• Journal of Korean Society for Quality Management
• /
• v.9 no.2
• /
• pp.26-30
• /
• 1981

A typical industrial data - monitoring scheme often requires trend detection Trend detection can be accomplished in many ways. Common statistical methods are the sign test, the run test, and the trend test. Graphical methods include various smoothing schemes and the cusum. The cusum has established itself as an efficient method of detecting changes in the mean level of a process being monitored. The cusum requires a "target value" with which the raw data are compared. At production start - up it is often difficult to designate the target value. This paper offers a means of initiating the cusum technique without a target value.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.26 no.4B
• /
• pp.355-362
• /
• 2006

Several techniques of MK test, Spearman's Rho test, Linear Regression test, CUSUM test, Cumulative Deviation, Worsley Likelihood Ratio test, Rank Sum test, and Students' t test were applied to detect the trends of slope and shift which exist in hydrologic and climate time series. The time series of annual rainfall, inflow, tree ring index, and southern oscillation index (SOI) were used and the trends of these series were compared in the study. From the results, it can be found that the data could be classified into two categories such as linear trend and shift. 4 series data of 8 rainfall series which reveal the trend show the shift and 8 series data of 18 tree ring index and March and April series of monthly SOI data show shift. Moreover, ADF test and BDS test were used to test stationarity and non-linearity of the data. In conclusion, through the study, various trend analysis techniques were compared and 6 kinds of characteristics which can exist in hydrologic time series were identified.

• Journal of Korean Society on Water Environment
• /
• v.26 no.6
• /
• pp.895-902
• /
• 2010

The effect of seasonality on water quality variation is very significant. Generally, it reduce the power of the trend extraction. A parametric time-series model was used for detecting trends in historic constituent concentration data. The effect of seasonality is able to remove from time series decomposition technique. According to such statistic methode, long-term water quality trend analysis system (NTrend 1.0) was developed by Nakdong River Water Environmental Research Center. The trend analysis of BOD variation was conducted with NTrend 1.0 at Goreong and Moolkum site in Nakdong river to show the effect of water quality management action plan. Power test of trend extraction was tried each case of 'deseasonalized and deannulized' data and 'deseasonalized' data. Analysis period was from 1989 to 2006, and it's period was divided again three times, 1989~1993, 1994~1999 and 2000~2006 according to action plan period. The BOD trend was downward in Goreong site during three times and it's trend slope was very steep, and upward in Moolkum during 1989~1993, but it was turned downward during 1994~1999 and 2000~2006. It was revealed that it's very effective to reduce the concentration of BOD by water quality management action plan in that watershed. The result of power test was shown that it is high for trend extraction power in case of 'deseasonalized' data.

• KDI Journal of Economic Policy
• /
• v.35 no.2
• /
• pp.107-131
• /
• 2013

In this paper, we test and estimate the stochastic non-fundamental trend in Korean stock market. For this, following Kim (2011), we exploit that the long-run equilibrium stock price may be decomposed into fundamental and stochastic non-fundamental trends (i.e., the sum of dividend innovations and a part that are orthogonal with the dividend innovations) by using the Beveridge-Nelson decomposition and projections. In this VAR construction, there is an error correction mechanism through which stock prices converge to their long-run equilibrium, which also contain the stated stochastic non-fundamental trend as well as fundamental trend. The estimation and test results using yearly data from the Korea (1976-2012) indicated that fluctuations in stock prices during that period can be explained mainly not by the stochastic non-fundamental trend but by the dividend trend. However, during some periods like after Seoul Olympic Games, we may observe the non-fundamental trend affected to the stock price variation.

• The Korean Journal of Applied Statistics
• /
• v.21 no.6
• /
• pp.933-945
• /
• 2008

The genetic association test on age of onset trait aims to detect the putative gene by means of linear rank tests for a significant trend of onset distributions with genotypes. However, due to the selective sampling of recruiting subjects with ages less than a pre-specified limit, the genotype groups are subject to substantially different censored distributions and thus this is one reason for the low efficiencies in the linear rank tests. In testing the equality of two survival distributions, log-rank statistic is preferred to the Wilcoxon statistic, when censored observations are nonignorable. Therefore, for more then two groups, we propose a generalized log-rank test for trend as a genetic association test. Monte Carlo studies are conducted to investigate the performances of the test statistics examined in this paper.

• Communications for Statistical Applications and Methods
• /
• v.3 no.2
• /
• pp.275-282
• /
• 1996

A life distribution F with survival function $\overline{F}$=1-F, finite mean $\mu$ and mean residual life m(t) is said to be NBUE(NWUE) if m(t)$\leq$($\geq$) .$\mu$ for t$\geq$0. This NBUE property can equivalently be characterized by the fact that $\varphi$(u)$\geq$($\leq$)u for 0$\leq$u$\leq$1, where $\varphi$(u) is the scaled total-time-on test transform of F. A generalization of the NBUE properties is that there is a value of p such that $\varphi$(u)\geq.u$ for 0$\leq$u$\leq$p and $\varphi$(u)\leq$$\leq$u$\leq$1, or vice versa. This means that we have a trend change in the NBUE property. In this paper we point out an error of Klefsjo's paper (1988). He erroneously takes advantage of trend change point of failure rate to calculate the empirical test size and power in lognormal distribution. We solves the trend change point of mean residual lifetime and recalculate the empirical test size and power of Klefsjo (1988) in mocensoring case.

• Journal of Genetic Medicine
• /
• v.5 no.1
• /
• pp.7-14
• /
• 2008

Twenty years have passed since a prenatal screening for Down syndrome and neural tube defect was applied to obstetric field. The Quad test (AFP, hCG, uE3, Inhibin-A) of the second trimester and the combination test (PAPP-A, hCG, NT) of the first trimester became popular now. The recent trend of prenatal screening is to combine these two screening tests together in order to increase a detection rate of Down syndrome. Three types of screening methods are introduced as follows; integrated test, sequential test and contingent test. In addition to combination of each test, an incorporation of characteristic ultrasound findings of Down syndrome is suggested for its risk calculation. The absence of fetal nasal bone would be a very useful marker especially in the first trimester screening test. According to a change of way calculating risk of Down syndrome, obstetrician's role will be more increased not by passive participation, but by active participation using ultrasound in risk calculation.

• Journal of the Korean Society of Hazard Mitigation
• /
• v.9 no.6
• /
• pp.17-30
• /
• 2009

In this study, the existence of possible deterministic longterm trend of precipitation amount, monthly maximum precipitation, rain day, the number of rain day greater than 20mm, 30mm, and 80mm was analyzed using the Mann-Kendall rank test and the data from 62 stations between 1905 and 2004 in South Korea. Results indicate that the annual and monthly rainfall amount increases and the number of rain days which have more than 80mm rainfall a day, increases. However the number of rain days decreases. Also, monthly trend analysis of precipitation amount and monthly maximum precipitation increases in Jan., May, Jun., Jul., Aug., and Sep. and they decrease in Mar., Apr., Oct., Nov., and Dec. Monthly trend of the number of rain day greater than 20mm, 30mm, and 80mm increases in Jun., Jul., Aug., and Sep. However results of Mann-Kedall test demonstrated that the ratio of stations, which have meaningful longterm trend in the significance level of 90% and 95%, is very low. It means that the random variability of the analyzed precipitation related data is much greater than their linear increment.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.34 no.1
• /
• pp.117-133
• /
• 2014

In this study, we analysed impacts of the recent increasing trend of exceedance rainfall thresholds for separation of data set and different research periods using Quantile Regression (QR) approach. And also we performed significant test for time series data using linear regression, Mann-Kendall test and Sen test over the Korean major 8-city. Spring and summer precipitation was tend to significant increase, fall and winter precipitation was tend to decrease, and heavy rainy days in last 30 years have increased from 3.1 to 15 percent average. In addition, according to the annual ranking of rainfall occurs Top $10^{th}$ percentile of precipitation for 3IQR (inter quartile range) of the increasing trend, most of the precipitation at the point of increasing trend was confirmed. Quantile 90% percentile of the average rainfall 43.5mm, the increasing trend 0.1412mm/yr, Quantile 99% percentile of the average rainfall 68.0mm, the increasing trend in the 0.1314mm/yr were analyzed. The results can be used to analyze the recent increasing trend for the annual maximum value series information and the threshold extreme hydrologic information. And also can be used as a basis data for hydraulic structures design on reflect recent changes in climate characteristics.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2010.05a
• /
• pp.1099-1103
• /
• 2010

본 연구에서는 기후변화로 인한 부산 강우특성을 고려하고 강수량의 증감을 알아보기 위하여 부산 기상청 지점의 강우 자료를 수집하고 분석하여 월, 계절, 연 평균강우와 지속시간별 연최대 강우량 및 강우강도(30 mm 이상)를 Trend 분석하였다. 분석기법은 T Test, Hotelling Pabst Test, Non Linear Test, Mann-Kendall Test, Sen Test이고 0.99, 0.95, 0.90의 유의수준별로 분석하였다. 분석된 결과는 1등급에서 4등급까지 등급화하고, 특히 Sen Test의 Slope는 빈도분석하여 등급화하였다.