• The Journal of the Acoustical Society of Korea
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• v.37 no.3
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• pp.147-155
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• 2018

In this paper, we tried to find out sound quality metrics to express discomfort of overload excavator noise and to develop sound quality indexes through multiple regression analysis by using them. For this purpose, the interior noise of cabin under overload condition was recorded for six excavator models with different noise properties and Jury test was carried out by PCM (Paired Comparison Method) and MEM (Magnitude Estimation Method). Jury test result with low consistency was classified into two groups with different preference tendencies by cluster analysis and multiple regression analysis was conducted in order to find out which sound quality metrics have significant effects on discomfort(low preference). As a result, we figured out that the sound quality metrics to express the discomfort were the partial loudness (= $PN_{10Bark}$) between 0 and 10 Bark in case of group1 and the difference between engine noise(= $dB_{EG}$) and hydraulic system noise ($dB_1$) in case of group2. Using the results of preference ranking and tendency analysis of PCM followed by the correlation analysis between PCM and MEM, the more reliable results were adopted by excluding the data with low consistency obtained from Jury test via MEM.

• Journal of the Institute of Electronics Engineers of Korea SC
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• v.49 no.4
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• pp.17-22
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• 2012

Convolution filtering methods have been widely applied to various digital signal processing fields for image blurring, sharpening, edge detection, and noise reduction, etc. According to their application purpose, the filter mask size or shape and the mask value are selected in advance, and the designed filter is applied to input image for the convolution processing. In this paper, we proposed an image processing acceleration method for the convolution processing by using two-dimensional Look-up table (LUT) and overlap-region buffering technique. First, based on the fixed convolution mask value, the multiplication operation between 8 or 10 bit pixel values of the input image and the filter mask values is performed a priori, and the results memorized in LUT are referred during the convolution process. Second, based on symmetric structural characteristics of the convolution filters, inherent duplicated operation region is analysed, and the saved operation results in one step before in the predefined memory buffer is recalled and reused in current operation step. Through this buffering, unnecessary repeated filter operation on the same regions is minimized in sequential manner. As the proposed algorithms minimize the computational amount needed for the convolution operation, they work well under the operation environments utilizing embedded systems with limited computational resources or the environments of utilizing general personnel computers. A series of experiments under various situations verifies the effectiveness and usefulness of the proposed methods.

• Korean Journal of Construction Engineering and Management
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• v.16 no.6
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• pp.144-155
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• 2015

This paper is to understand investment's efficiency and performance of commercial real estate assets diversified by use and district. To do so, this paper divides two different commercial real estate markets(office build market and retail real estate market) in Seoul city by district into "GBD(Gangnam Business District), YBD(Yeouido Business District), and CBD(Central Business District)" and "GBD(Gangnam Business District), SBD(Shinchon Business District), and CBD(Central Business District)" respectively, configures these districts each other to structure portfolios as its portion varies based on Markowitz's Mean-Variance principle, and looks at risk-return relationship of portfolios to find out efficiency, performance, and optimal investment chosen based upon Sharpe's Performance Index. As a result, the portfolio configured by "10 to 30% of office building asset at CBD" and "70 to 90% of retail real estate asset at CBD" is shown to be the most optimal, suggesting the highest quarterly Sharpe's performance index of 2.7118~2.7776 with quarterly rate of return of 1.826%~1.838% and quarterly standard deviation of 0.573~0.589. Furthermore, it is obvious that diversified portfolio configured by use(office-retail) shows better investment performance than that by district with same type of asset(office-office or retail-retail). Finally, results driven from this research will play an important role to stimulate real estate and construction markets through enlarging ideas as to diversified investment by use and district on real estate indirect investment products.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.39 no.3
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• pp.203-209
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• 2021

With the recent development of satellite sensor technology, high-spatial-resolution imagery of various spectral wavelength bands have become possible. Worldview-3 satellite sensor provides panchromatic images with high-spatial-resolution and VNIR (Visible Near InfraRed) and SWIR (ShortWave InfraRed) bands with low-spatial-resolution, so it can be used in various fields such as defense, environment, and surveying. In this study, mineral detection was performed using Worldview-3 satellite imagery. In order to effectively utilize the VNIR and SWIR bands of the Worldview-3 satellite image, the sharpening technique was applied to the spatial resolution of the panchromatic image. To confirm the utility of SWIR bands for mineral detection, mineral detection using only VNIR bands was performed and comparatively evaluated. As the mineral detection technique, SAM (Spectral Angle Mapper), a representative similarity technique, was applied, and the pixels detected as minerals were selected by applying an empirical threshold to the analysis result. Quantitative evaluation was performed using reference data on the results of similarity analysis to evaluate the accuracy of mineral detection. As a result of the accuracy evaluation, the detection rate and false detection rate of mineral detecting using SWIR bands were calculated to be 0.882 and 0.011, respectively, and the results using only VNIR bands were 0.891 and 0.037, respectively. It was found that the detection rate when the SWIR bands were additionally used was lower than that when only the VNIR bands were used. However, it was found that the false detection rate was significantly reduced, and through this, it was possible to confirm the applicability of SWIR bands in mineral detection.

• The Journal of the Korea Contents Association
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• v.22 no.10
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• pp.691-702
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• 2022

This study verifies the diversification effect when non-financial asset such as fractional music royalties investment which is recently get interest from masses, is included in traditional global asset allocation portfolio. From Jan 2019 when Music Royalties index is announced to Jun 2022, compared traditional global asset allocation portfolio and the portfolio included with music royalties. To eliminate the enhancement effect from portfolio strategy itself rather than including non-financial asset, used the four basic portfolio strategy such as buy & hold, constant rebalanced, mean variance, risk parity. As a result, all the portfolios included with music royalties shows less risk with higher returns. This means the sharpe ratio has enhanced and that results the portfolio diversification effect is placed. The empirical analysis of the study found academic significance in that the portfolio included with music royalties investment has diversification effect, and show the possibilities the not only on the music royalties, other non-financial asset can be shown the portfolio diversification effect.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.15 no.6
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• pp.463-470
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• 2022

Intravenous injection is widely used for patient treatment, including injection drugs, fluids, parenteral nutrition, and blood products, and is the most frequently performed invasive treatment for inpatients, including blood collection, peripheral catheter insertion, and other IV therapy, and more than 1 billion cases per year. Intravenous injection is one of the difficult procedures performed only by experienced nurses who have been trained in intravenous injection, and failure can lead to thrombosis and hematoma or nerve damage to the vein. Nurses who frequently perform intravenous injections may also make mistakes because it is not easy to detect veins due to factors such as obesity, skin color, and age. Accordingly, studies on auxiliary equipment capable of visualizing the venous structure of the back of the hand or arm have been published to reduce mistakes during intravenous injection. This paper is about the development of venous detection equipment that visualizes venous structure during intravenous injection, and the optimal combination was selected by comparing the brightness of acquired images according to the combination of near-infrared (NIR) LED and Filter with different wavelength bands. In addition, an image processing algorithm was derived to threshehold and making blood vessel part to green through grayscale conversion, histogram equilzation, and sharpening filters for clarity of vein images obtained through the implemented venous detection experimental module.

• Korean Chemical Engineering Research
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• v.62 no.2
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• pp.147-152
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• 2024

Most medical sensors are disposable products. In order to reduce inspection and diagnosis costs, it is more important to develop the inexpensive electrode materials. We fabricated the CuO NPs/PANI/E-PGE as an electrode material for disposable electrochemical sensors and applied it to a non-enzymatic glucose sensor. For surface activation of PGE, pretreatment was performed using chemical and electrochemical methods, respectively. Electrochemical properties according to the pretreatment method were analyzed through chronoamperometry (CA), cyclic voltammetry (CV) and electrochemical impedance (EIS). From these analytical results, the electrochemically pretreated PGE (E-PGE) was finally adopted. The non-enzymatic glucose sensor based on CuO NPs/PANI/E-PGE shows sensitivity of 239.18 mA/mM×cm² (in a linear range of 0.282~2.112 mM) and 36.99 mA/mM×cm² (3.75423~50 mM), detection limit of 17.6 μM and good selectivity. Based on the results of this study, it was confirmed that the modified PGE is a high-performance electrode material. Therefore, these electrodes can be applied to a variety of disposable sensors.

• Journal of Intelligence and Information Systems
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• v.28 no.4
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• pp.157-177
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• 2022

Investors are trading stocks by keeping a close watch on the order information submitted by domestic and foreign investors in real time through Limit Order Book information, so-called price current provided by securities firms. Will order information released in the Limit Order Book be useful in stock price prediction? This study analyzes whether it is significant as a predictor of future stock price up or down when order imbalances appear as investors' buying and selling orders are concentrated to one side during intra-day trading time. Using classification algorithms, this study improved the prediction accuracy of the order imbalance information on the short-term price up and down trend, that is the closing price up and down of the day. Day trading strategies are proposed using the predicted price trends of the classification algorithms and the trading performances are analyzed through empirical analysis. The 5-minute KOSPI200 Index Futures data were analyzed for 4,564 days from January 19, 2004 to June 30, 2022. The results of the empirical analysis are as follows. First, order imbalance information has a significant impact on the current stock prices. Second, the order imbalance information observed in the early morning has a significant forecasting power on the price trends from the early morning to the market closing time. Third, the Support Vector Machines algorithm showed the highest prediction accuracy on the day's closing price trends using the order imbalance information at 54.1%. Fourth, the order imbalance information measured at an early time of day had higher prediction accuracy than the order imbalance information measured at a later time of day. Fifth, the trading performances of the day trading strategies using the prediction results of the classification algorithms on the price up and down trends were higher than that of the benchmark trading strategy. Sixth, except for the K-Nearest Neighbor algorithm, all investment performances using the classification algorithms showed average higher total profits than that of the benchmark strategy. Seventh, the trading performances using the predictive results of the Logical Regression, Random Forest, Support Vector Machines, and XGBoost algorithms showed higher results than the benchmark strategy in the Sharpe Ratio, which evaluates both profitability and risk. This study has an academic difference from existing studies in that it documented the economic value of the total buy & sell order volume information among the Limit Order Book information. The empirical results of this study are also valuable to the market participants from a trading perspective. In future studies, it is necessary to improve the performance of the trading strategy using more accurate price prediction results by expanding to deep learning models which are actively being studied for predicting stock prices recently.

• Journal of Intelligence and Information Systems
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• v.25 no.2
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• pp.39-55
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• 2019

Recently banks and large financial institutions have introduced lots of Robo-Advisor products. Robo-Advisor is a Robot to produce the optimal asset allocation portfolio for investors by using the financial engineering algorithms without any human intervention. Since the first introduction in Wall Street in 2008, the market size has grown to 60 billion dollars and is expected to expand to 2,000 billion dollars by 2020. Since Robo-Advisor algorithms suggest asset allocation output to investors, mathematical or statistical asset allocation strategies are applied. Mean variance optimization model developed by Markowitz is the typical asset allocation model. The model is a simple but quite intuitive portfolio strategy. For example, assets are allocated in order to minimize the risk on the portfolio while maximizing the expected return on the portfolio using optimization techniques. Despite its theoretical background, both academics and practitioners find that the standard mean variance optimization portfolio is very sensitive to the expected returns calculated by past price data. Corner solutions are often found to be allocated only to a few assets. The Black-Litterman Optimization model overcomes these problems by choosing a neutral Capital Asset Pricing Model equilibrium point. Implied equilibrium returns of each asset are derived from equilibrium market portfolio through reverse optimization. The Black-Litterman model uses a Bayesian approach to combine the subjective views on the price forecast of one or more assets with implied equilibrium returns, resulting a new estimates of risk and expected returns. These new estimates can produce optimal portfolio by the well-known Markowitz mean-variance optimization algorithm. If the investor does not have any views on his asset classes, the Black-Litterman optimization model produce the same portfolio as the market portfolio. What if the subjective views are incorrect? A survey on reports of stocks performance recommended by securities analysts show very poor results. Therefore the incorrect views combined with implied equilibrium returns may produce very poor portfolio output to the Black-Litterman model users. This paper suggests an objective investor views model based on Support Vector Machines(SVM), which have showed good performance results in stock price forecasting. SVM is a discriminative classifier defined by a separating hyper plane. The linear, radial basis and polynomial kernel functions are used to learn the hyper planes. Input variables for the SVM are returns, standard deviations, Stochastics %K and price parity degree for each asset class. SVM output returns expected stock price movements and their probabilities, which are used as input variables in the intelligent views model. The stock price movements are categorized by three phases; down, neutral and up. The expected stock returns make P matrix and their probability results are used in Q matrix. Implied equilibrium returns vector is combined with the intelligent views matrix, resulting the Black-Litterman optimal portfolio. For comparisons, Markowitz mean-variance optimization model and risk parity model are used. The value weighted market portfolio and equal weighted market portfolio are used as benchmark indexes. We collect the 8 KOSPI 200 sector indexes from January 2008 to December 2018 including 132 monthly index values. Training period is from 2008 to 2015 and testing period is from 2016 to 2018. Our suggested intelligent view model combined with implied equilibrium returns produced the optimal Black-Litterman portfolio. The out of sample period portfolio showed better performance compared with the well-known Markowitz mean-variance optimization portfolio, risk parity portfolio and market portfolio. The total return from 3 year-period Black-Litterman portfolio records 6.4%, which is the highest value. The maximum draw down is -20.8%, which is also the lowest value. Sharpe Ratio shows the highest value, 0.17. It measures the return to risk ratio. Overall, our suggested view model shows the possibility of replacing subjective analysts's views with objective view model for practitioners to apply the Robo-Advisor asset allocation algorithms in the real trading fields.