• Communications for Statistical Applications and Methods
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• v.16 no.6
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• pp.891-901
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• 2009

In this paper, we investigate the approach to estimate VaR under the transformed GARCH model. The time series are transformed to approximate to the underlying distribution of error terms and then the parameters and the one-sided prediction interval are estimated with the transformed data. The back-transformation is applied to compute the VaR in the original data scale. The analyses on the asset returns of KOSPI and KOSDAQ are presented to verify the accuracy of the coverage probabilities of the proposed VaR.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• fall
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• pp.37-40
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• 2021

비디오 압축 시 변환(transform)은 예측을 통해 만들어진 공간 영역에서의 잔차신호를 주파수 영역으로 변환함으로써 낮은 주파수 대역으로 에너지를 이동시켜 비디오 압축에서 중요한 역할을 수행한다. VVC(Versatile Video Coding)에서는 DCT-II(Discrete Cosine Transform-II), DST-VII(Discrete Sine Transform-VII), DCTVIII(Discrete Cosine Transform-VIII)를 이용하여 잔차신호 변환을 수행한다. 본 논문에서는 DCT-II, DST-VII, DCT-VIII 가 모두 선형 변환(linear transform)이라는 점에서 착안하여 변환의 선형성을 이용하여 계산량을 감소시키는 역변환을 제안한다. 실험결과 변환 수행 시 약 12.7%의 시간이 감소되는 것을 확인하였다.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2011.10a
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• pp.444-447
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• 2011

In this paper, parallel IT(inverse transform) architecture and IQ(inverse quantization) architecture with common operation unit for the H.264/AVC decoder are proposed. By using common operation unit, the area cost and computational complexity of IQ are reduced. In order to take four execution cycles to perform IT, the proposed IT architecture has parallel architecture with one horizontal DCT unit and four vertical DCT units. Furthermore, the execution cycles of the proposed architecture is reduced to five cycles by applying two state pipeline architecture. The proposed architecture is implemented to a single chip by using Magnachip 0.18um CMOS technology. The gate count of the proposed architecture is 14.3k at clock frequency of 13MHz and the area of proposed IQ is reduced 39.6% compared with the previous one. The experimental result shows that execution cycle the proposed architecture is about 49.09% higher than that of the previous one.

• Journal of the Institute of Convergence Signal Processing
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• v.2 no.2
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• pp.13-19
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• 2001

The conventional fractal decoding was required a vast amount computational complexity, since every range blocks was implemented to IFS(iterated function system). In order to improve this, it has been suggested that each range block was classified to iterated and non-iterated regions. Non-iterated regions is called data dependency region, and if data dependency region extended, IFS regions are contractive. In this paper, a searched region of the domain is limited to the range regions that is similar with the domain blocks, and the domain region is more overlapped. As a result, data dependency region has maximum region, that is IFS regions can be minimum region. The minimizing method of domain region is defined to minimum domain(MD) which is minimum IFS region. Using the minimizing method of domain region, there is not influence PSNR(peak signal-to-noise ratio). And it can be performed a fast decoding by reducing the computational complexity for IFS in fractal image decoding.

• Proceedings of the KIEE Conference
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• 2008.10b
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• pp.314-315
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• 2008

본 논문에서는 임베디드 리눅스와 uCOS-2 간 소스코드 변환에 대한 연구를 위해 API 정변환/역변환기(API 변환기)를 이용하여 두 RTOS 간 소스코드 변환을 실험한다. API 변환기는 임베디드 소프트웨어의 개발을 돕기 위해 개발된 프로그램으로서, 정변환과 역변환 기능을 이용하여 이종 RTOS 간 소스코드를 자동으로 상호 변환한다. 정변환이란 중간형태의 C-코드인 CIC 파일에서 특정 RTOS를 위한 C-코드로 변환하는 것을 의미한다. 반대로 역변환은 특정 RTOS를 위한 C-코드로부터 CIC 파일로 변환하는 것을 가리킨다. 본 논문의 실험에서는 임베디드 리눅스와 uCOS-2의 동기화 소스코드 예제를 API 변환기를 이용하여 상호 변환해본다. 그리고 변환된 소스코드의 정상동작 여부를 확인하기 위해 각각의 타깃보드 위에 소스코드를 포팅한다.

• The Journal of the Acoustical Society of Korea
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• v.31 no.5
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• pp.332-339
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• 2012

Beamspace transform algorithm transforms spatial-domain data - such as x, y, z dimension - into incidence-angle-domain data, which is called beamspace-domain data. The beamspace transform method is generally used in source localization and tracking, and adaptive beamforming problem. When the beamspace transform method is used in multichannel audio source separation, the inverse beamspace transform is also important because the source image have to be reconstructed. This paper studies the beamspace transform and inverse transform algorithms for multichannel audio source separation system, especially for the beamspace-domain multichannel NMF algorithm.

• The Korean Journal of Applied Statistics
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• v.28 no.3
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• pp.511-527
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• 2015

For time series analysis, power transformation (especially log-transformation) is widely used for variance stabilization or normalization for stationary ARMA(p, q) model. A simple and naive back transformed forecast is obtained by taking the inverse function of expectation. However, this back transformed forecast has a bias. Under the assumption that the log-transformed data is normally distributed. The unbiased back transformed forecast can be obtained by the expectation of log-normal distribution; consequently, the property of this back transformation was studied by Granger and Newbold (1976). We investigate the sensitivity of back transformed forecasts under several different underlying distributions using simulation studies.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.37 no.7
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• pp.899-903
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• 2013

A self-bearing is an electric machine that achieves both rotational actuation and magnetic levitation using a single magnetic structure. To be able to stably levitate the rotor in a self-bearing, one needs to have an inverse of the force-current model. However, the force-current model in a self-bearing motor is typically not square. Furthermore, the elements of the matrix vary with respect to the rotational angle, resulting in singularities of the pseudo-inverse at various angles. In this paper, we propose a new force-current model that eliminates the singularities by adding a constraint in coil currents. This constraint eliminates the flux density in the stator core so that the saturation problem in the previous study is avoided. By implementing this force-current model, we are able to implement a levitation controller for a toroidally-wound self-bearing BLDC motor. The model inversion and levitation are validated experimentally.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2015.07a
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• pp.552-554
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• 2015

본 논문은 AVX2 (Advanced Vector eXtension 2) 명령어 집합을 이용하여 HEVC (High Efficiency Video Coding) 복호화기의 역-변환 모듈을 고속화하는 방법을 제안한다. AVX2 명령어 집합은 256 비트 레지스터를 사용하여 다수의 데이터를 한번의 명령을 통해 병렬적으로 연산할 수 있으며 반복적인 산술 연산 혹은 논리 연산 구조에서 효율적이다. 제안하는 방법은 AVX2 명령어 집합을 이용하여 $8{\times}8{\sim}32{\times}32$ 크기의 TU (Transform Unit) 단위로 수행되는 역-변환 연산을 행렬의 곱 형태로 연산하여 고속화하였다. 실험 결과 AVX2 명령어 집합을 이용한 역-변환 연산은 Chen 알고리즘에 비해 평균 51% 속도 향상을 보였으며 SSE (Streaming SIMD Extension) 명령어 집합을 이용한 연산에 비해 평균 20%의 속도 향상 결과를 얻을 수 있었다.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.13 no.1
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• pp.1-8
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• 2013

High-density discrete wavelet transformation is one way to overcome the disadvantages of the standard wavelet transform of shift invariant because it increases the number of subband signals. In this paper, high-density discrete wavelet transform consisting of three channels is applied in a two-dimensional image processing. Experimental results show that the proposed method is well satisfied with the shift invariant and is excellent directional selectivity because it could generate many subband images.