• Title/Summary/Keyword: Least mean squares

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Dynamic Elasticities Between Financial Performance and Determinants of Mining and Extractive Companies in Jordan

  • Yusop, Nora Yusma;Alhyari, Jad Alkareem;Bekhet, Hussain Ali
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.7
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    • pp.433-446
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    • 2021
  • This study aims to identify the elasticities and casualties of financial performance and determinants of the mining and extractive companies listed in Jordan's stock market over the 2005-2018 period. The conceptual framework is based on the Resource-Based View theory and Arbitrage Pricing theory is used to describe the relationship between the external environment and the financial performance of the companies. Profitability ratio (return on assets) is utilized as a proxy of financial performance measurement. Meantime, the company's characteristics, macroeconomic variables, and non-economic factors are utilized as independent factors. Data sources are panel data set for mining and extractive companies over the above period. Fully Modified Ordinary Least Square (FMOLS), Dynamic Ordinary Least Squares (DOLS), and Pooled Mean Group (PMG) methods are applied. The empirical findings indicated that company size, sales growth, financial leverage, liquidity, and GDP growth were the critical determinants of mining and extractive companies' financial performance in the Amman Stock Exchange. Thus, the findings conclude that company characteristics and GDP growth mainly drive financial performance. Moreover, the findings reveal that a bidirectional causal elasticity exists between GDP and financial leverage and return on assets (ROA). Sound financial performance can be obtained by paying more attention to GDP growth and firms' characteristics.

Functional Separation of Myoelectric Signal of Human Arm Movements Using Time Series Analysis (시계열 해석을 이용한 팔운동 근전신호의 기능분리)

  • 홍성우;남문현
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.41 no.9
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    • pp.1051-1059
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    • 1992
  • In this paper, two general methods using time-series analysis in the functional separation of the myoelectric signal of human arm movements are developed. Autocorrelation, covariance method and sequential least squares algorithm were used to determine the model parameters and the order of signal model to describe six arm movement patterns` the forearm flexion and extension, the wrist pronation and supination, rotation-in and rotation-out. The confidence interval to classify the functions of arm movement was defined by the mean and standard deviation of total squared error. With the error signals of autoregressive(AR) model, the result showed that the highest success rate was obtained in the case of 4th order, and success rate was decreased with increase of order. Autocorrelation was the method of choice for better success rate. This technique might be applied to biomedical and rehabilitation engineering.

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A numerically efficient adaptive filter algorithm with varying step size by the error

  • Jun, Byung-Eul;Park, Dong-Jo
    • 제어로봇시스템학회:학술대회논문집
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    • 1991.10b
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    • pp.1854-1857
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    • 1991
  • A numerically efficient modification of a variable step size LMS (Least Mean Squares) algorithm is proposed. This proposed algorithm is very simple in calculation and has a variable step size adjusted by the filter output error. Its additional computational burden with respect to the conventional LMS algorithm is only two multiplications, two substraction, an addition and some bit operations. In a simulation example, it is shown that the proposed algorithm has not only the faster convergence rate but also less misadjustments in the environment of highly nonstationary and correlated data.

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IIR Structure Secondary Path Estimation Algorithms for Active Noise Control Systems (능동소음제어를 위한 IIR 구조 2차경로 추정 알고리즘)

  • Choi, Young-Hun;Ahn, Dong-Jun;Nam, Hyun-Do
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.25 no.2
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    • pp.143-149
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    • 2011
  • In this paper, IIR structures are proposed to reduce the computation complexity of the secondary-pass estimation in active noise control(ANC) systems. However, there are stability problems of using IIR models to reduce the computation complexity in ANC systems. To overcome these problems, we propose a stabilizing procedure of recursive least mean squares (RLMS) algorithms for eatimating the parameters of IIR models of the secondary path transfer functions. The multichannel ANC systems are implemented by using the TMS320C6713 DSP board to test the performance of computation complexity and stability of the proposed methods. Comparing the IIR filters with the FIR filters, the IIR filters can reduce 50[%] of the computation and obtain similar noise reduction result.

The Position Estimation of a Body Using 2-D Slit Light Vision Sensors (2-D 슬리트광 비젼 센서를 이용한 물체의 자세측정)

  • Kim, Jung-Kwan;Han, Myung-Chul
    • Journal of the Korean Society for Precision Engineering
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    • v.16 no.12
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    • pp.133-142
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    • 1999
  • We introduce the algorithms of 2-D and 3-D position estimation using 2-D vision sensors. The sensors used in this research issue red laser slit light to the body. So, it is very convenient to obtain the coordinates of corner point or edge in sensor coordinate. Since the measured points are normally not fixed in the body coordinate, the additional conditions, that corner lines or edges are straight and fixed in the body coordinate, are used to find out the position and orientation of the body. In the case of 2-D motional body, we can find the solution analytically. But in the case of 3-D motional body, linearization technique and least mean squares method are used because of hard nonlinearity.

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Comparison of Performance of Models to Predict Hardness of Tomato using Spectroscopic Data of Reflectance and Transmittance (토마토 반사광과 투과광 스펙트럼 분석에 의한 경도 예측 성능 비교)

  • Kim, Young-Tae;Suh, Sang-Ryong
    • Journal of Biosystems Engineering
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    • v.33 no.1
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    • pp.63-68
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    • 2008
  • This study was carried out to find a useful method to predict hardness of tomato using optical spectrum data. Optical spectrum of reflectance and transmittance data were collected processed by 9 kind of preprocessing methods-normalizations of mean, maximum and range, SNV (standard normal variate), MSC (multiplicative scatter correction), the first derivative and second derivative of Savitzky-Golay and Norris-Gap. With the preprocessed and non-processed original spectrum data, prediction models of hardness of tomato were developed using analytical tools of PLS (partial least squares) and MLR (multiple linear regression) and tested for their validation. The test of validation resulted that the analytical tools of PLS and MLR output similar performances while the transmittance spectra showed much better result than the reflectance spectra.

A Graphical Method for Evaluating the Effect of Blocking in Response surface Designs Using Cuboidal Regions

  • Sang-Hyun Park;Dae-Heung Jang
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.607-621
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    • 1998
  • When fitting a response surface model, the least squares estimates of the model's parameters and the prediction variance will generally depend on how the response surface design is blocked. That is, the choice of a blocking arrangement for a response surface design can have a considerable effect on estimating the mean response and on the size of the prediction variance even if the experimental runs are the same. Therefore, care should be exercised in the selection of blocks. In this paper, we prognose a graphical method for evaluating the effect of blocking in a response surface designs using cuboidal regions in the presence of a fixed block effect. This graphical method can be used to investigate how the blocking has influence on the prediction variance throughout the entire experimental region of interest when this region is cuboidal, and compare the block effect in the cases of the orthogonal and non-orthogonalblockdesigns, resfectively.

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Neural adaptive equalization of M-ary QAM signals using a new activation function with a multi-saturated output region (새로운 다단계 복소 활성 함수를 이용한 신경회로망에 의한 M-ary QAM 신호의 적응 등화)

  • 유철우;홍대식
    • Journal of the Korean Institute of Telematics and Electronics C
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    • v.35C no.1
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    • pp.42-54
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    • 1998
  • For decreasing intersymbol interference (ISI) due to band-limited channels in digitalcommunication, the uses of equalization techniques are necessary. Among the useful adaptive equalization techniques, because of their ease of implementation and nonlinear capabilites, the neural networks have been used as an alternative for effectively dealing with the channel distortion. In this paepr, a complex-valued multilayer percepron is proposed as a nonlinear adaptive equalizer. After the important properties that a suitable complex-valued activation function must possess are discussed, a new complex-valued activation function is developed for the proposed schemes to deal with M-ary QAM signals of any constellation sizes. It has been further proven that by the nonlinear transformation of the proposed function, the correlation coefficient between the real and imaginary parts of input data decreases when they are jointly Gaussian random variables. Lastly, the effectiveness of the proposed scheme is demonstrated by simulations. The proposed scheme provides, compared with the linear equalizer using the least mean squares (LMS) algorith, an interesting improvement concerning Bit Error Rate (BER) when channel distortions are nonlinear.

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NEW ADAPTIVE METHOD FOR VOLTAGE SAG AND SWELL DETECTION

  • Mohamed, Mansour A.
    • Journal of the Korea Convergence Society
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    • v.4 no.1
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    • pp.33-41
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    • 2013
  • This paper presents an adaptive recursive least squares algorithm (ARLS) for detecting voltage sag and voltage swell events in power systems. Different methods have been developed to detect voltage sag and voltage swell. Some of them use window techniques, which are too slow when voltage sag or swell mitigation is required. Others depend on the extraction of a single non-stationary sinusoidal signal out of a given multi-components input signal, and therefore they don't consider the harmonic components in calculating the voltage root mean square value (rms). The method, proposed in this paper, is capable of estimating the voltage rms taking into account all harmonic components. The method is tested by applying it to different, simulated signals using ATP program, and compared with voltage sag detection algorithms.

The Position Estimation of a Car Using 2D Vision Sensors (2D 비젼 센서를 이용한 차체의 3D 자세측정)

  • 한명철;김정관
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1996.11a
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    • pp.296-300
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    • 1996
  • This paper presents 3D position estimation algorithm with the images of 2D vision sensors which issues Red Laser Slit light and recieves the line images. Since the sensor usually measures 2D position of corner(or edge) of a body and the measured point is not fixed in the body, the additional information of the corner(or edge) is used. That is, corner(or edge) line is straight and fixed in the body. For the body which moves in a plane, the Transformation matrix between the body coordinate and the reference coordinate is analytically found. For the 3D motion body, linearization technique and least mean squares method are used.

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