• Title/Summary/Keyword: Fractal Structure

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Wavelet Thresholding Techniques to Support Multi-Scale Decomposition for Financial Forecasting Systems

  • Shin, Taek-Soo;Han, In-Goo
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 1999.03a
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    • pp.175-186
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    • 1999
  • Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support for multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To data, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

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Micro/Nanotribology and Its Applications

  • Bhushan, Bharat
    • Tribology and Lubricants
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    • v.11 no.5
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    • pp.128-135
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    • 1995
  • Atomic force microscopy/friction force microscopy (AFM/FFM) techniques are increasingly used for tribological studies of engineering surfaces at scales, ranging from atomic and molecular to microscales. These techniques have been used to study surface roughness, adhesion, friction, scratching/wear, indentation, detection of material transfer, and boundary lubrication and for nanofabrication/nanomachining purposes. Micro/nanotribological studies of single-crystal silicon, natural diamond, magnetic media (magnetic tapes and disks) and magnetic heads have been conducted. Commonly measured roughness parameters are found to be scale dependent, requiring the need of scale-independent fractal parameters to characterize surface roughness. Measurements of atomic-scale friction of a freshly-cleaved highly-oriented pyrolytic graphite exhibited the same periodicity as that of corresponding topography. However, the peaks in friction and those in corresponding topography were displaced relative to each other. Variations in atomic-scale friction and the observed displacement has been explained by the variations in interatomic forces in the normal and lateral directions. Local variation in microscale friction is found to correspond to the local slope suggesting that a ratchet mechanism is responsible for this variation. Directionality in the friction is observed on both micro- and macro scales which results from the surface preparation and anisotropy in surface roughness. Microscale friction is generally found to be smaller than the macrofriction as there is less ploughing contribution in microscale measurements. Microscale friction is load dependent and friction values increase with an increase in the normal load approaching to the macrofriction at contact stresses higher than the hardness of the softer material. Wear rate for single-crystal silicon is approximately constant for various loads and test durations. However, for magnetic disks with a multilayered thin-film structure, the wear of the diamond like carbon overcoat is catastrophic. Breakdown of thin films can be detected with AFM. Evolution of the wear has also been studied using AFM. Wear is found to be initiated at nono scratches. AFM has been modified to obtain load-displacement curves and for nanoindentation hardness measurements with depth of indentation as low as 1 mm. Scratching and indentation on nanoscales are the powerful ways to screen for adhesion and resistance to deformation of ultrathin fdms. Detection of material transfer on a nanoscale is possible with AFM. Boundary lubrication studies and measurement of lubricant-film thichness with a lateral resolution on a nanoscale have been conducted using AFM. Self-assembled monolyers and chemically-bonded lubricant films with a mobile fraction are superior in wear resistance. Finally, AFM has also shown to be useful for nanofabrication/nanomachining. Friction and wear on micro-and nanoscales have been found to be generally smaller compared to that at macroscales. Therefore, micro/nanotribological studies may help def'me the regimes for ultra-low friction and near zero wear.

Study of the Ecosystem Model of Magazine on Special Genre Focusing on Collaboration System within Magazine Firm, Community and Creative User (전문잡지의 생태계 모델 분석 - 잡지사·커뮤니티·사용자의 협업체계를 중심으로)

  • Chang, Yong Ho;Kong, Byoung-Hun;Jin Jeon, Eun-Young
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.15 no.8
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    • pp.4831-4843
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    • 2014
  • Magazines on specific genres have been operating collaborative, co-working and collective production systems for value maximization using an adaptation strategy on the dynamic, complex and uncertain value network of the magazine industry. The study used a case study method, and data collection was performed by observational research, depth interviews and survey research. The subjects of the study were 'magazine industry', 'magazine firm and community', and 'collaboration system within creative users'. According to the research results, the ecosystem of magazines on a specific genre has been evolving into an innovative value network system, which is combined with the magazine firm, community users and magazine platform. Second, the rapid introduction of smart device environment changes the way of the collaborating system, in which an action and interaction came out within the community, creative users and magazine firms. Third, the production agency shows strong action and interaction, which fits the magazine platform within the ecosystem of a magazine on a specific genre well. This model has a similar fractal structure to the game, publishing, drama, movie, comic, and animation contents industry, converging to an innovative technology-based-creative-industry.

Characteristic Polynomials of 90/150 CA <10 ⋯ 0> (90/150 CA <10 ⋯ 0>의 특성다항식)

  • Kim, Jin-Gyoung;Cho, Sung-Jin;Choi, Un-Sook;Kim, Han-Doo;Kang, Sung-Won
    • The Journal of the Korea institute of electronic communication sciences
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    • v.13 no.6
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    • pp.1301-1308
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    • 2018
  • 90/150 CA which are used as key generators of the cipher system have more randomness than LFSRs, but synthesis methods of 90/150 CA are difficult. Therefore, 90/150 CA synthesis methods have been studied by many researchers. In order to synthesize a suitable CA, the analysis of the characteristic polynomial of 90/150 CA should be preceded. In general, the characteristic of polynomial ${\Delta}_n$ of n cell 90/150 CA is obtained by using ${\Delta}_{n-1}$ and ${\Delta}_{n-2}$. Choi et al. analyzed $H_{2^n}(x)$ and $H_{2^n-1}(x)$, where $H_k(x)$ is the characteristic polynomial of k cell 90/150 CA with state transition rule <$10{\cdots}0$>. In this paper, we propose an efficient method to obtain $H_n(x)$ from $H_{n-1}(x)$ and an efficient algorithm to obtain $H_{2^n+i}(x)$ and $H_{2^n-i}(x)$ ($1{\leq}i{\leq}2^{n-1}$) from $H_{2^n}(x)$ by using this method.