• Title/Summary/Keyword: Studentized residuals

Search Result 10, Processing Time 0.023 seconds

Automatic TFT-LCD Mura Inspection Based on Studentized Residuals in Regression Analysis

  • Chuang, Yu-Chiang;Fan, Shu-Kai S.
    • Industrial Engineering and Management Systems
    • /
    • v.8 no.3
    • /
    • pp.148-154
    • /
    • 2009
  • In recent days, large-sized flat-panel display (FPD) has been increasingly applied to computer monitors and TVs. Mura defects, appearing as low contrast or non-uniform brightness region, sometimes occur in manufacturing of the Thin-Film Transistor Liquid-Crystal Displays (TFT-LCD). Implementation of automatic Mura inspection methods is necessary for TFT-LCD production. Various existing Mura detection methods based on regression diagnostics, surface fitting and data transformation have been presented with good performance. This paper proposes an efficient Mura detection method that is based on a regression diagnostics using studentized residuals for automatic Mura inspection of FPD. The input image is estimated by a linear model and then the studentized residuals are calculated for filtering Mura regions. After image dilation, the proposed threshold is determined for detecting the non-uniform brightness region in TFT-LCD by means of monitoring the every pixel in the image. The experimental results obtained from several test images are used to illustrate the effectiveness and efficiency of the proposed method for Mura detection.

CASB-DELETION DIAGNOSTICS FOR TESTING A LINEAR HYPOTHESIS ABOUT REGRESSION COEFFICIENTS

  • Kim, Myung-Geun
    • Journal of applied mathematics & informatics
    • /
    • v.10 no.1_2
    • /
    • pp.111-118
    • /
    • 2002
  • We study the influence of observations on testing a linear hypothesis using single and multiple case-deletions. The change in the F-test statistic due to case-deletions is shown to be completely determined by two externally Studentized residuals. These residuals we used for investigating the outlyingness when there are linear constraints or not. An illustrative example is given. It shows the usefulness of case-deletions.

The Asymptotic Variance of the Studentized Residual Autocorrelations for a Generalized Random Coefficient Autoregressive Processes

  • Park, Sang-Woo;Cho, Sin-Sup;Hwang, Sun Y.
    • Journal of the Korean Statistical Society
    • /
    • v.26 no.4
    • /
    • pp.531-541
    • /
    • 1997
  • The asymptotic distribution of residual autocorrelation functions from a generalized p-order random coefficient autoregressive process (GRCA(p)) is derived. To this end, we first describe the GRCA(p) models and then consider the normalised residuals after fitting the model. This result can be applied to the residual analysis for the diagonostic purpose.

  • PDF

Simultaneous Identification of Multiple Outliers and High Leverage Points in Linear Regression

  • Rahmatullah Imon, A.H.M.;Ali, M. Masoom
    • Journal of the Korean Data and Information Science Society
    • /
    • v.16 no.2
    • /
    • pp.429-444
    • /
    • 2005
  • The identification of unusual observations such as outliers and high leverage points has drawn a great deal of attention for many years. Most of these identifications techniques are based on case deletion that focuses more on the outliers than the high leverage points. But residuals together with leverage values may cause masking and swamping for which a good number of unusual observations remain undetected in the presence of multiple outliers and multiple high leverage points. In this paper we propose a new procedure to identify outliers and high leverage points simultaneously. We suggest an additive form of the residuals and the leverages that gives almost an equal focus on outliers and leverages. We analyzed several well-referred data set and discover few outliers and high leverage points that were undetected by the existing diagnostic techniques.

  • PDF

DETECTION OF OUTLIERS IN WEIGHTED LEAST SQUARES REGRESSION

  • Shon, Bang-Yong;Kim, Guk-Boh
    • Journal of applied mathematics & informatics
    • /
    • v.4 no.2
    • /
    • pp.501-512
    • /
    • 1997
  • In multiple linear regression model we have presupposed assumptions (independence normality variance homogeneity and so on) on error term. When case weights are given because of variance heterogeneity we can estimate efficiently regression parameter using weighted least squares estimator. Unfortunately this estimator is sen-sitive to outliers like ordinary least squares estimator. Thus in this paper we proposed some statistics for detection of outliers in weighted least squares regression.

Detecting Influential Observations on the Smoothing Parameter in Nonparametric Regression

  • Kim, Choong-Rak;Jeon, Jong-Woo
    • Journal of the Korean Statistical Society
    • /
    • v.24 no.2
    • /
    • pp.495-506
    • /
    • 1995
  • We present formula for detecting influential observations on the smoothing parameter in smoothing spline. Further, we express them as functions of basic building blocks such as residuals and leverage, and compare it with the local influence approach by Thomas (1991). An example based on a real data set is given.

  • PDF

Outward Testing Procedure for the Identification of Multiple Outliers (다수 이상치 인식(認識)을 위한 외향성 검정 절차)

  • Yum, Joon-Keun;Kim, Jong-Woo
    • Journal of Korean Society for Quality Management
    • /
    • v.24 no.3
    • /
    • pp.50-64
    • /
    • 1996
  • This article is concerned with procedures for detecting multiple y outliers in linear regression. The outward-testing procedure, which is controled by the initial subset and the minimum residuals, is suggested by two phases. The performance of this procedure is compared with others by Monte Carlo techniques and found to be superior. The procedure, however, fails in detecting y outliers that are on high-leverage cases in Phase 1. Thus, we proposed ELMS algorithm for a set of suspect observations, in Phase 1. In Phase 2, the proposed testing is conducted using the studentized residuals to see which of the suspect cases are outliers. Several examples are analyzed.

  • PDF

The Diagnosis for Life Data in Accelerated Life Testing (가족수명시험에서의 수명데이타에 관한 진단)

  • Bae, Suk-Joo;Kang, Chang-Wook
    • Journal of Korean Society for Quality Management
    • /
    • v.24 no.4
    • /
    • pp.29-43
    • /
    • 1996
  • This paper identifies these data by the data diagnosis in lognormal distribution and presents the method to obtain exact parameter estimates and confidence intervals of regression line. The life-stress relationship uses Arrhenius model and life data generate Class-H insulation complete data by simulation. Also, the method to estimate parameters uses least squares estimation and externally Studentized residuals can be used as test statistics for identifing outliers. And influential cases are identified by Cook's distance. This research is intended to obtain the useful information for the life of products and test method, to save time and costs, and to help optimum accelerated life test plans.

  • PDF

An Outlier Data Analysis using Support Vector Regression (Support Vector Regression을 이용한 이상치 데이터분석)

  • Jun, Sung-Hae
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.18 no.6
    • /
    • pp.876-880
    • /
    • 2008
  • Outliers are the observations which are very larger or smaller than most observations in the given data set. These are shown by some sources. The result of the analysis with outliers may be depended on them. In general, we do data analysis after removing outliers. But, in data mining applications such as fraud detection and intrusion detection, outliers are included in training data because they have crucial information. In regression models, simple and multiple regression models need to eliminate outliers from given training data by standadized and studentized residuals to construct good model. In this paper, we use support vector regression(SVR) based on statistical teaming theory to analyze data with outliers in regression. We verify the improved performance of our work by the experiment using synthetic data sets.

Characteristics of Measurement Errors due to Reflective Sheet Targets - Surveying for Sejong VLBI IVP Estimation (반사 타겟의 관측 오차 특성 분석 - 세종 VLBI IVP 결합 측량)

  • Hong, Chang-Ki;Bae, Tae-Suk
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
    • /
    • v.40 no.4
    • /
    • pp.325-332
    • /
    • 2022
  • Determination of VLBI IVP (Very Long Baseline Interferometry Invariant Point) position with high accuracy is required to compute local tie vectors between the space geodetic techniques. In general, reflective targets are attached on VLBI antenna and slant distances, horizontal and vertical angles are measured from the pillars. Then, adjustment computation is performed by using the mathematical model which connects measurements and unknown parameters. This indicates that the accuracy of the estimated solutions is affected by the accuracy of the measurements. One of issues in local tie surveying, however, is that the reflective targets are not in favorable condition, that is, the reflective sheet target cannot be perfectly aligned to the instrument perpendicularly. Deviation from the line of sight of an instrument may cause different type of measurement errors. This inherent limitation may lead to incorrect stochastic modeling for the measurements in adjustment computation procedures. In this study, error characteristics by measurement types and pillars are analyzed, respectively. The analysis on the studentized residuals is performed after adjustment computation. The normality of the residuals is tested and then equal variance test between the measurement types are performed. The results show that there are differences in variance according to the measurement types. Differences in variance between distances and angle measurements are observed when F-test is performed for the measurements from each pillar. Therefore, more detailed stochastic modeling is required for optimal solutions, especially in local tie survey.