• 아태비즈니스연구
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• 제11권4호
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• pp.37-48
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• 2020

Purpose - This study empirically investigates whether the risk property included in fat-tails of return distributions is systematic or unsystematic based on the devised statistical methods. Design/methodology/approach - This study devised empirical designs based on two traditional methods: principal component analysis (PCA) and the testing method of portfolio diversification effect. The fatness of the tails in return distributions is quantitatively measured by statistical probability. Findings - According to the results, the risk property in the fat-tails of return distributions has the economic meanings of eigenvalues having a value greater than 1 through PCA, and also systematic risk that cannot be removed through portfolio diversification. In other words, the fat-tails of return distributions have the properties of the common factors, which may explain the changes of stock returns. Meanwhile, the fatness of the tails in the portfolio return distributions shows the asymmetric relationship of common factors on the tails of return distributions. The negative tail in the portfolio return distribution has a much closer relation with the property of common factors, compared to the positive tail. Research implications or Originality - This empirical evidence may complement the existing studies related to tail risk which is utilized in pricing models as a common factor.

• Journal of Information Processing Systems
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• 제16권6호
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• pp.1391-1406
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• 2020

A zero-watermarking algorithm in transform domain based on RGB channel and voting strategy is proposed. The registration and identification of ownership have achieved copyright protection for color images. In the ownership registration, discrete wavelet transform (DWT), discrete cosine transform (DCT), and singular value decomposition (SVD) are used comprehensively because they have the characteristics of multi-resolution, energy concentration and stability, which is conducive to improving the robustness of the proposed algorithm. In order to take full advantage of the characteristics of the image, we use three channels of R, G, and B of a color image to construct three master shares, instead of using data from only one channel. Then, in order to improve security, the master share is superimposed with the copyright watermark encrypted by the owner's key to generate an ownership share. When the ownership is authenticated, copyright watermarks are extracted from the three channels of the disputed image. Then using voting decisions, the final copyright information is determined by comparing the extracted three watermarks bit by bit. Experimental results show that the proposed zero watermarking scheme is robust to conventional attacks such as JPEG compression, noise addition, filtering and tampering, and has higher stability in various common color images.

• 응용통계연구
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• 제35권2호
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• pp.327-333
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• 2022

차원 축소를 위한 통계적 방법중에 주성분분석이 가장 널리 사용되고 있으나 주성분 분석의 여러 가지 장점에도 불구하고 이상치에 매우 민감하여 이를 강건화 하기 위한 여러 가지 방법이 제시되었다. 그 중에서도 Candès 등 (2011)과 Chandrasekaran 등 (2011)이 제안한 강건 주성분분석이 계산 가능하며 가장 효율적인 방법으로 알려져 있으며 최근 비디오 감시, 안면인식 등의 인공지능분야에 많이 사용되고 있다. 본 논문에서는 강건 주성준 분석의 개념과 최근 제안된 가장 효율적인 알고리즘을 소개한다. 아울러 실제 자료에 근거한 예제를 소개하고 향후 연구분야도 제안한다.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제16권4호
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• pp.1330-1350
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• 2022

As a preprocessing operation of transmitter antennas, the hybrid precoding is restricted by the limited computing resources of the transmitter. Therefore, this paper proposes a novel hybrid precoding that guarantees the communication efficiency with low complexity and a fast computational speed. First, the analog and digital precoding matrix is derived from the maximum eigenvectors of the channel matrix in the sub-connected architecture to maximize the communication rate. Second, the extended power iteration (EPI) is utilized to obtain the maximum eigenvalues and their eigenvectors of the channel matrix, which reduces the computational complexity caused by the singular value decomposition (SVD). Third, the Aitken acceleration method is utilized to further improve the convergence rate of the EPI algorithm. Finally, the hybrid precoding based on the EPI method and the Aitken acceleration algorithm is evaluated in millimeter-wave (mmWave) massive multiple-input and multiple-output (MIMO) systems. The experimental results show that the proposed method can reduce the computational complexity with the high performance in mmWave massive MIMO systems. The method has the wide application prospect in future wireless communication systems.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제16권12호
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• pp.4024-4041
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• 2022

Robust reversible watermarking has attracted widespread attention in the field of information hiding in recent years. It should not only have robustness against attacks in transmission but also meet the reversibility of distortion-free transmission. According to our best knowledge, the most recent robust reversible watermarking methods adopt a single image as the carrier, which might lead to low efficiency in terms of carrier utilization. To address the issue, a novel dual-image robust reversible watermarking framework is proposed in this paper to effectively utilize the correlation between both carriers (namely dual images) and thus improve the efficiency of carrier utilization. In the dual-image robust reversible watermarking framework, a two-layer robust watermarking mechanism is designed to further improve the algorithm performances, i.e., embedding capacity and robustness. In addition, an optimization model is built to determine the parameters. Finally, the proposed framework is applied in different domains (namely domain-independent), i.e., Slantlet Transform and Singular Value Decomposition domain, and Zernike moments, respectively to demonstrate its effectiveness and generality. Experimental results demonstrate the superiority of the proposed dual-image robust reversible watermarking framework.

• ETRI Journal
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• 제45권3호
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• pp.505-517
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• 2023

Color, texture, and shape act as important information for images in human recognition. For content-based image retrieval, many studies have combined color, texture, and shape features to improve the retrieval performance. However, there have not been many powerful methods for combining all color, texture, and shape features. This study proposes a content-based image retrieval method that uses the combined local and global features of color, texture, and shape. The color features are extracted from the color autocorrelogram; the texture features are extracted from the magnitude of a complete local binary pattern and the Gabor local correlation revealing local image characteristics; and the shape features are extracted from singular value decomposition that reflects global image characteristics. In this work, an experiment is performed to compare the proposed method with those that use our partial features and some existing techniques. The results show an average precision that is 19.60% higher than those of existing methods and 9.09% higher than those of recent ones. In conclusion, our proposed method is superior over other methods in terms of retrieval performance.

• 대한토목학회논문집
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• 제28권5A호
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• pp.641-647
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• 2008

본 논문은 상시진동데이터로부터 구조물의 고유진동수 및 감쇠비를 추정하는 기법을 소개한다. 제안된 기법은 TDD기법에서 추출된 모드형상과 상호상관신호로부터 직교 잡음이 제거된 자유진동함수를 추출하고 시스템 인식기술을 적용하여서 각 모드별 고유진동수와 감쇠비를 추정한다. 제안 알고리즘의 정확도는 수치적으로 기존의 기법과 비교분석 되었다. 제안 알고리즘의 현장 적용성 검토는 서해대교 보강형의 수직방향 가속도에 대한 상시진동데이터를 통하여 검증되었으며, 총 24개의 저차모드가 추출되었다.

• International Journal of Computer Science & Network Security
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• 제24권3호
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• pp.93-100
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• 2024

In this paper, we propose a novel robust blind crypto-watermarking method for medical images security based on hiding of DICOM patient information (patient name, age...) in the medical imaging. The DICOM patient information is encrypted using the AES standard algorithm before its insertion in the medical image. The cover image is divided in blocks of 8x8, in each we insert 1-bit of the encrypted watermark in the hybrid transform domain by applying respectively the 2D-LWT (Lifting wavelet transforms), the 2D-DCT (discrete cosine transforms), and the SVD (singular value decomposition). The scheme is tested by applying various attacks such as noise, filtering and compression. Experimental results show that no visible difference between the watermarked images and the original images and the test against attack shows the good robustness of the proposed algorithm.

• 한국전산구조공학회논문집
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• 제26권2호
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• pp.99-112
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• 2013

이 논문은 부분공간 시스템 확인기법을 이용하여 전단빌딩의 강성행렬과 부재의 강성을 추정하는 기법을 소개한다. 시스템 행렬은 입력-출력 데이터로 구성된 행켈행렬을 LQ 분해와 특이치 분해를 통해 추정한다. 추정된 시스템 행렬은 닮음 변환을 통해 실제 좌표축으로 변환하고, 변환된 시스템 행렬로부터 강성행렬을 계산한다. 추정된 강성행렬의 정확성과 안정성은 행켈행렬의 크기에 따라 변한다. 전단빌딩의 기저 유한요소 모델을 이용하여 행켈행렬의 크기에 따른 강성행렬의 추정 오차 곡선을 구한다. 오차 곡선을 이용하여 목표 정확도 수준에 부합하는 행켈행렬의 크기들을 결정한다. 이렇게 선택된 행렬의 크기들 중에서 부분공간 시스템 확인의 계산비용을 고려하여 보다 적절한 행렬의 크기를 결정할 수 있다. 결정된 크기의 행켈행렬을 이용하여 강성행렬을 추정하고 추정된 강성행렬로부터 부재의 강성을 추정한다. 제안된 방법을 손상 전후의 5층 전단빌딩 수치 예제에 적용하여 타당성을 검증한다.

• 대한원격탐사학회지
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• 제24권2호
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• pp.165-177
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• 2008

최근 spatial decorrelation을 극복하기 위하여 비교적 짧은 기선(baseline)을 지니는 여러 시기의 차분간섭도(differential interferogram)로부터 시계열 지표변위(time-series surface deformation)를 관측할 수 있는 small baseline subset(SBAS) 알고리즘이 개발되었다. 이 SBAS 알고리즘은 singluar value decomposition(SVD)을 이용하여 시간별로 완벽하게 연결되지 않는 차분간섭도로부터 시계열 지표변위를 관측하였을 뿐 아니라 공간적으로 저주파 필터와 시간적으로 고주파 필터를 이용하여 대기효과를 보정하였다. 그러나 이 알고리즘은 초기 관측시 시계열 지표변위를 선형으로 가정하였기 때문에 각 차분간섭도의 phase unwrapping 오차를 정확하게 보정하기 어려웠을 뿐 아니라 시계열의 지표변위에 존재하는 노이즈 성분을 완화시키지 못했다. 이와 같은 단점을 보완하기 위하여 이 연구에서는 기존의 SBAS 알고리즘을 개선하였다. 이 개선된 SBAS 알고리즘은 각 차분간섭도의 phase unwrapping 오차를 최소화하기 위하여 반복적으로 시계열 지표면 변위를 개선하였고, 시계열 지표변위의 노이즈를 제거하기 위하여 유한차분근사법(finite difference approximation)을 이용하였다. 서로 다른 지역의 26개의 ERS-12자료와 21개의 RADARSAT-1 fine beam (F5) 자료를 이용하여 개선된 SBAS 알고리즘을 실험하고 분석하였다. ERS-1/2자료에서는 LOS(line-of-sight) 지표변위가 약 13년 동안 최대 -40cm가 관측되었고, RADARSAT-1 fine beam 자료에서는 약 2년 동안 최대 -3cm의 LOS 지표변위가 관측되었다.