• Transactions of the Korean Society of Mechanical Engineers A
• /
• v.29 no.12 s.243
• /
• pp.1597-1604
• /
• 2005

The identification of a moving noise source is important in reducing the source power of the transport systems such as airplanes or high speed trains. However, the direct measurement using a microphone running with noise source is usually difficult due to wind noise, white the source motion distorts the frequency characteristics of the pass-by sound measured at a fixed point. In this study the relationship between the spectra of the source and the pass-by sound signal is analyzed for an acoustic source moving at a constant velocity. Spectrum of the sound signal measured at a fixed point has an integral relationship with the source spectrum. Nevertheless direct conversion of the measured spectrum to the source spectrum is ill-posed due to the singularity of the integral kernel. Alternatively a differential equation approach is proposed, where the source characteristics can be recovered by solving a differential equation relating the source signal to the distorted measurement in time domain. The parameters such as the source speed and the time origin, required beforehand, are also determined only from the frequency-phase relationship using an auxiliary measurement. With the help of the regularization method, the source signal is successfully recovered. The effects of the parameter errors to the estimated frequency characteristics of the source are investigated through numerical simulations.

• Journal of KIISE:Computer Systems and Theory
• /
• v.27 no.1
• /
• pp.109-115
• /
• 2000

In this paper, we propose a new method for power estimation in nodes of multi-level combinational circuits and describe its application to the extraction of common expressions for low power design. Extracting common expressions which is accomplished mostly by the extraction of kernels and common cubes, can be transformed to the problem of rectangle covering. We describe how the newly proposed estimation method can be applied to the rectangle covering problem and show the experimental results with comparisons to the results of SIS-1.2.

• Industrial Engineering and Management Systems
• /
• v.10 no.1
• /
• pp.84-94
• /
• 2011

In this paper, we propose a method to provide the distribution of option price under local volatility model when market-provided implied volatility data are given. The local volatility model is one of the most widely used smile-consistent models. In local volatility model, the volatility is a deterministic function of the random stock price. Before estimating local volatility surface (LVS), we need to estimate implied volatility surfaces (IVS) from market data. To do this we use local polynomial smoothing method. Then we apply the Dupire formula to estimate the resulting LVS. However, the result is dependent on the bandwidth of kernel function employed in local polynomial smoothing method and to solve this problem, the proposed method in this paper makes use of model averaging approach by means of bandwidth priors, and then produces a robust local volatility surface estimation with a confidence interval. After constructing LVS, we price barrier option with the LVS estimation through Monte Carlo simulation. To show the merits of our proposed method, we have conducted experiments on simulated and market data which are relevant to KOSPI200 call equity linked warrants (ELWs.) We could show by these experiments that the results of the proposed method are quite reasonable and acceptable when compared to the previous works.

• Journal of the Korean Data and Information Science Society
• /
• v.20 no.5
• /
• pp.879-886
• /
• 2009

The purpose of this article is to present the application of Least Squares Support Vector Machine in analyzing the existing structure of brand. We estimate the parameters of the Market Share Attraction Model using a non-parametric technique for function estimation called Least Squares Support Vector Machine, which allows us to perform even nonlinear regression by constructing a linear regression function in a high dimensional feature space. Estimation by Least Squares Support Vector Machine technique makes it a good candidate for solving the Market Share Attraction Model. To illustrate the performance of the proposed method, we use the car sales data in South Korea's car market.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.11 no.9
• /
• pp.4438-4460
• /
• 2017

The Kernelized Correlation Filters (KCF) tracker has caused the extensive concern in recent years because of the high efficiency. Numerous improvements have been made successively. However, due to the abrupt motion between the consecutive image frames, these methods cannot track object well. To cope with the problem, we propose an extended KCF tracker based on swarm intelligence method. Unlike existing KCF-based trackers, we firstly introduce a swarm-based sampling method to KCF tracker and design a unified framework to track smooth or abrupt motion simultaneously. Secondly, we propose a global motion estimation method, where the exploration factor is constructed to search the whole state space so as to adapt abrupt motion. Finally, we give an adaptive threshold in light of confidence map, which ensures the accuracy of the motion estimation strategy. Extensive experimental results in both quantitative and qualitative measures demonstrate the effectiveness of our proposed method in tracking abrupt motion.

• East Asian Economic Review
• /
• v.27 no.1
• /
• pp.33-60
• /
• 2023

This paper analyzes the entire distribution of stock market returns/volatility in five emerging markets (ASEAN5) and figures out the conditional distribution of the CHI_EPU index. The aim is to examine the impact of CHI_EPU on the stock returns/volatility density of ASEAN5 markets. It also examined whether changes in CHI_EPU explain returns at higher or lower points (abnormal returns). This paper models the behaviour of stock returns from March 2011 to June 2018 using a non-parametric conditional density estimation approach. The results indicate that CHI_EPU diminishes stock returns and augments volatility in ASEAN5 markets, except for Malaysia, where it affects stock returns positively. The possible reason for this positive impact is that EPU is not the leading factor reducing Malaysian stock returns; but, other forces, such as dependency on other countries' stock markets and global factors, may have a positive impact on stock returns (Bachmann and Bayer, 2013). Thus, the risk of simultaneous investment in Chinese and ASEAN5 stock markets, except Malaysia, is high. Further, the degree of this influence intensifies at extreme high/low intervals (positive/negative tails). The findings of this study have significant implications for investors, policymakers, market agents, and analysts of ASEAN5.

• Proceedings of the Korean Society of Broadcast Engineers Conference
• /
• 2010.11a
• /
• pp.244-247
• /
• 2010

현대 사회에서 영상 콘텐츠 (contents)의 사용량이 급증함에 따라 영상압축 기술은 이동통신이나 DMB 등의 시스템에 필수적인 기술이 되었으며 이에 따라 MPEG-x와 H.26x 등 국제적인 표준들이 존재한다. 전역 탐색 알고리듬은 주어진 검색 범위(search range) 내에서 모든 후보들의 변위의 에러 기준에 따라 최솟값을 이용해 위치를 검색하는 알고리듬이다. 그러나 전역 탐색 알고리듬은 각 화소에 대해 엄청난 양의 계산 로드를 가지며 이로 인해 심각한 문제를 발생시키는 단점이 있다. 1비트 변환 (one-bit transform) 을 이용한 고속 움직임 추정 알고리듬은 참조 프레임과 현재 프레임을 1비트, 즉 0 또는 1만 갖는 값으로 변환하는데, 이에는 exclusive-OR 연산을 통해 블록 매칭 에러 (block matching error)를 계산하는 과정과 변환하는 과정이 포함된다. 본 논문에서는 다양한 커널 (kernel)들을 이용한 1비트 변환과 움직임 추정에 대해 다루었으며, 기존에 있었던 1비트 변환에 이용된 커널과는 다른 다양한 커널을 이용한 움직임 추정 결과들을 비교해봄으로써 화질열화를 최소로 하는 커널을 찾는 것에 대해 연구했다.

• Journal of Korean Society for Quality Management
• /
• v.21 no.2
• /
• pp.162-169
• /
• 1993

For the problem of testing the parallelism of several regression lines against ordered alternatives, two test statistics and proposed and examined. The proposed statistics are linear combinations of robust estimators of slope parameters, which are modifications of the Adichie (1976) test based on scores. The asymptotic null variances of the proposed states tics are estimated by the kernel density estimation methods. The proposed tests are compared with the Adichie's test in terms of asymptotic relative efficiency and small-sample powers.

• Communications for Statistical Applications and Methods
• /
• v.3 no.3
• /
• pp.271-282
• /
• 1996

this paper deal with the estimation of the power spectral density function of time series. A kernel estimator which is based on local average is defined and the rates of convergence of the pointwise, $$L_2$-norm; and; $L{\infty}$-norm associated with the estimator are investigated by restricting as to kernels with suitable assumptions. Under appropriate regularity conditions, it is shown that the optimal rate of convergence for 0$N^{-r}$ both in the pointwiseand $$L_2$-norm, while; $N^{r-1}(logN)^{-r}$is the optimal rate in the $L{\infty}-norm$. Some examples are given to illustrate the application of main results.

• The Transactions of the Korean Institute of Electrical Engineers B
• /
• v.53 no.5
• /
• pp.283-294
• /
• 2004

This paper introduces the new Direct Torque Control(DTC) method based on the estimated torque in Switched Reluctance Motor(SRM) and applies the proposed DTC to SRM for the instantaneous torque ripple reduction. The nonlinear characteristics of SRM is considered in the calculation of the estimated torque and the theory is described in this paper. Current control is one of the kernel elements of torque controller and the performance of the current control should be high for this work. But the conventional PI current control has a weak point in SRM application because of motional EMF. Consequently, this paper makes up for the weakness of PI controller through present of new current controller, that is termed the non-interference current control. The ability of proposed torque and current controller is verified through simulation and experiment.