• Journal of Korea Port Economic Association
• /
• v.38 no.4
• /
• pp.107-118
• /
• 2022

In this study, daily data from January 2002 to June 2022 were used to investigate the relationship between risk-return relationship and market fear, uncertainty, stock market, and maritime freight index for the crude oil market. For this study, the time varying EGARCH-M model was applied to the risk-return relationship, and the wavelet consistency model was used to analyze the relationship between market fear, uncertainty, stock market, and maritime freight index. The analysis results of this study are as follows. First, according to the results of the time-varying risk-return relationship, the crude oil market was found to be related to high returns and high risks. Second, the results of correlation and Granger causality test, it was found that there was a weak correlation between the risk-return relationship and VIX, EPU, S&P500, and BDI. In addition, it was found that there was no two-way causal relationship in the risk-return relationship with EPU and S&P500, but VIX and BDI were found to affect the risk-return relationship. Third, looking at the results of wavelet coherence, it was found that the degree of the risk-return relationship and the relationship between VIX, EPU, S&P500, and BDI was time-varying. In particular, it was found that the relationship between each other was high before and after the crisis period (financial crisis, COVID-19). And it was found to be highly associated with organs. In addition, the risk-return relationship was found to have a positive relationship with VIX and EPU, and a negative relationship with S&P500 and BDI. Therefore, market participants should be well aware of economic environmental changes when making decisions.

• Journal of Institute of Control, Robotics and Systems
• /
• v.11 no.9
• /
• pp.781-788
• /
• 2005

This paper proposes an identification method using a self recurrent wavelet neural network (SRWNN) for dynamic systems. The architecture of the proposed SRWNN is a modified model of the wavelet neural network (WNN). But, unlike the WNN, since a mother wavelet layer of the SRWNN is composed of self-feedback neurons, the SRWNN has the ability to store the past information of the wavelet. Thus, in the proposed identification architecture, the SRWNN is used for identifying nonlinear dynamic systems. The gradient descent method with adaptive teaming rates (ALRs) is applied to 1.am the parameters of the SRWNN identifier (SRWNNI). The ALRs are derived from the discrete Lyapunov stability theorem, which are used to guarantee the convergence of an SRWNNI. Finally, through computer simulations, we demonstrate the effectiveness of the proposed SRWNNI.

• Proceedings of the Korean Information Science Society Conference
• /
• 2007.06c
• /
• pp.432-435
• /
• 2007

본 논문은 신원확인 수단으로 부각되어 관심이 높은 홍채인식에 대한 연구이다 홍채인식 시스템의 경우 홍채영역에 따라 각 영상들의 특징 값이 차지하는 비중이 서로 다르게 분포되어 있고 눈썹이나 조명에 의한 잡음으로 인하여 인식성능에 영향을 미친다. 이 경우 기존에 등록되어 인증된 사용자의 홍채영상일지라도 제대로 인식하지 못하거나 인증에 실패할 수 있으며, 실세계에서의 홍채영역 사용이 원활하지 못하게 된다. 그러므로 단일 생체인식 시스템에서 홍채인식을 할 경우, 중요한 특징을 그대로 유지하고 인식성능을 향상시키기 위해서 획득된 홍채 영상의 정규화와 전처리 과정을 거친 다음 홍채영역을 분할한 후 각 영역에서의 보정치 적용을 통한 특징추출 방법을 제안한다. 또한 웨이블릿 변환과 주성분 분석을 이용하여 인식 성능이 개선된 특징추출 방법임을 보인다.

• Science of Emotion and Sensibility
• /
• v.5 no.3
• /
• pp.53-59
• /
• 2002

The surface fibers on the fabric is one of decisive factors which affects human sensory evaluation as well as heat and moisture transfer characteristics. In this study the length and distribution of surface fibers that are extruded from the fabric surface of the wool/wool blend fabrics (14 wool fabrics and 10 wool blend fabrics) and its contribution to subjective sensory evaluation were investigated. In order to quantify the length and distribution of surface fibers, image analysis and wavelet transform technique were introduced. Instant warm-cool feeling of touch, Q$\_$max/, and contact area were also measured and related to the quantified surface fibers. To figure out the effect of surface characteristics on sensory evaluation, human sensory responses to three adjectives which represent surface characteristics and warm-cool feeling of touch were obtained and analyzed. The relationship between the quantified surface fibers assessed by wavelet energy and both warm-cool reeling of touch, Qmax, and human sensory response were discussed.

• IEMEK Journal of Embedded Systems and Applications
• /
• v.7 no.5
• /
• pp.277-284
• /
• 2012

To meet the usage of discrete wavelet transform (DWT) on potable devices, this paper implements 2-level DWT using a reference many-core processor architecture and determine the optimal many-core processor. To explore the optimal many-core processor, we evaluate the impacts of a data-per-processing element ratio that is defined as the amount of data mapped directly to each processing element (PE) on system performance, energy efficiency, and area efficiency, respectively. This paper utilized five PE configurations (PEs=16, 64, 256, 1,024, and 4,096) that were implemented in 130nm CMOS technology with a 720MHz clock frequency. Experimental results indicated that maximum energy and area efficiencies were achieved at PEs=1,024. However, the system area must be limited 140mm2 and the power should not exceed 3 watts in order to implement 2-level DWT on portable devices. When we consider these restrictions, the most reasonable energy and area efficiencies were achieved at PEs=256.

• Proceedings of the Korean Society For Composite Materials Conference
• /
• 2002.10a
• /
• pp.151-154
• /
• 2002

The objective of this study is to find the change of signal characteristics of matrix cracks due to the different specimen shapes. As the concept of the smart structure, monitoring of acoustic emission (AE) can be applied to inspect the fracture of the structures in operating condition using built-in sensors. To understand the characteristics of matrix crack signals, we performed tensile tests by changing the thickness and width of the specimens. This paper describes the implementation of time-frequency analysis such as wavelet transform (WT) fur the quantitative evaluation of fracture signals. The experimental result shows the distinctive signal features in frequency domain due to the different specimen shapes.

• Proceedings of the Korean Operations and Management Science Society Conference
• /
• 2006.05a
• /
• pp.305-312
• /
• 2006

K-means clustering algorithm 에서 주로 이루어지는 랜덤 초기화 (random initialization) 방법은 전역 최적화된 해(global minimum)를 찾아내기에 문제점을 지니고 있다. 즉, 여러 횟수의 알고리듬 반복(iteration)을 실행하더라도 전역 최적화된 해를 찾아내기가 매우 힘들며 주어진 자료의 크기(data size)가 큰 경우에 있어서 이는 거의 불가능하다. 본 논문은 이러한 문제점들을 극복하기 위한 방안으로, wavelet을 이용하여 최적의 초기 군집 중심점(initial clustering center)들을 선택하는 방법을 제시한다. 즉, 웨이블릿을 이용한 효과적인 초기화 (initialization)를 통해서 작은 알고리듬 반복 횟수만으로도 전역 최적화에 도달하는 초기화 방법을 기술한다. 이런 초기화 방법이 군집 알고리즘에 사용될 경우, 온라인상에서 실시간 이루어지는 군집 분석에 큰 도움이 된 수 있다.

• Journal of Power System Engineering
• /
• v.14 no.2
• /
• pp.40-47
• /
• 2010

This paper proposes a fault detection system to detect the strip rupture in six-high stand Cold Rolling Mills based on transient current signal of an electrical motor. For this work, signal smoothing technique is used to highlight precise feature between normal and fault condition. Subtracting the smoothed signal from the original signal gives the residuals that contains the information related to the normal or faulty condition. Using residual signal, discrete wavelet transform is performed and acquire the signal presenting fault feature well. Also, feature extraction and classification are executed by using PCA, KPCA and SVM. The actual data is acquired from POSCO for validating the proposed method.

• Proceedings of the Earthquake Engineering Society of Korea Conference
• /
• 2001.09a
• /
• pp.391-398
• /
• 2001

This paper presents the application method of a wavelet theory for identification of the structural dynamic properties of a bridge, which is based on the ambient vibration signal caused by the traffic loadings. The method utilizes the time-scale decomposition of the ambient vibration signal , i . e. the continuous wavelet transform using the Morlet wavelet is used to decompose the ambient vibration signal into the time-scale domain. The applicability of the proposed approach is verified through the reduced scale bridge and automobile system in the laboratory. The results of verification shows that the use of the Morlet wavelet to identify the structural dynamic properties is reasonable and practicable.

• Textile Coloration and Finishing
• /
• v.21 no.1
• /
• pp.53-58
• /
• 2009

A real-time inspection system has been developed by combining CCD based image processing algorithm and a standard lighting equipment. The system was tested for defective fabrics showing nozzle contact scratch marks, which were one of the frequently occurring defects. Multi-resolution analysis(MRA) algorithm were used and evaluated according to both their processing time and detection rate. Standard value for defective inspection was the mean of the non-defect image feature. Similarity was decided via comparing standard value with sample image feature value. Totally, we achieved defective inspection accuracy above 95%.