• Title/Summary/Keyword: Time-Varying Correlation

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Performance Comparison Between Routing Protocols Based on the Correlation Analysis of Performance Metrics for AODV Routing Protocol (AODV 라우팅 프로토콜의 성능 매트릭들 간의 상관관계 분석에 기반한 라우팅 프로토콜들 간의 성능 비교)

  • Lee, Yun-Kyung;Kim, Ju-Gyun
    • Journal of Information Technology Services
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    • v.12 no.4
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    • pp.349-367
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    • 2013
  • In MANET, the AODV routing protocol with on-demand method has a problem in large control packet overhead. In order to improve this, we first need a comprehensive analysis of correlation between performance metrics and factors affecting the performance of AODV. Selected parameters based on this analysis make it enable to be a more accurate and fair performance analysis, as well as to reduce the time and effort when constructing a scenario for performance analysis. In this paper, various scenarios are configured to apply AODV by varying the values of factors affecting the performance with network simulator QualNet 5.0, and then the results are analysed using performance metrics proposed by IETF MANET working group. This paper also founds a correlation between performance metrics and factors affecting the performance for AODV routing protocol, choosing the values of factors that represent many of the most maximum and minimum values of each performance metrics, and proposes optimal simulation parameters for a more accurate performance evaluation of routing protocols with minimal scenario in experiments. Next, performance comparison of AODV, DSR and DYMO routing protocols based on the proposed simulation parameters is shown which provides a comparative analysis on the performance of on-demand routing protocols. Results of this paper could be very useful for the researcher or service provider who wants to find nice simulation environment or select a proper routing protocol.

Influence of Diet Induced Changes in Rumen Microbial Characteristics on Gas Production Kinetics of Straw Substrates In vitro

  • Srinivas, Bandla;Krishnamoorthy, U.
    • Asian-Australasian Journal of Animal Sciences
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    • v.18 no.7
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    • pp.990-996
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    • 2005
  • The effect of diets varying in level and source of nitrogen (N) and fermentable organic matter on dynamic characteristics of microbial populations in rumen liquor and their impact on substrate fermentation in vitro was studied. The diets tested were straw alone, straw+concentrate mixture and straw+urea molasses mineral block (UMMB) lick. The same diets were taken as substrates and tested on each inoculum collected from the diets. Diet had no effect on the amino acid (AA) composition of either bacteria or protozoa. Differences among the diets in intake, source of N and OM affected bacterial and protozoal characteristics in the rumen. Upper asymptote of gas production (Y$\alpha$) had a higher correlation with bacterial pool size and production rate than with protozoal pool size and production rate. Among the parameters of the gas production model, Y$\alpha$ and lag time in total gas has showed significant (p<0.01) correlation with bacterial characteristics. Though the rate constant of gas production significantly differed (p<0.01) between diet and type of straw, it was least influenced by the microbial characteristics. The regression coefficient of diet and type of straw for Y$\alpha$ indicated that the effect of diet on Y$\alpha$ was threefold higher than that of the straw. As microbial characteristics showed higher correlation with Y$\alpha$, and diet had more influence on the microbial characteristics, gas production on a straw diet could be used effectively to understand the microbial characteristics.

Cross-border Relationship Analysis Between Base Interest Rates and Construction Investment (국경을 넘어선 기준금리와 건설투자 간의 관계 분석)

  • Kim, Toseung;Lee, Hyeon-soo;Park, Moonseo
    • Journal of the Architectural Institute of Korea Structure & Construction
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    • v.35 no.1
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    • pp.47-56
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    • 2019
  • As the zero interest rate era was over with the end of quantitative easing, the economy of several global markets observed the fluctuations of the base interest rate. Interest rate, which is the change of money value with respect to time, is negatively correlated with construction investment. Considering the characteristics of interest rates and construction investment as economic variables, the necessity of cross-border analysis between base interest rate and construction investment was suggested in this paper. Cross-correlation analysis between base interest rates and construction investment crossing the border was performed. The effective correlations were confirmed with values varying by countries. Similar characteristics were also observed among countries with similar economy, which were then divided into three groups. Additionally, identifying the base interest rate that affects the construction investment of a particular country was made possible by reflecting a self-cycle of base interest rates. Lastly, from the result of examining the influence of each rise and fall of the interest rate, it was verified that the difference was more than twice as large in some countries. These results are expected to contribute to construction-related policy makers or investors to make decisions in response to the economic status of the construction market.

The Portfolio Advantages of Sukuk: Dynamic Correlations Between Bonds and Sukuk

  • ALFALAH, Abdullah;STEVENSON, Simon;D'ARCY, Eamonn
    • The Journal of Asian Finance, Economics and Business
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    • v.9 no.4
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    • pp.13-28
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    • 2022
  • The growth of the Islamic finance sector has been well-documented. One of the most booming sectors has been Sukuk. According to several past studies, non-Islamic investors' interest in Sukuk is due, at least in part, to the diversification benefits that Sukuk provides in the context of a fixed-income portfolio. This paper compares a pair between Sukuk and Bonds in the Malaysian market issued by the same issuer to have an unbiased comparison. Using unconditional correlation methodology provides an initial examination of the relationship between the matched pairs. In addition, this paper adopts the standard GARCH-DCC approach of Engle (2002). This is a generalization of the Bollserslev (1990) GARCH model, allowing for the conditional correlation matrices to be time-varying. The findings reveal that the correlation between bonds and Sukuk is similar to that of bonds, making Sukuk a less appealing type of bond from a diversification standpoint. There are no significant differences between Sukuk and bonds. These finding questions the previously considered differences among different types of Sukuk and supports the argument that some Sukuk might not be compliant with Islamic rules and their structure, as contracts have the same risks for Sukuk holders regardless of the type of Sukuk.

Study on the Influence of Mixing Effect to the Measurement of Particle Size Distribution using DMA and CPC (혼합효과가 DMA와 CPC를 이용한 입자분포 측정에 미치는 영향에 관한 연구)

  • Lee, Youn-Soo;Ahn, Kang-Ho;Kim, Sang-Soo
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.27 no.3
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    • pp.326-333
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    • 2003
  • In the measurement using DMA and CPC in series, there is some time delay for particles classified in DMA to detect in CPC. During this time, the DMA time-response changes due to the velocity profile of sampling tube and the diffusion of particles in the volume that exists between the DMA exit and the detector of ultra-fine CPC. This is called mixing effect. In the accelerated measurement methods like the TSI -SMPS, the size distribution is obtained from the correlation between the time-varying electrical potential of the DMA and the corresponding particle concentrations sampled in DMA. If the DMA time -response changes during this delay time, this can cause the error of a size distribution measured by this accelerated technique. The kernel function considering this mixing effect using the residence time distribution is proposed by Russell et al. In this study, we obtained a size distribution using this kernel to compare to the result obtained by the commercial accelerated measurement system, TSI -SMPS for verification and considered the errors that result from the mixing effect with the geometric mean diameters of originally sampled particles, using virtually calculated responses obtained with this kernel as input data.

Low Complexity Lattice Reduction for MIMO Detection using Time Correlation of the Fading Channels (페이딩 채널의 시간 상관성을 이용한 Lattice Reduction 기반 MIMO 수신기 계산량 감소 기법)

  • Kim, Han-Nah;Choi, Kwon-Hue;Kim, Soo-Young
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.35 no.6C
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    • pp.523-529
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    • 2010
  • We propose a very low complexity lattice reduction (LR) algorithm for MIMO detection in time varying channels. The proposed scheme reduces the complexity by performing LR in a block-wise manner. The proposed scheme takes advantage of the temporal correlation of the channel matrices in a block and its impact on the unimodular matrices during LR process. From this, the proposed scheme can skip a number of redundant LR processes for consecutive channel matrices and performs a single LR in a block. The simulation results investigated in this letter reveal that the proposed detection scheme requires only 43.4% multiplications and 17.3% divisions of LLL-LR and only 50.2% multiplications and 68.2% divisions of the conventional adaptive LR with almost no performance degradation.

Three-dimensional Teleoperation Performance Measures: Their correlations and effects of task difficulty

  • Park, Sung Ha
    • Journal of the Ergonomics Society of Korea
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    • v.19 no.2
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    • pp.33-45
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    • 2000
  • Present study was performed to compare different types of teleoperation performance measures. A modified Cooper-Harper rating scale and a distance measure were newly introduced and compared to two traditional measures, the error rate and time-to-completion. Participants performed a simulated telerobotic task with varying visual display interfaces. The results of correlation analyses revealed that the modified Cooper-Harper ratings had a close association with the error rate measure. The distance measure also appeared to be a consistent performance measure, which accounted for both the error rate and time-to-completion. A further analysis, however, showed that the effectiveness of each performance measure varied with the level of task difficulty. The results imply that the choice of performance measure should be made based on the task difficulty as well as the particular task being studied. The results revealed here also have implication for performance measures of various display and control systems including aircraft navigation displays and tactical displays.

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Absolute Stability Margins in Missile Guidance Loop

  • Kim, Jong-Ju;Lyou, Joon
    • International Journal of Control, Automation, and Systems
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    • v.6 no.3
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    • pp.460-466
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    • 2008
  • This paper deals with the stability analysis of a missile guidance loop employing an integrated proportional navigation guidance law. The missile guidance loop is formulated as a closed-loop control system consisting of a linear time-invariant feed-forward block and a time-varying feedback gain. Based on the circle criterion, we have defined the concept of absolute stability margins and obtained the gain and phase margins for the system assuming 1 st order missile/autopilot dynamics. The correlation between the absolute stability margins and the margins derived from the frozen system analysis is also discussed.

Convergence Acceleration of the LMS Algorithm Using Successive Data Orthogonalization (입력 신호의 연속적인 직교화를 통한 LMS 알고리즘의 수렴 속도 향상)

  • Shin, Hyun-Chool
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.45 no.2
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    • pp.90-94
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    • 2008
  • It is well-blown that the convergence rate gets worse when an input signal to an adaptive filter is correlated. In this paper we propose a new adaptive filtering algorithm that makes the convergence rate much improved even for highly correlated input signals. By introducing an orthogonal constraint between successive input signal vectors we overcome the slow convergence problem of the LMS algorithm with the correlated input signal. Simulation results show that the proposed algerian yields fast convergence speed and excellent tracking capability under both time-invariant and time-varying environments, while keeping both computation and implementation simple.

Quasi-ML Multiusers Detection with a Rake Receiver in Asynchronous DS/CDMA System: 2. The Time-Varying Channel Case (비동기 직접수열 다중접속 계통에서 갈퀴 수신기를 쓴 유사 최대우도 여러 쓰는이 검파:2. 채널이 시간을 따라 바뀔 때)

  • 김광순;이주식;윤석호;송익호;이민준
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.23 no.6
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    • pp.1583-1591
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    • 1998
  • In this paper, we consider the quasi maximum likelihood(quasi-ML) detector which uses antenna arrays in asynchronous time-varing channels. It is shown that the proposed quasi-ml detector can be regarded as a beamformer followed by a decorrelator: a method based on the eigendecomposition of the correlation matrix of the inverse-filtered signal is proposed to estimate the channel vectors. We also show that the proposed algorithm estimates the channel vector within small mismatch loss in severe propagation environment through computer simulations.

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