• The Journal of the Korea institute of electronic communication sciences
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• v.11 no.1
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• pp.45-52
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• 2016

This paper suggests a new method of finding regularization parameter for image restoration problems. Wiener filter requires priori information such that power spectrums of original image and noise. Constrained least squares restoration also requires knowledge of the noise level. If the prior information is not available, separate optimization functions for Tikhonov regularization parameter are suggested in the literature such as generalized cross validation and L-curve criterion. In this paper, self-regularization method that connects bias term of augmented linear system and smoothing term of Tikhonov regularization is introduced in the frequency domain and applied to the image restoration problems. Experimental results show the effectiveness of the proposed method.

• Proceedings of the Korean Nuclear Society Conference
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• 1997.10a
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• pp.335-341
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• 1997

운전중 노심의 출력변화를 감시하는 노외계측기(Excore Detector)는 노내계측기(Incore Detector)를 통하여 측정되어진 축방향 출력편차(Axial Offset)를 이용하여 교정되고 있다. 노외 계측기의 전류와 축방향출력편차의 선형적인 관계를 가정하여 노내계측기로 최소한 4회 노심출력을 측정한후 최소자승법(Least Square Method)으로 비례상수들을 구하는 기존의 방법을 대신하여, 단순 노외계측기 교정법은 노내계측기로 1회 측정되어진 자료들을 이용하여 계측기 반응상수(Detector Response Factor)를 계산한 후 비례상수를 계산한다. 계측기반응상수는 2차원 중성자수송모델로부터 계산된 weighting factor와 3차원 확산이론으로부터 구한 노심출력을 이용하여 계산된다. 중성자수송계산은 (R-Z)와 (R-$ heta$)모델을 합성하여 3차원 weighting factor를 계산하므로 축방향 영향뿐만 아니라 집합체별 영향을 고려하였다. 또한 노심의 복잡한 구조로 인하여 근사적인 weighting (actor와 노심출력분포의 사용은 노외계측기의 전류와 계측기반응율의 불일치를 초래하며, 이를 해결하는 상수를 소개하여 보다 정확한 교정결과를 얻도록하였다. 이와 같은 방법을 고리 3호기 9, 10주기 전주기와 11주기초에 적용하여 노심의 연소분포, 냉각수의 온도분포, 노심의 연소도, 노심출력준위등에 대한 단순 노외계측기 교정법의 오차를 분석하여 최적의 노외계측기 교정모델을 제시하였다. 2차원 중성자수송모델 합성법에 의한 단순노외계측기 교정법은 2차원 (R-Z) 중성자수송모델보다 개선된 결과와 평균오차 0.179% 최대 오차 0.624%를 보여주고 있다.하면 조사 후의 조직안정성에도 크게 기여할 것으로 기대된다.EX>O가 각각 첨가된 경우, Ar-4vol.%H$_2$ 분위기보다 H$_2$분위기에서 소결했을 때 밀도가 더 높았다. 그러나, 결정립은 $UO_2$와 $UO_2$-Li$_2$O의 경우, 수소분위기에서 소결했을 때, (U,Ce)O$_2$와 (U,Ce)O$_2$-Li$_2$O에서는 Ar-4vol.%H$_2$분위기에서 소결했을 때 더욱 성장하였다.설명해 줄 수 있다. 넷째, 불규칙적이며 종잡기 힘들고 단편적인 것으로만 보이던 중간언어도 일정한 체계 속에서 변화한다는 사실을 알 수 있다. 다섯째, 종전의 오류 분석에서는 지나치게 모국어의 영향만 강조하고 다른 요인들에 대해서는 다분히 추상적인 언급으로 끝났지만 이 분석을 통 해서 배경어, 목표어, 특히 중간규칙의 역할이 괄목할 만한 것임을 가시적으로 관찰할 수 있 다. 이와 같은 오류분석 방법은 학습자의 모국어 및 관련 외국어의 음운규칙만 알면 어느 학습대상 외국어에라도 적용할 수 있는 보편성을 지니는 것으로 사료된다.없다. 그렇다면 겹의문사를 [-wh]의리를 지 닌 의문사의 병렬로 분석할 수 없다. 예를 들어 누구누구를 [주구-이-ν가] [누구누구-이- ν가]로부터 생성되었다고 볼 수 없다. 그러므로 [-wh] 겹의문사는 복수 의미를 지닐 수 없 다. 그러면 단수 의미는 어떻게 생성되는가\ulcorner 본 논문에서는 표면적 형태에도 불구하고 [-wh]의미의 겹의문사는 병렬적 관계의 합성어가 아니라 내부구조를 지

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.107-122
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• 2017

Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.