• Title/Summary/Keyword: mean change

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Testing Whether Failure Rate Changes its Trend Using Censored Data

  • Jeong, Hai-Sung;Na, Myung-Hwan;Kim, Jae-Joo
    • International Journal of Reliability and Applications
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    • v.1 no.2
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    • pp.115-121
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    • 2000
  • The trend change in aging properties, such as failure rate and mean residual life, of a life distribution is important to engineers and reliability analysts. In this paper we develop a test statistic for testing whether or not the failure rate changes its trend using censored data. The asymptotic normality of the test statistics is established. We discuss the efficiency values of loss due to censoring.

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Determination of the Number of Components in Spectroscopy from the Multilinear Model Fitting

  • Kim, Choong-Rak;Chung, Byung-Chull;Lee, Choon-Hwan
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.367-374
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    • 1999
  • Biological specimens contain several components and multilinear models are very useful in analyzing these data. After fitting the model the number of components are determined by the change of mean squared error however this method is quite rule of thumb. in this paper we suggest a measure to decide the number of components based on the relative change of to mean squared error. Simulations are done and applications to real data set are given as illustrations.

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A Family of Tests for Trend Change in Mean Residual Life using Censored Data

  • Na, Myung-Hwan;Kim, Jae-Joo
    • International Journal of Reliability and Applications
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    • v.1 no.1
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    • pp.39-47
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    • 2000
  • In a resent paper, Na and Kim(2000) develop a family of test statistics for testing whether or not the mean residual life changes its trend based on complete data and show that the new tests perform better than previously known tests. In this paper, we extend their tests to the randomly censored data. The asymptotic normality of the test statistics is established. Monte Carlo simulations are conducted to compare our tests with a previously known test by the power of tests.

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A study on estimating piecewise linear trend model using the simple moving average of differenced time series (차분한 시계열의 단순이동평균을 이용하여 조각별 선형 추세 모형을 추정하는 방법에 대한 연구)

  • Okyoung Na
    • 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.

Estimation of the Change Point in Monitoring the Mean of Autocorrelated Processes

  • Lee, Jae-Heon;Han, Jung-Hee;Jung, Sang-Hyun
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.155-167
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    • 2007
  • 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 the maximum likelihood estimator (MLE) for the process change point when a control chart is used in monitoring the mean of a process in which the observations can be modeled as an AR(1) process plus an additional random error. The performance of the proposed MLE is compared to the performance of the built-in estimator when they are used in EWMA charts based on the residuals. The results show that the proposed MLE provides good performance in terms of both accuracy and precision of the estimator.

Bayesian Parameter Estimation using the MCMC method for the Mean Change Model of Multivariate Normal Random Variates

  • Oh, Mi-Ra;Kim, Eoi-Lyoung;Sim, Jung-Wook;Son, Young-Sook
    • Communications for Statistical Applications and Methods
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    • v.11 no.1
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    • pp.79-91
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    • 2004
  • In this thesis, Bayesian parameter estimation procedure is discussed for the mean change model of multivariate normal random variates under the assumption of noninformative priors for all the parameters. Parameters are estimated by Gibbs sampling method. In Gibbs sampler, the change point parameter is generated by Metropolis-Hastings algorithm. We apply our methodology to numerical data to examine it.

Climate Change Assessment on Air Temperature over Han River and Imjin River Watersheds in Korea

  • Jang, S.;Hwang, M.
    • International conference on construction engineering and project management
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    • 2015.10a
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    • pp.740-741
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    • 2015
  • the downscaled air temperature data over study region for the projected 2001 - 2099 period were then ensemble averaged, and the ensemble averages of 6 realizations were compared against the corresponding historical downscaled data for the 1961 - 2000 period in order to assess the impact of climate change on air temperature over study region by graphical, spatial and statistical methods. In order to evaluate the seasonal trends under future climate change conditions, the simulated annual, annual DJF (December-January-February), and annual JJA (June-July-August) mean air temperature for 5 watersheds during historical and future periods were evaluated. From the results, it is clear that there is a rising trend in the projected air temperature and future air temperature would be warmer by about 3 degrees Celsius toward the end of 21st century if the ensemble projections of air temperature become true. Spatial comparison of 30-year average annual mean air temperature between historical period (1970 - 1999) and ensemble average of 6-realization shows that air temperature is warmer toward end of 21st century compared to historical period.

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Impact of Greenhouse Gas Emissions from Commercial Aircraft on Radiative Forcing and Temperature Change at the Airports in Korea: Comparison between Simplified Expression and Radiative Transfer Model (국내 공항의 항공기 온실가스 배출에 의한 복사강제력 및 기온변화 영향 연구: 배출량에 의한 추정식과 복사전달모델의 비교 분석)

  • Song, Sang-Keun;Shon, Zang-Ho;Jeong, Ju-Hee
    • Journal of Korean Society for Atmospheric Environment
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    • v.30 no.5
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    • pp.411-422
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    • 2014
  • In this study, spatial and temporal variations of radiative forcing (RF) and mean temperature changes due to greenhouse gases ($CO_2$, $CH_4$, and $N_2O$) emitted from commercial aircraft were examined based on the simplified expression at the airports in Korea during 2009~2010. The radiative transfer model (SBDART) was used to compare with the RF and mean temperature changes calculated from the simplified expressions for greenhouse gas $CO_2$. The RF simulated by the SBDART was about 67% higher than that of the simplified expression, on average. The highest mean RF (up to $9.0mW/m^2$ for $CO_2$) and mean temperature changes (up to $9.7{\times}10^{-5}^{\circ}K/day$ for $CO_2$) for all GHGs occurred at Ulsan airport during the study period, whereas the lowest RF and temperature changes at Yangyang (for $CO_2$) and Sacheon airports (for $CH_4$ and $N_2O$). In the case of $CH_4$ and $N_2O$, their effects to the RF and mean temperature change were negligible compared to $CO_2$.

Quantitative T2 Mapping of Articular Cartilage of the Glenohumeral Joint at 3.0T in Rotator Cuff Disease Patients: the Evaluation of Degenerative Change of Cartilage

  • Lee, Kyung Ryeol;Ko, Su Yeon;Choi, Guk Myung
    • Investigative Magnetic Resonance Imaging
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    • v.23 no.3
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    • pp.228-240
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    • 2019
  • Purpose: The aim of this study is to evaluate the T2 value of the articular cartilage of the glenohumeral joint in rotator cuff disease displayed on 3.0T MRI and to apply it in clinical practice. Materials and Methods: This study involved sixty-two patients who underwent shoulder MRI containing T2 mapping. The mean T2 value was measured by placing a free hand ROI over the glenoid or humeral cartilage from the bone-cartilage interface to the articular surface on three consecutive, oblique coronal images. The drawn ROI was subsequently divided into superior and inferior segments. The assessed mean T2 values of the articular cartilage of the glenohumeral joint were compared and evaluated based on the degree of rotator cuff tear, the degree of fatty atrophy of the rotator cuff, and the acromiohumeral distance. Results: ICC values between two readers indicated moderate or good reproducibility. The mean T2 value for the articular cartilage of the glenoid and humeral head cartilage failed to show any significant difference based on the degree of rotator cuff tear. However, the mean T2 values of articular cartilage, based on fatty atrophy, tended to be higher in fatty atrophy 3 or fatty atrophy 4 groups while some subregions displayed significantly higher mean T2 values. There was no correlation between the acromiohumeral distance and the mean T2 values of the articular cartilage of the glenoid and humeral head. Conclusion: T2 mapping of the glenohumeral joint failed to show any significant difference in quantitative analysis of the degenerative change of the articular cartilage based on the degree of rotator cuff tear. However, it also offers quantitative information on the degenerative change of cartilage of the glenohumeral joint in patients with rotator cuff tear and severe fatty atrophy of the rotator cuff.

Experimental Effects of Aqua-Acupuncture of Carthami Flos on the Regional Cerebral Blood Flow and Mean Arterial Blood Pressure in Rats (홍화약침(紅花藥針)이 국소뇌혈류량(局所腦血流量) 및 평균혈압(平均血壓)에 미치는 실험적(實驗的) 영향(影響))

  • Kim, Sung-wook;Jeong, Hyun-woo;Wei, Tung-shuen;Cho, Myeng-rae;Yun, Yeo-choong
    • Journal of Acupuncture Research
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    • v.21 no.2
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    • pp.167-181
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    • 2004
  • Objective : Carthami Flos has been used as a herb to promote blood circulation to remove blood stasis in oriental medicine for many centuries. To investigate treatment of cerebral vascular disease(CVA) by promoting blood circulation and removing blood stasis(活血化瘀法), we observed the experimental Effects of Aqua-Acupuncture of Carthami Flos on the Regional Cerebral Blood Flow and Mean Arterial Blood Pressure in Rats. Method : When aqua-acupuncture of Carthami Flos(ACF) was injected into LI4, Liv3, B23, B62, GV16, experimental effects of ACF on the regional cerebral blood flow(rCBF) and mean arterial blood pressure(MABP) is not known. Therefor, this study was designed to investigate the effects of ACF on the change of cerebral hemodynamics. The changes of rCBF and MABP were tested by Laser Doppler Flowmetry(LDF). Results : When ACF was injected into LI4, change of rCBF and MABP were decreased in a injected time-dependent manner. When ACF was injected into Liv3, change of rCBF and MABP were decreased in a injected time-dependent manner. When ACF was injected into B23, change of rCBF was significantly increased in a injected time-dependent manner, MABP did not change. When ACF was injected into B62, change of rCBF was increased in a injected time-dependent manner, change of MABP was significantly decreased after injection 60min. When ACF was injected into GV16, change of rCBF and MABP were similar to the change of normal. Conclusions : In conclusion, I suggested that ACF(LI4, Liv3) has an effect that depress the blood pressure & cerebral hemodynamic acceleration and ACF(B23, B62) has an anti-ischemic effect through the improvement of crebral hemodynamics.

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