• 제목/요약/키워드: correlated errors

검색결과 131건 처리시간 0.03초

자동차용 변속기의 치합전달오차에 의한 진동특성 연구 (A Study on Vibration Characteristics by Gear Transmission Error of Vehicle Transmission)

  • 배명호;박노길
    • 한국소음진동공학회논문집
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    • 제11권8호
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    • pp.364-373
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    • 2001
  • The gear whine noise of vehicle transmission is directly correlated tilth the gear transmission error of mating gear The object of this study is to build up the synthesized countermeasure for the reduction of gear whine noire of vehicle transmission by developing the program which can be used to analyze and predict the vibrational characteristics caused by gear transmission error of mating gears of vehicle transmission. The developed mathematical models on the elements of transmission, for example, helical gear pairs, bearings and shafts are used and the modeling of the excitation forces are developed by the gear transmission error of mating gear which is defined by the amount of the elastic deformation of gear tooth & shaft and gear profile & lead errors. The mathematical system model of vehicle transmission developed by the substructure synthesis method Is also verified by the experiments.

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The mathematical backups in the option pricing theory

  • 김주홍
    • 한국전산응용수학회:학술대회논문집
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    • 한국전산응용수학회 2003년도 KSCAM 학술발표회 프로그램 및 초록집
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    • pp.10-10
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    • 2003
  • Option pricing theory developed by Black and Sholes depends on an arbitrage opportunity argument. An investor can exactly replicate the returns to any option on that stock by continuously adjusting a portfolio consisting of a stock and a riskless bond. The value of the option equal the value of the replicating portfolio. However, transactions costs invalidate the Black-Sholes arbitrage argument for option pricing, since continuous revision implies infinite trading, Discrete revision using Black-Sholes deltas generates errors which are correlated with the market, and do not approach zero with more frequent revision when transactions costs are included. Stochastic calculus serves as a fundamental tool in the mathematical finance. We closely look at the utility maximization theory which is one of the main option valuation methods. We also see that how the stochastic optimal control problems and their solution methods are applied to the theory.

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Estimation of long memory parameter in nonparametric regression

  • Cho, Yeoyoung;Baek, Changryong
    • Communications for Statistical Applications and Methods
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    • 제26권6호
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    • pp.611-622
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    • 2019
  • This paper considers the estimation of the long memory parameter in nonparametric regression with strongly correlated errors. The key idea is to minimize a unified mean squared error of long memory parameter to select both kernel bandwidth and the number of frequencies used in exact local Whittle estimation. A unified mean squared error framework is more natural because it provides both goodness of fit and measure of strong dependence. The block bootstrap is applied to evaluate the mean squared error. Finite sample performance using Monte Carlo simulations shows the closest performance to the oracle. The proposed method outperforms existing methods especially when dependency and sample size increase. The proposed method is also illustreated to the volatility of exchange rate between Korean Won for US dollar.

어머니의 양육행동과 유아의 사려성이 유아의 자기통제행동에 미치는 영향 (Children's Self-Control : Effects of Mother's Parenting and Children's Reflection)

  • 강기숙;이경님
    • 아동학회지
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    • 제22권4호
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    • pp.115-132
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    • 2001
  • This study examined the effects of mother's parenting and children's reflection on the development of self-control in the resistance to temptation situation. Subjects were 85 3-, 4- and 5- year old children attending educational preschool and their mothers. Each subject's activities were videotaped for 10 minutes in the experimental settings. Children's reflection was evaluated by Kagan's Matching Familiar Figures Test(MFF). Mothers completed a parenting questionnaire. Results showed no age or sex difference in resistance to temptation. Task patience increased with age, and girls had more task patience than boys. Children's resistance to temptation and task patience correlated with children's reflection and mother's parenting. Children's MFF latency and mother's permissiveness-nonintervention predicted children's resistance to temptation. Children's MFF errors, sex, age and mother's warmth-acceptance predicted children's task patience.

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비원어민 한국어 말하기 숙련도 평가와 평가항목의 상관관계 (Correlation analysis of linguistic factors in non-native Korean speech and proficiency evaluation)

  • 양승희;정민화
    • 말소리와 음성과학
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    • 제9권3호
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    • pp.49-56
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    • 2017
  • Much research attention has been directed to identify how native speakers perceive non-native speakers' oral proficiency. To investigate the generalizability of previous findings, this study examined segmental, phonological, accentual, and temporal correlates of native speakers' evaluation of L2 Korean proficiency produced by learners with various levels and nationalities. Our experiment results show that proficiency ratings by native speakers significantly correlate not only with rate of speech, but also with the segmental accuracies. The influence of segmental errors has the highest correlation with the proficiency of L2 Korean speech. We further verified this finding within substitution, deletion, insertion error rates. Although phonological accuracy was expected to be highly correlated with the proficiency score, it was the least influential measure. Another new finding in this study is that the role of pitch and accent has been underemphasized so far in the non-native Korean speech perception studies. This work will serve as the groundwork for the development of automatic assessment module in Korean CAPT system.

Economic Design of a Two-Sided Two-Stage Screening Procedure with a Prescribed Outgoing Quality

  • Kwon, Hyuck-Moo;Bai, Do-Sun
    • 대한산업공학회지
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    • 제22권1호
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    • pp.17-36
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    • 1996
  • An economic two-stage screening procedure is presented when both lower and upper specification limits are given on the performance variable. A screening variable which is highly correlated with the performance variable is used first to decide whether an item should be accepted, rejected, or undecided. The performance variable is then used to classify the undecided items. The two variables are assumed to be jointly normally distributed. A cost model is constructed on the basis of six cost components; inspection costs of screening and performance variables and costs caused by type I and type II misclassification errors related with lower and upper specification limits. Optimal cutoff values on the screening variable are determined so that the average outgoing quality exceeds a prespecified level. Solution methods are provided for both known-parameter and unknown-parameter cases.

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재무제표 주석의 텍스트 분석 통한 재무 비율 예측 향상 연구 (Financial Footnote Analysis for Financial Ratio Predictions based on Text-Mining Techniques)

  • 최형규;이상용
    • 지식경영연구
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    • 제21권2호
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    • pp.177-196
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    • 2020
  • Since the adoption of K-IFRS(Korean International Financial Reporting Standards), the amount of financial footnotes has been increased. However, due to the stereotypical phrase and the lack of conciseness, deriving the core information from footnotes is not really easy yet. To propose a solution for this problem, this study tried financial footnote analysis for financial ratio predictions based on text-mining techniques. Using the financial statements data from 2013 to 2018, we tried to predict the earning per share (EPS) of the following quarter. We found that measured prediction errors were significantly reduced when text-mined footnotes data were jointly used. We believe this result came from the fact that discretionary financial figures, which were hardly predicted with quantitative financial data, were more correlated with footnotes texts.

XLPE의 수트리와 절연파괴 현상에 관한 연구 (A Study on Phenomena of Watertree and Dielectric Breakdown in XLPE)

  • 이성일;류성림;박일규;이호식
    • 한국전기전자재료학회:학술대회논문집
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    • 한국전기전자재료학회 2001년도 추계학술대회 논문집 Vol.14 No.1
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    • pp.262-265
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    • 2001
  • In order to investigate the water tree degradation behavior on XLPE cable, direct voltage of 200 to 800V has been applied to the material at $50^{\circ}C\sim100^{\circ}C$. and the water tree property has been correlated with voltage and temperature in this study. The leakage current was shown to increase as temperature increased and the Ohm's law was generally satisfied in this experiment though some experimental errors were found. The leakage current was shown to decrease and reach to the stable state with time. It was also shown that the time for the stabilization of leakage current was lessened as voltage increased

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한국인의 외국어 발화오류검출 음성인식기에서 청취판단과 상관관계가 높은 기계 스코어링 기법 (Machine Scoring Methods Highly-correlated with Human Ratings in Speech Recognizer Detecting Mispronunciation of Foreign Language)

  • 배민영;권철홍
    • 음성과학
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    • 제11권2호
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    • pp.217-226
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    • 2004
  • An automatic pronunciation correction system provides users with correction guidelines for each pronunciation error. For this purpose, we develop a speech recognition system which automatically classifies pronunciation errors when Koreans speak a foreign language. In this paper, we propose a machine scoring method for automatic assessment of pronunciation quality by the speech recognizer. Scores obtained from an expert human listener are used as the reference to evaluate the different machine scores and to provide targets when training some of algorithms. We use a log-likelihood score and a normalized log-likelihood score as machine scoring methods. Experimental results show that the normalized log-likelihood score had higher correlation with human scores than that obtained using the log-likelihood score.

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블록 프로세싱 기법을 이용한 주파수 영역에서의 회귀 최소 자승 알고리듬 (Frequency-Domain RLS Algorithm Based on the Block Processing Technique)

  • 박부견;김동규;박원석
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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    • pp.240-240
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    • 2000
  • This paper presents two algorithms based on the concept of the frequency domain adaptive filter(FDAF). First the frequency domain recursive least squares(FRLS) algorithm with the overlap-save filtering technique is introduced. This minimizes the sum of exponentially weighted square errors in the frequency domain. To eliminate discrepancies between the linear convolution and the circular convolution, the overlap-save method is utilized. Second, the sliding method of data blocks is studied Co overcome processing delays and complexity roads of the FRLS algorithm. The size of the extended data block is twice as long as the filter tap length. It is possible to slide the data block variously by the adjustable hopping index. By selecting the hopping index appropriately, we can take a trade-off between the convergence rate and the computational complexity. When the input signal is highly correlated and the length of the target FIR filter is huge, the FRLS algorithm based on the block processing technique has good performances in the convergence rate and the computational complexity.

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