• 제목/요약/키워드: covariance view

검색결과 22건 처리시간 0.026초

Determinants of Real Interest Rates: The Case of Jordan Long-Fei

  • Ajlouni, Moh'd Mahmoud
    • The Journal of Asian Finance, Economics and Business
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    • 제5권4호
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    • pp.35-44
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    • 2018
  • The study is aimed at investigating the main factors that affect the interest rate yields, in the long-term. In addition, the study surveys the theories and literature relating to the determinants of interest rate. The importance of which is essential not only for governments, but also for banks and corporate financial risk management decisions, including risk exposures in banks and capital markets. Interest rate influences corporate profit as well as growth. For this purpose, the study examines the impact of budget deficit, risk-free rate, capital inflows, money supply and business cycles on real interest rate in Jordan. These factors are based upon well-established theories and straightforward practical view as interest rate determinants. Using data for (1990-2015), the study employed Johansen's co-integrating test, which takes into consideration the long-term unsynchronized relationships. The data is tested for normality, symmetric correlations, covariance diagonal and unit root. The results show that the government budget deficit, short-term risk-free interest rate, capital inflows, money supply and business cycle are long-term determinants of the real interest rate in Jordan. The coefficients of government budget deficit, short-term risk-free rate, money supply and business cycle all are inversely affecting the real interest rate, while capital inflows has a positive impact on the real interest rate.

3개의 교체그룹을 갖는 2수준 교체표본설계에서의 복합추정량에 관한 연구 (A Study of Composite Estimator in 2-level Rotation Design based on 3 Rotation Groups)

  • 박유성;문원기;김기환
    • 응용통계연구
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    • 제15권1호
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    • pp.45-55
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    • 2002
  • 미국 통계국(Bureau of Census)에서 실시하고 있는 소매동태조사(Monthly Retail Trade Survey)를 중심으로 3개의 교체그룹을 갖는 2수준 교체표본설계를 설명하고, 특성치의 추정을 위한 복합추정량을 다루었다. 설계 간격 (design gap)이 존재하는 2수준 교체표본설계에서의 일반화복합추정량(generalized composite estimator)과 순환복합 추정량(recursive composite estimator)을 제시하였고, 각 추정량의 분산식을 유도하였다. 또한 공분산구조와 관련된 응답변동(response variability)과 반복응답으로 부터 연유되는 상관관계를 고려하여 복합추정량 사이의 효율을 비교하였다.

실시간 동적 위성항법을 위한 단일차분 위치영역 Hatch 필터의 설계 (Designing Single-Differenced Position-Domain Hatch Filter for Real-Time Kinematic GNSS)

  • 이형근;;지규인
    • 한국항공우주학회지
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    • 제33권7호
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    • pp.59-69
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    • 2005
  • 본 논문에서는 위상평활화코드 기법에 기반한 실시간 동적 차분위성항법의 효율적인 구현을 위하여 위치영역 Hatch 필터를 새로이 제안하고 그 성능을 분석하였다. 제안된 위치영역 Hatch 필터는 기존의 거리영역 Hatch를 새로운 각도에서 해석하고 이를 연장하여 유도되었다. 시뮬레이션을 통하여 Hatch 이득이 Kalman 형 이득보다 더 효율적이며 또한 위성의 출몰이 빈번한 환경에서는 위치영역 Hatch 필터가 거리영역 Hatch 필터보다 유리함을 보였다.

공과대학 신입생들의 함수개념 연구와 함수 영역의 교육과정에 대한 제안 (The Function Concept in Korean Engineering Freshmen and Some Suggestions on the Curriculum in the Function Area)

  • 김연미
    • 한국수학교육학회지시리즈E:수학교육논문집
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    • 제22권4호
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    • pp.417-444
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    • 2008
  • 본 논문에서는 세 가지 관련된 분야의 연구를 통하여 우리나 대학 신입생들의 함수 개념을 조사하였다. 대학 신입생들은 함수를 어떻게 이해하고 있는가?; 인식론적 장애를 포함한 오 개념에는 어떤 것들이 있는가?; 함수 개념은 어떤 경로를 거쳐서 획득되는가? 등이다. 이와 함께 대학의 여러 분야에서 함수가 어떻게 정의되고 쓰이는지를 살펴보고, 미국의 교과서들에 나타난 함수 정의와 도입을 살펴보았다. 설문조사와 이들을 토대로 함수를 대응의 관점에서 도입하는 새로운 교육과정에 대하여 수직선 테스트의 도입을 포함한 몇 가지 제언을 하였다.

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Performance Analysis of the Anti-Spoofing Array Antenna with Eigenvector Nulling Algorithm

  • Lee, Kihoon;Song, Min Kyu;Lee, Jang Yong
    • Journal of Positioning, Navigation, and Timing
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    • 제11권3호
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    • pp.181-189
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    • 2022
  • The public open signals from Global Navigation Satellite System (GNSS) including Global positioning system (GPS) are used widely by many peoples in the world except for the public regulated restriction signals which are encrypted. Nowadays there are growing concerns about GNSS signal spoofing which can deceive the GNSS receivers by abusing these open services. To counter these spoofing threats, many researches have been studied including array antenna techniques which can detect the direction of arrival by means of Multiple Signal Classification (MUSIC) algorithm. Originally the array antenna techniques were developed to countermeasure the jamming signal in electronic warfare by using the nulling or beamforming algorithm toward a certain direction. In this paper, we study the anti-spoofing techniques using array antenna to overcome the jamming and spoofing issues simultaneously. First, we will present the theoretical analysis results of spoofing signal response of Minimum Variance Distortionless Response (MVDR) algorithm in array antenna. Then the eigenvector algorithm of covariance matrix is suggested and verified to work with the existing anti-jamming method. The modeling and simulation are used to verify the effectiveness of the anti-spoofing algorithm. Also, the field test results show that the array antenna system with the proposed algorithms can perform the anti-spoofing function. This anti-spoofing method using array antenna is very effective in the view point of solving both the jamming and spoofing problems using the same array antenna hardware.

A novel Metropolis-within-Gibbs sampler for Bayesian model updating using modal data based on dynamic reduction

  • Ayan Das;Raj Purohit Kiran;Sahil Bansal
    • Structural Engineering and Mechanics
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    • 제87권1호
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    • pp.1-18
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    • 2023
  • The paper presents a Bayesian Finite element (FE) model updating methodology by utilizing modal data. The dynamic condensation technique is adopted in this work to reduce the full system model to a smaller model version such that the degrees of freedom (DOFs) in the reduced model correspond to the observed DOFs, which facilitates the model updating procedure without any mode-matching. The present work considers both the MPV and the covariance matrix of the modal parameters as the modal data. Besides, the modal data identified from multiple setups is considered for the model updating procedure, keeping in view of the realistic scenario of inability of limited number of sensors to measure the response of all the interested DOFs of a large structure. A relationship is established between the modal data and structural parameters based on the eigensystem equation through the introduction of additional uncertain parameters in the form of modal frequencies and partial mode shapes. A novel sampling strategy known as the Metropolis-within-Gibbs (MWG) sampler is proposed to sample from the posterior Probability Density Function (PDF). The effectiveness of the proposed approach is demonstrated by considering both simulated and experimental examples.

Identification of Candidate SNP (Single Nucleotide Polymorphism) for Growth and Carcass Traits Related to QTL on Chromosome 6 in Hanwoo (Korean Cattle)

  • Lee, Y.S.;Lee, J.H.;Lee, J.Y.;Kim, J.J.;Park, H.S.;Yeo, J.S.
    • Asian-Australasian Journal of Animal Sciences
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    • 제21권12호
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    • pp.1703-1709
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    • 2008
  • As genetic markers, single nucleotide polymorphisms (SNP) are very appropriate for the development of genetic tests for economic traits in livestock. Several microsatellite markers have been identified as useful markers for the genetic improvement of Hanwoo. Among those markers, ILSTS035 was recently mapped at a similar position with four SNPs (AH1_11, AH1_9, 31465_446, and 12273_165) in a linkage map of EST-based SNP in BAT6. Among the four SNPs, two SNPs (31465_446 and 12273_165) were analyzed using BLAST at the NCBI web site. The sequences including the 12273_165 SNP were identified at the intron region within the LOC534614 gene on the gene sequence map (Bos taurus NCBI Map view, build 3.1). The LOC534614 gene represents a protein similar to myosin heavy chain, fat skeletal muscle, embryonic isoform 1 in the dog, and myosin_1 (Myosin heavy chain D) in Macaca mulatta. In cattle, the myosin heavy chain was associated with muscle development. The phenotypic data for growth and carcass traits in the 415 animals were analyzed by the mixed ANCOVA (analysis of covariance) linear model using PROC GLM module in SAS v9.1. By the genotyping of Hanwoo individuals (n = 415) to evaluate the association of SNP with growth and carcass traits, it was shown that the 12273_165 SNP region within LOC534614 may be a candidate marker for growth. The results of the statistical analyses suggested that the genotype of the 12273_165 SNP significantly affected birth weight, weight of the cattle at 24 months of age, average daily gain and carcass cold weight (p<0.05). Consequently, the 12273_165 SNP polymorphisms at the LOC534614 gene may be associated with growth in Hanwoo, and functional validation of polymorphisms in LOC534614 should be performed in the future.

확장 칼만필터를 이용한 탄도수정탄의 대기속도 추정 (Airspeed Estimation of Course Correction Munitions by Using Extended Kalman Filter)

  • 성재민;김병수
    • 한국항공우주학회지
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    • 제43권5호
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    • pp.405-412
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    • 2015
  • 본 논문은 회전안정성을 갖는 탄도수정탄의 대기속도 추정을 위한 필터 설계에 대하여 설명한다. 대상 시스템은 운용상의 제약(공간, 파워)으로 인하여, 대기속도 측정을 위한 센서를 사용할 수 없다. 따라서 한정된 센서를 이용한 대기속도 추정이 필요하다. 따라서 본 연구에서는 IMU(가속도계, 자이로)에서 측정하는 3축 가속도와 각속도 데이터만 이용하여, 대기속도 추정을 위한 필터를 설계하였다. 대상 시스템의 경우, 넓은 속도, 고도의 운용범위를 커버하기 위한 추정 필터가 필요하므로 본 연구에서는 확장 칼만필터를 설계하여 기존의 연구와의 차별성을 두었다. 확장 칼만필터 설계를 위한 자코비안 행렬은 NRF(No-roll frame)에서의 간략화된 선형모델을 이용하여 구성하였다. 최종적으로 센서 오차와 바람 모델을 포함한 시뮬레이션을 통해 그 성능을 검토하였다. 이때, 시뮬레이션은 설계한 대기속도와 각속도 모델 오차의 영향을 분석하기 위하여 네 가지 경우의 프로세스 공분산 행렬 값에 대한 영향을 분석하였다.

Deep Belief Network를 이용한 뇌파의 음성 상상 모음 분류 (Vowel Classification of Imagined Speech in an Electroencephalogram using the Deep Belief Network)

  • 이태주;심귀보
    • 제어로봇시스템학회논문지
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    • 제21권1호
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    • pp.59-64
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    • 2015
  • In this paper, we found the usefulness of the deep belief network (DBN) in the fields of brain-computer interface (BCI), especially in relation to imagined speech. In recent years, the growth of interest in the BCI field has led to the development of a number of useful applications, such as robot control, game interfaces, exoskeleton limbs, and so on. However, while imagined speech, which could be used for communication or military purpose devices, is one of the most exciting BCI applications, there are some problems in implementing the system. In the previous paper, we already handled some of the issues of imagined speech when using the International Phonetic Alphabet (IPA), although it required complementation for multi class classification problems. In view of this point, this paper could provide a suitable solution for vowel classification for imagined speech. We used the DBN algorithm, which is known as a deep learning algorithm for multi-class vowel classification, and selected four vowel pronunciations:, /a/, /i/, /o/, /u/ from IPA. For the experiment, we obtained the required 32 channel raw electroencephalogram (EEG) data from three male subjects, and electrodes were placed on the scalp of the frontal lobe and both temporal lobes which are related to thinking and verbal function. Eigenvalues of the covariance matrix of the EEG data were used as the feature vector of each vowel. In the analysis, we provided the classification results of the back propagation artificial neural network (BP-ANN) for making a comparison with DBN. As a result, the classification results from the BP-ANN were 52.04%, and the DBN was 87.96%. This means the DBN showed 35.92% better classification results in multi class imagined speech classification. In addition, the DBN spent much less time in whole computation time. In conclusion, the DBN algorithm is efficient in BCI system implementation.

Pilot Study of a Brief WeChat Intervention in China to Increase Students' Willingness to Assist a Flushing Student to Reduce Alcohol Use

  • Zhang, Fan;Yuen, Lok-Wa;Ding, Lanyan;Newman, Ian M.;Shell, Duane F.
    • Journal of Preventive Medicine and Public Health
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    • 제51권6호
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    • pp.320-325
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    • 2018
  • Objectives: This pilot study tested the effectiveness of a brief alcohol-related intervention delivered by the social media app WeChat to teach about ethanol-induced facial flushing and increase the willingness of students who see another student flushing to suggest that he or she should reduce or stop drinking. In the context of Chinese drinking culture, it is sometimes socially difficult to refuse a drink, even when experiencing physical discomfort, such as flushing. Methods: Classrooms of students in a medical university in China were randomly assigned to the intervention or control group. Students in the intervention group were invited to view 3 alcohol education lessons on WeChat during a 2-week period. A pretest and posttest before and after the 2-week period assessed changes in students' willingness to intervene if they saw someone flush while drinking. Data were collected about students' alcohol use and their ratings of the lessons. Results: Mixed-design analysis of variance yielded a significant time-by-treatment interaction effect on the variable of willingness to suggest that a flushing person stop or slow down their drinking, and the change was significant between the intervention and control groups. One-way analysis of covariance yielded a significant treatment effect at the posttest, after controlling for the pretest score. Students rated the lessons above the midpoint of the scale for being informative, interesting, and useful. Conclusions: The pilot study showed that a brief alcohol-related intervention delivered by WeChat could produce a measurable positive change in the willingness of university students to suggest that a student who flushes should stop drinking. This pilot study also suggested improvements for future lessons and evaluation design.