• Title/Summary/Keyword: autocorrelation structure

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A Study on a Control Model for the Diagnostic and Nonconformity Rate in an Instrumental Process Involving Autocorrelation (자기상관이 있는 장치산업에서 공정 진단 및 부적합품률 제어모형에 관한 연구)

  • Koo, Ja-Hwal;Cho, Jin-Hyung
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.33 no.1
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    • pp.33-40
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    • 2010
  • Because sampling interval for data collection tends to be short compared with the overall processing time, in chemical process, instrumental process related tanks or furnace collected data have a significant autocorrelation. Insufficient control technique and frequent control actions cause unstable condition of the process. Traditional control charts which were developed based on iid (independently and identically distributed) among data cannot be applied on the existence of autocorrelation. Also unstable process is difficult to identity or diagnose. Because large-scale process has a lot of measurable variables and multi-step-structures among data, it is difficult to find relation between measurable variables and nonconformity. In this paper, we suggested an appicable model to diagnose the process and to find relation between measurable variables (CTQ) and nonconformity in the process having autocorrelation, unstable condition frequently, a lot of measurable variables, and multi-step-structure. And we applied this model to real process, to verify that the process engineers could easily and effectively diagnose the process and control the nonconformity.

Species Associations with Spatial Autocorrelation Analysis of Pinus rigida and Pyrola japonica

  • Huh, Man-Kyu;Huh, Hong-Wook;Kim, Chang-Ho
    • The Korean Journal of Ecology
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    • v.22 no.6
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    • pp.349-354
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    • 1999
  • The spatial distributions of allelic frequencies and ecological traits by randomization were studied in the natural population of two species (Pinus rigida and Pyrola japonica). Both species showed significant positive spatial autocorrelation as measured by Moran's I. In P. rigida, the genetic similarity was shown in individuals within up to a scale of 18 m distance and this is partly due to combination of pollen and seed dispersal by wind or men. In P. japonica, significant spatial autocorrelation was consisted of a scale of 8 m intervals. These population structure in the distribution of allelic frequencies is related to mating systems such as outcrossing and vegetative spread. The results also indicate that positive species associations between P. rigida and P. japonica can occur when both species select the same habitat or require the same environmental conditions.

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A study on the Spatial Sampling Method to Minimize Spatial Autocorrelation of Spatial and Geographical Data (공간·지리적 자료의 공간자기상관성을 최소화하는 공간샘플링 기법에 관한 연구)

  • Lee, Youn Soo;Lee, Man Choul;Lah, Kyung Beom;Kang, Jun Mo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.4
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    • pp.1317-1325
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    • 2014
  • The study focused on analyzing spatial sampling by minimizing autocorrelation of spatial based on spatial and geographical data. The study concluded two different ways of minimizing autocorrelation. First, it was important to use suitable spatial sampling method to alienate spatial autocorrelation from spatial or geographical data. The shear distribution rate of public transportation in Seoul resulted in high rate of autocorrelation. However, the study showed samples eliminated autocorrelation when samples were extracted with reasonable distance(above 400m) apart. Without spatial sampling the distortion of spatial data leads to false results; therefore, spatial sampling is indispensable. Second, factors which fluctuates shear distribution of public transportation spatial sampling changed before and after spatial sampling. This was caused by incapable of controling inherent spatial autocorrelation of the data.

Some models for rainfall focused on the inner correlation structure

  • Kim, Sangdan
    • Proceedings of the Korea Water Resources Association Conference
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    • 2004.05b
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    • pp.1290-1294
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    • 2004
  • In this study, new stochastic point rainfall models which can consider the correlation structure between rainfall intensity and duration are developed. In order to consider the negative and positive correlation simultaneously, the Gumbels type-II bivariate distribution is applied, and for the cluster structure of rainfall events, the Neyman-Scott cluster point process is selected. In the theoretical point of view, it is shown that the models considering the dependent structure between rainfall intensity and duration have slightly heavier tail autocorrelation functions than the corresponding independent mode]s. Results from generating long time rainfall events show that the dependent models better reproduce historical rainfall time series than the corresponding independent models in the sense of autocorrelation structures, zero rainfall probabilities and extreme rainfall events.

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A Laplacian Autoregressive Moving-Average Time Series Model

  • Son, Young-Sook
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.259-269
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    • 1993
  • A moving average model, LMA(q) and an autoregressive-moving average model, NLARMA(p, q), with Laplacian marginal distribution are constructed and their properties are discussed; Their autocorrelation structures are completely analogus to those of Gaussian process and they are partially time reversible in the third order moments. Finally, we study the mixing property of NLARMA process.

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AUTOCORRELATION FUNCTION STRUCTURE OF BILINEAR TIME SREIES MODELS

  • Kim, Won-Kyung
    • Journal of the Korean Statistical Society
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    • v.21 no.1
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    • pp.47-58
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    • 1992
  • The autocorrelation function structures of bilinear time series model BL(p, q, r, s), $r \geq s$ are obtained and shown to be analogous to those of ARMA(p, l), l=max(q, s). Simulation studies are performed to investigate the adequacy of Akaike information criteria for identification between ARMA(p, l) and BL(p, q, r, s) models and for determination of orders of BL(p, q, r, s) models. It is suggested that the model of having minimum Akaike information criteria is selected for a suitable model.

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Structure of turbulence of fully developed flow in concentric annuli with rough outer wall (거친외벽면을 가진 동심환형관내에서 완전히 발달된 유동의 난류구조)

  • Ahn, S.W.
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.11 no.1
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    • pp.1-9
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    • 1999
  • For roughened annular pipes with diameter ratios of 0.26, 0.39, and 0.56 and with Reynolds numbers ranging 13,000 to 67,000, friction factor, autocorrelation coefficients, power spectral density functions, and integral length scales for each flow condition using X-type hot wire anemometry system are experimentally investigated. Distributions of these quantities show that the times which the streamwise autocorrelation coefficients become zero first increase with decreasing the radius ratios of concentric annuli and Reynolds numbers, however the power spectra density functions increase with increasing the radius ratios and Reynolds number.

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Spatial Autocorrelation Analysis among Subpopulations of Salix koriyanagi in Swampy Area at the Namgang River, Korea (남강 습지에 분포하는 키버들 집단의 공간적 상관 분석)

  • Huh, Man-Kyu
    • Journal of Life Science
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    • v.18 no.10
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    • pp.1325-1330
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    • 2008
  • Salix koriyanagi is a deciduous shrub and native to Korea. The spatial distribution of multilocus allelic frequencies and geographical distances of the natural population in upper swampy area at the Namgang River in Korea were studied. The species showed a significant positive and negative spatial autocorrelation according to geographical distances as measured by Moran's I. Genetic similarity of individuals was found among subpopulations at up to a scale of a 12 m distance, and this was partly due to a combination of allelic frequencies, and therefore, a significant spatial autocorrelation was composed of a scale of 12 m intervals. Within S. koriyanagi in swampy area at the Namgang River, a strong spatial structure was observed for allozyme markers, indicating a migration within subpopulations.

Spatial Autocorrelation Analysis among Subpopulations of Salix koriyanagi in Swampy Area at the Namgang River, Korea (남강 습지에 분포하는 키버들 집단의 공간적 상관 분석)

  • Huh, Man-Kyu
    • Journal of Life Science
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    • v.18 no.11
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    • pp.1465-1470
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    • 2008
  • Salix koriyanagi is a deciduous shrub and native to Korea. The spatial distribution of multilocus allelic frequencies and geographical distances of the natural population in upper swampy area at the Namgang River in Korea were studied. The species showed a significant positive and negative spatial autocorrelation according to geographical distances as measured by Moran's I. Genetic similarity of individuals was found among subpopulations at up to a scale of a 12 m distance, and this was partly due to a combination of allelic frequencies, and therefore, a significant spatial autocorrelation was composed of a scale of 12 m intervals. Within S. koriyanagi in swampy area at the Namgang River, a strong spatial structure was observed for allozyme markers, indicating a migration within subpopulations.

Spatial Autocorrelation within Three Populations of Sasa borealis in Korea (한국 조릿대집단의 공간적 상관관계)

  • Huh Man Kyu
    • Journal of Life Science
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    • v.15 no.3 s.70
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    • pp.359-364
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    • 2005
  • Spatial autocorrelation was applied to microgeographic variations of Sasa borealis populations in Korea. Separate counts of each type of join (combination of genotypes at a single locus) for each allele, and for each distance class of separation, were tested for significant deviation from random expectations by calculating the Standard Normal Deviation. Moran's I was significantly different from the expected value in 25 of 150 cases $(16.7\%)$. Seven of these values $(4.7\%)$ were negative, indicating genetic dissimilarity among pairs of individuals in the ten distance classes. Populations of S. borealis are small in Korea, and are distributed with occasional cutting of seed-bearing stems used for sieves. Thus, artificial disturbance may contribute to the fact that the S. borealis population of Jirisan is unusual in lacking spatial genetic structure.