• The Korean Journal of Applied Statistics
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• v.36 no.6
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• pp.573-589
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• 2023

In a piecewise linear trend model, the change points coincide with the mean change points of the first differenced time series. Therefore, by detecting the mean change points of the first differenced time series, one can estimate the change points of the piecewise linear trend model. In this paper, based on this fact, a method is proposed for detecting change points of the piecewise linear trend model using the simple moving average of the first differenced time series rather than estimates of the slope or residuals. Our Monte Carlo simulation experiments show that the proposed method performs well in estimating the number of change points not only when the error terms in the piecewise linear trend model are independent but also when they are serially correlated.

• Journal of Electrical Engineering and Technology
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• v.11 no.6
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• pp.1548-1555
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• 2016

This paper presents an application of time series analysis in hourly wind speed simulation and forecast in Jeju Island, Korea. Autoregressive - moving average (ARMA) model, which is well in description of random data characteristics, is used to analyze historical wind speed data (from year of 2010 to 2012). The ARMA model requires stationary variables of data is satisfied by power law transformation and standardization. In this study, the autocorrelation analysis, Bayesian information criterion and general least squares algorithm is implemented to identify and estimate parameters of wind speed model. The ARMA (2,1) models, fitted to the wind speed data, simulate reference year and forecast hourly wind speed in Jeju Island.

• Journal of Korean Society for Quality Management
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• v.22 no.1
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• pp.54-65
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• 1994

Multivariate exponentially weighted moving average (EWMA) control charts for monitoring the variance-covariance matrix are investigated. Two basic approaches, "combine-accumulate" approach and "accumulate-combine" approach, for using past sample information in the developement of multivariate EWMA control charts are considered. Multivariate EWMA control charts for monitoring the variance-covariance matrix are compared on the basis of their average run length (ARL) performances. The numerical results show that multivariate EWMA control charts based on the accumulate-combine approach are more efficient than corresponding multivariate EWMA control charts based on the combine-accumulate approach.

• Journal of Information Technology Applications and Management
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• v.12 no.1
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• pp.141-155
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• 2005

It is very important that sellers provide reasonable reserve prices for auction items in internet auction systems. Recently, an agent has been proposed to generate reserve prices automatically based on the case similarity of information retrieval theory and the moving average of time series analysis. However, one problem of the previous approaches is that the recent trend of auction prices is not well reflected on the generated reserve prices, because it simply provides the bid price of the most similar item or an average price of some similar items using the past auction data. In this paper. in order to overcome the problem. we propose a method that generates reserve prices based on the moving average. the exponential smoothing, and the least square of time series analysis. Through performance experiments. we show that the successful bid rate of the new method can be increased by preventing sellers from making unreasonable reserve prices compared with the previous methods.

• Industrial Engineering and Management Systems
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• v.7 no.2
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• pp.101-112
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• 2008

As charts to monitor the process fraction defectives, P, in the high-yield processes, Mishima et al. (2002) discussed a synthetic chart, the Synthetic CS chart, which integrates the CS (Confirmation Sample)$_{CCC(\text{Cumulative Count of Conforming})-r}$ chart and the CCC-r chart. The Synthetic CS chart is designed to monitor quality characteristics in real-time. Recently, Kotani et al. (2005) presented the EWMA (Exponentially Weighted Moving-Average)$_{CCC-r}$ chart, which considers combining the quality characteristics monitored in the past with one monitored in real-time. In this paper, we present an alternative chart that is more superior to the $EWMA_{CCC-r}$ chart. It is an integration of the $EWMA_{CCC-r}$ chart and the CCC-r chart. In using the proposed chart, the quality characteristic is initially judged as either the in-control state or the out-of-control state, using the lower and upper control limits of the $EWMA_{CCC-r}$ chart. If the process is not judged as the in-control state by the $EWMA_{CCC-r}$ chart, the process is successively judged, using the $EWMA_{CCC-r}$ chart. We compare the ANOS (Average Number of Observations to Signal) of the proposed chart with those of the $EWMA_{CCC-r}$ chart and the Synthetic CS chart. From the numerical experiments, with the small size of inspection items, the proposed chart is the most sensitive to detect especially the small shifts in P among other charts.

• The Korean Journal of Applied Statistics
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• v.37 no.2
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• pp.177-189
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• 2024

The run length is defined as the number of samples or subgroups taken before the control chart statistic exceeds the control limits. Because the distribution of run length is typically asymmetric and has a large variability, it may not be appropriate to use ARL (average run length) alone to design control charts and evaluate performance. In this paper, we introduce the concept of percentile (PL)-based design of control charts, and propose the procedure for PL-based design of EWMA (exponentially weighted moving average) charts. For the PL-based design of EWMA, we present a fitted function for the control chart coefficient, given specific percentile parameters. Additionally, we perform simulations to compare the proposed design with the ARL-based design. The simulation results show that the proposed design yields improvements in monitoring in-control processes while maintaining the ability to detect out-of-control performance.

• Journal of Information Display
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• v.5 no.1
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• pp.41-46
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• 2004

In this paper, a new stereo 3D moving-target tracking system using the MSE (mean square error) and BPEJTC (binary phase extraction joint transform correlator) algorithms is proposed. A moving target is extracted from the sequential input stereo image by applying a region-based MSE algorithm following which, the location coordinates of a moving target in each frame are obtained through correlation between the extracted target image and the input stereo image by using the BPEJTC algorithm. Through several experiments performed with 20 frames of the stereo image pair with $640{\times}480$ pixels, we confirmed that the proposed system is capable of tracking a moving target at a relatively low error ratio of 1.29 % on average at real time.

• Steel and Composite Structures
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• v.42 no.5
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• pp.649-655
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• 2022

In presented paper, moving load problem of simply supported axially functionally graded (AFG) beam is investigated under temperature rising based on the first shear beam theory. The material properties of beam vary along the axial direction. Material properties of the beam are considered as temperature-dependent. The governing equations of problem are derived by using the Lagrange procedure. In the solution of the problem the Ritz method is used and algebraic polynomials are used with the trivial functions for the Ritz method. In the solution of the moving load problem, the Newmark average acceleration method is used in the time history. In the numerical examples, the effects of material graduation, temperature rising and velocity of moving load on the dynamic responses ofAFG beam are presented and discussed.

• Journal of the Korean Data and Information Science Society
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• v.20 no.4
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• pp.741-747
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• 2009

Properties of multivariate Shewhart and EWMA (Exponentially Weighted Moving Average) control charts for monitoring variance-covariance matrix of quality variables are investigated. Performances of the proposed charts are evaluated for matched fixed sampling interval (FSI) and variable sampling interval (VSI) charts in terms of average time to signal (ATS) and average number of samples to signal (ANSS). Average number of swiches (ANSW) of the proposed VSI charts are also investigated.

• Proceedings of the Korea Water Resources Association Conference
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• 1993.07a
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• pp.409-415
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• 1993