• KIISE Transactions on Computing Practices
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• v.21 no.7
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• pp.476-481
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• 2015

We have parallelized the cumulative sum (CUSUM) test of NIST's statistical random number test suite in a CUDA environment. Storing random walks in an array instead of in scalar variables eliminates data dependence. The change in data structure makes it possible to apply parallel scans, scatters, and reductions at each stage of the test. In addition, serial data exchanges between CPU and GPU are removed by migrating CPU's tasks to GPU. Finally we have optimized global memory accesses. The overall speedup is 23 times over the sequential version. Our results contribute to improving security of random numbers for cryptographic keys as well as reducing the time for evaluation of randomness.

• 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.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.13 no.3
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• pp.1199-1212
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• 2019

This paper proposes two wideband spectrum sensing approaches: (i) method A, the cumulative sum (CUSUM) algorithm with short-time Fourier transform, taking advantage of the time-frequency analysis for wideband spectrum. (ii)method B, the quickest spectrum sensing with short-time Fourier transform and compressed sensing, shortening the time of perception and improving the speed of spectrum access or exit. Moreover, method B can take advantage of the sparsity of wideband signals, sampling in the sub-Nyquist rate, and it is more suitable for wideband spectrum sensing. Simulation results show that method A significantly outperforms the single serial CUSUM detection for small SNRs, while method B is substantially better than the block detection based spectrum sensing in small probability of the false alarm.

• Journal of Integrative Natural Science
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• v.13 no.4
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• pp.152-157
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• 2020

To monitor all elements simultaneously of variance-covariance matrix Σ of several correlated quality characteristics under multivariate normal process Np($\underline{\mu}$, Σ), multivariate exponentially weighted moving average (EWMA) chart and cumulative sum (CUSUM) chart are considered and compared. Numerical performances of the considered variable sampling interval (VSI) charts are evaluated using average run length (ARL), average time to signal (ATS), average number of switches (ANSW) to signal, and the probability of switch Pr(switch) between two sampling interval d1 and d2 where d1 < d2. For small or moderate changes of Σ, the performances of multivariate EWMA chart is approximately equivalent to that of multivariate CUSUM chart.

• 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.

• 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.

• Journal of Integrative Natural Science
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• v.12 no.3
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• pp.78-84
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• 2019

In many cases, the quality of a product is determined by several correlated quality variables. Control charts have been used for a long time widely to control the production process and to quickly detect the assignable causes that may produce any deterioration in the quality of a product. Numerical switching performances of multivariate cumulative sum control chart for simultaneous monitoring all components in the dispersion matrix ${\Sigma}$ under multivariate normal process $N_p({\underline{\mu}},{\Sigma})$ are considered. Numerical performances were evaluated for various shifts of the values of variances and/or correlation coefficients in ${\Sigma}$. Our computational results show that if one wants to quick detect the small shifts in a process, CUSUM control chart with small reference value k is more efficient than large k in terms of average run length (ARL), average time to signal (ATS), average number of switches (ANSW).

• The Korean Journal of Applied Statistics
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• v.22 no.6
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• pp.1191-1201
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• 2009

The cumulative sum(CUSUM) control charts are typically used for detecting small level shifts in process control. To control an auto-correlated process, the model-based control methods can be employed, in which the residuals from fitting a time series model are applied to the CUSUM chart. However, the persistent level shifts in the original process may lead to varying mean shifts in residuals, which may deteriorate detection performance significantly. Therefore, in this paper, focussing on ARMA(1,1), we propose a new CUSUM type control method which can detect the dynamic mean shifts in residuals especially with oscillating pattern effectively and, through the simulation study, evaluate its performance by comparing with other various CUSUM type control methods introduced so far.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.41 no.4
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• pp.203-212
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• 2018

Quality requirements of manufactured products or parts are given in the form of specification limits on the quality characteristics of individual units. If a product is to meet the customer's fitness for use criteria, it should be produced by a process which is stable or repeatable. In other words, it must be capable of operating with little variability around the target value or nominal value of the product's quality characteristic. In order to maintain and improve product quality, we need to apply statistical process control techniques such as histogram, check sheet, Pareto chart, cause and effect diagram, or control charts. Among those techniques, the most important one is control charting. The cumulative sum (CUSUM) control charts have been used in statistical process control (SPC) in industries for monitoring process shifts and supporting online measurement. The objective of this research is to apply Taguchi's quality loss function concept to cost based CUSUM control chart design. In this study, a modified quality loss function was developed to reflect quality loss situation where general quadratic loss curve is not appropriate. This research also provided a methodology for the design of CUSUM charts using Taguchi quality loss function concept based on the minimum cost per hour criterion. The new model differs from previous models in that the model assumes that quality loss is incurred even in the incontrol period. This model was compared with other cost based CUSUM models by Wu and Goel, According to numerical sensitivity analysis, the proposed model results in longer average run length in in-control period compared to the other two models.

• Journal of Korea Society of Industrial Information Systems
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• v.1 no.1
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• pp.111-125
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• 1996

This paper presents a statistical process control(SPC) system in the electronic parts manufacturing process. In this system, an SPC method is integrated into the automated inspection technology on a real time base. It shows how the collected data can be analyzed with the SPC to provide process information. also presented are stuided of subpixel image processing technology to improve the accuracy of parts mearements , and the cumulative-sum(CUSUM) control chart for fraction defectives.An application of the developed system to connector manufacturing process as a part of computer integrated manufacturing (CIM) is presented.