• Journal of the Optical Society of Korea
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• 제15권3호
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• pp.232-236
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• 2011

We analyze the linear equalizers used in optically amplified on-off-keyed (OOK) systems to combat chromatic dispersion (CD) and polarization mode dispersion (PMD), and we derive the mathematical minimum mean squared error (MMSE) performance of these equalizers. Currently, the MMSE linear equalizer for optical OOK systems is obtained by simulations using adaptive approaches such as least mean squared (LMS) or constant modulus algorithm (CMA), but no theoretical studies on the optimal solutions for these equalizers have been performed. We model the optical OOK systems as square-law nonlinear channels and compute the MMSE equalizer coefficients directly from the estimated optical channel, signal power, and optical noise variance. The accuracy of the calculated MMSE equalizer coefficients and MMSE performance has been verified by simulations using adaptive algorithms.

• 품질경영학회지
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• 제22권2호
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• pp.89-97
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• 1994

We consider the linear calibration model: $y_1={\alpha}+{\beta}x_i+{\sigma}{\varepsilon}_i$, i = 1, ${\cdots}$, n, $y={\alpha}+{\beta}x+{\sigma}{\varepsilon}$ where ($y_1$, ${\cdots}$, $y_n$, y) stands for an observation vector, {$x_i$} fixed design vector, (${\alpha}$, ${\beta}$) vector of regression parameters, x unknown true value of interest and {${\varepsilon}_i$}, ${\varepsilon}$ are mutually uncorrelated measurement errors with zero mean and unit variance but otherwise unknown distributions. On the basis of simple small-sample low-noise approximation, we introduce a new method of comparing the mean squared errors of the various competing estimators of the true value x for finite sample size n. Then we show that a class of estimators including the classical and the inverse estimators are consistent and first-order efficient within the class of all regular consistent estimators irrespective of type of measurement errors.

• Journal of the Korean Data and Information Science Society
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• 제28권2호
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• pp.435-442
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• 2017

Consider the problem of estimating a $p{\times}1$ mean vector ${\theta}$ (p ${\geq}$ 3) under the quadratic loss from multi-variate normal population. We find a James-Stein type estimator which shrinks towards the projection vectors when the underlying distribution is that of a variance mixture of normals. In this case, the norm ${\parallel}{\theta}-K{\theta}{\parallel}$ is known where K is a projection vector with rank(K) = q. The class of this type estimator is quite general to include the class of the estimators proposed by Merchand and Giri (1993). We can derive the class and obtain the optimal type estimator. Also, this research can be applied to the simple and multiple regression model in the case of rank(K) ${\geq}2$.

• 제어로봇시스템학회논문지
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• 제12권12호
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• pp.1169-1172
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• 2006

The prices of chemical products are fluctuated by several factors. The chemical companies can't predict and be ready to all of these changes, so they are exposed to the risk of a profit fluctuation. But they can reduce this risk by making a well-diversified product portfolio. This problem can be thought as the optimization of the product portfolio. We assume that the profits come from the 'spread' between a naphtha and a chemical product. We calculate a mean and a variation of each spread and develop an automatic module to calculate the optimal portion of each product. The theory is based on the Markowitz portfolio management. It maximizes the expected return while minimizing the volatility. At last we draw an investment selection curve to compare each alternative and to demonstrate the superiority. And we suggest that an investment selection curve can be a decision-making tool.

• 대한간호학회지
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• 제25권4호
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• pp.681-695
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• 1995

It has been noted that a genetic alteration of cells influenced by unhealthy lifestyle In addition to a series of other carcinogens increases various neoplasmic diseases. Therefore the importance of lifestyle that minimizes such impact on health should be emphasized. Since stomach cancer, the most common neoplasmic disease in Korea, is re-lated to the Korean lifestyle and as there's a possibility of its recurrence, people with stomach cancer need to lead a healthy lifestyle. The purpose of this study is to provide a basis for nursing intervention strategies to promote health promoting behaviors that are constructive to a healthy lifestyle. A multivariate model was constructed based on the fender's health promotion model and Booker's health belief model by including influential factors such as hope. The sample was composed of 164 patients with stomach cancer who visited outpatient clinics of a university hospital in Seoul. The following instruments were used in the study after some adaptation : Wallston and others' multidimensional health locus of control scale Laffrey's health conception scale, Lawston and others' health self- rating scale, Walker and others' health promotion lifestyle profile and Rogenberg's self esteem scale. In addition Moon's health belief scale was used with some modification. For self efficacy, the present author constructed a self-efficacy scale based on previous research. The above mentioned instruments were tested in a pilot study with 24 patients with stomach cancer. The reliabilities of instruments were tested with Cronbach's alpha(0.574∼0.949). Data were analyzed using a SAS program (or Pearson correlation coefficients, descriptive correlational statistics and stepwise multiple regression. The results are as follows : 1. The scores on the health promoting behavior scale ranged from 55 to 145 with a mean of 107.91 (S. D : 16.50). The mean scores(range 1-4) on the different dimensions were nutrition 3.14, exercise 2.48, stress management 2.69, health responsibility 2.65, interpersonal relationship 2.878E self actualization 2.85. 2. There were significant correlations among all the predictive variables & the health promoting behavior (r=.20-.55, p〈.01) 3. Stepwise multiple regression analysis showed that : 1) Hope was the main predictor and accounted for 29.8％ of the total variance. 2) Self efficacy, perceived barriers & self esteem accounted for an additional 14.6% of the total variance. 3) Hope, self efficacy, perceived barriers & self esteem altogether accounted for 44.3％ of the total variance. In conclusion, hope, self efficacy, perceived barriers & self esteem were identified as important variables that contributed to promote health promoting behavior.

• The Journal of Asian Finance, Economics and Business
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• 제7권9호
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• pp.95-104
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• 2020

In financial economics studies, the autoregressive model has been a workhorse for a long time. However, the model has a fixed value on every parameter and requires the stationarity assumptions. Time-varying coefficient autoregressive model that we use in this paper offers some desirable benefits over the traditional model such as the parameters are allowed to be varied over-time and can be applies to non-stationary financial data. This paper provides the Monte Carlo simulation studies which show that the model can capture the dynamic movement of parameters very well, even though, there are some sudden changes or jumps. For the daily data from January 1, 2015 to February 12, 2020, our paper provides the empirical studies that Thailand, Taiwan and Tokyo Stock market Index can be explained very well by the time-varying coefficient autoregressive model with lag order one while South Korea's stock index can be explained by the model with lag order three. We show that the model can unveil the non-linear shape of the estimated mean. We employ GJR-GARCH in the condition variance equation and found the evidences that the negative shocks have more impact on market's volatility than the positive shock in the case of South Korea and Tokyo.

• 한국멀티미디어학회논문지
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• 제6권3호
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• pp.508-517
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• 2003

본 논문에서는 쌍직교 웨이브릿 영역에서 워터마크를 삽입할 수 있는 연속 부대역 양자화 및 스토케스틱 다해상도 특성을 갖는 지각 모델을 제안한다. 적응 워터마킹 알고리즘을 갖는 지각모델은 보다 강인한 워터마크 은닉을 위한 방법으로 연속 부대역 양자화(successive subband quantization: SSQ)에 의해서 텍스쳐 및 에지 영역에 삽입한다. 워터마크 삽입은 국부 영상 특성을 갖는 NVF(noise visibility function)함수에 의해 계산된다. 이 방법은 워터마크가 노이즈 특성을 갖기 때문에 영상의 통계적 특성에 기초한 비정상상태(non-stationary state) 가우스 모델과 정상상태(stationary state) 일반화 가우스(generalized Gaussian: GG)모델을 이용한다. 정상상태 GG모델의 삽입은 다해상도 내의 각 부대역별 분산과 형상계수(shape parameter)를 사용한다. 형상계수를 추정하기 위하여 모멘트 정합 방법을 사용한다. 비정상상태 가우스 모델은 각 부대역의 국부 평균 및 분산을 이용한다. 실험결과 우수한 비가시성과 강인성을 확인하였으며, 공격에 대한 실험으로 Stirmark 3.1 benchmark test를 수행하였다.

• 한국수학교육학회지시리즈A:수학교육
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• 제58권3호
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• pp.443-458
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• 2019

본 연구는 예비 수학 교사들의 수학적 모델, 수학적 모델링 및 수학적 모델링의 교육적 활용에 대한 인식을 조사하고 그들 간의 관계에 대하여 탐색하였다. 210명의 예비 수학 교사들의 설문에 대한 응답을 구조방정식 모형을 이용하여 양적 분석하였다. 연구 결과에 따르면, 예비 수학 교사들의 수학적 모델 및 모델링에 대한 인식은 수학적 모델링의 교육적 활용에 대한 인식에 영향을 미치는 것으로 나타났으며, 이에 대한 연구 및 교육적 함의점을 논의하였다.

• 한국운동역학회지
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• 제28권2호
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• pp.127-134
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• 2018

Objective: In a statistical linear model estimating the center of rotation of a human hip joint, which is the parameter related to the mean of response vectors, assumptions of homoscedasticity and independence of position vectors measured repeatedly over time in the model result in an inefficient parameter. We, therefore, should take into account the variance-covariance structure of longitudinal responses. The purpose of this study was to estimate the efficient center of rotation vector of the hip joint by using covariance pattern models. Method: The covariance pattern models are used to model various kinds of covariance matrices of error vectors to take into account longitudinal data. The data acquired from functional motions to estimate hip joint center were applied to the models. Results: The results showed that the data were better fitted using various covariance pattern models than the general linear model assuming homoscedasticity and independence. Conclusion: The estimated joint centers of the covariance pattern models showed slight differences from those of the general linear model. The estimated standard errors of the joint center for covariance pattern models showed a large difference with those of the general linear model.

• Asian-Australasian Journal of Animal Sciences
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• 제18권12호
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• pp.1675-1683
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• 2005

In the process of crossbreeding, the linkage disequilibria between the quantitative trait loci (QTL) and their linked markers were reduced gradually with increasing generations. To study the potential of QTL mapping using the crossbred population, we presented a mixed effect model that treated the mean allelic value of the different founder populations as the fixed effect and the allelic deviation from the population mean as random effect. It was assumed that there were fifty QTLs having effect on the trait variation, the population mean and variance were divided to each QTL in founder generation in our model. Only the additive effect was considered in this model for simulation. Six schemes (S1-S6) of crossbreeding were studied. The selection index was used to evaluate the synthetic breeding value of two traits of the individual in the scheme of S2, S4 and S6, and the individuals with high selection index were chosen as the parents of the next generation. Random selection was used in the scheme of S1, S3 and S5. In this study, we premised a QTL explained 40% of the genetic variance was located in a region of 20 cM by the linkage analysis previously. The log likelihood ratio (log LR) was calculated to determine the presence of a QTL at the particular chromosomal position in each of the generations from the fourth to twentieth. The profiles of log LR and the number of the highest log LR located in the region of 5, 10 and 20 cM were compared between different generations and schemes. The profiles and the correct number reduced gradually with the generations increasing in the schemes of S2, S4 and S6, but both of them increased in the schemes of S1, S3 and S5. From the results, we concluded that the crossbreeding population undergoing random selection was suitable for improving the resolution of QTL mapping. Even experiencing index selection, there was still enough variation existing within the crossbred population before the fourteenth generation that could be used to refine the location of QTL in the chromosome region.