• Title/Summary/Keyword: Correlation model

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A Traffic-Classification Method Using the Correlation of the Network Flow (네트워크 플로우의 연관성 모델을 이용한 트래픽 분류 방법)

  • Goo, YoungHoon;Lee, Sungho;Shim, Kyuseok;Sija, Baraka D.;Kim, MyungSup
    • Journal of KIISE
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    • v.44 no.4
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    • pp.433-438
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    • 2017
  • Presently, the ubiquitous emergence of high-speed-network environments has led to a rapid increase of various applications, leading to constantly complicated network traffic. To manage networks efficiently, the traffic classification of specific units is essential. While various traffic-classification methods have been studied, a methods for the complete classification of network traffic has not yet been developed. In this paper, a correlation model of the network flow is defined, and a traffic-classification method for which this model is used is proposed. The proposed network-correlation model for traffic classification consists of a similarity model and a connectivity model. Suggestion for the effectiveness of the proposed method is demonstrated in terms of accuracy and completeness through experiments.

Evaluation of Engineering Characteristics of Aggregate Base Materials and Developing the Empirical Correlation Model (입도조정기층 재료의 공학적 특성 평가 및 경험적 상관모형 개발)

  • Kweon, Gi-Chul;Lee, Seung-Jun;Lee, Ung-Se
    • International Journal of Highway Engineering
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    • v.12 no.2
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    • pp.115-121
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    • 2010
  • To evaluate the engineering characteristics of aggregate base materials, cyclic triaxial, CBR and permeability tests were performed for 15 samples. The CBR values of aggregate base materials have wide range from 32 to 110(average 81) and the amount of swelling in submerged conditions has below 0.04mm. The Modulus of aggregate base materials were significantly affected by volumetric stress, linear volumetric model was best for fitting. The modulus of aggregate base materials were determined within range of 100MPa~600MPa, 80~270 and 0.1~0.6 for model coefficient $k_1$ and $k_2$ respectively. The empirical correlation model was suggested that prediction the modulus from the basic properties obtained from particle size distribution test and compaction test. The coefficient of determination of the proposed correlation model was 0.423 for model coefficient $k_1$, 0.920 for model coefficient $k_2$ and 0.872 for modulus with stress level.

THE VALUATION OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY, STOCHASTIC INTEREST RATE AND FULL CORRELATION STRUCTURE

  • Cao, Jiling;Roslan, Teh Raihana Nazirah;Zhang, Wenjun
    • Journal of the Korean Mathematical Society
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    • v.57 no.5
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    • pp.1167-1186
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    • 2020
  • This paper considers the case of pricing discretely-sampled variance swaps under the class of equity-interest rate hybridization. Our modeling framework consists of the equity which follows the dynamics of the Heston stochastic volatility model, and the stochastic interest rate is driven by the Cox-Ingersoll-Ross (CIR) process with full correlation structure imposed among the state variables. This full correlation structure possesses the limitation to have fully analytical pricing formula for hybrid models of variance swaps, due to the non-affinity property embedded in the model itself. We address this issue by obtaining an efficient semi-closed form pricing formula of variance swaps for an approximation of the hybrid model via the derivation of characteristic functions. Subsequently, we implement numerical experiments to evaluate the accuracy of our pricing formula. Our findings confirm that the impact of the correlation between the underlying and the interest rate is significant for pricing discretely-sampled variance swaps.

A Study on the prediction of BMI(Benthic Macroinvertebrate Index) using Machine Learning Based CFS(Correlation-based Feature Selection) and Random Forest Model (머신러닝 기반 CFS(Correlation-based Feature Selection)기법과 Random Forest모델을 활용한 BMI(Benthic Macroinvertebrate Index) 예측에 관한 연구)

  • Go, Woo-Seok;Yoon, Chun Gyeong;Rhee, Han-Pil;Hwang, Soon-Jin;Lee, Sang-Woo
    • Journal of Korean Society on Water Environment
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    • v.35 no.5
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    • pp.425-431
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    • 2019
  • Recently, people have been attracting attention to the good quality of water resources as well as water welfare. to improve the quality of life. This study is a papers on the prediction of benthic macroinvertebrate index (BMI), which is a aquatic ecological health, using the machine learning based CFS (Correlation-based Feature Selection) method and the random forest model to compare the measured and predicted values of the BMI. The data collected from the Han River's branch for 10 years are extracted and utilized in 1312 data. Through the utilized data, Pearson correlation analysis showed a lack of correlation between single factor and BMI. The CFS method for multiple regression analysis was introduced. This study calculated 10 factors(water temperature, DO, electrical conductivity, turbidity, BOD, $NH_3-N$, T-N, $PO_4-P$, T-P, Average flow rate) that are considered to be related to the BMI. The random forest model was used based on the ten factors. In order to prove the validity of the model, $R^2$, %Difference, NSE (Nash-Sutcliffe Efficiency) and RMSE (Root Mean Square Error) were used. Each factor was 0.9438, -0.997, and 0,992, and accuracy rate was 71.6% level. As a result, These results can suggest the future direction of water resource management and Pre-review function for water ecological prediction.

Quantization of LPC Coefficients Using a Multi-frame AR-model (Multi-frame AR model을 이용한 LPC 계수 양자화)

  • Jung, Won-Jin;Kim, Moo-Young
    • The Journal of the Acoustical Society of Korea
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    • v.31 no.2
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    • pp.93-99
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    • 2012
  • For speech coding, a vocal tract is modeled using Linear Predictive Coding (LPC) coefficients. The LPC coefficients are typically transformed to Line Spectral Frequency (LSF) parameters which are advantageous for linear interpolation and quantization. If multidimensional LSF data are quantized directly using Vector-Quantization (VQ), high rate-distortion performance can be obtained by fully utilizing intra-frame correlation. In practice, since this direct VQ system cannot be used due to high computational complexity and memory requirement, Split VQ (SVQ) is used where a multidimensional vector is split into multilple sub-vectors for quantization. The LSF parameters also have high inter-frame correlation, and thus Predictive SVQ (PSVQ) is utilized. PSVQ provides better rate-distortion performance than SVQ. In this paper, to implement the optimal predictors in PSVQ for voice storage devices, we propose Multi-Frame AR-model based SVQ (MF-AR-SVQ) that considers the inter-frame correlations with multiple previous frames. Compared with conventional PSVQ, the proposed MF-AR-SVQ provides 1 bit gain in terms of spectral distortion without significant increase in complexity and memory requirement.

Collapsibility and Suppression for Cumulative Logistic Model

  • Hong, Chong-Sun;Kim, Kil-Tae
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.313-322
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    • 2005
  • In this paper, we discuss suppression for logistic regression model. Suppression for linear regression model was defined as the relationship among sums of squared for regression as well as correlation coefficients of. variables. Since it is not common to obtain simple correlation coefficient for binary response variable of logistic model, we consider cumulative logistic models with multinomial and ordinal response variables rather than usual logistic model. As number of category of a response variable for the cumulative logistic model gets collapsed into binary, it is found that suppressions for these logistic models are changed. These suppression results for cumulative logistic models are discussed and compared with those of linear model.

Measurement of Flow Field in a Ginseng Cleaner Model Using PIV (PIV에 의한 인삼세척기 모델 내부의 유동계측)

  • 송치성
    • Journal of Advanced Marine Engineering and Technology
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    • v.25 no.1
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    • pp.139-145
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    • 2001
  • The objective of experimental study is to apply simultaneous measurement by PIV(Particle Image Velocimetry) to high_speed flow characteristics within ginseng cleaner model. Three different kinds of flow rate(15. 20, 27l/min) are selected as experimental condition. Optimized cross correlation identification to obtain velocity distribution, time-mean velocity distribution, velocity, profile, kinetic energy and turbulence intensity are represented quantitatively for the deeped understanding of the flow characteristics in a ginseng cleaner model.

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A Study on Establishment of Discrimination Model of Big Traffic Accident (대형교통사고 판별모델 구축에 관한 연구)

  • 고상선;이원규;배기목;노유진
    • Journal of Korean Port Research
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    • v.13 no.1
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    • pp.101-112
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    • 1999
  • Traffic accidents increase with the increase of the vehicles in operation on the street. Especially big traffic accidents composed of over 3 killed or 20 injured accidents with the property damage become one of the serious problems to be solved in most of the cities. The purpose of this study is to build the discrimination model on big traffic accidents using the Quantification II theory for establishing the countermeasures to reduce the big traffic accidents. The results are summarized as follows. 1)The existing traffic accident related model could not explain the phenomena of the current traffic accident appropriately. 2) Based on the big traffic accident types vehicle-vehicle, vehicle-alone, vehicle-pedestrian and vehicle-train accident rates 73%, 20.5% 5.6% and two cases respectively. Based on the law violation types safety driving non-fulfillment center line invasion excess speed and signal disobedience were 48.8%, 38.1% 2.8% and 2.8% respectively. 3) Based on the law violation types major factors in big traffic accidents were road and environment, human, and vehicle in order. Those factors were vehicle, road and environment, and human in order based on types of injured driver’s death. 4) Based on the law violation types total hitting and correlation rates of the model were 53.57% and 0.97853. Based on the types of injured driver’s death total hitting and correlation rates of the model were also 71.4% and 0.59583.

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A Study on Development of a Prediction Model for the Sound Pressure Level Related to Vehicle Velocity by Measuring NCPX Measurement (NCPX 계측 방법에 따른 속도별 소음 데시벨 예측 모델 개발에 대한 연구)

  • Kim, Do Wan;An, Deok Soon;Mun, Sungho
    • International Journal of Highway Engineering
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    • v.15 no.4
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    • pp.21-29
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    • 2013
  • PURPOSES : The objective of this study is to provide for the overall SPL (Sound Pressure Level) prediction model by using the NCPX (Noble Close Proximity) measurement method in terms of regression equations. METHODS: Many methods can be used to measure the traffic noise. However, NCPX measurement can powerfully measure the friction noise originated somewhere between tire and pavement by attaching the microphone at the proximity location of tire. The overall SPL(Sound Pressure Level) calculated by NCPX method depends on the vehicle speed, and the basic equation form of the prediction model for overall SPL was used, according to the previous studies (Bloemhof, 1986; Cho and Mun, 2008a; Cho and Mun, 2008b; Cho and Mun, 2008c). RESULTS : After developing the prediction model, the prediction model was verified by the correlation analysis and RMSE (Root Mean Squared Error). Furthermore, the correlation was resulted in good agreement. CONCLUSIONS: If the polynomial overall SPL prediction model can be used, the special cautions are required in terms of considering the interpolation points between vehicle speeds as well as overall SPLs.

Research on Factors Affecting South Korea's OFDI Based on a Spatial Measurement Model

  • Su, Shuai;Zhang, Fan
    • Journal of Korea Trade
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    • v.26 no.1
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    • pp.99-112
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    • 2022
  • Purpose - This paper empirically investigates via a spatial lag model from the perspective of space economy to find the influencing factors of South Korea's OFDI along with 60 countries. Design/methodology - In the study of regional economic phenomena, we must first test the corresponding spatial correlation, and on this basis, complete the construction of the spatial model. For the target research object, after testing the spatial correlation, if there is spatial correlation, a spatial measurement model is needed. This paper uses the global Moran's I index for calculation. Based on the characteristics and research needs of the research object, this paper selects the spatial lag model to verify the existence of the spatial effect and factors affecting OFDI. Findings - Our results show that export scale, infrastructure, technology level, political stability, resource endowment, market size, distance and labor cost have a certain impact on Korea's OFDI, but at present the distance and market size factors are the most important influencing factors for South Korea's OFDI, The technical level and political stability have little effect on South Korea's OFDI, and are not main factors determining South Korea's OFDI. Originality/value - Through spatial measurement verification, it was found that the spatial effect has a significant impact on OFDI, along with more than 60 countries. On this basis, relevant suggestions are put forward, which have strong practical significance for South Korea's OFDI to achieve healthy and sustainable development.