• The Journal of Asian Finance, Economics and Business
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• v.7 no.11
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• pp.83-93
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• 2020

This empirical research aims to modeling and improving the forecasting accuracy of the volatility pattern by employing the Saudi Arabia stock market (Tadawul)by studying daily closed price index data from October 2011 to December 2019 with a number of observations being 2048. In order to achieve significant results, this study employs many mathematical functions which are non-linear spectral model Maximum overlapping Discrete Wavelet Transform (MODWT) based on the best localized function (Bl14), autoregressive integrated moving average (ARIMA) model and generalized autoregressive conditional heteroskedasticity (GARCH) models. Therefore, the major findings of this study show that all the previous events during the mentioned period of time will be explained and a new forecasting model will be suggested by combining the best MODWT function (Bl14 function) and the fitted GARCH model. Therefore, the results show that the ability of MODWT in decomposition the stock market data, highlighting the significant events which have the most highly volatile data and improving the forecasting accuracy will be showed based on some mathematical criteria such as Mean Absolute Percentage Error (MAPE), Mean Absolute Scaled Error (MASE), Root Means Squared Error (RMSE), Akaike information criterion. These results will be implemented using MATLAB software and R- software.

• The KSFM Journal of Fluid Machinery
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• v.20 no.1
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• pp.59-64
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• 2017

Diverter is an essential element in gravimetric calibration method of flowmeter. Error of diverter are influenced by flow velocity profile of nozzle outlet, motion velocity of diverter and detecting location. That's why, time detection position of diverter is tuned through repetitive test for minimizing error of diverter. Further the diverter must be compared with the other institutions test since the influence on the accuracy of the flow meter used in the test. In this paper, errors (flow velocity profile of nozzle outlet, motion velocity of diverter and detecting location) of diverter are decreased by produced uni-direction diverter and error of gravimetric calibration system is decreased. Uni-direction diverter is calibrated by gravimetric calibration system with precision flowmeter, the flowmeter is calibrated by pipe prover and other institutions and uni-direction diverter is evaluated. Uni-direction diverter is not influenced by flow velocity profile of nozzle outlet, motion velocity of diverter and detecting location. As a result, Uni-direction diverter can calibrate in wider scope since increasing ratio of maximum and minimum flow rate of uni-direction diverter.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.28B no.10
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• pp.831-841
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• 1991

A combined model of probabilistic and MLP(multi layer perceptron) model is proposed for the pattern classification of EMG( electromyogram) signals. The MLP model has a problem of not guaranteeing the global minima of error and different quality of approximations to Bayesian probabilities. The probabilistic model is, however, closely related to the estimation error of model parameters and the fidelity of assumptions. A proper combination of these will reduce the effects of the problems and be robust to input variations. Proposed model is able to get the MAP(maximum a posteriori probability) in the probabilistic model by estimating a priori probability distribution using the MLP model adaptively. This method minimize the error probability of the probabilistic model as long as the realization of the MLP model is optimal, and this is a good combination of the probabilistic model and the MLP model for the usage of MLP model reliability. Simulation results show the benefit of the proposed model compared to use the Mlp and the probabilistic model seperately and the average calculation time fro classification is about 50ms in the case of combined motion using an IBM PC 25 MHz 386model.

• Proceedings of the Korea Water Resources Association Conference
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• 2012.05a
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• pp.366-366
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• 2012

확률강우량은 하천설계, 수자원설계 및 계획을 위한 기초자료로 활용되며 최근 이상기후 및 기후변화로 인한 극치강우의 빈도 및 양적 증가로 인한 확률강우량 산정의 불확실성 분석에 대한 관심이 크게 증가하고 있다. 수문빈도 해석에 있어서 대부분 지역이 50년 이하의 수문자료가 이용되고 있으며 수문설계에서 요구되는 50년 이상의 확률강수량 추정시에는 상당한 불확실성을 내포하고 있다. 이러한 점에서 본 연구에서는 자료연수에 따른 Sampling Error와 분포형의 매개변수의 불확실성을 고려한 해석모형을 구축하고자 한다. 빈도해석에서 매개변수를 추정하기 위해서는 일반적으로 모멘트법, 최우도법, 확률가중모멘트법이 이용되고 있으나 사용되는 분포형에 따라서 통계학적으로 불확실성 구간을 정량화하는 과정이 난해할 뿐만 아니라 극치 수문자료가 Thick-Tailed분포의 특성을 가짐에도 불구하고 신뢰구간 산정시 정규분포로 가정하는 등 기존 해석 방법에는 많은 문제점을 내포하고 있다. 본 연구에서는 이러한 매개변수의 불확실성 평가에 있어서 우수한 해석능력을 발휘하는 Bayesian기법을 도입하여 분포형의 매개변수를 추정하고 매개변수 추정과 관련된 불확실성을 평가하고자 한다. 이와 별개로 자료연한에 따른 Sampling Error를 추정하기 위해서 Bootstrapping 기반의 해석모형을 구축하고자 하며 최종적으로 빈도해석시에 나타나는 불확실성을 종합적으로 검토하였다. 빈도해석을 위한 확률분포형으로 GEV(generalized extreme value)분포를 이용하였으며 Gibbs 샘플러를 활용한 Bayesian Markov Chain Monte Carlo 모의를 기본 해석모형으로 활용하였다.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.13 no.7
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• pp.3447-3469
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• 2019

It is well-known that the cooperative communication and error control technology can improve the network performance, but most existing cooperative MAC protocols have not focused on how to cope with the contention process caused by cooperation and how to reduce the bad influence of channel packet error rate on the system performance. Inspired by this, this paper first modifies and improves the basic rules of the IEEE 802.11 Medium Access Control (MAC) protocol to optimize the contention among the multi-relay in a cooperative ARQ scheme. Secondly, a hybrid ARQ protocol with soft combining is adopted to make full use of the effective information in the error data packet and hence improve the ability of the receiver to decode the data packet correctly. The closed expressions of network performance including throughput and average packet transmission delay in a saturated network are then analyzed and derived by establishing a dedicated two-dimensional Markov model and solving its steady-state distribution. Finally, the performance evaluation and superiority of the proposed protocol are validated in different representative study cases through MATLAB simulations.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.12 no.12
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• pp.6000-6017
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• 2018

This paper presents a new descriptor, named Histograms of Prominent Edge Directions (HPED), for the recognition of facial expressions in a person-independent environment. In this paper, we raise the issue of sampling error in generating the code-histogram from spatial regions of the face image, as observed in the existing descriptors. HPED describes facial appearance changes based on the statistical distribution of the top two prominent edge directions (i.e., primary and secondary direction) captured over small spatial regions of the face. Compared to existing descriptors, HPED uses a smaller number of code-bins to describe the spatial regions, which helps avoid sampling error despite having fewer samples while preserving the valuable spatial information. In contrast to the existing Histogram of Oriented Gradients (HOG) that uses the histogram of the primary edge direction (i.e., gradient orientation) only, we additionally consider the histogram of the secondary edge direction, which provides more meaningful shape information related to the local texture. Experiments on popular facial expression datasets demonstrate the superior performance of the proposed HPED against existing descriptors in a person-independent environment.

• Nuclear Engineering and Technology
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• v.50 no.7
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• pp.1120-1130
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• 2018

An analysis of a pyroprocessing safeguards methodology employing the Pu-to-$^{244}Cm$ ratio is presented. The analysis includes characterization of representative used nuclear fuel assemblies with respect to computed nuclide composition. The nuclide composition data computationally generated is appropriately reformatted to correspond with the material conditions after each step in the head-end stage of pyroprocessing. Uncertainty in the Pu-to-$^{244}Cm$ ratio is evaluated using the Geary-Hinkley transformation method. This is because the Pu-to-$^{244}Cm$ ratio is a Cauchy distribution since it is the ratio of two normally distributed random variables. The calculated uncertainty of the Pu-to-$^{244}Cm$ ratio is propagated through the mass flow stream in the pyroprocessing steps. Finally, the probability of Type-I error for the plutonium Material Unaccounted For (MUF) is evaluated by the hypothesis testing method as a function of the sizes of powder particles and granules, which are dominant parameters to determine the sample size. The results show the probability of Type-I error is occasionally greater than 5%. However, increasing granule sample sizes could surmount the weakness of material accounting because of the non-uniformity of nuclide composition.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.1
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• pp.647-654
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• 2021

This study examines the non-performing loans of rural banks and macroeconomic factors in Indonesia, including inflation, exchange rates, and interest rates. Theoretically, the existence of erratic macroeconomic conditions can affect the level of non-performing credit risk in rural credit banks in Indonesia. The effect of macroeconomic conditions on non-performing loans has a different response for each economic sector. The main objective of this study is to determine the effect of macroeconomic factors (inflation, exchange rates, and interest rates) and bank-specific factors (credit) on the Non-Performing Loans (NPL) of Rural Banks in Indonesia for the period from January 2015 to December 2018. This study uses a Vector Error Correction Model (VECM) estimation to determine the effect of independent variables consisting of macroeconomic factors and bank-specific factors. Based on the estimation results of the Vector Error Correction Model, three variables that have a positive and significant effect on long-term non-performing loans are credit, inflation, and interest rates. Meanwhile, in the short term, there are only two variables that have a positive and significant effect on non-performing loans, namely, credit and interest rates. Inflation and exchange rate variables have a negative and insignificant effect on bad credit in the short term.

• The Journal of Asian Finance, Economics and Business
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• v.9 no.10
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• pp.29-38
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• 2022

Ready-made Garments (RMG) export earnings, which are almost 80% of the total exports of Bangladesh, have been recognized as one of the main catalysts for the recent development of the country. Therefore, the need to determine whether the RMG export had served as a mechanism for increasing the GDP growth as well as the economic development of the country is topical and pressing. We have applied the Johansen Co-integration test and Vector Error Correction Model (VECM) to reveal the linkage of RMG export earnings and other variables with the GDP growth rate in Bangladesh. Using data from 1990 to 2020 for Bangladesh, we have found long-run as well as short-run associations among RMG Export earnings, Foreign Direct Investment (FDI), and GDP growth. A co-integration among the variables is validated through the Johansen Co-integration test. Moreover, a causal correlation running from RMG export earnings to GDP was revealed by the Granger causality test in the long run. Finally, we estimated impulse response functions to observe the variations of model variables in response to a shock. Our result supports the proposition that RMG export earnings are one of the main growth engines in Bangladesh and this sector leads growth in other sectors also in the long term.

• Journal of the Korean Society of Mechanical Technology
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• v.20 no.6
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• pp.924-928
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• 2018

The objective of this study is to solve a problem that is occurred during the spline machining of tubular shaft yoke in both side IMS module. In order to simulate the problem, the movement direction of upper die was set as standard case and error case. The material of tubular shaft yoke was set to S20C as refer to the analysis library. The movement directions of upper die were separated with standard case and error case. The error case was set to simulate the problem in the spline machining of tubular shaft yoke. In order to solve the problem, the outer radius of upper die were modelled from 9.40mm to 9.44mm. The simulation results were analyzed and compared in terms of effective stress, metal flow line and folding phenomena characteristics. In case of the outer radius of upper die was 9.42mm, it was observed a relatively uniform effective stress distribution and had a straight metal flow line.