. Further, the presence of structural breaks was analyzed through the CUSUM and CUSUM Square test. The results suggest that in the long run, remittances have a positive and significant relationship with stock market development. However, foreign direct investment, foreign portfolio investment, and USD-PKR exchange rate do not have a significant impact on stock market development. The results also suggest that in the short run there is a negative relationship between FDI, USD-PKR exchange rate and market capitalization. Contrarily, we found a positive relationship between FPI and market capitalization. The results of Granger causality test suggest that remittances and USD-PKR exchange rate have a causal relationship with stock market development. Finally, we found no evidence of structural breaks in the dataset.

• Journal of the Korean Orthopaedic Association
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• v.55 no.2
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• pp.143-153
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• 2020

Purpose: To evaluate the timing of the improvement in surgical skills of the direct anterior approach for hip arthroplasty through an analysis of the clinical features and learning curve in 58 cases. Materials and Methods: From November 2016 to November 2018, 58 patients, who were divided into an early half and late half, and underwent hip arthroplasty by the direct anterior approach, were enrolled in this retrospective study. The operation time and complications (fracture, lateral femoral cutaneous nerve injury, heterotopic ossification, infection, and dislocation) were assessed using a chi-square test, paired t-test, and cumulative sum (CUSUM) test. Results: The mean operation times in total hip arthroplasty (26 cases) and bipolar hemi-arthroplasty were 132.1 minutes and 79.7 minutes, respectively, demonstrating a significant difference between the two groups. CUSUM analysis based on the results revealed breakthrough points of the operation time, decreasing to less than the mean operation time because of the 16th case in total hip arthroplasty and 14th case in bipolar hemiarthroplasty. Complications were encountered in the early phase and late phase: five cases of fractures in the early phase, no case in the late phase; eight and two cases of lateral femoral cutaneous nerve injury, respectively; three and two cases of heterotopic ossification, respectively; and one case of dislocation, one case of infection and three cases of others in the early phase. The CUSUM chart for the fracture rate during operation in the early phase revealed the following: five cases fracture (17.2%) in the early phase and no case in the late phase (0%). This highlights the learning curve and the need for monitoring the inadequacy of operation based on the complications. Conclusion: Hip arthroplasty performed by the direct anterior approach based on an anatomical understanding makes it difficult to observe the surgical field and requires a learning curve of at least 30 cases.

• The Journal of Engineering Geology
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• v.19 no.3
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• pp.261-268
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• 2009

Tunnel measurements provide crucial information on the ground stability during the excavation, visualizing the ground behavioral characteristics with quantitative dada. Generally, the frequency of the measurements is greater during the early stage of the tunnelling process and reduced with time. However, there are no quantitative criteria established for either the activities, such as the time, location and frequency of the measurement or the management guidance, especially for the site of subtle and unexpected displacement during the excavation. It is, however, still challenging to assess behavioral characteristics of subtle and unexpected displacement after stabilization. In this study, we propose a new method to assess stability and to analysis the behavioral characteristics of subtle and unexpected displacement after stabilization using statistic control charts of displacements. We also present a test result on the applicability of control chart and CUSUM control chart to measured displacements.

• Communications for Statistical Applications and Methods
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• v.4 no.1
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• pp.101-109
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• 1997

For the detection on variance changes in the nonstationary time series with a unit root two types of test statistics are proposed, of which one is based on the cumulative sum of squares and the other is based on the likelihood ratio test. The properties of the cusum type test statistic are derived and the performance of two tests in small samples are compared through Monte Carlo study. It is ovserved that the test based on the cumulative sum of squares can detect a samll change in the variance faster than the one based on the likelihood ratio.

• Communications for Statistical Applications and Methods
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• v.13 no.2
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• pp.205-217
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• 2006

In this paper, we consider the problem of testing for a change of the parameter function ${\theta}(t)$ that may have a discontinuity at some unknown point ${\tau}$. We introduce a varying-h moving estimate to test the null hypothesis that ${\theta}(t)$ is continuous against the alternative that ${\theta}({\tau}-){\neq}{\theta}({\tau}+)$. Simulation results are provided for illustration.