• Communications for Statistical Applications and Methods
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• 제7권2호
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• pp.435-446
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• 2000

Statistical process control(SPC) and engineering process control(EPC) are two strategies for quality improvement that have been developed independently. EPC seeks to minimize variability by adjusting compensatory variables in order to make the process level close to the target, while SPC seeks to reduce variability by monitoring and eliminating causes of variation. One purpose of this paper is to propose the IMA(0,1,1) model as the in-control process model. For the out-of-control process model we consider two cases; one is the case with a step shift in the level, and the other is the case with a change in the nonstationarity. Another purpose is to suggest the use of an integrated process control procedure with adjustment and monitoring, which can consider the proposed process model effectively. An integrated control procedure will improve the process control activity significantly for cases of the proposed model, when compared to the procedure of using either EPC or SPC, since EPC will keep the process close to the target and SPC will eliminate special causes.

• 응용통계연구
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• 제36권5호
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• pp.399-413
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• 2023

최근 사회 연결망에서 비정상적인 변화를 모니터링하는 절차는 흥미로운 연구 주제이다. 이 논문은 사회 연결망 모형 중 커뮤니티와 개인들의 경향성을 모두 고려한 동적 연결망 모형인 DCSBM (degree corrected stochastic block model)을 가정하고 이 연결망 내의 변화를 모니터링하는 절차를 고려하였다. 이때 커뮤니티의 비정상적인 변화 탐지를 위해 세 가지의 모니터링 방법을 제안하였다. 또한 제안된 방법의 성능을 평가하기 위해 모의실험을 설계하고 수행하였다. 커뮤니티의 경향성 변화에 대한 모의실험 결과 연결망을 커뮤니티에 따라 분할하여 모니터링하는 방법이 전반적으로 빠르게 변화를 탐지하여 성능이 더 좋음을 알 수 있었다.

• 한국통신학회논문지
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• 제39C권7호
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• pp.608-614
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• 2014

이 논문에서는 비간섭 전력 부하 감시에 알맞은 패턴 인식 시스템을 다룬다. 전력 신호의 고차 적률 정보를 써서 전기기구를 효과적으로 분별하여 인식할 수 있는 새로운 특징 추출 방법을 제안한다. 동작 특성이 비슷한 두 전기기구를 제안한 고차 적률 특징과 커널 판별 분석을 쓰는 패턴 인식 시스템이 효과적으로 분별하여 인식할 수 있다는 것을 모의실험으로 보인다.

• 한국대기환경학회지
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• 제29권4호
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• pp.447-458
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• 2013

The present operating system for the atmospheric monitoring network in the city of Seoul, Korea, has been established since the late 90s by the Korean Ministry of Environment (KMOE). In this research, it was evaluated by the multi-statistical approaches through combinations of time series analysis, correlation matrix, and multiple cluster analysis. Finally, road traffic including resuspended materials can be one of the main sources of particulate matter in the atmosphere. Based on its importance, it will be significant challenges in quantitative evaluation of its contribution to airborne concentrations. The future directions for their amendments such as a new management plan for the source of road dust (including car emissions) were devised and proposed based on the statistical judgements derived in this research.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2000년도 춘계학술대회논문집
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• pp.1108-1113
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• 2000

A condition monitoring methodology for rotating machinery is proposed based on multivariate statistical analysis. The CMS usually are using the vibration signal amplitude such as acceleration RMS, peak and velocity RMS to detect machine faults but the information is not so enough that CMS cannot perform reliable monitoring. So new parameters are added such as shape factor, crest factor, kurtosis and skewness as time domain parameters and spectrum amplitude of rotating frequency, $2^{nd}$ harmonics and gear mesh frequency etc. as frequency domain parameters. Many parameters are combined to represent the machine state using the Hotelling's $T^2$ statistics. The proposed methodology is tested in laboratory and the on-line experiment has shown that the proposed methodology offers a reliable monitoring for rotating machinery.

• 한국정밀공학회지
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• 제17권7호
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• pp.98-105
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• 2000

In this study, we developed rotating machine vibration condition monitoring system based upon Windows NT and DSP Board. Developed system includes signal analysis module, trend monitoring and simple diagnosis using threshold value. Trend analysis and report generation are offered with database management tool which was developed in MS-ACCESS environment. Post-processor, based upon Matlab, is developed for vibration signal analysis and fault detection using statistical pattern recognition scheme based upon Bayes discrimination rule and neural networks. Concerning to Bayes discrimination rule, the developed system contains the linear discrimination rule with common covariance matrices and the quadratic discrimination rule under different covariance matrices. Also the system contains k-nearest neighbor method to directly estimate a posterior probability of each class. The result of case studies with the data acquired from Pyung-tak LNG pump and experimental setup show that the system developed in this research is very effective and useful.

• Journal of the Korean Data and Information Science Society
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• 제19권4호
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• pp.1191-1200
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• 2008

Recently classroom monitoring is becoming important since the lecture is being held in the classroom and academic institutions are interested in the quality assurance. Some institutions have adopted ISO 9000 systems and constructed monitoring system through measurement, analysis and improvement. In this study quality assurance problems in academic institutions and the requirements of ISO 9001:2000 will be briefly discussed. Next we will investigate how to monitor the lecture in the classroom(in-class) using statistical process control techniques such as control charts. Then case study will be given to illustrate the technique to use appropriate statistics. Finally how to monitor the learning process during in-class and after-class will be proposed.

• Industrial Engineering and Management Systems
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• 제15권4호
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• pp.432-445
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• 2016

A random profile is the result of a process, the output of which is a function instead of a scalar or vector quantity. In the nature of these objects, two main dimensions of "functionality" and "randomness" can be recognized. Valuable researches have been conducted to present control charts for monitoring such processes in which a regression approach has been applied by focusing on "randomness" of profiles. Performing other statistical techniques such as hypothesis testing for different parameters, comparing parameters of two populations, ANOVA, DOE, etc. has been postponed thus far, because the "functional" nature of profiles is ignored. In this paper, first, some needed theorems are proven with an applied approach, so that be understandable for an engineer which is unfamiliar with advanced mathematical analysis. Then, as an application of that, a statistical test is designed for mean of continuous random profiles. Finally, using experimental operating characteristic curves obtained in computer simulation, it is demonstrated that the presented tests are properly able to recognize deviations in the null hypothesis.

• 한국품질경영학회:학술대회논문집
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• 한국품질경영학회 2006년도 추계 학술대회
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• pp.211-216
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• 2006

Monitoring variability is a vital part of modem statistical process control. The conventional Shewhart Rand S charts address the setting where the in-control process readings have a constant variance. In some settings, however, it is the coefficient of variation, rather than the variance, that should be constant. This paper develops a chart, equivalent to the S chart, for monitoring the coefficient of variation using rational groups of observations.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2005년도 추계 학술발표회 논문집
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• pp.153-158
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• 2005

A floating-strike lookback call option gives the holder the right to buy at the lowest price of the underlying asset. Similarly, a floating-strike lookback put option gives the holder the right to sell at the highest price. This paper will derive explicit pricing formulas for these floating-strike lookback options with flexible monitoring periods. The monitoring periods of these options start at an arbitrary date and end at another arbitrary date before maturity.