• Geophysics and Geophysical Exploration
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• v.8 no.2
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• pp.163-169
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• 2005

Recently, the velocity stack domain is having an attention as a very useful domain for various processing in seismic data processing. In order to be used in many applications, the velocity stack should be obtained through an inversion method and the used inversion should have properties like the robustness to noise and the parsimony of velocity stack result. Iteratively Reweighted Least-Squares (IRLS) method is the one of the inversion methods that have such properties. This paper describes the theoretical background, implementation of the method, and examines the characteristics and limits of the IRLS method.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.27 no.3
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• pp.183-189
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• 2014

In this paper, a polyhedral element is presented to solve three-dimensional problems by developing shape functions based on Wachspress coordinates and moving least square approximation. A subdivision of polyhedrons into tetrahedral domains is performed for the construction of shape functions of polyhedral elements, and numerical integration of the weak form is carried out consistently over the tetrahedral domains. The weight functions for moving least square approximation are defined by solving Laplace equation with boundary values based on Wachspress coordinates on polyhedral element faces. Polyhedral elements presented in this paper have similar properties to conventional finite element regarding the continuity, the completeness, the node-element connectivity and the inter-element compatibility. Numerical examples show the effectiveness of the present method for solving three-dimensional problems using polyhedral elements.

• The KIPS Transactions:PartB
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• v.9B no.2
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• pp.223-230
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• 2002

In a speech coding system using excitation source of voiced and unvoiced, it would be involves a distortion of speech waveform in case coexist with a voiced and an unvoiced consonants in a frame. This paper present a new method of TSIUVC (Transition Segment Including Unvoiced Consonant) approximate-synthesis by using Least Mean Square. The TSIUVC extraction is based on a zero crossing rate and IPP (Individual Pitch Pulses) extraction algorithm using residual signal of FIR-STREAK Digital Filter. As a result, This method obtain a high Quality approximation-synthesis waveform by using Least Mean Square. The important thing is that the frequency signals in a maximum error signal can be made with low distortion approximation-synthesis waveform. This method has the capability of being applied to a new speech coding of Voiced/Silence/TSIUVC, speech analysis and speech synthesis.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.39C no.1
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• pp.9-16
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• 2014

The localization compensation algorithm for moving objects using the least-squares method is suggested and the performance of the algorithm is analyzed in this paper. The suggested compensation algorithm measures the distance values of the mobile object moving as a constant speed by the TMVS (TWR Minimum Value Selection) method, estimates the location of the mobile node by the trilateration scheme based on the values, and the estimated location is compensated using the least-squares method. By experiments, it is confirmed that the localization performance of the suggested compensation algorithm is largely improved to 58.84% and 40.28% compared with the conventional trilateration method in the scenario 1 and 2, respectively.

• The Transactions of the Korea Information Processing Society
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• v.6 no.9
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• pp.2343-2349
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• 1999

The hyper-geometric distribution software reliability growth model (HGDM) was recently developed and successfully applied to real data sets. The HGDM considers the sensitivity factor as a parameter to be estimated. In order to reflect the random behavior of the test-and-debug process, this paper generalizes the HGDM by assuming that the sensitivity factor is a binomial random variable. Such a generalization enables us to easily understand the statistical characteristics of the HGDM. It is shown that the least squares method produces the identical results for both the HGDM and the generalized HGDM. Methods for computing the maximum likelihood estimates and predicting the future outcomes are also presented.

• Tunnel and Underground Space
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• v.15 no.2 s.55
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• pp.137-144
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• 2005

An estimation technique of the joint diameter distribution using the least square method is suggested. When utilizing the technique by Song and Lee, the diameter distribution would be obtained only from the trace length distribution defined in an infinite window after the trace length distribution is estimated from the contained trace length distribution. With the new technique, however, the diameter distribution can be directly obtained from the sample histogram of the contained trace lengths. Compared with the previous technique, it shows a more accurate result for small sizes of joint samples and provides the joint geometry parameter of volumetric frequency. Verification of this new technique was completed by using Monte Carlo simulations.

• The Journal of the Korea institute of electronic communication sciences
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• v.9 no.5
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• pp.549-554
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• 2014

In the paper, we propose a new Signed LMS(Least Mean Square) algorithm for ICS(Interference Cancellation System). The proposed Signed LMS algorithm improved performances by adjusting step size values. At the convergence of 1000 iteration state, the MSE(Mean Square Error) performance of the proposed Signed LMS algorithm with step size of 0.067 is about 3 ~ 18 dB better than the conventional LMS, CMA algorithm. And the proposed Signed LMS algorithm requires 500 ~ 4000 less iterations than the and LMS and CMA algorithms at MSE of -25dB.

• Journal of the Korean Data and Information Science Society
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• v.28 no.5
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• pp.1153-1165
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• 2017

Structural equation modeling (SEM) is a basic tool for testing theories in a variety of disciplines. A maximum likelihood (ML) method for parameter estimation is by far the most widely used in SEM. Alternatively, two-stage least squares (2SLS) estimator has been proposed as a more robust procedure to address model misspecification. A regularized extension of 2SLS, two-stage ridge least squares (2SRLS) has recently been introduced as an alternative to ML to effectively handle the small-sample-size issue. However, it is unclear whether and when misspecification and small sample sizes may pose problems in theory testing with 2SLS, 2SRLS, and ML. The purpose of this article is to evaluate the three estimation methods in terms of inferences errors as well as parameter recovery under two experimental conditions. We find that: 1) when the model is misspecified, 2SRLS tends to recover parameters better than the other two estimation methods; 2) Regardless of specification errors, 2SRLS produces small or relatively acceptable Type II error rates for the small sample sizes.

• The Korean Journal of Financial Studies
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• v.14 no.1
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• pp.41-56
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• 2008

주식 수익률이 정상적 과정이 아니라 비정상적 과정에 의해서 생성되고 있다는 사실이 여러 실증 분석에서 제시되고 있다. 시계열의 평균이 시간의 흐름에 따라 변하면 이 시계열은 비정상적 과정에 의하여 생성된다. 시간의 흐름에 따라 평균이 변하는 비정상 시계열은 단위근과 공적분에 의하여 시계열의 운동을 모형화하고 있다. 한편 시계열의 비정상성은 분산이 시간의 흐름에 따라 변할 때에도 발생한다. 시간의 흐름에 따라 무조건부 분산은 변하지 않고 있지만 이용 가능한 정보 집합을 조건으로 하는 조건부 분산이 변하는 경우도 있다. 이 같은 성질을 가진 주가 시계열은 자기회귀 조건부 이분산(ARCH) 계통의 과정으로 모형화하고 있다. 그러나 무조건부 분산이 시간의 흐름에 따라 변하면 ARCH 계통은 중대한 모형정립과오(misspecification)에 직면하게 된다. 따라서 본 논문은 무조건부 분산이 시간의 흐름에 따라 변할 때 자기 회귀 과정의 모수를 추정하는 방법을 검토하고, 이 방법을 한국 종합주가 지수에 적용하여 자기회귀 과정의 모수를 추정하였다. 이 방법에 의하여 추정된 2계 자기회귀 과정의 모수값 중 상수항과 제1계 항의 계수는 통상 최소자승법에 의한 값과 유사하다. 그러나 제2계 항 모수의 값은 양자가 상당히 다르다. 최소자승에 의한 제2계 값이 과대 추정되고 있다.

• Proceedings of the KIEE Conference
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• 2001.11b
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• pp.51-53
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• 2001

전력 수요 예측은 전력 수급 안정과 양질의 전력을 공급하기 위한 필수 기법이며 경쟁적인 전력시장에서 전력요금과 밀접한 관련이 있다. 그러므로, 경쟁적인 전력시장 구조하의 시장 참여자에게 있어서 전력 수요 예측은 매우 관심 있는 사항이다. 최근의 전력 수요 예측 기법으로 예측한 오차율을 살펴보면 평일과는 다르게 특수일의 전력 수요예측은 평균 5%를 상회하는 수준으로 예측의 정확도가 평일 예측에 비해 크게 낮은데 이유는 특수일이 평일에 비하여 부하의 크기가 다소 낮게 나타나고 특수일 마다 계절적인 차이가 있으며 각각의 특수일 마다 고유한 부하의 특성이 있으므로 과거 데이터를 이용할 때 동일 특수일을 이용하게 되며 따라서 평일과는 다르게 일년 단위로 과거 데이터 값들이 취득되므로 오차율이 커진다. 따라서 데이터들을 퍼지화하여 선형계획법을 수행하여 평균 $2{\sim}3%$ 정도의 우수한 결과를 도출한 바 있다. 본 논문에서는 퍼지 선형회귀분석법을 이용한 예측 기법에 최소자승법을 도입하여 특수일 전력 수요예측의 정확도를 개선하였다.