• Title/Summary/Keyword: FFT Curve Fitting

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Determinants and Prediction of the Stock Market during COVID-19: Evidence from Indonesia

  • GOH, Thomas Sumarsan;HENRY, Henry;ALBERT, Albert
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.1
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    • pp.1-6
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    • 2021
  • This research examines the stock market index determinants and the prediction using the FFT curve fitting of the Jakarta Stock Exchange (JKSE) Composite Index during the COVID-19 pandemic. This paper has used daily data of Jakarta Stock Exchange (JKSE) Composite Index, interest rate, and exchange rate from 15 October 2019 to 15 September 2020, and a total of 224 observations, retrieved from Indonesia Stock Exchange (IDX), Indonesia Statistics Central Bureau and Observation & Research of Taxation. The study covers descriptive statistics, multicollinearity test, hypothesis tests, determination test, and prediction using FFT curve fitting. The results unveil four fresh and robust evidence. Partially, the interest rate has affected positively and significantly the stock market index. Partially, the exchange rate has affected negatively and significantly the stock market index. The F-test result, interest rate, and exchange rate have significantly affected the stock market index (JKSE) simultaneously. Furthermore, the FFT curve fitting has predicted that the stock market fluctuates and increases over time. The results have shown a strong influence of the independent variables and the dependent variable. The value of Adjusted R-Square is 0.719, which means that the independent variables have simultaneously impacted the dependent variable for 71.9%; other factors have influenced the remaining 28.1%.

Experimental response function of a photoelectron spectrometer

  • Moonsup Han;Shin, Hye-Yeong;S.J. Oh
    • Journal of Korean Vacuum Science & Technology
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    • v.3 no.2
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    • pp.107-111
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    • 1999
  • We developed the experimental function (ERF) which can be used for the numerical curve fitting analysis in photoelectron spectroscopy (PES). We selected the core-levels of Ag 3d5/2 and Au 4f7/2 to obtain the ERF from the measured core-level spectra. For the numerical fourier transformation we applied the fast transform (FFT) algorithm. we considered optical (Wiener) filtering with the FFT due to noise and used Hann window function to remedy the information leakage in frequency domain due to discrete and finite sampling of measurement. The comparison of the curve fitting results using the ERF obtained in this work and the mathematical response function with a gaussian in the conventional approach shows clearly the improvement of the curve fitting analysis.

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Modeling of Piano Sound Using Method of Line-Segment Approximation and Curve Fitting (선분 근사법과 곡선의 적합성을 이용한 피아노 음의 모델링)

  • Lim, Hun;Chong, Ui-Pil
    • The Journal of the Acoustical Society of Korea
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    • v.19 no.3
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    • pp.86-91
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    • 2000
  • In this paper, we will discuss the characteristics of the magnitude and the phase of the piano sound in frequency domain by using the FFT(Fast Fourier Transform). The method deciding the parameters representing those sounds through the mathematical model is described. We used the curve fitting method for the modeling of the harmonic part of the sound including the fundamental frequency in order to minimize the errors between original sounds and modeled sounds. furthermore, we used the line segment approximation method for the modeling of the noise part around fundamental frequency. We also applied the same method for the phase model and could get the modeled sound to be similar to the original sound using the parameters. Therefore the high compression ratio comparing the modeled sound to the original sound is achieved.

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Raman Scattering Characteristics with Varying Liquid Water Temperature (유체온도 변화에 따른 Raman 산란 특성)

  • An, Jeongsoo;Yang, Sunkyu;Chun, Seyoung;Chung, Moonki;Choi, Youngdon
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.23 no.5
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    • pp.621-627
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    • 1999
  • This paper presents Raman scattering of liquid water to obtain the characteristics with variation of temperature. Very clear Stokes-Raman signals were observed, which shows H-O vibration stretching and H-O-H vibration bending. The obtained spectrum were processed by FFT filter to extract the noise and base. The spectral shape of the H-O stretching provided a various sensitive signature which allowed temperature to be determined by a curve-fitting technique. Those are Maximum Intensity, Maximum Wave Length, FWHM(Full Width at Half Maximum), PMCR(Polymer Monomer Concentration Ratio) and TSIR(Temperature Sensitive Intensity Ratio). TSIR method shows the highest accuracy of $0.1^{\circ}C$ in mean error and $0.32^{\circ}C$ In maximum error.

Modeling of Piano Sound using It's Frequency Characteristics (피아노 음의 주파수 특성분석에 의한 모델링)

  • Lim Hun;Chong Ui Pil
    • Proceedings of the Acoustical Society of Korea Conference
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    • spring
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    • pp.259-262
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    • 1999
  • 본 논문에서는 먼저 피아노 음을 FFT(Fast Fourier Transform)를 이용하여 주파수 영역으로 변환을 한 후, 크기(magnitude)와 위상(phase)에 대한 특성들을 분석한다 이 분석한 결과를 가지고 모델링을 함으로써 피아노 원음에 근접한 음을 만들 수 있다. 크기에서의 특성은 기본주파수와 고조파 부분에서 다른 부분에 비해 크기의 차이가 크다. 그래서 기본주파수와 고조파부분은 오차를 줄이기 위해 적은 데이터를 가지고 곡선의 적합성(Curve Fitting) 방법을 이용하고, 노이즈 부분은 기본주파수 전·후의 노이즈가 피아노 음색 특성에 중요한 역할을 하므로, 이 부분을 최고점과 최저점른을찾아 선형으로 모델링 하였고, 나머지 노이즈 부분은 적은 값을 가지므로 많은 데이터를 가지고 곡선의 적합성을 이용하였다. 위상은 크기에서 모델링한 결과를 바탕으로 모델링을 하였다 모델링을 한 결과를 가지고 역변환 FFT를 하면 피아노 원음에 매우 근접한 음을 생성할 수 있다.

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An Estimation of Mean Background Concentrations of Greenhouse Gases Observed on Ulleungdo (울릉도 온실기체 관측자료를 이용한 배경대기 평균농도 산정)

  • Lim, Yun-Kyu;Moon, Yun-Seob;Kim, Jin-Seog;Song, Sang-Keun;Hong, Ji-Hyung
    • Journal of the Korean earth science society
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    • v.33 no.1
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    • pp.32-38
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    • 2012
  • Mean background concentrations of greenhouse gases such as $CO_2$ and $CH_4$ were estimated on Ulleungdo using PICARRO Cavity Ring-Down Spectroscopy (CRDS) analyzer. To improve the accuracy of $CO_2$ and $CH_4$ concentrations, a standardized QA${\cdot}$QC (Quality Assurance Quality Control) procedure was employed with three steps: 1) the inspection procedure of physical limitation (e.g. the exclusion of data corresponding to the number of data of ${\leq}$50%) for hourly mean values, 2) a stage inspection (e.g. the use of data corresponding to ${\geq}15$ observations per day) for daily mean values, and 3) a fast fourier transform (FFT) analysis using curve-fitting methods for the investigation of climatic characteristics. The monthly mean concentrations of $CO_2$ and $CH_4$ derived from three-step QA${\cdot}$QC procedure were then compared with those observed at Anmyundo (Korea) and Ryori (Japan). Overall, the error of mean $CO_2$ and $CH_4$ concentrations estimated in this study distinctly decreased. However, in comparison with their concentrations monitored at Ryori, the $CO_2$ concentration at estimated at Ulleungdo is soemwhat lower than that of Anmyundo due to the missing data, which is statistically significant. On the other hand, the former has a statistically significant higher value of $CH_4$ that of the latter.