• 제목/요약/키워드: monitoring procedure

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이분산 시계열 모형에서 모수의 변화에 대한 모니터링 절차의 점근 성질 (Asymptotic properties of monitoring procedure for parameter change in heteroscedastic time series models)

  • 김수택;오해준
    • 응용통계연구
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    • 제33권4호
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    • pp.467-482
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    • 2020
  • 본 논문은 이분산성을 갖는 위치-척도 시계열 모형에서 모수의 변화에 대한 모니터링 절차를 연구한다. 모니터링 절차에서 수정된 잔차의 누적합을 이용한 탐지기를 소개하고 귀무가설과 대립가설 하에서 각각 모니터링 절차에 대한 점근적 성질을 규명한다. 그리고 모의실험과 사례 분석을 통하여 제안한 모니터링 방법의 성능이 우수함을 확인한다.

Diagrammatic Representation of Environmental Monitoring Data

  • Yoshioka, Takahito;Sekino, Tatsuki
    • 생태와환경
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    • 제38권spc호
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    • pp.76-83
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    • 2005
  • The marked increase in the number of environmental problems, combined with the increase in their intensity and spatial extent, has resulted in an ever-increasing need for constant monitoring. This is complicated by the occurrence of new and complicated environmental issues that often prevent a thorough understanding of the entire monitoring framework. In the present study, a diagrammatic method was developed to present the entire framework of a monitoring plan. The diagram was separated into three sections- "Problem Section", "Research Process and Data Section" and "Entities Section" - to clearly present the disparate relationships between monitoring objectives and the monitoring procedure. Notation of the diagrams was undertaken using Unified Modeling Language (UML). A hypothetical monitoring plan for an environmental problem was designed to assess usefulness of the diagrammatic method. The diagram was capable of reviewing and revising the monitoring plan and could be used to select a monitoring procedure according to the monitoring objectives of the plan. The results suggested that this diagrammatic method was effective for designing an appropriate monitoring plan for a given monitoring objective.

벌점화 추정기법을 이용한 평균에 대한 모니터링 (Monitoring mean change via penalized estimation)

  • 나옥경;권성훈
    • 응용통계연구
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    • 제29권7호
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    • pp.1429-1444
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    • 2016
  • 본 연구에서는 벌점화 최소제곱추정방법을 이용하여 평균의 변화를 모니터링할 수 있는 방법에 대해 연구하였다. 모니터링 이전의 공통 평균과 모니터링을 시작한 이후 순차적으로 관측되는 관측값들의 평균의 차이를 벌점화 최소제곱추정방벙을 이용하여 추정하였으며, 이 추정값들에서 0이 아닌 것의 개수를 바탕으로 모니터링 절차를 개발하였다. 이는 기존의 모니터링 절차들이 순차적으로 얻은 추정값들의 변동성을 기반으로 만들어진 것과 다른 점이다. 모의실험을 통해 본 연구에서 제안한 모니터링 절차가 가지고 있는 특징들을 살펴보았고, 대표적인 모니터링 절차인 CUSUM 모니터링과 비교 분석도 하였다.

Optimal maintenance procedure for multi-state deteriorated system with incomplete monitoring

  • Jin, L.;Suzuki, K.
    • International Journal of Reliability and Applications
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    • 제11권2호
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    • pp.69-87
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    • 2010
  • The optimal replacement problem was investigated for a multi-state deteriorated system for which the true internal state cannot be observed directly except when the system breaks down completely. The internal state was assumed to be monitored incompletely by a monitor that gives information related to the true state of the system. The problem was formulated as a partially observable Markov decision process. The optimal procedure was found to be a monotone procedure with respect to stochastic increasing ordering of the state probability vectors under some assumptions. Limiting the optimal procedure to a monotone procedure would greatly reduce the tremendous amount of calculation time required to find the optimal procedure.

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LSTM Autoencoder를 이용한 자기상관 공정의 모니터링 절차 (Procedure for monitoring autocorrelated processes using LSTM Autoencoder)

  • 지평진;이재헌
    • 응용통계연구
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    • 제37권2호
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    • pp.191-207
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    • 2024
  • 자기상관 공정에서 이상상태를 빠르게 탐지하는 절차에 대해 많은 연구가 진행되어 왔다. 가장 전통적인 절차는 관측된 데이터에 대해 적합한 시계열 모형에서 계산된 잔차를 이용하는 잔차 관리도이다. 그러나 최근에는 통계적 학습 방법을 이용하여 자기상관 공정을 모니터링하는 절차가 많이 제안되었다. 이 논문에서는 딥러닝에 기반한 비지도 학습 방법인 LSTM Autoencoder의 잠재 벡터를 이용한 모니터링 절차를 제안하고, 이를 모의실험을 통해 LSTM Autoencoder의 복원 오차를 이용한 절차, RNN 분류 모니터링 절차, 그리고 잔차 관리도 절차의 성능과 비교하였다. 모의실험 결과, 제안된 절차와 RNN 분류 모니터링 절차의 성능은 유사하지만, 제안된 절차는 학습에 이상상태의 데이터가 필요하지 않기 때문에 이상상태의 데이터를 충분하게 확보할 수 없는 공정에 유용하게 적용할 수 있다는 장점이 있다.

상관변수를 이용한 공정 감시 절차 (A Process Monitoring Procedure Using a Correlated Variable)

  • 권혁무;이민구;김상부;홍성훈
    • 품질경영학회지
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    • 제27권1호
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    • pp.35-45
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    • 1999
  • A process monitoring procedure using a correlated variable is presented when a lower specification limit is given on the performance variable. Every item is inspected with a variable correlated with the performance variable. When an item is rejected in the screening inspection, the process is checked for change using the mean and variance of measurements of the correlated variable for n preceding items including the rejected one. The performance variable is assumed to be normally distributed. A linear relationship between the performance and surrogate variables is assumed with normally distributed error term. The monitoring procedure is designed so that the prespecified outgoing quality can be attained.

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ARIMA(0,1,1)모형에서 통계적 공정탐색절차의 MARKOV연쇄 표현 (A Markov Chain Representation of Statistical Process Monitoring Procedure under an ARIMA(0,1,1) Model)

  • 박창순
    • 응용통계연구
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    • 제16권1호
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    • pp.71-85
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    • 2003
  • 일정 시간간격으로 품질을 측정하는 공정관리절차의 경제적 설계에서는 그 특성의 규명이 측정시점의 이산성 (discreteness) 때문에 복잡하고 어렵다. 이 논문에서는 공정 탐색 절차를 Markov 연쇄(chain)로 표현하는 과정을 개발하였고, 공정분포가 공정주기 내에서 발생하는 잡음과 이상원인의 효과를 설명할 수 있는 ARIMA(0,1,1) 모형을 따를 때에 Markov 연쇄의 표현을 이용하여 공정탐색절차의 특성을 도출하였다. Markov 연쇄의 특성은 전이행렬에 따라 달라지며, 전이행렬은 관리절차와 공정분포에 의해 결정된다. 이 논문에서 도출된 Markov 연쇄의 표현은 많은 다른 형태의 관리절차나 공정분포에서도 그에 해당하는 전이행렬을 구하면 쉽게 적용될 수 있다.

A Study of Hull Stress Monitoring System considering Thermal Effect

  • Shim, Chun-Sik;Kang, Joong-Kyoo;Heo, Joo-Ho
    • 한국항해항만학회지
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    • 제32권2호
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    • pp.121-126
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    • 2008
  • This paper presents hull stress monitoring system installed in LNGC damaged by a Typhoon Elongation/contraction of removed areas has been assessed in terms of possible residual stress that will take place in replaced blocks when the applied load is removed. The bending moment of a vessel changes actually in terms of loss of longitudinal members and the change of weight distribution in repair procedure. The change of bending moment affects mainly in hull stress of longitudinal members. Hull stress monitoring system was installed on upper deck to prove LNGC stable in the criteria to be less than 40MPa during the period of repair procedure. A temperature measuring system was also installed to exclude the additional stress due to thermal effect from the measured hull stress. As a result, the hull stress was modified with the data measured by the temperature measuring system. This hull stress considering thermal effect was used as a guide stress to check the safety of LNGC during the period of repair procedure.

추계적 모형을 이용한 모니터링 과정의 성능 분석 (Performance Analysis of Monitoring Process using the Stochastic Model)

  • 김제숭
    • 산업경영시스템학회지
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    • 제17권32호
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    • pp.145-154
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    • 1994
  • In this paper, monitoring processor in a circuit switched network is considered. Monitoring processor monitors communication links, and offers a grade of service in each link to controller. Such an information is useful for an effective maintenance of system. Two links with nonsymmetric system Parameters are considered. each link is assumed independent M/M/1/1 type. The Markov process is introduced to compute busy and idle portions of monitoring processor and monitored rate of each link. Inter-idle times and inter-monitoring times of monitoring processor between two links are respectively computed. A recursive formula is introduced to make computational procedure rigorous.

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Statistical Process Control Procedure for Integral-Controlled Processes

  • Lee, Jaeheon;Park, Cangsoon
    • 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.

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