• Industrial Engineering and Management Systems
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• 제4권1호
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• pp.75-81
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• 2005

Borror et al. discussed the EWMA(Exponentially Weighted Moving Average) chart to monitor the count of defects which follows the Poisson distribution, referred to the $EWMA_c$ chart, as an alternative Shewhart c chart. In the $EWMA_c$ chart, the Markov chain approach is used to calculate the ARL (Average Run Length). On the other hand, in order to monitor the process fraction defectives P in high-yield processes, Xie et al. presented the CCC(Cumulative Count of Conforming)-r chart of which quality characteristic is the cumulative count of conforming item inspected until observing $r({\geq}2)$ nonconforming items. Furthermore, Ohta and Kusukawa presented the $CS(Confirmation Sample)_{CCC-r}$ chart as an alternative of the CCC-r chart. As a more superior chart in high-yield processes, in this paper we present an $EWMA_{CCC-r}$ chart to detect more sensitively small or moderate shifts in P than the $CS_{CCC-r}$ chart. The proposed $EWMA_{CCC-r}$ chart can be constructed by applying the designing method of the $EWMA_C$ chart to the CCC-r chart. ANOS(Average Number of Observations to Signal) of the proposed chart is compared with that of the $CS_{CCC-r}$ chart through computer simulation. It is demonstrated from numerical examples that the performance of proposed chart is more superior to the $CS_{CCC-r}$ chart.

• 물과 미래
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• 제29권6호
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• pp.179-188
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• 1996

수자원의 주공급원인 강수는 현상의 발생여부에 따라 건조일과 습윤일이 교대로 반복되는 과정으로 구성되어 있으며, 특히, 일강수계열의 습윤일에 발생되는 강수량의 크기는 매우 다양한 형태를 지니고 있어 이 과정을 모형화 하는데는 복잡한 확률과정이 수반된다. 본 연구에서는 일강수계열의 발생과정을 건조일, 습윤일로 구분하고 습윤일의 강수량을 상태별로 분류하여 각 상태별 천이확률을 계산함으로써 이를 장래에 발생 가능한 강수사상의 모의발생에 이용하였다. 본 모형은 수문사상의 발생과 비발생만을 구분하던 2-state Markov 연쇄모형에 강수의 발생시 강수량의 크기에 따라 상태를 여러 개로 구분하여 강수량을 추정할 수 있도록 수정한 것으로 간헐 수문사상인 일강수계열의 구성성분인 건조일과 습윤일, 건조, 습윤 지속기간 및 습윤일의 강수량을 Markov 연쇄에 의해 동시에 발생있도록 한 것이며 다른 모형에 비해 사용이 비교적 용이하다. 본 연구에서 제안한 multi-state Markov 연쇄모형의 적용 가능성을 검토하기 위하여 비교적 장기간의 자료를 보유하고 있는 관측소의 강수자료를 이용하였으며 그 결과를 강수량, 건조, 습윤일수 및 건조, 습윤계속기간의 분포를 실제자료와 비교하여 모형의 적합도를 평가하였다. 이를 토대로 홍수 및 한발기간의 추정과 모의발생에 의한 자료 확장으로 중장기 수자원 계획 및 운영에 효율적으로 이용될 수 있을 것으로 판단된다.

• 한국물환경학회지
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• 제36권5호
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• pp.353-363
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• 2020

Hydrologic models can be classified into two types: those for understanding physical processes and those for predicting hydrologic quantities. This study deals with how to use the model to predict today's stream flow based on the system's knowledge of yesterday's state and the model parameters. In this regard, for the model to generate accurate predictions, the uncertainty of the parameters and appropriate estimates of the state variables are required. In this study, a relatively simple hydrologic partitioning model is proposed that can explicitly implement the hydrologic partitioning process, and the posterior distribution of the parameters of the proposed model is estimated using the Markov chain Monte Carlo approach. Further, the application method of the ensemble Kalman filter is proposed for updating the normalized soil moisture, which is the state variable of the model, by linking the information on the posterior distribution of the parameters and by assimilating the observed steam flow data. The stochastically and recursively estimated stream flows using the data assimilation technique revealed better representation of the observed data than the stream flows predicted using the deterministic model. Therefore, the ensemble Kalman filter in conjunction with the Markov chain Monte Carlo approach could be a reliable and effective method for forecasting daily stream flow, and it could also be a suitable method for routinely updating and monitoring the watershed-averaged soil moisture.

• 한국물환경학회지
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• 제36권5호
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• pp.373-384
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• 2020

Hydrological models are based on a combination of parameters that describe the hydrological characteristics and processes within a watershed. For this reason, the model performance and accuracy are highly dependent on the parameters. However, model uncertainties caused by parameters with stochastic characteristics need to be considered. As a follow-up to the study conducted by Choi et al (2020), who developed a relatively simple semi-distributed hydrological model, we propose a tool to estimate the posterior distribution of model parameters using the Metropolis-Hastings algorithm, a type of Markov-Chain Monte Carlo technique, and analyze the uncertainty of model parameters and simulated stream flow. In addition, the uncertainty caused by the parameters of each version is investigated using the lumped and semi-distributed versions of the applied model to the Hapcheon Dam watershed. The results suggest that the uncertainty of the semi-distributed model parameters was relatively higher than that of the lumped model parameters because the spatial variability of input data such as geomorphological and hydrometeorological parameters was inherent to the posterior distribution of the semi-distributed model parameters. Meanwhile, no significant difference existed between the two models in terms of uncertainty of the simulation outputs. The statistical goodness of fit of the simulated stream flows against the observed stream flows showed satisfactory reliability in both the semi-distributed and the lumped models, but the seasonality of the stream flow was reproduced relatively better by the distributed model.

• 한국시뮬레이션학회논문지
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• 제17권4호
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• pp.61-69
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• 2008

이산사건 시뮬레이션에서의 미래사건 리스트 관리에 요구되는 우선순위 큐의 성능을 평가하기 위하여 사건의 삽입과 삭제패턴을 묘사한 성능 모델이 필요하다. 성능 모델을 이용하여 다양한 우선순위 큐 구조를 시간 복잡성 측면에서 비교 평가할 수 있다. 본 연구는 대상이 되는 시뮬레이션 모델이 반복적으로 운용되고, 실행 시간이 유한적인 경우에 보다 정확한 성능모델을 작성하는 방안을 제시한다. 제안된 성능모델은 다단계 마코브 프로세스 모델에 기반을 두어 확정적인 순서에 의한 삽입과 삭제를 하기 보다는 확률적인 패턴에 의해 연산 순서를 결정한다. 대한민국 육군의 전쟁 연습 모델인 창조 모델을 운영한 결과를 바탕으로 다단계 마코브 프로세스 모델을 작성한 사례연구를 포함하였다.

• 대한수학회보
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• 제35권3호
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• pp.485-490
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• 1998

We consider a class of discrete parameter processes on a locally compact Polish space $S$ arising from successive compositions of strictly stationary Markov random maps on $S$ into itself. Sufficient conditions for the existence of the stationary solution and the weak convergence of the distributions of $\{\Gamma_n \Gamma_{n-1} \cdots \Gamma_0x \}$ are given.

• Journal of the Korean Statistical Society
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• 제36권2호
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• pp.183-200
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• 2007

We consider a nonlinear autoregressive moving average model with nonlinear GARCH errors, and find sufficient conditions for the existence of a strictly stationary solution of three related time series equations. We also consider a geometric ergodicity and functional central limit theorem for a nonlinear autoregressive model with nonlinear ARCH errors. The given model includes broad classes of nonlinear models. New results are obtained, and known results are shown to emerge as special cases.

• 한국지능시스템학회논문지
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• 제2권2호
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• pp.42-60
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• 1992

An adaptive fuzzy system can efficiently classify subimages into four categories according to image activity level for image data compression. The system estimates fuzzy rules by clustering input-output data generated from a given adaptive transform image coding process. The system encodes different images without modification and reduces side information when encoding multiple images. In the second part, a fuzzy system estimates optimal bit maps for the four subimage classes in noisy channels assuming a Gauss-Markov image model. The fuzzy systems respectively estimate the sampled subimage classification and the bit-allocation processes without a mathematical model of how outputs depend on inputs and without rules articulated by experts.

• 품질경영학회지
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• 제31권3호
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• pp.126-135
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• 2003

A basic assumption in standard applications of control charts is that the observations are statistically independent. However, this assumption is often violated from processes in many industries. The presence of autocorrelation has a serious impact on the performance of control charts, causing a dramatic increase in the frequency of false alarms. This paper considers a process in which the observations can be modeled as a first order autoregressive(AR(1)) process, and develops (equation omitted) charts with the variable sample size(VSS) scheme for monitoring the mean of this process.

• Journal of the Korean Statistical Society
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• 제34권3호
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• pp.235-244
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• 2005

In recent years, theoretical properties of Bayesian nonparametric survival models have been studied and the conclusion is that although there are pathological cases the popular prior processes have the desired asymptotic properties, namely, the posterior consistency and the Bernstein-von Mises theorem. In this study, through a simulation experiment, we study the finite sample properties of the Bayes estimator and compare it with the frequentist estimators. To our surprise, we conclude that in most situations except that the prior is highly concentrated at the true parameter value, the Bayes estimator performs worse than the frequentist estimators.