• East Asian Economic Review
• /
• 제21권2호
• /
• pp.147-165
• /
• 2017

This study quantifies the dynamic interrelationship between the KOSPI index return and search query data derived from the Naver DataLab. The empirical estimation using a bivariate GARCH model reveals that negative contemporaneous correlations between the stock return and the search frequency prevail during the sample period. Meanwhile, the search frequency has a negative association with the one-week- ahead stock return but not vice versa. In addition to identifying dynamic correlations, the paper also aims to serve as a test bed in which the existence of profitable trading strategies based on big data is explored. Specifically, the strategy interpreting the heightened investor attention as a negative signal for future returns appears to have been superior to the benchmark strategy in terms of the expected utility over wealth. This paper also demonstrates that the big data-based option trading strategy might be able to beat the market under certain conditions. These results highlight the possibility of big data as a potential source-which has been left largely untapped-for establishing profitable trading strategies as well as developing insights on stock market dynamics.

• 한국정보과학회:학술대회논문집
• /
• 한국정보과학회 2000년도 봄 학술발표논문집 Vol.27 No.1 (B)
• /
• pp.589-591
• /
• 2000

비디오 데이터가 포함하고 있는 카메라와 이동물체의 동작정보를 추출하기 위한 대표적인 방법으로 동작벡터 추출알고리즘이 있다. 본 논문에서는 영상 내에 밝기 값 분포가 균일한 영역이 존재할 때 부정확한 정합 결과를 보이는 것은 기존 알고리즘의 문제점과 이를 개선할 수 있는 계층적 블록정합 알고리즘의 정합오류 전파가능성, 높은 시간복잡도 문제를 동시에 해결할 수 있는 블록정합 알고리즘을 제안한다. 제안하는 알고리즘은 Coarse-to-Fine 방식의 탐색방법과 Dynamic Control Strategy를 결합한 것으로서 정합한 블록의 상황에 따라 탐색 레이어를 동적으로 변경시키는 방법을 사용한다. 본 알고리즘은 크게 두단계로 나뉘어 지는데 탐색 레이어를 결정하는 Control 변경 결정 단계와 정합도 측정함수를 통해 블록에 대한 정합 정확도를 측정하는 단계로 구성이 된다.

• 전기학회논문지P
• /
• 제67권4호
• /
• pp.208-213
• /
• 2018

In this paper, we studied the control strategy of applying STATCOM(static synchronous compensator) to mitigate the FIDVR(fault induced delayed voltage recovery) phenomenon. The proportion of motor loads is gradually increasing which might affect power system stability. Excessive reactive power consumption by the stall of the motor loads causes FIDVR phenomenon. In addition, the low inertia of the small HVAC(heating, ventilation and air conditioner) unit will not separate itself in the event of a contingency, causing system instability. For this reason, we have developed a control strategy that utilizes STATCOM efficiently through static and dynamic analysis. Case studies on a Korean power system have validated the performance of the proposed scheme under severe contingency scenarios. The results have verified that the proposed strategy can effectively mitigate FIDVR and improve the stability and reliability of the system.

• 제어로봇시스템학회논문지
• /
• 제12권11호
• /
• pp.1111-1118
• /
• 2006

This paper covers topics related to the investigations for the problem of sensorless vibratory orienting of polygonal parts with high probability through dynamic simulation. The author's program for mechanical systems with changing topologies was experimentally validated and was used as a simulation and design tool for motion behaviors of the vibratory parts-orienting system in the dynamic environment. A flat level vibrating bar is proposed as a means of orienting parts. Dynamic manipulation, in which a part is repeatedly caught and tossed by the bar without sensing, forms the fundamental manipulation strategy. This paper presents how to plan vibratory manipulation strategies that can orient a small rigid polygonal part using interaction between the part and the vibrating bar without requiring sensing. The planned motion strategies have been experimentally validated to show how the dynamic simulation can be used to find favorable vibration parameters for a given part without knowledge of their initial orientations.

• 한국항해항만학회지
• /
• 제30권3호
• /
• pp.235-240
• /
• 2006

본 연구에서는 국내에 개발예정인 자동화터미널에 적용가능한 효율적인 ATC 운영로직을 개발하기 위해서 ATC 장비 운영전략을 분석하였다. 그리고, ATC의 효율적인 운영에 있어서 가장 중요한 동적운영로직을 개발하고, 단순한 할당규칙을 수립하여 시뮬레이션 실험으로 로직검증을 하였다. 실험결과 ATC 생산성 저해요인인 간섭을 최소화하는 간섭최소화전략과 능동적인 간섭회피전략이 ATC의 대기시간 및 간섭시간을 감소시키는 것으로 나타났다. 본 연구의 결과로 ATC의 운영효율성을 향상시켜서 자동화터미널의 생산성을 향상시킬 수 있을 것으로 기대된다.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• 제11권3호
• /
• pp.1336-1356
• /
• 2017

The spectrum scarcity crisis has resulted in a shortage of resources for many emerging wireless services, and research on dynamic spectrum management has been used to solve this problem. Game theory can allocate resources to users in an economic way through market competition. In this paper, we propose a bidding game-based spectrum allocation mechanism in cognitive radio network. In our framework, primary networks provide heterogeneous wireless service and different numbers of channels, while secondary users have diverse bandwidth demands for transmission. Considering the features of traffic and QoS demands, we design a weighted interference graph-based grouping algorithm to divide users into several groups and construct the non-interference user-set in the first step. In the second step, we propose the dynamic bidding game-based spectrum allocation strategy; we analyze both buyer's and seller's revenue and determine the best allocation strategy. We also prove that our mechanism can achieve balanced pricing schema in competition. Theoretical and simulation results show that our strategy provides a feasible solution to improve spectrum utilization, can maximize overall utility and guarantee users' individual rationality.

• Journal of Power Electronics
• /
• 제18권6호
• /
• pp.1708-1719
• /
• 2018

A complete current loop decoupling control strategy based on a sliding mode observer (SMO) is proposed to eliminate the influence of current dynamic coupling and back electromotive force (EMF) in the vector control of permanent magnet synchronous motors. With this strategy, current dynamic decoupling and back EMF compensation can be simultaneously achieved. Unlike conventional methods, the proposed strategy can avoid the disturbances caused by the parametric variations of motor systems and maintain the advantages of proportional integral (PI) controllers, which are robust and easy to operate. An improved SMO, which uses a special PI regulator other than a linear saturation function as the equivalent control law in the boundary layer of a sliding surface, is proposed to eliminate the estimated errors caused by the quasi-sliding mode and obtain a satisfactory decoupling performance. The stability and parameter robustness of the proposed strategy are also analyzed. Physical experimental results are presented to verify the validity of the method.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• 제15권10호
• /
• pp.3534-3553
• /
• 2021

The low cost of Bluetooth technology has led to its wide usage in indoor positioning. However, some inherent shortcomings of Bluetooth technology have limited its further development in indoor positioning, such as the unstable positioning state caused by the fluctuation of Received Signal Strength Indicator (RSSI) and the low transmission frequency accompanied by a poor real-time performance in positioning and tracking moving targets. To address these problems, an indoor fusion positioning algorithm of Bluetooth technology and pedestrian dead reckoning (PDR) based on a particle filter with dynamic adjustment of weights calculation strategy (BPDW) will be proposed. First, an orderly statistical filter (OSF) sorts the RSSI values of a period and then eliminates outliers to obtain relatively stable RSSI values. Next, the Group-based Trilateration algorithm (GTP) enhances positioning accuracy. Finally, the particle filter algorithm with dynamic adjustment of weight calculation strategy fuses the results of Bluetooth positing and PDR to improve the performance of positioning moving targets. To evaluate the performance of BPDW, we compared BPDW with other representative indoor positioning algorithms, including fingerprint positioning, trilateral positioning (TP), multilateral positioning (MP), Kalman filter, and strong tracking filter. The results showed that BPDW has the best positioning performance on static and moving targets in simulation and actual scenes.

• 한국컴퓨터정보학회논문지
• /
• 제26권4호
• /
• pp.113-118
• /
• 2021

본 논문은 케미컬 탱커시장의 운임예측에 관하여 인공신경망을 적용하였으며 전통적인 시계열 모델인 ARIMA모형과 비교하였다. 케미컬 시장의 경우 상대적으로 소규모이나 범용성이 높은 선박을 이용한 시장으로 수급모델을 활용하여 운임시장을 분석하기 어려우며, 운임의 변동성이 크기 때문에 선형모형을 활용하는데는 한계가 있다. 본 연구는 케미컬 시장의 특성을 고려하여 비선형 모델인 인공신경망을 이용하여 ARIMA와 비교한 결과 RMSE와 Correlation 측면에서 예측성능이 우수함을 보였으며, 케미컬 탱커의 운임예측에 더 적합함을 보였다. 본 연구는 운임거래에 있어 과학적 모델을 제시함으로써 의사결정의 질을 제고하는데 기여할 뿐만 아니라 학문적으로 소외되어온 케미컬 시장 연구에 도움이 될 것으로 기대된다.

• Earthquakes and Structures
• /
• 제12권3호
• /
• pp.285-296
• /
• 2017

Base isolation is a quite practical control strategy for enhancing the response of structural systems induced by strong ground motions. Due to the dynamic effects of base isolation systems, reduction in the interstory drifts of the superstructure is often achieved at the expense of high base displacement level, which may lead to instability of the structure or non-practical designs for the base isolators. To reduce the base displacement, several hybrid structural control strategies have been studied over the past decades. This study investigates a particular strategy that employs Tuned Mass Dampers (TMDs) for improving the performance of base-isolated structures and unlike previous studies, specifically focuses on the effectiveness of this hybrid control strategy in structures that are equipped with nonlinear base isolation systems. To consider the nonlinearities of base isolation systems, a Bouc-Wen model is selected and nonlinear dynamic OpenSees models are used to perform several time-history simulations in time and frequency domains. Through these numerical simulations, the effects of several parameters such as the fundamental period of the structure, dynamic properties of the TMD and isolation systems and properties of the input ground motion on the behaviour of TMD-structure-base isolation systems are examined. The results of this study provide a better insight into the performance of linear shear-story structures with nonlinear base isolators and show that there are many scenarios in which TMDs can still improve the performance of these systems.