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An Analysis of Categorical Time Series Driven by Clipping GARCH Processes (연속형-GARCH 시계열의 범주형화(Clipping)를 통한 분석)

  • Choi, M.S.;Baek, J.S.;Hwan, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.23 no.4
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    • pp.683-692
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    • 2010
  • This short article is concerned with a categorical time series obtained after clipping a heteroscedastic GARCH process. Estimation methods are discussed for the model parameters appearing both in the original process and in the resulting binary time series from a clipping (cf. Zhen and Basawa, 2009). Assuming AR-GARCH model for heteroscedastic time series, three data sets from Korean stock market are analyzed and illustrated with applications to calculating certain probabilities associated with the AR-GARCH process.

2D/3D conversion algorithm on broadcast and mobile environment and the platform (방송 및 모바일 실감형 2D/3D 컨텐츠 변환 방법 및 플랫폼)

  • Song, Hyok;Bae, Jin-Woo;Yoo, Ji-Sang;Choi, Byeoung-Ho
    • 한국정보통신설비학회:학술대회논문집
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    • 2007.08a
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    • pp.386-389
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    • 2007
  • TV technology started from black and white TV. Color TV invented and users request more realistic TV technology. The next technology is 3DTV. For 3DTV, 3D display technology, 3D coding technology, digital mux/demux technology in broadcast and 3D video acquisition are needed. Moreover, Almost every contents now exist are 2D contents. It causes necessity to convert from 2D to 3D. This article describes 2D/3D conversion algorithm and H/W platform on FPGA board. Time difference makes 3D effect and convolution filter increased the effect. Distorted image and original image give 3D effect. The algorithm is shown on 3D display. The display device shows 3D effect by parallax barrier method and has FPGA board.

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무작위 초 보유 자원을 이용한 신뢰성 모델

  • Kim, Songkyoo
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2001.10a
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    • pp.199-202
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    • 2001
  • This article deals with stochastic reliability systems that include a repair facility and unreliable machines: the main facility of working and an auxiliary facility of "super-reserve" machines. The number of super-reserve machines are random number with a arbitrarily distribution and working machines break down exponentially. Defective machines line up for repair, whose durations are arbitrarily distributed. Refurbished machines return to the main facility. If the main facility is restored to its original quantity, the repair facility leaves on routine maintenance until all of super-reserve machines are exhausted. Then, the busy period is regenerated. The whole system also falls into the category of closed queues, with more options than those of basic models. The techniques include two-variate Markov and semi-regenerative processes, and a duality principle, to find the probability distribution of the number of intact machines. Explicit formulas obtained demonstrate a relatively effortless use of functionals of the main stochastic characteristics (such as expenses due to repair, maintenance, waiting, and rewards for higher reliability) and optimization of their objective function. Applications include computer networking, human resources, and manufacturing processes.

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An Extended EPQ Model to Relax the Constant Demand Assumption into Periodic Demand

  • Yi, Gyeong-Beom
    • Management Science and Financial Engineering
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    • v.1 no.1
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    • pp.39-66
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    • 1995
  • This article presents a new model called the periodic square wave(PSW) to describe the material flow of periodic processes involving an intermediate buffer. The material flows into and out of the intermediate buffer are assumed to be periodic square shaped. By using this model, It is proved that the classical economic lot size model with finite supply rate, the so-called EPQ model, can be applicable to the arbitrary periodic demand case. This new model relaxes the original assumption of the constant demand. It is shown, as a unique application example, that the explicit solution for determining both upstream and downstream economic lot size can be obtained with the aid of the PSW model. The PSW model provides more accurate information on analyzing the inventory and production system than the classical approach, without losing simplicity and increasing the computational burden.

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Virtual Learning Environments for Statistics Education and Applications for Official Statistics

  • Mittag Hans-Joachim
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.307-312
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    • 2004
  • In our fast-moving information and knowledge society, skills and know-how rapidly become outdated. Virtual learning environments play a key role in meeting today's growing demand for customized educational and vocational training and lift-long teaming. The scope of multimedia-based and web-supported education is illustrated by means of an interdisciplinary multimedia project 'New Statistics' funded by the German government. The project output contains more than 70 learning modules covering the complete curriculum of an introductory statistics course. All modules are based on a statistical laboratory and on a multitude of Java applets, animations and case studies. The paper focuses on presenting the statistical laboratory and the applets. These components present the main project pillars and are particularly suitable for international use, independently from the original project framework. This article also demonstrates the application of Java applets and other multimedia developments from the educational world to official statistics for interactive presentation of statistical information.

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At the time of issuing the Journal of Korean Life Insurance Medical Association volume 27(1) (보험의학회지 제27권 1호의 발간에 즈음하여...)

  • Lee, Sin-Hyung
    • The Journal of the Korean life insurance medical association
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    • v.27 no.1
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    • pp.6-8
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    • 2008
  • Korean life insurance medical association's public periodical, the Journal of Korean Life Insurance Medical association (J Kor Lif Ins Med Assoc, JKLIMA) is now published $27^{th}$ issue. From this issue there are some changes of the journal than before. It is because general requirements for medical journals from the Korean association of medical journals editors. It can be remedy for the development of JKLIMA, in terms of academicism. First, the style of the manuscripts, medical opinion of insurance administration is added. This style of manuscript needs not keep the format of original research article such as background, materials, results, and discussion. Secondly, It is emphasized that submitted manuscripts must be reviewed by peer reviewers. Thirdly, we will make an effort to globalization of our journal. Lastly the publication period has been changed from annual to biannual. The publication date will be at March 31st and September 30th every year.

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Metamorphosis of Reality in Animation (애니메이션에서 리얼리티의 역사적 변용)

  • Rieh, Jae-Gyu
    • Cartoon and Animation Studies
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    • s.9
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    • pp.220-234
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    • 2005
  • The article deals with the reality subject of animations. Animations are created on the basis of fantasy. Disney's introduction of the narratives and styles of live action film into the field of animation, which laid a foundation for the hyper-reality animation, has produced an unintended consequence of marginalizing other animation genres which have emphasized fantasy through free experimentations of various images. A combination of Disney's world view of hyper-reality with later-developed 3D computer animation technology has made fantastic figures and spaces much more real than the real ones, and succeeded in creating a matrix of simulacre, a world of mere copies without the original.

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A Study on the Expansion of Cultural Contents through the Case of Sherlock Holmes (셜록홈즈(Sherlock Holmes)의 사례를 통한 콘텐츠 확장성 연구)

  • Lim, Young-june;Lee, Young-suk
    • Journal of Korea Multimedia Society
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    • v.20 no.10
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    • pp.1689-1696
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    • 2017
  • The purpose of this study is to contribute to the development of a source of cultural contents by proposing extension possibility of cultural contents based on an original source. To this end, this article examined an aspect of Sherlock Holmes contents based on the novel "Sherlock Holmes" published in 1887. It has been produced as 217 different contents from 1899 to 2017 after publishing the novel Sherlock Holmes, and consequently, it has become the best material for the study of the expansion of contents. As a research method, we examined the concept of Transmedia with the change of media environment. Next, we examined the production method of "Sherlock Holmes" contents, analyzed the transformation factors according to each media, and presented the expansion of contents through "Sherlock Holmes" contents.

A Suitable Packet Time-To-Live Value for ZigBee Packets (지그비 패킷을 위한 최적의 패킷유지시간 설정 방법)

  • Lee, Kwang-Koog;Jeon, Yeong-Ho;Shin, Jin-Gyu;Park, Hong-Seong
    • Proceedings of the KIEE Conference
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    • 2006.10c
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    • pp.154-156
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    • 2006
  • These days wireless sensor networks receive much attention from industry and researchers on various fields. The challenge is that wireless sensor networks have limited resources. Nevertheless, the route discovery in ZigBee sensor networks is performed by simple flooding when the original racket is rebroadcasted at least once by every node in a network. Such uncontrolled flooding generates an excessive number of packets competing for the media and causes a high collision rate. In this article, we propose a suitable packet Time-To-Live value to solve problems of uncontrolled flooding in ZigBee networks. It is shown that more sufficient route discovery in a ZigBee network can save network resources and lengthen the life of a sensor network.

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Bandwidth Efficient Adaptive Forward Error Correction Mechanism with Feedback Channel

  • Ali, Farhan Azmat;Simoens, Pieter;de Meerssche, Wim Van;Dhoedt, Bart
    • Journal of Communications and Networks
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    • v.16 no.3
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    • pp.322-334
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    • 2014
  • Multimedia content is very sensitive to packet loss and therefore multimedia streams are typically protected against packet loss, either by supporting retransmission requests or by adding redundant forward error correction (FEC) data. However, the redundant FEC information introduces significant additional bandwidth requirements, as compared to the bitrate of the original video stream. Especially on wireless and mobile networks, bandwidth availability is limited and variable. In this article, an adaptive FEC (A-FEC) system is presented whereby the redundancy rate is dynamically adjusted to the packet loss, based on feedback messages from the client. We present a statistical model of our A-FEC system and validate the proposed system under different packet loss conditions and loss probabilities. The experimental results show that 57-95%bandwidth gain can be achieved compared with a static FEC approach.