• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.955-969
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• 2003

The classical Fourier analysis, which is the typical frequency domain approach, is used to detect periodic trends that are of the sinusoidal shape in time series data. In this article, using a sequence of periodic step functions, describes an adaptive Fourier series where the patterns may take general periodic shapes that include sinusoidal as a special case. The results, which extend both Fourier analysis and Walsh-Fourier analysis, are applies to investigate the shape of the periodic component. Through the real data, compare the goodness-of-fit of the model using two methods, the adaptive Fourier method which is proposed method in this paper and classical Fourier method.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.34 no.3
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• pp.67-73
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• 2006

In this paper, a reconfigurable model following flight control method is proposed based on direct adaptive scheme using parameter estimation. Adaptive control scheme updates the control gains to make the system output follow the reference output even when fault occurs. By adopting the frequency domain parameter estimation method, system changes by the fault can be estimated. Recursive Fourier transformation is used for system identification. Using recursive Fourier transform, the proposed adaptive control algorithm guarantees the system stability and improves the system characteristics. To evaluate the performance of proposed control method, numerical simulations are performed.

• Asia-Pacific Journal of Business
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• v.13 no.2
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• pp.23-37
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• 2022

Purpose - The purpose of this paper is to analyze the dynamic factors of the daily FX implied volatility based on the fractional integration methods focusing on long memory feature and structural changes. Design/methodology/approach - This paper uses the daily FX implied volatility data of the EUR-USD and the JPY-USD exchange rates. For the fractional integration analysis, this paper first applies the basic ARFIMA-FIGARCH model and the Local Whittle method to explore the long memory feature in the implied volatility series. Then, this paper employs the Adaptive-ARFIMA-Adaptive-FIGARCH model with a flexible Fourier form to allow for the structural changes with the long memory feature in the implied volatility series. Findings - This paper finds statistical evidence of the long memory feature in the first two moments of the implied volatility series. And, this paper shows that the structural changes appear to be an important factor and that neglecting the structural changes may lead to an upward bias in the long memory feature of the implied volatility series. Research implications or Originality - The implied volatility has widely been believed to be the market's best forecast regarding the future volatility in FX markets, and modeling the evolution of the implied volatility is quite important as it has clear implications for the behavior of the exchange rates in FX markets. The Adaptive-ARFIMA-Adaptive-FIGARCH model could be an excellent description for the FX implied volatility series

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.1
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• pp.570-595
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• 2017

Robust and perceptually-adaptive image watermarking algorithms have mainly targeted gray-scale images either at the modeling or embedding levels despite the widespread availability of color images. Only few of the existing algorithms are specifically designed for color images where color correlation and perception are constructively exploited. In this paper, a new perceptual and high-capacity color image watermarking solution is proposed based on the extension of Tsui et al. algorithm. The $CIEL^*a^*b^*$ space and the spatio-chromatic Fourier transform (SCFT) are combined along with a perceptual model to hide watermarks in color images where the embedding process reconciles between the conflicting requirements of digital watermarking. The perceptual model, based on an emerging color image model, exploits the non-uniform just-noticeable color difference (NUJNCD) thresholds of the $CIEL^*a^*b^*$ space. Also, spread-spectrum techniques and semi-random low-density parity check codes (SR-LDPC) are used to boost the watermark robustness and capacity. Unlike, existing color-based models, the data hiding capacity of our scheme relies on a game-theoretic model where upper bounds for watermark embedding are derived. Finally, the proposed watermarking solution outperforms existing color-based watermarking schemes in terms of robustness to standard image/color attacks, hiding capacity and imperceptibility.

• Information Display
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• v.15 no.5
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• pp.22-32
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• 2014

The current research intends to quantify the surround luminance effects on the shape of spatial luminance CSF and to propose an image quality evaluation method that is adaptive to both surround luminance and spatial frequency of a given stimulus. The proposed image quality method extends to a model called SQRI[8]. The non-linear behaviour of the HVS was taken into account by using CSF. This model can be defined as the square root integration of multiplication between display MTF and CSF. It is assumed that image quality can be determined by considering the MTF of the imaging system and the CSF of human observers. The CSF term in the original SQRI model was replaced by the surround adaptive CSF quantified in this study and it is divided by the Fourier transform of a given stimulus. A few limitations of the current work should be addressed and revised in the future study. First, more accurate model predictions can be achievable when the actual display MTF is measured and used instead of the approximation. Then, a further improvement to the model prediction accuracy can be made when chromatic adaptation of the HVS is taken into account[45-46].

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.1
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• pp.436-450
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• 2017

Recently, the method based on fractional order partial differential equation has been used in image processing. Usually, the optional order of fractional differentiation is determined by a lot of experiments. In this paper, a denoising model is proposed based on adaptive fractional order anisotropic diffusion. In the proposed model, the complexity of the local image texture is reflected by the local variance, and the order of the fractional differentiation is determined adaptively. In the process of the adaptive fractional order model, the discrete Fourier transform is applied to compute the fractional order difference as well as the dynamic evolution process. Experimental results show that the peak signal-to-noise ratio (PSNR) and structural similarity index measurement (SSIM) of the proposed image denoising algorithm is better than that of other some algorithms. The proposed algorithm not only can keep the detailed image information and edge information, but also obtain a good visual effect.

• Proceedings of the KSME Conference
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• 2008.11a
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• pp.1204-1209
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• 2008

Design is important in the IT, digital appliance, and auto industries. Aesthetic and art images are being applied for better design satisfaction of the products. Various artistic image patterns are used to satisfy demand of design, but it takes much lead-time and effort to implement them for making dies and molds. In this paper, a hybrid reverse engineering method generating accurate 3D engraving models from 2D art images is proposed through image processing, 3D reconstruction, and NURBS interpolation methods. In order to generate the 3D model from the 2D artistic image, cloud points with z-depth are extracted according to intensity values of the image. An adaptive median filter and harmonic filter are used to obtain the intensity values accurately. NURBS surfaces are generated through the interpolation of the cloud points. Performance of the developed system is to be confirmed through the realization of Mona Lisa and Golden Gate Bridge.

• The Journal of the Acoustical Society of Korea
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• v.27 no.3
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• pp.140-148
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• 2008

In this study, a numerical method for a time-domain acoustic wave backscattering analysis is established based on a physical optics and a Fourier transform. The frequency responses of underwater targets are calculated based on physical optics derived from the Kirchhoff-Helmholtz integral equation by applying Kirchhoff approximation and the time-domain signals are simulated taking inverse fast Fourier transform to the obtained frequency responses. Particularly, the adaptive triangular beam method is introduced to calculate the areas impinged directly by acoustic incident wave and the virtual surface concept is adopted to consider the multiple reflection effect. The numerical analysis result for an acoustic plane wave field incident normally upon a square flat plate is coincident with the result by the analytic time-domain physical optics derived theoretically from a conventional physical optics. The numerical simulation result for a hemi-spherical end-capped cylinder model is compared with the measurement result, so that it is recognized that the presented method is valid when the specular reflection effect is predominant, but, for small targets, gives errors due to higher order scattering components. The numerical analysis of an idealized submarine shows that the established method is effectively applicable to large and complex-shaped underwater targets.

• Proceedings of the KSRS Conference
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• 2005.10a
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• pp.550-553
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• 2005

To acquire radar target signature, various kinds of target are necessary. Measurement is one of the data acquiring method, but much time and high cost is required to get the target data from the real targets. Even if we can afford that, the targets we can access are very limited. To obtain target signatures avoiding these problems, we build the target CAD (Computer Aided Design) model for the calculation of target signatures. To speed up RCS calculation, we applied adaptive super-sampling and tested quite complex tank CAD model which is 1.4 hundred of thousands facet. We use calculated RCS data for ID range profile and 2D ISAR (Inverse Synthetic Aperture Radar) image formation. We adopted IFFT (Inverse Fast Fourier Transform) algorithm combined with polar formatting algorithm for the ISAR imaging. We could confirm the possibility of the construction of database from the images of CAD models for target classification applications.

• The Journal of the Korea institute of electronic communication sciences
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• v.18 no.6
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• pp.1103-1108
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• 2023

In this paper, we propose a new algorithm for attenuating the background noises in acoustic signal. This algorithm improves the noise attenuation performance by using the FNN(: Full-connected Neural Network) deep learning algorithm instead of the existing adaptive filter after wavelet transform. After wavelet transforming the input signal for each short-time period, noise is removed from a single input audio signal containing noise by using a 1024-1024-512-neuron FNN deep learning model. This transforms the time-domain voice signal into the time-frequency domain so that the noise characteristics are well expressed, and effectively predicts voice in a noisy environment through supervised learning using the conversion parameter of the pure voice signal for the conversion parameter. In order to verify the performance of the noise reduction system proposed in this study, a simulation program using Tensorflow and Keras libraries was written and a simulation was performed. As a result of the experiment, the proposed deep learning algorithm improved Mean Square Error (MSE) by 30% compared to the case of using the existing adaptive filter and by 20% compared to the case of using the STFT(: Short-Time Fourier Transform) transform effect was obtained.