• Journal of KIISE
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• v.42 no.6
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• pp.748-754
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• 2015

This paper proposes a sequential state estimation model consisting of continuous and discrete variables, as a way of generalizing all discrete-state factorial HMM, and gives a design of gait motion model based on the idea. The discrete state variable implements a Markov chain that models the gait dynamics, and for each state of the Markov chain, we created a Gaussian process over the space of the continuous variable. The Markov chain controls the switching among Gaussian processes, each of which models the rotation or various views of a gait state. Then a particle filter-based algorithm is presented to give an approximate filtering solution. Given an input vector sequence presented over time, this finds a trajectory that follows a Gaussian process and occasionally switches to another dynamically. Experimental results show that the proposed model can provide a very intuitive interpretation of video-based gait into a sequence of poses and a sequence of posture states.

• Proceedings of the Korean Statistical Society Conference
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• 2005.05a
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• pp.31-36
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• 2005

EDF에 근거한 Cramer-von Mises 형태의 통계량을 합교원리를 이용하여 다변량으로 일반화한다. 그리고 제안된 통계량의 귀무가설에서의 극한분포를 적절한 공분산함수를 가진 가우스 과정의 적분의 형태로 표현하고 통계량의 근사적인 계산방법을 고려한다.

• The Korean Journal of Financial Studies
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• v.12 no.1
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• pp.1-17
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• 2006

쇄신의 분산이 무한인 주가시계열이 장기의존성 과정에 의하여 생성되고 있는가 또는 생성되고 있지 않는가를 검정하고자 한다. 기존의 연구가 쇄신의 분산이 유한한 경우에 한정하여 장기의존성 주가 과정에 대한 장기기억성이 검토되어왔다. 이 논문에서는 쇄신의 분산이 유한한 경우와 무한한 경우에 다같이 적용되는 방법들을 한국종합주가지수의 일별수익률에 적용하여 장기기억 모수를 추정 검정한다. 추정방법으로서는 분수 가우스 잡음, 가우스 분수적분 자기회기 이동평균, 선형 분수안정잡음 등이 형성되는 상황에 절대값 방법, 분수 방법과 총량화 Whittle 방법을 사용한다. 한국종합주가지수의 일별대수수익률 시계열은 분산이 무한한 경우에도 장기의존성과정에 의하여 생성되고 있다. 극치가 존재해도 장기기억과정이 형성 되고 있다.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.48 no.3
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• pp.175-185
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• 2020

The six-DOF aerodynamic coefficients of a missile entail inherent physical gradient constraints originated from the geometric characteristics of a cylindrical fuselage. To effectively adopt the freely available gradient information in aerodynamic coefficients modeling, this research employed gradient-enhanced (GE) Gaussian process. To investigate the accuracy of aerodynamic coefficients predicted with gradients information, we compared two Gaussian-process-based models: ordinary and GE Gaussian process models with and without gradient information, respectively. As a result, we found that GE Gaussian process models were able to comply with imposed gradient information and more accurate than ordinary Gaussian process models. However, we also found that GE Gaussian process modeling cannot handle gradient information continuously and ends up with more samples due to additional gradient information.

• 한국지구물리탐사학회:학술대회논문집
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• 2006.06a
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• pp.131-135
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• 2006

A seismic waveform inversion for prestack seismic data based on the Gauss-Newton method is presented. The Gauss-Newton method for seismic waveform inversion was proposed in the 80s but has rarely been studied. Extensive computational and memory requirements have been principal difficulties. To overcome this, we used different sizes of grids in the inversion stage from those of grids in the wave propagation simulation, temporal windowing of the simulation and approximation of virtual sources for calculating partial derivatives, and implemented this algorithm on parallel supercomputers. We show that the Gauss-Newton method has high resolving power and convergence rate, and demonstrate potential applications to real seismic data.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.9 no.1
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• pp.18-24
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• 1984

Calculation of error probabilities for a coherent phase-shilft keyed communication system operating in a transionospheric scintillation channel is accomplished by means of the Gauss-quadrature integration formula. The channel model used, patterned after Rino's work, is slowly flat fading wherein the envelope of the received signal is modeled as the envelope of correlated Gaussian quadrature random processes. The error probability for the scintillation channel is calculated using actual ionospheric scintillation data for transmission in the UHF region(30-300MHz).

• The Korean Journal of Applied Statistics
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• v.19 no.2
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• pp.241-256
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• 2006

We generalize the $Cram{\acute{e}}r$-von Mises Statistic to test multivariate normality using Roy's union-intersection principle. We show the limit distribution of the suggested statistic is representable as the integral of a suitable Gaussian process. We also consider the computational aspects of the proposed statistic. Power performance is assessed in a Monte Carlo study.

• Journal of KIISE:Information Networking
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• v.29 no.5
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• pp.553-561
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• 2002

We present a novel service discipline, called linear service discipline, to serve multiple QoS queues sharing a resource and analyze its properties. The linear server makes the output traffic and the queueing dynamics of individual queues as a linear function of its input traffic. In particular, if input traffic is Gaussian, the distributions of queue length and output traffic are also Gaussian with their mean and variance being a function of input mean and input power spectrum (equivalently, autocorrelation function of input). Important QoS measures including buffer overflow probability and queueing delay distribution are also expressed as a function of input mean and input power spectrum. This study explores a new direction for network-wide traffic management based on linear system theories by letting us view the queueing process at each node as a linear filter.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.41 no.4
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• pp.31-37
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• 2004

Wavelet transform is a useful tool for analysis and process of image. This showed good performance in image compression and noise reduction. Wavelet coefficients can be effectively modeled by hidden Markov tree(HMT) model. However, in application of HMT model to image interpolation, training procedure is needed. Moreover, the parameters obtained from training procedure do not match input image well. In this paper, the structure of HMT is used for image interpolation, and the parameters of HMT are obtained from statistical characteristics across wavelet subbands without training procedure. In the proposed method, wavelet coefficient is modeled as Gaussian mixture model(GMM). In GMM, state transition probabilities are determined from statistical transition characteristic of coefficient across subbands, and the variance of each state is estimated using the property of exponential decay of wavelet coefficient. In simulation, the proposed method shows improvement of performance compared with conventional bicubic method and the method using HMT model with training.

• Journal for History of Mathematics
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• v.20 no.4
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• pp.85-92
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• 2007

In this paper We study Some history and development of Geometry from the early 19th century to the late 20th century.