• 제목/요약/키워드: Adaptive Fourier Model

검색결과 16건 처리시간 0.025초

A Goodness-Of-Fit Test for Adaptive Fourier Model in Time Series Data

  • Lee, Hoonja
    • Communications for Statistical Applications and Methods
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    • 제10권3호
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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.

매개변수 추정 및 모델추종 적응제어기법을 이용한재형상 비행제어시스템 연구 (Reconfigurable Flight Control Law based on Model Following Scheme and Parameter Estimation)

  • 문관영;김유단;이한민
    • 한국항공우주학회지
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    • 제34권3호
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    • pp.67-73
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    • 2006
  • 본 논문에서는 매개변수 추종기법과 모델추종 적응제어기법을 이용하여 재형상 모델 추종 비행제어기법을 제안하였다. 기준 모델을 추종하기 위하여 모델의 신호와 입력, 오차를 이용하여 적응제어기를 구성하였다. 고장이 발생하는 경우 시스템에 발생하는 불확실성에 대처하기 위해 시스템 식별기법을 도입하였으며, 역변환 계산의 용이성을 위해 회귀적 재귀 푸리에 변환기법을 사용하였다. 회귀적 재귀 푸리에 변환을 이용한 적응제어기법을 통해 고장에 능동적으로 대처하는 비행제어시스템을 구성하였으며, 항공기 제어면 파손을 모사하기 위하여 안정미계수 및 조종미계수 기법을 이용하여 고장을 정식화 하였다. 수치 시뮬레이션을 통해 제안된 제어시스템의 타당성을 검증하였다.

A Fractional Integration Analysis on Daily FX Implied Volatility: Long Memory Feature and Structural Changes

  • Han, Young-Wook
    • 아태비즈니스연구
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    • 제13권2호
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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

A Perceptually-Adaptive High-Capacity Color Image Watermarking System

  • Ghouti, Lahouari
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제11권1호
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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.

A Review of Mobile Display Image Quality

  • Kim, Youn Jin
    • 인포메이션 디스플레이
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    • 제15권5호
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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].

Image Denoising Based on Adaptive Fractional Order Anisotropic Diffusion

  • Yu, Jimin;Tan, Lijian;Zhou, Shangbo;Wang, Liping;Wang, Chaomei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제11권1호
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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.

3D 조각가공 시스템을 위한 3 차원 복원 방법 (3D Reconstruction Method for 3D Engraving Systems)

  • 이원석;정성종
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2008년도 추계학술대회A
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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.

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수중표적의 시간영역 음파 후방산란 신호 모의 (Simulation of Time-Domain Acoustic Wave Signals Backscattered from Underwater Targets)

  • 김국현;조대승;성우제
    • 한국음향학회지
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    • 제27권3호
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    • pp.140-148
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    • 2008
  • 본 연구에서는 물리광학법 (physical optics)과 푸리에 변환 (Fourier transform)을 바탕으로 잠수함과 같이 크고 형상이 복잡한 수중표적의 시간영역 음파 후방산란 신호를 모의하기 위한 수치해석방법을 구현하였다. 키르코프-헬름홀쯔 적분식 (Kirchhoff-Helmholtz integral equation)에 키르코프 근사이론 (Kirchhoff approximation)을 적용하여 유도한 물리광학법을 바탕으로 수중표적의 후방산란 음파에 대한 주파수 응답을 계산하였으며, 시간영역 신호모의를 위해 구해진 주파수응답에 고속 역푸리에 변환 (inverse fast Fourier transform)을 취하였다. 입사 음파의 직접조사 면적을 산정하기 위한 적응 삼각형 빔 방법과 다중반사 효과를 고려하기 위한 가상면 개념을 도입하였다. 평면 음파가 정사각형 평판에 수직으로 입사하는 경우에 대한 수치해석 결과를 시간영역 물리광학법에 근거한 해석해와 비교하여 본 연구에서 구현한 수치해석방법의 정확성을 검증하였으며, 반구형 원통모델에 대한 수치모의 결과를 측정결과와 비교하여 본 연구방법이 거울반사 (specular reflection) 효과가 우세한 경우에 유효한 해를 제공할 수 있으나 작은 표적에 대해서는 오차를 줄 수 있음을 확인하였다. 또한, 이상화된 잠수함 모델에 대한 수치해석을 통해 실제 수중표적에 대한 시간영역 후방산란 해석으로의 적용 가능성을 확인하였다.

ISAR IMAGING FROM TARGET CAD MODELS

  • Yoo, Ji-Hee;Kwon, Kyung-Il
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2005년도 Proceedings of ISRS 2005
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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.

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이산 Wavelet 변환을 이용한 딥러닝 기반 잡음제거기 (Noise Canceler Based on Deep Learning Using Discrete Wavelet Transform)

  • 이행우
    • 한국전자통신학회논문지
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    • 제18권6호
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    • pp.1103-1108
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    • 2023
  • 본 논문에서는 음향신호의 배경잡음을 감쇠하기 위한 새로운 알고리즘을 제안한다. 이 알고리즘은 이산 웨이블릿 변환(DWT: Discrete Wavelet Transform) 후 기존의 적응필터를 대신 FNN(: Full-connected Neural Network) 심층학습 알고리즘을 이용하여 잡음감쇠 성능을 개선하였다. 입력신호를 단시간 구간별로 웨이블릿 변환한 다음 1024-1024-512-neuron FNN 딥러닝 모델을 이용하여 잡음이 포함된 단일입력 음성신호로부터 잡음을 제거한다. 이는 시간영역 음성신호를 잡음특성이 잘 표현되도록 시간-주파수영역으로 변환하고 변환 파라미터에 대해 순수 음성신호의 변환 파라미터를 이용한 지도학습을 통하여 잡음환경에서 효과적으로 음성을 예측한다. 본 연구에서 제안한 잡음감쇠시스템의 성능을 검증하기 위하여 Tensorflow와 Keras 라이브러리를 사용한 시뮬레이션 프로그램을 작성하고 모의실험을 수행하였다. 실험 결과, 제안한 심층학습 알고리즘을 사용하면 기존의 적응필터를 사용하는 경우보다 30%, STFT(: Short-Time Fourier Transform) 변환을 사용하는 경우보다는 20%의 평균자승오차(MSE: Mean Square Error) 개선효과를 얻을 수 있었다.