• 제목/요약/키워드: Time-Varying Correlation

검색결과 157건 처리시간 0.032초

이동통신 환경에서 바이트 정렬 가변 길이 터보 코드의 적응 부호화율 적용을 통한 동영상 전송 시스템 (Robust Video Transmission System Employing Byte-Aligned Variable-Length Turbo Codes and Its Code-Rate Adaptation over Mobile Communication Channels)

  • 이창우;김종원
    • 한국통신학회논문지
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    • 제29권7C호
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    • pp.921-930
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    • 2004
  • 본 논문에서는 회선교환 방식의 이동통신 환경에서 전송 오류에 강인한 동영상 전송 시스템을 구현하기 위해서 채널의 상태에 따라 적응적으로 부호화율을 변화시키는 터보 코드 기반 오류정정 기법을 제안한다. 제안 시스템에서는 먼저 가변길이의 응용계층 단위(segment)로 생성되는 영상 부호화 스트림에 부합하도록 바이트정렬 가변길이 (byte-aligned variable-length) 터보 코드를 사용한다. 즉 ITU-T H.263+ 동영상 스트림을 GOB (group of block) 별로 나누고 이를 채널 상태에 따라 적절한 바이트정렬 가변길이 터보 코드를 적용하여 보호하는 것이다. 이를 위하여 제안된 동영상 전송 시스템의 압축 부호화율과 오류정정 부호화율 간의 상관관계를 분석하고 정적인 상황에서 최적의 부호화율을 먼저 모색한다. 또한 실제적인 이동통신 채널을 적절하게 근사하는 시변 레일리 페이딩(Rayleigh fading) 채널을 모델링한 다음 채널 변화에 따라 부호화율을 적응적으로 조절하는 기법을 제안한다. 마지막으로 제안된 적응 기법의 적용에 따른 성능 향상을 동영상 전송 성능의 비교를 통하여 검증한다.

Majorization-Minimization-Based Sparse Signal Recovery Method Using Prior Support and Amplitude Information for the Estimation of Time-varying Sparse Channels

  • Wang, Chen;Fang, Yong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제12권10호
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    • pp.4835-4855
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    • 2018
  • In this paper, we study the sparse signal recovery that uses information of both support and amplitude of the sparse signal. A convergent iterative algorithm for sparse signal recovery is developed using Majorization-Minimization-based Non-convex Optimization (MM-NcO). Furthermore, it is shown that, typically, the sparse signals that are recovered using the proposed iterative algorithm are not globally optimal and the performance of the iterative algorithm depends on the initial point. Therefore, a modified MM-NcO-based iterative algorithm is developed that uses prior information of both support and amplitude of the sparse signal to enhance recovery performance. Finally, the modified MM-NcO-based iterative algorithm is used to estimate the time-varying sparse wireless channels with temporal correlation. The numerical results show that the new algorithm performs better than related algorithms.

외부 교류자장이 Bi-2223테이프의 동저항 및 손실특성에 미치는 영향 (Effect of an External AC Magnetic field on Dynamic Resistance and Loss Characteristic in a Bi-2223 Tape)

  • 류경우;최병주
    • 한국전기전자재료학회논문지
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    • 제18권5호
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    • pp.473-477
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    • 2005
  • A Bi-2223 tape has been developed for power applications such as a fault current limiter, a power cable and a superconducting magnetic energy storage system. In such applications, the Bi-2223 tape carries time varying transport current and in addition experiences time varying external magnetic field. It is well known that the external magnetic field not only causes magnetization loss in the Bi-2223 tape, but also drastically increases transport loss due to a so-called 'dynamic resistance' We developed an evaluation setup, which can measure transport loss in external at magnetic fields. Using this equipment, we measured the dynamic resistances for various amplitudes and frequencies of an external at magnetic field perpendicular to the face in the tape. Simultaneously we investigated the effect of an external ac field on transport loss with different experimental conditions. This paper describes test results ana discussions on correlation between the dynamic resistance and the transport loss for the Bi-2223 tape.

계층형 주기적 자기회귀 이동평균 모형의 추정 (Estimation of Layered Periodic Autoregressive Moving Average Models)

  • 이성덕;김정군;김선우
    • Communications for Statistical Applications and Methods
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    • 제19권3호
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    • pp.507-516
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    • 2012
  • 시계열의 상관구조가 시점에 의존하며 주기적인 상관성을 보이는 계절성 시계열 자료에 대한 시계열 모형들이 비교 분석된다. 주기적 자기회귀이동평균 모형을 소개하고, 실증분석으로 주기적 상관성을 지닌 스위스 Arosa 지방의 성층권 오존 월별 시계열에 계층형 모형인 주기적 자기회귀이동평균 모형과 계절 누적자기회귀이동 평균 모형의 적합을 통하여 주기적 자기회귀이동평균 모형의 우월성을 비교한다.

유도전동기 구동시스템 평가를 위한 실시간 고조피 파라미터 분석장치 (Real-Time Harmonic Parameters Analyzer for Evaluating Induction Motor Drive System)

  • 임영철;정영국
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1997년도 추계학술대회 논문집 학회본부
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    • pp.479-483
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    • 1997
  • In general, motor parameters can be divided into mechanical/electrical parameters and harmonic parameters. Mechanical/electrical parameters identification of motor have been studying systematically for a long time. But, systematical study on harmonic parameters analysis for efficient motor drive system are very poor. The goal of this paper is to propose analyzing method of harmonic parameters for motor drive system with various experimental graphic screens and numerical results and to develope harmonic parameters analyzer. A developed analyzer is made up 586-PC and DSP (digital signal processor) board, motor drive system, power and harmonic parameters analyzing software for windows. Harmonic parameters are analyzed using correlation signal processing techniques based on the correlation between voltage and current waveforms. Analysis results are visualized by 3-D current coordinates, and it is compared and evaluated with conventional time/frequency domain. To verify the validity of the proposed system, 1/4HP capacitor run type single phase induction motor and thyristor speed controller is used for analyzing. Harmonic parameters of motor drive system is analyzed and verified, with varying fire angle of thyristor speed controller, and the proposed approach is to confirm validity.

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중·고등학생의 인터넷게임 사용에 따른 게임행동분석 (An Analysis of Behavioral Patterns in Using Online Games among Middle and High School Students)

  • 오주;박정란
    • 한국멀티미디어학회논문지
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    • 제20권2호
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    • pp.404-419
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    • 2017
  • This study is to examine how middle and high school students vary in terms of good and bad usage of online games and how these factors have varying effects on their use of the internet as a whole. My focus is to study their behavioral patterns individually while playing internet-based online games. The results are as follows: First, 260 out of 390 subjects used the internet. Male students who are high school students with siblings, or preschool time game users were revealed to play online games more often rather than female students who are middle school students with no siblings, or non-preschool time game users. Secondly, the analysis of differences of good and bad usage of online games revealed that there is a significant correlation between gender and beginning age. Lastly, a thorough analysis of the average difference in terms of following the online game shutdown found that there is no significant correlation among the sub-groups. However, an analysis of the difference of the problematic game usage has shown that there is a significant difference in the heavy user group. This findings means that the students who don't follow the online game shutdown spend more time than those who do.

분광 반사 특성을 이용한 주요 과실의 비파괴 당.산도 측정 (Nondestructive Measurement of Sugar.Acid Contents in Fruits Using Spectral Reflectance)

  • 노상하;김우기;이종환
    • Journal of Biosystems Engineering
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    • 제22권2호
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    • pp.247-255
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    • 1997
  • This study was conducted to develop regression models predicting sugar and acid contents in intact fruits nondestructively by using the second derivative of absorbance spectrum measured with a spectrophotometer wavelength range of 400nm to 2, 400nm. The correlation analysis was made in wavelength range of 600nm to 1, 100nm and 600nm to 2, 400nm respectively, in order to examine the feasibility of using a real time spectrophotometer, which covers the former range, in predicting sugar and acid contents. The second derivative data of the spectrum were obtained by varying smoothing size and derivative size of the original absorbance spectrum. SAS statistical package program was used for the regression analysis. The sugar contents of Fuji apple, Shingo pear md Yumyung peach could be predicted with SEPs of 0.40, 1.17 and 0.77 respectively, in the spectrum range of 600 to 1, 100nm. The highest correlation coefficient of the titratible acidity of apple was -0.45 at 2, 346nm and regression models indicated determination coefficient less than 0.47.

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Time-varying Co-movements and Contagion Effects in Asian Sovereign CDS Markets

  • Cho, Daehyoung;Choi, Kyongwook
    • East Asian Economic Review
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    • 제19권4호
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    • pp.357-379
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    • 2015
  • We investigate interconnectedness and the contagion effect of default risk in Asian sovereign CDS markets since the global financial crisis. Using dynamic conditional correlation analysis, we find that there are significant co-movements in Asian sovereign CDS markets; that such co-movements tend to be larger between developing countries than between developed and developing countries; and that in the co-movements intra-regional nature is stronger than inter-regional nature. With the Spillover Index model, we measure contagion probabilities of sovereign default risk in CDS markets of seven Asian countries and find evidence of contagion effects among six of them; Japan is the exception. In addition, we find that these six countries are affected more by cross-market spillovers than by their own-market spillovers. Furthermore, a rolling-sample analysis reveals that contagion in the Asian sovereign CDS markets expands during episodes of extreme economic and financial distress, such as the Lehman Brothers bankruptcy, the European financial crisis, and the US-credit downgrade.

시장 공포, 불확실성, 주식시장, 해상운임지수가 원유시장의 위험-수익 관계에 미치는 영향 (The impact of market fear, uncertainty, stock market, and maritime freight index on the risk-return relationship in the crude oil market)

  • 최기홍
    • 한국항만경제학회지
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    • 제38권4호
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    • pp.107-118
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    • 2022
  • 본 연구에서는 원유시장을 대상으로 위험-수익 관계와 시장 공포, 불확실성, 주식시장, 해상운임지수 사이의 연관성을 검증하기 위해 2002년 1월부터 2022년 6월까지 일별자료를 이용하여 분석하였다. 본 연구를 위해 위험-수익 관계는 TVP-EGARCH-M 모형을 적용하였으며, 시장 공포, 불확실성, 주식시장, 해상운임지수와의 관계를 분석하기 위해 웨이블릿 일치성 모형을 이용하였다. 본 연구의 분석결과는 다음과 같다. 첫째, 시간 가변적 위험-수익 관계 결과에 따르면, 원유시장도 높은 수익률과 높은 위험과 관련이 있는 것으로 나타났다. 둘째, 상관관계와 그랜져 인과관계 분석결과, 위험-수익 관계와 VIX, EPU, S&P500, BDI 사이에서 약한 상관관계가 존재하는 것으로 나타났다. 그리고 EPU, S&P500과 위험-수익 관계에서 양방향 인과관계가 존재하지 않는 것으로 나타났지만 VIX와 BDI는 위험-수익 관계에 영향을 주는 것으로 나타났다. 셋째, 웨이블릿 일관성 결과를 보면, 위험-수익 관계와 VIX, EPU, S&P500, BDI 간의 관계 정도는 시간 가변적인 것으로 나타났다. 특히, 위기기간(금융위기, 코로나19) 전후에 서로 간의 관계가 높은 것으로 나타났다. 그리고 장기에 연관성이 높은 것으로 나타났다. 또한 위험-수익 관계는 VIX, EPU와는 양(+)의 관계, S&P500, BDI와는 음(-)의 관계가 있는 것으로 나타났다. 따라서 시장참여자가 의사결정을 할 때 경제적인 환경 변화를 잘 인식해야 할 것이다.

엘만 순환 신경망을 사용한 전력 에너지 시계열의 예측 및 분석 (The Prediction and Analysis of the Power Energy Time Series by Using the Elman Recurrent Neural Network)

  • 이창용;김진호
    • 산업경영시스템학회지
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    • 제41권1호
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    • pp.84-93
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    • 2018
  • In this paper, we propose an Elman recurrent neural network to predict and analyze a time series of power energy consumption. To this end, we consider the volatility of the time series and apply the sample variance and the detrended fluctuation analyses to the volatilities. We demonstrate that there exists a correlation in the time series of the volatilities, which suggests that the power consumption time series contain a non-negligible amount of the non-linear correlation. Based on this finding, we adopt the Elman recurrent neural network as the model for the prediction of the power consumption. As the simplest form of the recurrent network, the Elman network is designed to learn sequential or time-varying pattern and could predict learned series of values. The Elman network has a layer of "context units" in addition to a standard feedforward network. By adjusting two parameters in the model and performing the cross validation, we demonstrated that the proposed model predicts the power consumption with the relative errors and the average errors in the range of 2%~5% and 3kWh~8kWh, respectively. To further confirm the experimental results, we performed two types of the cross validations designed for the time series data. We also support the validity of the model by analyzing the multi-step forecasting. We found that the prediction errors tend to be saturated although they increase as the prediction time step increases. The results of this study can be used to the energy management system in terms of the effective control of the cross usage of the electric and the gas energies.