• Title/Summary/Keyword: change point

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Nonparametric estimation of hazard rates change-point (위험률의 변화점에 대한 비모수적 추정)

  • 정광모
    • The Korean Journal of Applied Statistics
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    • v.11 no.1
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    • pp.163-175
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    • 1998
  • The change of hazard rates at some unknown time point has been the interest of many statisticians. But it was restricted to the constant hazard rates which correspond to the exponential distribution. In this paper we generalize the change-point model in which any specific functional forms of hazard rates are net assumed. The assumed model includes various types of changes before and after the unknown time point. The Nelson estimator of cumulative hazard function is introduced. We estimate the change-point maximizing slope changes of Nelson estimator. Consistency and asymptotic distribution of bootstrap estimator are obtained using the martingale theory. Through a Monte Carlo study we check the performance of the proposed method. We also explain the proposed method using the Stanford Heart Transplant Data set.

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The Study for NHPP Software Reliability Growth Model of Percentile Change-point (백분위수 변화점을 고려한 NHPP 소프트웨어 신뢰성장모형에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.8 no.4
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    • pp.115-120
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    • 2008
  • Accurate predictions of software release times, and estimation of the reliability and availability of a software product require quantification of a critical element of the software testing process: Change-point problem. In this paper, exponential (Goel-Okumoto) model was reviewed, proposes the percentile change-point problem, which maked out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE statistics, for the sake of efficient model, was employed. Using NTDS data, The numerical example of percentilechange-point problemi s presented.

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Comparison of multiscale multiple change-points estimators (SMUCE와 FDR segmentation 방법에 의한 다중변화점 추정법 비교)

  • Kim, Jaehee
    • The Korean Journal of Applied Statistics
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    • v.32 no.4
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    • pp.561-572
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    • 2019
  • We study false discovery rate segmentation (FDRSeg) and simultaneous multiscale change-point estimator (SMUCE) methods for multiscale multiple change-point estimation, and compare empirical behavior via simulation. FSRSeg is based on the control of a false discovery rate while SMUCE used for the multiscale local likelihood ratio tests. FDRSeg seems to work best if the number of change-points is large; however, FDRSeg and SMUCE methods can both provide similar estimation results when there are only a small number of change-points. As a real data application, multiple change-points estimation is done with the well-log data.

Design of Improved Switch Point Heating System for Low Power and Simplified Equipment (저전력 및 설비간략화를 위한 선로전환기용 융설장치 설계)

  • Jang, Dongwan;Jeon, Taehyun
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.27 no.1
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    • pp.61-67
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    • 2013
  • The turnout point system is installed to separate the main rail track from other tracks in rail load stations. It is also important to set up the switch point system to change the direction of the turnout point, to lead and change the direction of tracks. The switch point system can be negatively affected by heavy snow during winter seasons which can cause critical safety problems. Furthermore, the maintenance and repair of the conventional system is prohibitively expensive due to its complexity and high probability of failure. In this paper, an efficient switch point system is proposed which simplifies the equipment structure and lowers the cost for maintenance and repair, while improving safety and performance of the rail road system.

A Generalized MLE of the Process Change Point

  • Lee Jaeheon;Park Changsoon
    • Proceedings of the Korean Society for Quality Management Conference
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    • 2004.04a
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    • pp.436-441
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    • 2004
  • Knowing the time of the process change could lead to quicker identification of the responsible special cause and less process down time, and it could help to reduce the probability of incorrectly identifying the special cause. In this paper, we propose a generalized maximum likelihood estimate. (MLE) of the process change point when a control chart with variable sample size (VSS) scheme signals a change in the process mean, and evaluate the performance of this estimator when it mi used with a VSS EWMA chart.

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A NEW UDB-MRL TEST FOR WITH UNKNOWN

  • Na, Myung-Hwan
    • Journal of Korean Society for Quality Management
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    • v.30 no.4
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    • pp.78-85
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    • 2002
  • The problem of trend change in the mean residual life is great interest in the reliability and survival analysis. In this paper, a new test statistic for testing whether or not the mean residual life changes its trend is developed. It is assumed that neither the change point nor the proportion at which the trend change occurs is known. The asymptotic null distribution of test statistic is established and asymptotic critical values of the asymptotic null distribution is obtained. Monte Carlo simulation is used to compare the proposed test with previously known tests.

Identification of Meteorological Threats by Climate Change in the Cheongmicheon Basin (기후변화로 인한 청미천유역의 기상학적 위협요인 규명)

  • Lee, Cheol-Eung;Kim, Sang Ug
    • Journal of Industrial Technology
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    • v.35
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    • pp.23-30
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    • 2015
  • In recent, the various methods to predict the hydrological impacts due to climate change have been developed and applied. Especially, the variability of the meteorological factors such as rainfall, temperature, and evaporation can impact on the ecosystem in a basin. The variability caused by climate change on the meteorological factors can be divided by a gradual and abrupt change. Therefore, in this study, the gradual change is detected by simple linear regression and Mann-Kendall trend test. Also, the abrupt change is detected by Bayesian change point analysis. Finally, the result using these methods can identify the meteorological threats in the Cheongmicheon basin.

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Design of a ControLler for Level Control System Using Adaptive Control (적응제어기법을 이용한 레벨제어시스템의 제어기 설계)

  • 소명옥;정재학;류길수
    • Journal of Advanced Marine Engineering and Technology
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    • v.17 no.5
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    • pp.54-62
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    • 1993
  • Generally, the main difficulty in the composition of tank-level control system may be in the point that plant parameters are severely varied according to the change of operating point. In order to cope with this difficulty, in this paper, an adaptive control is employed using model-following technique based on the optimal control law. Through the simulations and experiments the following results were observed. 1) The steady-state error was not found under the parameter variations caused by the change of operating point. 2) In spite of the change of operating point, the corresponding gains which were stored in the computer were found to be automatically updated so that the controller could have the adaptive ability. And also, the control specifications in view of transient response were found to be satisfied.

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Detection of a Point Target Movement with SAR Interferometry

  • Jun, Jung-Hee;Ka, Min-ho
    • Korean Journal of Remote Sensing
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    • v.16 no.4
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    • pp.355-365
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    • 2000
  • The interferometric correlation, or coherence, is calculated to measure the variance of the interferometric phase and amplitude within the neighbourhood of any location within the image at a result of SAR (Synthetic Aperture Radar) interferometric process which utilizes the phase information of the images. The coherence contains additional information that is useful for detecting point targets which change their location in an area of interest (AOI). In this research, a RGB colour composite image was generated with a intensity image (master image), a intensity change image as a difference between master image and slave image, and a coherence image generated as a part of SAR interferometric processing. We developed a technique performing detection of a point target movement using SAR interferometry and applied it to suitable tandem pair images of ERS-1 and ERS-2 as test data. The possibility of change detection of a point target in the AOI could be identified with the technique proposed in this research.

IPMSM Design for Sensorless Control Considering Magnetic Neutral Point Shift According to Magnetic Saturation

  • Choi, JaeWan;Seol, Hyun-Soo;Lee, Ju
    • Journal of Electrical Engineering and Technology
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    • v.13 no.2
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    • pp.752-760
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    • 2018
  • In this paper, interior permanent magnet synchronous motor (IPMSM) design for sensorless drive, considering magnetic neutral point shift according to magnetic saturation, has been proposed. Sensorless control was divided into a method based on inductance and a method based on back induced voltage. Because induced voltage is very small at zero or low speed, error in rotor initial position estimation may occur. Using the ratio of saliency addresses this problem. When using high-frequency injections at low speed, the rotor's initial position is estimated at the smallest portion of the inductance. IPMSM has the minimum inductance at the d-axis. However, if magnetic saturation leads to magnetic neutral point variation, following the load current change, there is a change in the minimum point of inductance. In this case, it can lead to failure of initial rotor position estimation. As a result, it is essential that the blocking design has an inductance minimum point shift. As such, in this study, an IPMSM design method, by blocking magnetic neutral point change, has been proposed. After determining the inductance profile based on the finite element analysis (FEA), the results of proposed method were verified.