• 제목/요약/키워드: moving average processes

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차량 주행 상태에 따른 연료량 유동의 안정 지침에 대한 연구 (A Study on Stable Indication for a Sloshing of Fuel-quantity according to Driving State of Vehicle)

  • 허진;박종명;이선봉
    • 한국자동차공학회논문집
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    • 제20권3호
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    • pp.37-44
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    • 2012
  • In this paper, the application of robust fuel gauge algorithm in the external environment to general fuel gauge system is proposed. The proposed fuel gauge system is composed of two modules which are Moving Average Filter (MAF) and Inclination Filter (IF). They are used to show correctly the amount of fuel in the external environment which are curve road, slope or acceleration/deceleration driving. In parallel, verification and validation processes using Software In the Loop Simulation (SILS) in personal computer and Hardware In the Loop Simulation (HILS) similar to actual vehicle environments are established. Through this research, it turned out to be possible to operation of gauge become correct of external environment.

FUNCTIONAL CENTRAL LIMIT THEOREMS FOR MULTIVARIATE LINEAR PROCESSES GENERATED BY DEPENDENT RANDOM VECTORS

  • Ko, Mi-Hwa
    • 대한수학회논문집
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    • 제21권4호
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    • pp.779-786
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    • 2006
  • Let $\mathbb{X}_t$ be an m-dimensional linear process defined by $\mathbb{X}_t=\sum{_{j=0}^\infty}\;A_j\;\mathbb{Z}_{t-j}$, t = 1, 2, $\ldots$, where $\mathbb{Z}_t$ is a sequence of m-dimensional random vectors with mean 0 : $m\times1$ and positive definite covariance matrix $\Gamma:m{\times}m$ and $\{A_j\}$ is a sequence of coefficient matrices. In this paper we give sufficient conditions so that $\sum{_{t=1}^{[ns]}\mathbb{X}_t$ (properly normalized) converges weakly to Wiener measure if the corresponding result for $\sum{_{t=1}^{[ns]}\mathbb{Z}_t$ is true.

Estimating Reorder Points for ARMA Demand with Arbitrary Variable Lead Time

  • An, Bong-Geun;Hong, Kwan-Soo
    • 한국경영과학회지
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    • 제17권2호
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    • pp.91-106
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    • 1992
  • It an inventory control system, the demand over time are often assumed to be independently identically distributed (i. i. d.). However, the demands may well be correlated over time in many situations. The estimation of reorder points is not simple for correlated demands with variable lead time. In this paper, a general class of autoregressive and moving average processes is considered for modeling the demands of an inventory item. The first four moments of the lead-time demand (L) are derived and used to approximate the distribution of L. The reorder points at given service level are then estimated by the three approximation methods : normal approximation, Charlier series and Pearson system. Numerical investigation shows that the Pearson system and the Charlier series performs extremely well for various situations whereas the normal approximation show consistent underestimation and sensitive to the distribution of lead time. The same conclusion can be reached when the parameters are estimated from the sample based on the simulation study.

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스토케스틱 방법에 의한 공작기계의 안정성 해석

  • 김광준
    • 한국정밀공학회지
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    • 제1권1호
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    • pp.34-49
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    • 1984
  • The stability of machine tool systems is analyzed by considering the machining process as a stochastic process without decomposing into machine tool structural dynamics and cutting processes. In doing so the time series analysis technique developed by Wu and Pandit is applied systematically to the relative vibration between cutting tool and work- piece measured under actual working conditions. Various characteristic properties derived from the fitted ARMA(Autoregressive Moving Average) Models and those from raw data directly are investigated in relation with the system stability. Both damping ratio and absolute value of the characteristic roots of the AR part of the most significant dynamic mode are preferred as stability indicating factors to the other pro-perties such as theoretical variance .gamma. (o) or absolute power of the most dominant dynamic mode. Maximum aplitude during a certain interval and variance estimated from raw data are shown to be very sensi- tive to the type of the signal and the location of measurement point although they can be obtained rather easily. The relative vibration signal is also analyzed by FFT(Fast Fourier Transform) Analyzer for the purpose of comparison with the spectrums derived from the fitted ARMA models.

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Monitoring the asymmetry parameter of a skew-normal distribution

  • Hyun Jun Kim;Jaeheon Lee
    • Communications for Statistical Applications and Methods
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    • 제31권1호
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    • pp.129-142
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    • 2024
  • In various industries, especially manufacturing and chemical industries, it is often observed that the distribution of a specific process, initially having followed a normal distribution, becomes skewed as a result of unexpected causes. That is, a process deviates from a normal distribution and becomes a skewed distribution. The skew-normal (SN) distribution is one of the most employed models to characterize such processes. The shape of this distribution is determined by the asymmetry parameter. When this parameter is set to zero, the distribution is equal to the normal distribution. Moreover, when there is a shift in the asymmetry parameter, the mean and variance of a SN distribution shift accordingly. In this paper, we propose procedures for monitoring the asymmetry parameter, based on the statistic derived from the noncentral t-distribution. After applying the statistic to Shewhart and the exponentially weighted moving average (EWMA) charts, we evaluate the performance of the proposed procedures and compare it with previously studied procedures based on other skewness statistics.

도로 네트워크 데이타베이스에서 근사 색인을 이용한 k-최근접 질의 처리 (k-Nearest Neighbor Querv Processing using Approximate Indexing in Road Network Databases)

  • 이상철;김상욱
    • 한국정보과학회논문지:데이타베이스
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    • 제35권5호
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    • pp.447-458
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    • 2008
  • 본 논문에서는 도로 네트워크 데이타베이스에서 정적 객체의 k-최근접 이웃 질의를 효율적으로 처리하기 위한 방안을 논의한다. 기존의 여러 기법들은 인덱스를 사용하지 못했는데, 이는 네트워크 거리가 순서화 된 거리함수가 아니며 삼각 부등식(triangular inequality) 성질 또한 만족하지 못하기 때문이다. 이러한 기존 기법들은 질의 처리 시 심각한 성능 저하의 문제를 가진다. 선계산된 네트워크 거리를 이용하는 또 다른 기법은 저장 공간의 오버헤드가 크다는 문제를 갖는다. 본 논문에서는 이러한 두 가지 문제점들을 동시에 해결하기 위하여 객체들 간의 네트워크 거리를 근사하여 객체들에 대한 인덱스를 구축하고, 이를 이용하여 k-최근접 이웃 질의를 처리하는 새로운 기법을 제안한다. 이를 위하여 본 논문에서는 먼저 네트워크 공간상의 객체를 유클리드 공간상으로 사상하기 위한 체계적인 방법을 제시한다. 특히, 삼각 부등식 성질을 만족시키기 위하여 평균 네트워크 거리라는 새로운 거리 개념을 제시하고, 유클리드 공간으로의 사상을 위하여 FastMap 기법을 사용한다. 다음으로, 평균 네트워크 거리와 FastMap을 사용하여 네트워크 공간상의 객체들로 인덱스를 구축하는 근사 색인 알고리즘을 제시한다. 또한, 구축한 인덱스를 사용하여 k-최근접 이웃 질의를 효과적으로 수행하는 알고리즘을 제안한다. 마지막으로, 실제 도로 네트워크를 이용한 다양한 실험을 통하여 제안된 기법의 우수성을 규명한다.

여성 스커트 길이 스타일 변화주기에 관한 연구 - 1950년부터 2013년까지 Vogue 자료를 중심으로 - (Style changes on women's hemline length - Focus on daywear in Vogue's 1950~2013 magazine -)

  • 안인숙
    • 복식문화연구
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    • 제22권4호
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    • pp.543-554
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    • 2014
  • The purpose of this study was to find whether hemline cycles exist and whether hemlines show greater within-year variability over time. Utilizing US Vogue data from 1950 to 2013 on hemline length of women's daywear, total 2102 day-dresses or skirts on full fashion pictures were analyzed. The skirt length was divided by the total length of figure in the picture which was measured from shoulder to ankle. Aggregated yearly means smoothed by means of three-point moving averages were used to provide a better indication of the long-term direction of movement of the hemline. Within-year hemline variability was smoothed by the way of three-point moving average as well. The data showed five cycles on hemline change processes. The first cycle took 21 years from 1950 to 1971, which was the longest period and had the biggest hemline changes. The second cycle was the shortest from 1971 to 1977, in which hemline moved between below-knee length and midcalf. The hemline in the third cycle moved between midcalf and miniskirt. The third cycle took 16 years from 1977 to 1993. The forth was a short cycle from 1998 to 2001, and hemlines moved moderately between below-knee length and above-knee length. The fifth cycle has been on going since 2001, and the hemline has been getting longer after 2007. The within-year variability of hemlines was bigger in 1980s than previous years and was steadily increased.

Process Fault Probability Generation via ARIMA Time Series Modeling of Etch Tool Data

  • Arshad, Muhammad Zeeshan;Nawaz, Javeria;Park, Jin-Su;Shin, Sung-Won;Hong, Sang-Jeen
    • 한국진공학회:학술대회논문집
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    • 한국진공학회 2012년도 제42회 동계 정기 학술대회 초록집
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    • pp.241-241
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    • 2012
  • Semiconductor industry has been taking the advantage of improvements in process technology in order to maintain reduced device geometries and stringent performance specifications. This results in semiconductor manufacturing processes became hundreds in sequence, it is continuously expected to be increased. This may in turn reduce the yield. With a large amount of investment at stake, this motivates tighter process control and fault diagnosis. The continuous improvement in semiconductor industry demands advancements in process control and monitoring to the same degree. Any fault in the process must be detected and classified with a high degree of precision, and it is desired to be diagnosed if possible. The detected abnormality in the system is then classified to locate the source of the variation. The performance of a fault detection system is directly reflected in the yield. Therefore a highly capable fault detection system is always desirable. In this research, time series modeling of the data from an etch equipment has been investigated for the ultimate purpose of fault diagnosis. The tool data consisted of number of different parameters each being recorded at fixed time points. As the data had been collected for a number of runs, it was not synchronized due to variable delays and offsets in data acquisition system and networks. The data was then synchronized using a variant of Dynamic Time Warping (DTW) algorithm. The AutoRegressive Integrated Moving Average (ARIMA) model was then applied on the synchronized data. The ARIMA model combines both the Autoregressive model and the Moving Average model to relate the present value of the time series to its past values. As the new values of parameters are received from the equipment, the model uses them and the previous ones to provide predictions of one step ahead for each parameter. The statistical comparison of these predictions with the actual values, gives us the each parameter's probability of fault, at each time point and (once a run gets finished) for each run. This work will be extended by applying a suitable probability generating function and combining the probabilities of different parameters using Dempster-Shafer Theory (DST). DST provides a way to combine evidence that is available from different sources and gives a joint degree of belief in a hypothesis. This will give us a combined belief of fault in the process with a high precision.

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하둡 에코시스템을 활용한 로그 데이터의 이상 탐지 기법 (Anomaly Detection Technique of Log Data Using Hadoop Ecosystem)

  • 손시운;길명선;문양세
    • 정보과학회 컴퓨팅의 실제 논문지
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    • 제23권2호
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    • pp.128-133
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    • 2017
  • 최근 대용량 데이터 분석을 위해 다수의 서버를 사용하는 시스템이 증가하고 있다. 대표적인 빅데이터 기술인 하둡은 대용량 데이터를 다수의 서버로 구성된 분산 환경에 저장하여 처리한다. 이러한 분산 시스템에서는 각 서버의 시스템 자원 관리가 매우 중요하다. 본 논문은 다수의 서버에서 수집된 로그 데이터를 토대로 간단하면서 효율적인 이상 탐지 기법을 사용하여 로그 데이터의 변화가 급증하는 이상치를 탐지하고자 한다. 이를 위해, 각 서버로부터 로그 데이터를 수집하여 하둡 에코시스템에 저장할 수 있도록 Apache Hive의 저장 구조를 설계하고, 이동 평균 및 3-시그마를 사용한 세 가지 이상 탐지 기법을 설계한다. 마지막으로 실험을 통해 세 가지 기법이 모두 올바로 이상 구간을 탐지하며, 또한 가중치가 적용된 이상 탐지 기법이 중복을 제거한 더 정확한 탐지 기법임을 확인한다. 본 논문은 하둡 에코시스템을 사용하여 간단한 방법으로 로그 데이터의 이상을 탐지하는 우수한 결과라 사료된다.

궤도틀림 진전 예측을 위한 시계열 모델 적용 (Application of Time-Series Model to Forecast Track Irregularity Progress)

  • 정민철;김건우;김정훈;강윤석;공정식
    • 한국전산구조공학회논문집
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    • 제25권4호
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    • pp.331-338
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    • 2012
  • 현재 국내에서 EM-120에 의해 검측된 틀림 데이터는 매우 불규칙적인 형태를 나타내며 데이터 분석 시 다양한 문제점을 가지고 있다. 본 연구에서는 궤도의 효율적인 유지관리를 위해 검측된 틀림데이터의 특징과 문제점을 분석하고, 이를 보완할 수 있는 효율적인 처리 기법을 개발하였으며, 정제된 데이터의 ARIMA 분석을 통해 검측데이터와 계절 변화의 상관관계 분석을 수행하였다. 또한 회귀모형, 지수평활법, ARIMA 모형 등 다양한 예측 모델의 적용을 통해 검측 데이터의 시계열 분석을 수행하고, 궤도 틀림 데이터의 예측 모델에 적합한 최적 모델 선정과 관련한 연구를 수행하였다.