• Title/Summary/Keyword: 상관성 기법

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Study on the validation methods of calibration considering correlations (상관관계를 반영한 신용등급 계량화 검정기법 연구)

  • Kim, Enn-Na;Ha, Jeong-Cheol
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.3
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    • pp.407-417
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    • 2010
  • In Basel II compliance, internal rating systems are allowed for banks to enhance the self control and the validation of the system are getting more important. The validation methods are composed of qualitative test and quantitative test, three basic standards of which are discriminatory power, stability and calibration. The aim of this article is to review the quantitative tests for calibration and find a new method for it. These methods for discrimination between forecasted PD and observed PD include binomial test, chi square test, Brier score, traffic lights approach, normal test and extended traffic lights approach. We introduce a modified extended traffic lights approach considering asset correlations.

A Novel Scheme for Code Tracking Bias Mitigation in Band-Limited Global Navigation Satellite Systems (위성 기반 측위 시스템에서의 부호 추적편이 완화 기법)

  • Yoo, Seung-Soo;Kim, Sang-Hun;Yoon, Seok-Ho;Song, Iich-Ho;Kim, Sun-Yong
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.32 no.10C
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    • pp.1032-1041
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    • 2007
  • The global navigation satellite system (GNSS), which is the core technique for the location based service, adopts the direct sequence/spread spectrum (DS/SS) as its modulation method. The success of a DS/SS system depends on the synchronization between the received and locally generated pseudo noise (PN) signals. As a step in the synchronization process, the tacking scheme performs fine adjustment to bring the phase difference between the two PN signals to zero. The most widely used tracking scheme is the delay locked loop with early minus late discriminator (EL-DLL). In the ideal case, the EL-DLL is the best estimator among various DLL. However, in the band-limited multipath environment, the EL-DLL has tracking bias. In this paper, the timing offset range of correlation function is divided into advanced offset range (AOR) and delayed offset range (DOR) centering around the correct synchronization time point. The tracking bias results from the following two reasons: symmetry distortion between correlation values in AOR and DOR, and mismatch between the time point corresponding to the maximum correlation value and the synchronization time point. The former and latter are named as the type I and type II tracking bias, respectively. In this paper, when the receiver has finite bandwidth in the presence of multipath signals, it is shown that the type II tracking bias becomes a more dominant error factor than the type I tracking bias, and the correlation values in AOR are not almost changed. Exploiting these characteristics, we propose a novel tracking bias mitigation scheme and demonstrate that the tracking accuracy of the proposed scheme is higher than that of the conventional scheme, both in the presence and absence of noise.

A Study on the VLSI Design of Efficient Color Interpolation Technique Using Spatial Correlation for CCD/CMOS Image Sensor (화소 간 상관관계를 이용한 CCD/CMOS 이미지 센서용 색 보간 기법 및 VLSI 설계에 관한 연구)

  • Lee, Won-Jae;Lee, Seong-Joo;Kim, Jae-Seok
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • v.43 no.11 s.353
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    • pp.26-36
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    • 2006
  • In this paper, we propose a cost-effective color filter may (CFA) demosaicing method for digital still cameras in which a single CCD or CMOS image sensor is used. Since a CFA is adopted, we must interpolate missing color values in the red, green and blue channels at each pixel location. While most state-of-the-art algorithms invest a great deal of computational effort in the enhancement of the reconstructed image to overcome the color artifacts, we focus on eliminating the color artifacts with low computational complexity. Using spatial correlation of the adjacent pixels, the edge-directional information of the neighbor pixels is used for determining the edge direction of the current pixel. We apply our method to the state-of-the-art algorithms which use edge-directed methods to interpolate the missing color channels. The experiment results show that the proposed method enhances the demosaiced image qualify from $0.09{\sim}0.47dB$ in PSNR depending on the basis algorithm by removing most of the color artifacts. The proposed method was implemented and verified successfully using verilog HDL and FPGA. It was synthesized to gate-level circuits using 0.25um CMOS standard cell library. The total logic gate count is 12K, and five line memories are used.

Hydrometeorological Drivers of Particulate Matter Using Satellite and Reanalysis Data (인공위성 및 재분석 자료를 이용한 미세먼지 농도와 수문기상인자의 상관성 분석)

  • Lee, Seul Chan;Jeong, Jae Hwan;Choi, Min Ha
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.100-100
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    • 2019
  • 최근 대기 중 미세먼지의 농도가 높은 일수가 급증하면서, 미세먼지를 저감하고자 하는 연구가 활발히 이루어지고 있다. 미세먼지는 주로 자동차 혹은 공장 등 인간 활동에 의한 오염물질 배출에 의해 발생하는 것으로 알려져 있으며, 태양복사에너지, 토양수분, 강우, 풍속 등의 수문기상학적 인자에 의해 발생, 이동, 소멸의 과정을 거친다. 현재 우리나라에서는 미세먼지 농도를 관측하기 위해 지점 기반의 관측소를 운영하고 있으며, 관측소가 위치하지 않은 지역의 미세먼지 농도는 선형 보간법 등을 활용한 내삽 기법을 통해 제공하고 있다. 그러나 미세먼지 농도는 다양한 수문기상인자들의 영향에 의한 차이가 크게 나타나기 때문에 지점 기반의 자료로는 해당 지역의 미세먼지 농도를 추정하는 데 어려움이 많다. 본 연구에서는 미세먼지의 공간적인 분포를 추정하고자 MODerate resolution Imaging Spectroradiometer (MODIS) 에어로졸 자료와 Global Land Data Assimilation System (GLDAS) 수문기상인자를 활용하여 미세먼지 농도에 영향을 주는 것으로 판단되는 다양한 수문기상인자들과의 상관성을 분석하였다. 미세먼지와 각 인자간의 상관성을 분석하여 높은 상관성을 갖는 수문기상인자들을 도출하고 최적의 선형회귀분석 모델을 구축하기 위해 베이지안 모델 평균(Bayesian Model Averaging, BMA)을 사용하였으며, 지점 데이터와의 비교를 통해 활용성을 검증하였다. 전체적으로 수문기상인자를 사용한 선형회귀분석 결과에서는 미세먼지농도 변화의 경향을 반영하고 있는 것을 확인할 수 있었으나, 계절별, 지역별 등 대기 특성을 고려하지 않아 각 기간의 급격한 농도 변화를 감지하기에 어려움이 있었다. 이러한 연구를 바탕으로 수문기상인자와 미세먼지 농도의 패턴이 더욱 정확히 분석된다면, 미세먼지 농도 모니터링과 정확한 예보 시스템의 구축에 효과적으로 활용 될 것으로 기대된다.

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Stability analysis of closely-spaced tunnel using RFEM (확률유한요소 해석에 의한 근접터널 안정성 분석)

  • Kim, Sang-Gyun
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.10 no.4
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    • pp.349-360
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    • 2008
  • In this paper, the modeling procedure of random field with an elasto-plastic finite element algorithm and probability of failure on closely-spaced tunnel were investigated. Local average subdivision (LAS) method which can generate discrete random variables fast and accurately as well as change the resolution in certain region was used. And correlated value allocating and weighted average method were suggested to implement geometrical characteristics of tunnel. After the probability of failure on the test problem was thoroughly investigated using random finite element method, the results were compared with the deterministic strength reduction factor method and single random variable method. Of particular importance in this work, is the conclusion that the probability of failure determined by simplified probabilistic analysis, in which spatial variability is ignored by assuming perfect correlation, can be estimated from the safety factor determined by strength reduction factor method. Also, single random variable method can lead to unconservative estimates of the probability of failure.

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Corelation of Television Drama's Rating and Image Production Techniques - Mainly on the Home Dramas - (TV 드라마의 시청률과 영상제작기법의 상관성 - 홈드라마를 중심으로 -)

  • Park, Dug-Chun
    • The Journal of the Korea Contents Association
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    • v.8 no.9
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    • pp.66-73
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    • 2008
  • Under the changing circumstances of broadcasting, this study aims at the corelation of television drama's rating and television image production techniques, analyzing TV image production techniques and TV rating of drama, the highest rating genre. For this research, 6 dramas were selected as samples except the dramas about history and violence on the basis of the TNS media korea's top 100 of the year 2007. This study analyzed camerawork, shot size, shot duration and scene duration with the contents of replay and manuscript viewing of broadcasting companys' homepages. As the result of the analysis of corelation, TV rating is inverse proportionate to multiple camerawork and shot average duration with a very close relationship, showing no relationship with other variables. The result of this study shows that multiple cameraworks and long durated shots should be avoided for higher TV rating.

A Study on Spectrum Sensing for WRAN (WRAN을 위한 스펙트럼 센싱에 관한 연구)

  • Oh, Sang-Min;Lim, Jong-Tae
    • Journal of Advanced Navigation Technology
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    • v.12 no.2
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    • pp.132-138
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    • 2008
  • Recently, many frequency sharing technology including CR (Cognitive Radio) technology have been studied actively because of frequency scarcity. For implementing CR systems, spectrum sensing technology plays key role. In IEEE 802.22 WRAN, the first standard aimed at Internet service in a TV channel with CR technology. This paper explained the various spectrum sensing schemes detecting narrowband ATSC signal in the IEEE 802.22 such as Energy detector, Spectral Correlation Sensing scheme, Covariance based Sensing algorithm and analyzed in terms of the probability of misdetection when the probability of false alarm is 10%. Based on simulation results, this paper proposed a duplex sensing scheme based on Energy detector and analyzed the capability of the proposed sensing scheme comparing with each sensing scheme.

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Spatial Modulation Transmission Scheme with Pre-coder for High Data Rates (대용량 데이터 전송을 위한 프리코더가 적용된 공간 변조기법)

  • Jo, Bong Gyun;Han, Dong Seog
    • Journal of the Institute of Electronics and Information Engineers
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    • v.51 no.10
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    • pp.11-20
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    • 2014
  • In this paper, a novel transmission scheme is proposed to improve the data rates of spatial modulation (SM) which has low complexity and improves the spectral efficiency in correlated channel environments. The conventional SM scheme utilizes partial multiple antennas to transmit signal constellations and additional bits using antenna combinations. Therefore the channel capacity of SM is less than that of the conventional multiple input-multiple output (MIMO) scheme which uses all the available antennas. In this paper, an SM transmission scheme is proposed to improve the channel capacity using a tight frame pre-coder. The improvement in channel capacity of the SM scheme will be shown using computer simulations.

Analysis of water surface spectral characteristics for Chlorophyll-a estimation in Baekje weir upstream reach and Namyang lake using Drone and Sentinel-2 (백제보 상류하천구간과 남양 간척담수호내의 Chlorophyll-a 산정을 위한 Drone 및 Sentinel-2 수체분광특성 분석)

  • Jang, Wonjin;Kim, Jinuk;Lee, Yonggwan;Park, Yongeun;Kim, Seongjoon
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.27-27
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    • 2022
  • 본 연구는 본 연구에서는 내륙에 위치한 하천(백제보)과 호소(남양호)를 대상으로 수체반사도를 활용하여 유역특성에 따른 반사도의 변화를 확인하고 Chlorophyll-a(Chl-a)의 농도를 추정하고자 하였다. 각 유역별 특성분석을 위해 제원자료, 토지피복도 및 11개(수소이온농도, 용존산소, BOD, COD, 부유물질, 총질소, 총인, 수온, 전기전도도 및 Chlorophyll-a)의 수질인자 자료를 구축하였다. 백제보는 2016-2017년 유인항공기에 탑재된 초분광센서를 이용하여 반사도를 측정하였고, 남양호는 2020-2021년 초분광센서가 탑재된 Drone과 Sentinel-2 MSI영상으로부터 반사도를 측정하였으며 두 유역 모두 촬영 범위에 대하여 현장샘플링을 실시하였다. 유역특성, 수질인자간 상관성 및 밴드별 상관성 분석을 실시하였다. 수질인자 간 상관성 분석 결과 Chl-a와 광학적 특징이 있는 SS, TOC가 상관성이 높게 나타났으며, 반사도의 경우 Chl-a가 고농도일수록 Near-Infrared, Blue 파장과 상관성이 높게 나타났다. 해당 분석결과를 기반으로 각 유역에 대해 Chl-a Machine-learning 기법과 원격탐사자료를 이용하여 Chl-a의 농도를 산정하였으며 백제보, 남양호 각각 결정계수(R2) 0.80, 0.88의 성능을 보였다. 추후 고해상도 광학위성영상을 통해 유역특성을 고려한 광범위한 지역 규모의 Chl-a의 시공간적 분석이 가능할 것으로 판단된다.

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Moving Object Segmentation and Tracking Using Markov Random Fields (Markov Random Fields를 이용한 움직이는 객체 추출 및 추적)

  • 장세일;황선규;김회율
    • Proceedings of the IEEK Conference
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    • 2003.07e
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    • pp.2100-2103
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    • 2003
  • 기존의 객체 추출 및 추적 기법은 외형 변화가 없는 객체를 대상으로 하거나 배경이 고정된 영상만을 고려하였다 본 논문에서는 영역의 색상과 움직임 정보, 그리고 인접한 영역의 상관 관계를 고려한 Markov Random Field (MRF) 모델을 제안한다. MRF 모델은 영상의 시간적 공간적 상관성을 기반으로 최적의 레이블 셋을 계산함으로써 보다 정확하게 객체를 추출 및 추적할 수 있다. 또한, 블록 기반 움직임 추출 알고리즘인 Diamond Search (DS)를 분할된 영역에 적용하여 빠르게 영역의 움직임과 전역 움직임을 추정하였다. 실험 결과 제안한 방법이 객체의 외형 변화와 카메라 움직임이 있는 동영상에서 빠른 속도로 정확하게 객체를 추출 및 추적하는 것을 확인하였다.

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