• 산업경영시스템학회지
• /
• 제32권1호
• /
• pp.11-19
• /
• 2009

A number of trend test methods, i.e., Military Handbook test and Laplace test etc., have been applied to investigate recurrent failures trend in repairable systems. Existing methods provide information about only existence of trend in the system. In this paper, we propose a new change-point test based on the Schwarz Information Criterion(SIC). The change-point approach is more informative than other trend test methods in that it provides the number of change-points and the location of change-points if it exists, as well as the existence of change-point for recurrent failures. The change-point test is applied to nine 300MW generating units operated in East China. We confirm that the change-point test has a potential for establishing optimal preventive maintenance policy by detecting change-point of failure rate.

• 대한한방체열의학회지
• /
• 제4권1호
• /
• pp.45-53
• /
• 2005

Objectives; Hapkok(L14) and Taechung(Liv3) are acupuncture points located on both sides of each foot and hand of the human body. These two points are called sakwan points. Matching these acupuncture points have a significant reason in points of not only regulating the circulation of Yin-Yang as a source point of each meridian, but also playing a basic role of twelve meridian by controling circulation of ki and blood in the whole body. There are already related documents and studies on stimulating sakwan points. Since those papers mostly studied on either hapkok or taechung, we came to have a doubt of stimulating the two point at the same time when an inbalance of Yin-Yang and ki-blood appears. Accordingly, we got to investigate how thermogram of body changes after applying an acupuncture on sakwan points. Our study is as follows ; Methods; Our study was performed on 30 normal cases(M:F=17:13) with no past history to observe the effects of the acupuncture. We measured temperature of abdomen and the back of both hands by D.I.T.I(Digital Infrared Thermographic Imaging) before and after acupuncture on sakwan points. Results and Conclusion; The thermographic change on abdomen was $0.51{\pm}0.71^{\circ}C$. Temperature of abdomen after acupuncture was higher than before acupuncture with high validity(p <0.01). And the thermographic changes on the back of both hands were right hand $0.54{\pm}1.17^{\circ}C$, left hand $0.56{\pm}1.28^{\circ}C$. Temperature on the back of both hands after acupuncture was higher than before acupuncture, but the difference between them had little validity(p <0.01) In addition, we found that it doesn't necessarily follow that the thermographic changes on abdomen and back of both hands after acupuncture on sakwan points happen concurrently.

• Communications for Statistical Applications and Methods
• /
• 제28권5호
• /
• pp.511-520
• /
• 2021

Over the last decade, Bitcoin has attracted a great deal of public interest and Bitcoin market has grown rapidly. One of the main characteristics of the market is that it often undergoes some events or incidents that cause outlying observations. To obtain reliable results in the statistical analysis of Bitcoin data, these outlying observations need to be carefully treated. In this study, we are interested in change point analysis for Bitcoin return series having such outlying observations. Since these outlying observations can affect change point analysis undesirably, we use a robust test for parameter change to locate change points. We report some significant change points that are not detected by the existing tests and demonstrate that the model allowing for parameter changes is better fitted to the data. Finally, we show that the model with parameter change can improve the forecasting performance of Value-at-Risk.

• Ocean and Polar Research
• /
• 제27권4호
• /
• pp.497-507
• /
• 2005

This paper presents a method for obtaining mosaic aerial photographs that are useful for a long-term shoreline change study in the Nakdong estuary. Although this method involves digital photogrammetry software of the shelf its usage can be simplified to accomodate the shoreline change study. Ground control points, which are common in aerial photographs, were measured from digital maps. Block triangulation was highly affected by land-based GCPs. Extension of tie points near the shoreline to vertical control points gave more reliable results for the block triangulation. A constant Digital Elevation Model (DEM), close to mean sea level, was employed to produce ortho-rectified photographs, from which mosaic photographs were made. Accuracy of photographs were found to be acceptable for the analysis of long-term shoreline change, and the promising construction of a shoreline change database in the Nakdong estuary.

• 응용통계연구
• /
• 제35권3호
• /
• pp.371-384
• /
• 2022

구간별 상수 구조를 가지는 관측값으로부터 변화점을 식별하기 위해 FLSA가 자주 사용되고 있다. FLSA는 총변동벌점을 이용하기 때문에 평균 수준이 단조성을 가지는 경우에는 변화점 식별에서의 일치성이 보장되지 않는다는 특징이 있다. ℓ₁ 추세필터는 오차제곱합과 기울기 차이에 대한 ℓ₁ 벌점의 합을 목적함수로 가지는 구간별 선형 구조 추정방법으로 구간별 선형 구조에서의 변화점을 식별하기 위해 활용할 수 있다. 한편, ℓ₁ 추세필터의 경우에도 총변동벌점을 이용하므로 FLSA와 마찬가지로 변화점 식별에 있어서 비일치성을 보일 것으로 예상할 수 있는데 이와 관련된 연구는 아직까지 많이 이루어져 있지 않다. 이 연구에서는 모의실험을 통해 구간별 선형 모형에서 변화점을 식별하기 위해 사용되는 ℓ₁ 추세필터의 비일치성에 대해 살펴본다.

• Journal of Acupuncture Research
• /
• 제20권1호
• /
• pp.51-60
• /
• 2003

Objective: Hapkok(L14) and Taechung(Liv3) are acupuncture points located on both sides of each foot and hand of the human body. These two points are called sakwan points. Matching these acupuncture points have a significant reason in pints of not only regulating the circulation of Yin-Yang as a source point of each meridian, but also playing a basic role of twelve meridian by controlling circulation of ki and blood in the whole body. There are already related documents and studies on stimulating sakwan points. Since those papers mostly studied on either hapkook or taechung, we came to have a doubt of stimulation the two point at the same time when an unbalance of Yin-Yang and ki-blood appears. Accordingly, we got to investigate how thermogram of body changes after applying an acupuncture on sakwan points. Our study is as follows ; Method : Our study was performed on 30 normal cases(M:F=17:13) with no past history to observe the effects of the acupuncture. We measured temperature of abdomen and the back of both hands by D.I.T.I(Digital infrared Thermographic Imaging) before and after acupuncture on sakwan points. Results and Conclusions: The thermographic change on abdomen was $0.51{\pm}0.71^{\circ}C$. Temperature of abdomen after acupuncture was higher than before acupuncture with high validity(p<0.01). And the thermographic changes on the back of both hands were right hand $0.54{\pm}1.17^{\circ}C$, left hand $0.56{\pm}1.28^{\circ}C$. Temperature on the back of both hands after acupuncture was higher than before acupuncture, but the difference between them had little validity(p<0.01). In addition, we found that it doesn't necessarily follow that the thermographic changes on abdomen and back of both hands after acupuncture on sakwan points happen concurrently.

• Journal of the Korean Data and Information Science Society
• /
• 제14권3호
• /
• pp.641-651
• /
• 2003

This study suggests the hybrid models for interest rate forecasting using structural changes (or change points). The basic concept of this proposed model is to obtain significant intervals caused by change points, to identify them as the change-point groups, and to reflect them in interest rate forecasting. The model is composed of three phases. The first phase is to detect successive structural changes in the U. S. Treasury bill rate dataset. The second phase is to forecast the change-point groups with data mining classifiers. The final phase is to forecast interest rates with backpropagation neural networks (BPN). Based on this structure, we propose three hybrid models in terms of data mining classifier: (1) multivariate discriminant analysis (MDA)-supported model, (2) case-based reasoning (CBR)-supported model, and (3) BPN-supported model. Subsequently, we compare these models with a neural network model alone and, in addition, determine which of three classifiers (MDA, CBR and BPN) can perform better. For interest rate forecasting, this study then examines the prediction ability of hybrid models to reflect the structural change.

• 한국품질경영학회:학술대회논문집
• /
• 한국품질경영학회 2006년도 춘계학술대회
• /
• pp.319-324
• /
• 2006

In this paper, we propose Bayesian procedure for the multiple change points analysis in a sequence of fractions nonconforming. We first compute the Bayes factor for detecting the existence of no change, a single change or multiple changes. The Gibbs sampler with the Metropolis-Hastings subchain is run to estimate parameters of the change point model, once the number of change points is identified. Finally, we apply the results developed in this paper to both a real and simulated data.

• Geomechanics and Engineering
• /
• 제22권4호
• /
• pp.291-303
• /
• 2020

The deformation of the rock surrounding a tunnel manifests due to the stress redistribution within the surrounding rock. By observing the deformation of the surrounding rock, we can not only determine the stability of the surrounding rock and supporting structure but also predict the future state of the surrounding rock. In this paper, we used grey system theory to analyse the factors that affect the deformation of the rock surrounding a tunnel. The results show that the 5 main influencing factors are longitudinal wave velocity, tunnel burial depth, groundwater development, surrounding rock support type and construction management level. Furthermore, we used seismic prospecting data, preliminary survey data and excavated section monitoring data to establish a neural network learning model to predict the total amount of deformation of the surrounding rock during tunnel collapse. Subsequently, the probability of a change in deformation in each predicted section was obtained by using a Bayesian method for detecting change points. Finally, through an analysis of the distribution of the change probability and a comparison with the actual situation, we deduced the survey mark at which collapse would most likely occur. Surface collapse suddenly occurred when the tunnel was excavated to this predicted distance. This work further proved that the Bayesian method can accurately detect change points for risk evaluation, enhancing the accuracy of tunnel collapse forecasting. This research provides a reference and a guide for future research on the probability analysis of tunnel collapse.

• 응용통계연구
• /
• 제35권1호
• /
• pp.63-75
• /
• 2022

본 논문은 Wang과 Samworth (2018)가 제안한 성근 프로젝션 방법을 개선하여 MOSUM을 이용하여 고차원의 시계열데이터에 존재하는 다중 평균 변화점을 추정하는 방법에 대해서 제안한다. 제안한 방법은 국소방법으로 다중 변화점을 동시에 찾을 수 있어 순차적 오류를 최소화 할 뿐만 아니라 평균이 상쇄되는 경우에도 변화점을 추정하는 장점을 지니고 있다. 또한 데이터 의존적인 방법으로 블록 와일드 붓스트랩 방법을 활용하여 임계점을 찾는 방법을 제안한다. 모의 실험을 통해 제안한 방법이 좋은 성능을 보임을 확인하였으며 S&P 500 지수를 구성하는 개별 기업들의 금융 자료에 적용하여 최근 6년간 네 번의 변화점을 찾았다.