• Proceedings of the Safety Management and Science Conference
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• 2009.11a
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• pp.539-547
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• 2009

현대의 산업은 점차 분야가 다양해지고 기술이 첨단화되며, 고객의 요구사항이 복잡해지고 있다. 이에 따라 제조업에서는 초정밀, 고신뢰도가 요구되어지고 있는 실정이다. 제조업 분야의 핵심 기술인 SPC기법 중에서 누적합(CUSUM) 관리도는 공정의 작은 변화에 대해서 민감하다는 특징 때문에 첨단 산업인 반도체나 화학공정 등에서 활용도가 높은 관리도 기법이다. 하지만 복잡한 이론 체계로 인하여 사용편리성이 떨어진다는 단점이 있다. 본 논문에서는 누적합 관리도의 이론적 전개에 관한 체계적인 조사연구를 통해 누적합 관리도의 복잡한 이론 체계를 이해하는데 도움이 되고자 한다.

• Proceedings of the Safety Management and Science Conference
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• 2010.04a
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• pp.537-548
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• 2010

현대의 산업은 점차 분야가 다양해지고 기술이 첨단화되며, 고객의 요구사항이 복잡해지고 있다. 이에 따라 현대의 첨단산업에서 제조파트는 제조기술의 초정밀, 극소불량, 고신뢰도가 요구되어지고 있는 실정이다. 이런 제조파트의 핵심 기술인 SPC기법 중에서 누적합(CUSUM) 관리도는 공정의 작은 변화에 대해서 민감하다는 장점 때문에 첨단 산업인 반도체나 화학공정 등에서 활용도가 높은 관리도 기법이다. 하지만 복잡한 이론 체계로 인하여 사용편리성이 떨어진다는 단점이 있어서 널리 사용되지는 못 하고 있는 실정이다. 본 논문에서는 누적합 관리도의 이론적 전개에 관한 체계적인 동향 분석을 통해 누적합 관리도의 복잡한 이론 체계를 이해하는데 도움을 주고 더 나아가 앞으로의 제조 기술의 방향성을 제시하고자한다.

• Journal of the Korean Operations Research and Management Science Society
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• v.20 no.3
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• pp.123-146
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• 1995

Several quality control schemes have been extensively compared using multivariate normal data sets simulated with various correlation structures. They include multiple univariate CUSUM charts, multivariate EWMA charts, multivariate CUSUM charts and Shewhart T$^{3}$ chart. This paper considers a new approach of the multivariate EWMA chart, in which the smoothing matrix has full elements instead of only diagonal elements. Performance of the schemes is measured by avaerage run length (ARL), coefficient of variation of run length (CVRL) and rank in order of signaling of off-target shifts in the process mean vector. The schemes are also compared by noncentrality parameter. The multiple univariate CUSUM charts are generally affected by the correlation structure. The multivariate EWMA charts provide better ARL performance. Especially, the new EWMA chart shows remarkable results in small shifts.

• Proceedings of the Safety Management and Science Conference
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• 2011.11a
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• pp.535-549
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• 2011

Control chart is most widely used in SPC(Statistical Process Control), Recently it is a critical issue that the standard control chart is not suitable to non-normal process with very small percent defective. Especially, this problem causes serious errors in the reliability procurement, such as semiconductor, high-precision machining and chemical process etc. Procuring process control technique for non-normal process with very small percent defective and perturbation is becoming urgent. Control chart technique in non-normal distribution become very important issue. In this paper, we investigate on research trend of control charts under non-normal distribution with very small percent defective and perturbation, and propose some variable-transformation methods applicable to CUSUM control charts in non-normal process.

• Journal of the Korean Data and Information Science Society
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• v.22 no.4
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• pp.803-809
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• 2011

Properties of multivariate Shewhart and CUSUM charts for monitoring variance-covariance matrix, specially focused on correlation coefficient components, are investigated. The performances of the proposed charts based on control statistic Lawley-Hotelling $V_i$ and likelihood ratio test (LRT) statistic $TV_i$ are evaluated in terms of average run length (ARL). For monitoring correlation coe cient components of dispersion matrix, we found that CUSUM chart based on $TV_i$ gives relatively better performances and is more preferable, and the charts based on $V_i$ perform badly and are not recommended.

• Journal of the Korean Data and Information Science Society
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• v.17 no.3
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• pp.973-982
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• 2006

Performances of variable sampling interval(VSI) multivariate control charts with accumulate-combine approach for monitoring mean vector of p related quality variables were investigated. Shewhart control chart is also proposed to compare the performances of CUSUM and EWMA charts. Numerical comparisons show that performances of CUSUM and EWMA charts are more efficient than Shewhart chart for small or moderate shifts, and VSI chart is more efficient than fixed sampling interval(FSI) chart. We also found that performances of the CUSUM or EWMA chart with accumulate-combine approach are substantially efficient than those of Shewhart chart.

• Communications for Statistical Applications and Methods
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• v.22 no.5
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• pp.495-506
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• 2015

Volatility is a variation measure in finance for returns of a financial instrument over time. GARCH models have been a popular tool to analyze volatility of financial time series data since Bollerslev (1986) and it is said that volatility is highly persistent when the sum of the estimated coefficients of the squared lagged returns and the lagged conditional variance terms in GARCH models is close to 1. Regarding persistence, numerous methods have been proposed to test if such persistency is due to volatility shifts in the market or natural fluctuation explained by stationary long-range dependence (LRD). Recently, Lee et al. (2015) proposed a residual-based cumulative sum (CUSUM) test statistic to test volatility shifts in GARCH models against LRD. We propose a bootstrap-based approach for the residual-based test and compare the sizes and powers of our bootstrap-based CUSUM test with the one in Lee et al. (2015) through simulation studies.

• 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 Radiation Protection and Research
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• v.44 no.2
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• pp.64-71
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• 2019

Background: It is very difficult to distinguish between a radioactive contamination source and background radiation from natural radionuclides in the marine environment by means of online monitoring system. The objective of this study was to investigate a statistical process for triggering abnormal level of count rate data measured from our on-line seawater radioactivity monitoring. Materials and Methods: Count rate data sets in time series were collected from 9 monitoring posts. All of the count rate data were measured every 15 minutes from the region of interest (ROI) for $^{137}Cs$ ($E_{\gamma}=661.6keV$) on the gamma-ray energy spectrum. The Shewhart ($3{\sigma}$), CUSUM, and Bayesian S-R control chart methods were evaluated and the comparative analysis of determination methods for count rate data was carried out in terms of the false positive incidence rate. All statistical algorithms were developed using R Programming by the authors. Results and Discussion: The $3{\sigma}$, CUSUM, and S-R analyses resulted in the average false positive incidence rate of $0.164{\pm}0.047%$, $0.064{\pm}0.0367%$, and $0.030{\pm}0.018%$, respectively. The S-R method has a lower value than that of the $3{\sigma}$ and CUSUM method, because the Bayesian S-R method use the information to evaluate a posterior distribution, even though the CUSUM control chart accumulate information from recent data points. As the result of comparison between net count rate and gross count rate measured in time series all the year at a monitoring post using the $3{\sigma}$ control charts, the two methods resulted in the false positive incidence rate of 0.142% and 0.219%, respectively. Conclusion: Bayesian S-R and CUSUM control charts are better suited for on-line seawater radioactivity monitoring with an count rate data in time series than $3{\sigma}$ control chart. However, it requires a continuous increasing trend to differentiate between a false positive and actual radioactive contamination. For the determination of count rate, the net count method is better than the gross count method because of relatively a small variation in the data points.