• Title/Summary/Keyword: serial-correlation

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The Review of Design and Installation of the Thermal Relief Valve with It's Surrounding Facility in a Chemical Plant Piping System (배관계에서 열팽창을 고려한 열팽창매출변 및 주변설비의 설계와 설치에 관한 고찰)

  • 차순철;김영배
    • Journal of the Korean Professional Engineers Association
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    • v.30 no.3
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    • pp.104-114
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    • 1997
  • Throughout the practical process engineering design and commissioning 8E startup experiences focused on chemical process safety, the review of design and installation of the thermal relief valve with its surrounding facility in a chemical plant piping system is made to help the better understanding of the piping system of characteristics of thermal relief valve which Is consisting of theoretical approach, correlation in terms of temperature and pressure increase caused by external heat supply in a piping system, consideration of thermal relief valve design, pressure relieving system of serial thermal relief valves and exception of their installation. It is earnestly recommended that following topic should be implemented during thermal relief valve design, installation and normal operation as well.

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Modeling of random effects covariance matrix in marginalized random effects models

  • Lee, Keunbaik;Kim, Seolhwa
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.3
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    • pp.815-825
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    • 2016
  • Marginalized random effects models (MREMs) are often used to analyze longitudinal categorical data. The models permit direct estimation of marginal mean parameters and specify the serial correlation of longitudinal categorical data via the random effects. However, it is not easy to estimate the random effects covariance matrix in the MREMs because the matrix is high-dimensional and must be positive-definite. To solve these restrictions, we introduce two modeling approaches of the random effects covariance matrix: partial autocorrelation and the modified Cholesky decomposition. These proposed methods are illustrated with the real data from Korean genomic epidemiology study.

Design of Combined Shewhart-CUSUM Control Chart using Bootstrap Method (Bootstrap 방법을 이용한 결합 Shewhart-CUSUM 관리도의 설계)

  • 송서일;조영찬;박현규
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.25 no.4
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    • pp.1-7
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    • 2002
  • Statistical process control is used widely as an effective tool to solve the quality problems in practice fields. All the control charts used in statistical process control are parametric methods, suppose that the process distributes normal and observations are independent. But these assumptions, practically, are often violated if the test of normality of the observations is rejected and/or the serial correlation is existed within observed data. Thus, in this study, to screening process, the Combined Shewhart - CUSUM quality control chart is described and evaluated that used bootstrap method. In this scheme the CUSUM chart will quickly detect small shifts form the goal while the addition of Shewhart limits increases the speed of detecting large shifts. Therefor, the CSC control chart is detected both small and large shifts in process, and the simulation results for its performance are exhibited. The bootstrap CSC control chart proposed in this paper is superior to the standard method for both normal and skewed distribution, and brings in terms of ARL to the same result.

Implementation of 4 Channel Photo-Plethysmogram System(I) (4 채널의 Photo-plethysmogram 시스템 구현에 관한 연구(I))

  • Kim, Hyoung-Tae;Han, Soon-Chen;Kim, Jung-Kuk;Huh, Woong;Park, Young-Bae
    • Proceedings of the IEEK Conference
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    • 2002.06e
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    • pp.253-256
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    • 2002
  • In this paper, we implement the volume pulse detection system which can quantitatively represent an artery elasticity. The system consists of transducer which has IRLED-photodiode detecter, temperature sensor, filters, preprocessing circuits, A/D converter, serial communication part and computer system. In order to presume the artery elasticity information we measure the volume pulse at four points and then evaluate the transition time, distance and the correlation coefficient of the pulse wave between the points. We test the system with 10 subjects during the week for basic experiment and obtain the data at four points. As the result of experiment, we can detect normalized volume pulse wave and evaluated parameter with effectively.

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Assessment of Properties of Error Terms in Design of Experiment (실험계획법에서 오차항의 가정 검토방안)

  • Choe, Seong-Un
    • Proceedings of the Safety Management and Science Conference
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    • 2012.04a
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    • pp.579-583
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    • 2012
  • The Design of Experiment (DOE) is a most practical technique when establishing an optimal condition for production technology in Six Sigma innovation project. This research proposes the assessment of properties of error terms, such as normality, equal variance, unbiasedness and independence. The properties of six nonparametric ranking techniques for checking normality assumption are discussed as well as run test which is used to identify the randomness, and to check unbiased assumption. Furthermore, Durbin-Watson (DW) statistics and ARIMA (p,d,q) process are discussed to identify the serial correlation.

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Sensitivity Analysis of Control Charts with Autocorrelated Data (자기상관자료를 갖는 관리도의 민감도 분석)

  • 조영찬;송서일
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.22 no.51
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    • pp.1-10
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    • 1999
  • In recent industry society, it is revealed that, as an increase in the use of automated manufacturing and process inspection technology, the data from mass production system exhibits some degrees of autocorrelation. The operation characteristics of traditional control charts developed under the independence assumption are adversely affected by the presence of serial correlation. Therefore, when autocorrelated construction contacted with time-series models explain, the time-series models are the Box-Jenkins forecast models which have been proposed as the best forecasting tool which allows for partitioning of variation into result from the autocorrelation structure and variation due to unusual but assignable causes. In this paper, for the AR(1) process of Box-Jenkins forecast models, when the constant term ξ are zero and different from zero, I want to analyze the sensitivity of (equation omitted), CUSUM and EWMA control chart for forecast residuals.

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STATISTICAL PREDICTION OF THE ANNUAL CATCHES OF ANCHOVY, ENGRAULIS JAPONICA, IN KOREA BY MEANS OF PAST DATA (어획 통계고에 의한 멸치의 장기 변동 분석)

  • CHANG Jee-Won;SU Doo-Ok
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.3 no.1
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    • pp.45-51
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    • 1970
  • By means of past data, taken from the annual catches of anchovy landings in Korea, from the year 1926 to 1967, as reported in the Annual Statistical deports of Fisheries, the future annual catches from the year 1968 to 1973 were predicted by statistical extrapolation. The trend C(t) in the 42 year period above was interpreted by the least square method. Also, the ratio of the actual annual catches Ct to this trend C(t) was regarded as a stationary variate and the serial correlation coefficients $r_k$ were calculated. The type of statistical variate model was therefore determined by the correlogram. A periodical analysis, using Whittaker's method, was performed and a harmonic analysis was also performed. According to these calculations the stationary variate at was fixed and the annual catches following the year 1967 were predicted by extrapolation.

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Model Classification and Evaluation of Measurement Uncertainty (측정 불확도 모형 분류 및 평가)

  • Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
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    • v.9 no.1
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    • pp.145-156
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    • 2007
  • This paper is to propose model classification and evaluation of measurement uncertainty. In order to obtain type A and B uncertainty, variety of measurement mathematical models are illustrated by example. The four steps to evaluate expanded uncertainty are indicated as following; First, to get type A standard uncertainty, measurement mathematical models of single, double, multiple, design of experiment and serial autocorrelation are shown. Second, to solve type B standard uncertainty measurement mathematical models of empirical probability distributions and multivariate are presented. Third, type A and B combined uncertainty, considering sensitivity coefficient, linearity and correlation are discussed. Lastly, expanded uncertainty, considering degree of freedom for type A, B uncertainty and coverage factor are presented with uncertainty budget. SPC control chart to control expanded uncertainty is shown.

A Study on Engineering Design IT Installation of Thermal Relief Valve in a Chemical Plant (화학플랜트에서의 릴리프밸브 설계에 관한 고찰)

  • Char, Soon-Chul;Hwang, Soon-Yong;Jang, Seo-Il
    • Journal of the Korea Safety Management & Science
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    • v.8 no.4
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    • pp.39-51
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    • 2006
  • Based on the practical process engineering design and commissioning and startup operation experiences focused on chemical process safety, the comprehensive review of engineering design and installation of the thermal relief valve with its surrounding facility in a chemical plant piping system is provided to enhance the better understanding of the piping system of characteristics of thermal relief valve which is comprised of the theoretical approach, correlation in terms of temperature and pressure increase caused by external heat supply in a piping system, consideration of thermal relief valve engineering design, pressure relieving system of serial thermal relief valves and exception of their installation. It is earnestly suggested that following topic should be implemented during thermal relief valve engineering design, installation and normal operation as well.

Performance of UWB Ranging in Multipath and Multiuser Environments (다중경로 다중사용자 환경에서의 초광대역 거리추정의 성능 분석)

  • Lee Joon-Yong;Yoo Sungyul
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.30 no.12C
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    • pp.1125-1132
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    • 2005
  • Ultra-wideband (UWB) ranging poses a set of time delay estimation problems for designers. The possibility of a large error can be a challenging problem for accurate ranging and positioning. An approximate analysis of large error performance of UWB ranging in multipath and multiuser environments is posed. Both analytical and experimental approaches are taken to evaluate the large error variance in a correlation-based serial search scenario.