• Communications for Statistical Applications and Methods
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• 제19권5호
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• pp.639-646
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• 2012

The exponential continuous time GARCH(p,q) model for financial assets suggested by Haug and Czado (2007) is considered, where the log volatility process is driven by a general L$\acute{e}$vy process and the price process is then obtained by using the same L$\acute{e}$vy process as driving noise. Uniform ergodicity and ${\beta}$-mixing property of the log volatility process is obtained by adopting an extended generator and drift condition.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2005년도 춘계 학술발표회 논문집
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• pp.191-196
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• 2005

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 MLE of the process change point when control charts with the fixed sampling rate (FSR) scheme or the variable sampling rate (VSR) scheme monitor a process to detect changes in the process mean and/or variance of a normal quality variable.

• 품질경영학회지
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• 제32권4호
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• pp.229-241
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• 2004

Process capability index is used to determine whether a production process is capable of producing items within a specified tolerance. The index $C_{pmk}$ is the third generation process capability index. This index is more powerful than two useful indices $C_p$ and $C_{pk}$. Whether a process distribution is clearly normal or nonnormal, there may be some questions as to which any process index is valid or should even be calculated. As far as we know, yet there is no result for statistical inference with process capability index $C_{pmk}$. However, asymptotic method and bootstrap could be studied for good statistical inference. In this paper, we propose various bootstrap confidence limits for our process capability Index $C_{pmk}$. First, we derive bootstrap asymptotic distribution of plug-in estimator $C_{pmk}$ of our capability index $C_{pmk}$. And then we construct various bootstrap confidence limits of our capability index $C_{pmk}$ for more useful process capability analysis.

• 한국초등수학교육학회지
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• 제20권1호
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• pp.55-69
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• 2016

본 연구는 통계적 문제해결 과정의 관점에서, 우리나라 초등 수학교과서의 통계 영역 지도 방식을 분석하였다. 그 결과 통계적 문제 해결의 4단계 중에서 자료 분석단계에 대한 집중도가 심한 것으로 드러났고, 문제 설정과 자료 수집, 결과 해석단계의 비중이 매우 저조한 것으로 분석되었다. 이를 토대로 초등 수학교과서의 통계 영역 교과서 개발과 관련된 시사점을 논의하였다.

• Transactions on Electrical and Electronic Materials
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• 제10권5호
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• pp.177-181
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• 2009

Employing statistical design of experiments, we have performed studies on the characterization of electrodes using $TiO_2$ and process variables in the fabrication process of nanocrystalline dye sensitized solar cell. Systematic experiment to identify the effects of process variables on cell's efficiency has based on broad-band absorption of light by tailor made organometallic dye molecules dispersed on a high surface of $TiO_2$. Employing statistical design of experiment on $TiO_2$ photoelectrode forming process, structural characterization of electrodes and process variable have been investigated. Through the statistical analysis we have found that the particle size of $TiO_2$ and the amount of PEG/PEO are significantly affecting on the cell efficiency. In addition, a significant amount of interaction exists between the particle size and the amount of PEG/PEO.

• 산업공학
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• 제16권3호
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• pp.344-351
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• 2003

Critical dimension is one of the most important characteristics of up-to-date integrated circuit devices. Hence, critical dimension control in a semiconductor wafer fabrication process is inevitable in order to achieve optimum device yield as well as electrically specified functions. Currently, in complex semiconductor wafer fabrication processes, statistical methodologies such as Shewhart-type control charts become crucial tools for practitioners. Meanwhile, given a critical dimension sampling plan, the analysis of variance technique can be more effective to investigating critical dimension variation, especially for on-chip and on-wafer variation. In this paper, relating to a typical sampling plan, linear statistical models are presented for the analysis of critical dimension variation. A case study is illustrated regarding a semiconductor wafer fabrication process.

• 품질경영학회지
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• 제35권2호
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• pp.37-44
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• 2007

Today, the statistical process control (SPC) in manufacture environment is an important role at the process by the productivity improvement of the manufacturing systems. The control chart in this statistical method is widely used as an important statistical tool to find the assignable cause that provoke the change of the process parameters such as the mean of interest or standard deviation. But the traditional SPC don't grasp the change of process according to the points fallen the near control limits because of monitoring the variance of process such as the fixed sampling interval and the sample size and handle the cost of the aspect of these sample point. The control chart can be divided into the statistical and economic design. Generally, the economic design considers the cost that maintains the quality level of process. But it is necessary to consider the cost of the process improvement by the learning effects. This study does the economic design in the VSI $\bar X$ control chart and added the concept of loss function of Taguchi in the cost model. Also, we preyed that the VSI $\bar X$ control chart is better than the FSI $\bar X$ in terms of the economic aspects and proposed the standard of the process improvement using the VSI $\bar X$ control chart.

• 산업경영시스템학회지
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• 제39권1호
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• pp.130-139
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• 2016

The purpose of this paper is to analyze the problems and the sources of defective products and draw improvement plans in a small plastic boat manufacturing process using TOC (Theory Of Constraints) and statistical analysis. TOC is a methodology to present a scheme for optimization of production process by finding the CCR (Capacity Constraints Resource) in the organization or the all production process through the concentration improvement activity. In this paper, we found and reformed constraints and bottlenecks in plastic boat manufacturing process in the target company for less defect ratio and production cost by applying DBR (Drum, Buffer, Rope) scheduling. And we set the threshold values for the critical process variables using statistical analysis. The result can be summarized as follows. First, CCRs in inventory control, material mix, and oven setting were found and solutions were suggested by applying DBR method. Second, the logical thinking process was utilized to find core conflict factors and draw solutions. Third, to specify the solution plan, experiment data were statistically analyzed. Data were collected from the daily journal addressing the details of 96 products such as temperature, humidity, duration and temperature of heating process, rotation speed, duration time of cooling, and the temperature of removal process. Basic statistics and logistic regression analysis were conducted with the defection as the dependent variable. Finally, critical values for major processes were proposed based on the analysis. This paper has a practical importance in contribution to the quality level of the target company through theoretical approach, TOC, and statistical analysis. However, limited number of data might depreciate the significance of the analysis and therefore it will be interesting further research direction to specify the significant manufacturing conditions across different products and processes.

• Journal of the Korean Statistical Society
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• 제22권2호
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• pp.259-269
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• 1993

A moving average model, LMA(q) and an autoregressive-moving average model, NLARMA(p, q), with Laplacian marginal distribution are constructed and their properties are discussed; Their autocorrelation structures are completely analogus to those of Gaussian process and they are partially time reversible in the third order moments. Finally, we study the mixing property of NLARMA process.

• Journal of the Korean Statistical Society
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• 제28권4호
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• pp.515-522
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• 1999

A repair process of a system consisting of both perfect repairs and minimal repairs is introduced. The type of repair, when the system fails, is determined by an embedded two state Markov chain. We study several stochastic properties of the process including the preservation of ageing properties and the monotonicities of the time between successive repairs. After assigning repair costs to the process, we also show that an optimal repair policy uniquely exists, if the underlying life distribution of the system has DMRL.