• Title/Summary/Keyword: measurement and modeling

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A Study on VaR Stability for Operational Risk Management (운영리스크 VaR 추정값의 안정성검증 방법 연구)

  • Kim, Hyun-Joong;Kim, Woo-Hwan;Lee, Sang-Cheol;Im, Jong-Ho;Cho, Sang-Hee;Kim, Ah-Hyoun
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.697-708
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    • 2008
  • Operational risk is defined as the risk of loss resulting from inadequate or failed internal processes, people and systems, or external events. The advanced measurement approach proposed by Basel committee uses loss distribution approach(LDA) which quantifies operational loss based on bank's own historical data and measurement system. LDA involves two distribution fittings(frequency and severity) and then generates aggregate loss distribution by employing mathematical convolution. An objective validation for the operational risk measurement is essential because the operational risk measurement allows flexibility and subjective judgement to calculate regulatory capital. However, the methodology to verify the soundness of the operational risk measurement was not fully developed because the internal operational loss data had been extremely sparse and the modeling of extreme tail was very difficult. In this paper, we propose a methodology for the validation of operational risk measurement based on bootstrap confidence intervals of operational VaR(value at risk). We derived two methods to generate confidence intervals of operational VaR.

An Analysis of Design Elements of Silicon Avalanche LED (실리콘 애벌런치 LED의 설계요소에 대한 분석)

  • Ea, Jung-Yang
    • Journal of the Korean Vacuum Society
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    • v.18 no.2
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    • pp.116-126
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    • 2009
  • It is becoming more difficult to improve the device operating speed by shrinking the size of semiconductor devices. Therefore, for a new leap forward in the semiconductor industry, the advent of silicon opto-electronic devices, i.e., silicon photonics is more desperate. Silicon Avalanche LED is one of the prospective candidates to realize the practical silicon opto-electronic devices due to its simplicity of fabrication, repeatability, stability, high speed operation, and compatibility with silicon IC processing. We conducted the measurement of the electrical characteristics and the observation of the light-emitting phenomena using optical microscopy. We analyzed the influence of the design elements such as the shape of the light-emitting area and the depth of the $n^{+}-p^{+}$ junction with simple device modeling and simulation. We compared the results of simulation and the measurement and explained the discrepancy between the results of the simulation and the measurement, and the suggestions for the improvement were given.

Maneuvering Target Tracking With 3D Variable Turn Model and Kinematic Constraint (3D 가변 선회 모델 및 기구학적 구속조건을 사용한 기동표적 추적)

  • Kim, Lamsu;Lee, Dongwoo;Bang, Hyochoong
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.48 no.11
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    • pp.881-888
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    • 2020
  • In this paper, research on estimation of states of a target of interest using Line Of Sight(LOS) angle measurement is performed. Target's position, velocity, and acceleration are chosen to be the states of interests. The LOS measurement is known to be highly non-linear, making target dynamic modeling hard to be implemented into a filter. To solve this issue, the Pseudomeasurement equation was applied to the LOS measurement equation. With the help of this equation, 3D variable turn target dynamic model is applied to the filter model. For better performance, Kinematic Constraint is also implemented into the filter model. As for the filter, Bias Compensation Pseudomeasurement Filter (BCPMF) is used which is known for its robustness to initial conditions. Moreover, Two-Stage Kalman Filter (TSKF) form was also implemented to benefit from the parallel computation. As a result, TBCPMF 3DVT-KC is proposed and simulated to assess performance.

Analysis of the Spray Distribution Characterization of Impinging Jet Injectors for Liquid Rockets Using PLIF Technique (PLIF 기법을 이용한 액체로켓용 충돌분사 인젝터의 분무분포 특성 해석)

  • 정기훈;윤영빈;황상순
    • Journal of the Korean Society of Propulsion Engineers
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    • v.4 no.1
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    • pp.36-45
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    • 2000
  • Most researches for impinging jet spray have been focused on under-standing the breakup mechanism of a liquid sheet formed by the collision of jets and modeling the spray breakup using experimental data. For this reason, there have been few studies on the characteristics of the spatial spray distribution which affects significantly the combustion efficiency. Hence, we measured the radial distribution of fuel massflux using a like-doublet type injector. Instead of PDPA(Phase Doppler Particle Analyzer) which has been used only for the point measurement of the drop size of spray, PLIF(Planar Laser Induced Fluorescence) technique was developed lot the 2-D measurement of the massflux distribution of spray Indirect photography technique was also used to verify PLIF data.

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RF Seeker LOS Rate Estimation Method using Covariance and Signal Management (공분산 및 신호관리를 이용한 RF탐색기 시선각 변화율 추정기법)

  • Moon, Gwan-Young;Jun, Byung-Eul
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.40 no.4
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    • pp.292-299
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    • 2012
  • The line-of-sight(LOS) rate is estimated using Kalman filter in Radio-Frequency(RF) seeker. For the two axis gimbaled seeker, proper system modeling is considered and the basic filter structure is set up. The main issue for Kalman filter is choosing the proper process and measurement noise. For the measurement process, the signal to noise ratio(SNR) and other components are introduced. To cope with the eclipse problem or other abnormal seeker status, the pseudo input signal concept is proposed. By conditioning abnormal signals, the LOS rate estimation performance is increased. The process noise is also an important factor in the propagation phase. The analytical approach on a process noise component is performed and a reliable region for the filter is calculated based on the eigenvalue analysis. Some numerical simulations are performed to check the validity of suggested algorithm.

CNN and SVM-Based Personalized Clothing Recommendation System: Focused on Military Personnel (CNN 및 SVM 기반의 개인 맞춤형 피복추천 시스템: 군(軍) 장병 중심으로)

  • Park, GunWoo
    • The Journal of the Convergence on Culture Technology
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    • v.9 no.1
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    • pp.347-353
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    • 2023
  • Currently, soldiers enlisted in the military (Army) are receiving measurements (automatic, manual) of body parts and trying on sample clothing at boot training centers, and then receiving clothing in the desired size. Due to the low accuracy of the measured size during the measurement process, in the military, which uses a relatively more detailed sizing system than civilian casual clothes, the supplied clothes do not fit properly, so the frequency of changing the clothes is very frequent. In addition, there is a problem in that inventory is managed inefficiently by applying the measurement system based on the old generation body shape data collected more than a decade ago without reflecting the western-changed body type change of the MZ generation. That is, military uniforms of the necessary size are insufficient, and many unnecessary-sized military uniforms are in stock. Therefore, in order to reduce the frequency of clothing replacement and improve the efficiency of stock management, deep learning-based automatic measurement of body size, big data analysis, and machine learning-based "Personalized Combat Uniform Automatic Recommendation System for Enlisted Soldiers" is proposed.

A Non-invasive Measurement of Abdominal Pressure on Ambulatory Urodynamics Study Using Surface Electromyography (휴대용 요역동학 검사 시 근전도 신호를 이용한 복압측정 방법)

  • Kim, Keo-Sik;Song, Chul-Gyu;Seo, Jeong-Hwan
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.45 no.6
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    • pp.132-140
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    • 2008
  • Conventional rectal catheters which are used for the measurement of abdominal pressure can cause erroneous result affecting detrusor pressure, and the catheter itself is not comfortable to the patients. To reduce these problems, we invented a new method for measuring abdominal pressure in non invasive manner using surface electromyography (EMG) signals of the rectus abdominis muscle. Our results showed that the correlation coefficient and root mean square error (RMSE) between the measured abdominal pressures by the conventional rectal catheters and the estimated values by our proposed algorithm were $0.79{\pm}0.06$ and $0.10{\pm}0.07$, respectively. These findings suggest that the surface EMG of rectus abdominis muscle might be used indirectly for more convenient measurement of abdominal pressure on ambulatory urodynamic study.

Investigation on Guided Wave Dispersion Characteristics for Metal Thin Films (금속 박막의 유도초음파 분산 특성 연구)

  • Kim, Miso;Cho, Seung Hyun;Jang, Gang-Won;Lee, Seung-Seok;Park, Ik-Keun
    • Journal of the Korean Society for Nondestructive Testing
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    • v.34 no.3
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    • pp.233-240
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    • 2014
  • In this study, we investigated the dispersion characteristics of guided waves in thin films. Dispersion curves are essential for understanding not only the behavior of ultrasonic waves, but also the mechanical properties of thin films. Matrix techniques are presented for modeling ultrasonic waves in multilayered structures before being used to calculate the dispersion curves for Al-steel and Al-composite specimens. When compared with the dispersion curves obtained using the commercial program (Disperse), the dispersion curves generated from the transfer matrix method show its validity. These developed methods are used to obtain dispersion curves for Al thin films deposited on a Si substrate. The resulting dispersion curves enable observation of both dispersive and non-dispersive behavior for the guided waves, depending on the thickness of the thin films.

K-SMPL: Korean Body Measurement Data Based Parametric Human Model (K-SMPL: 한국인 체형 데이터 기반의 매개화된 인체 모델)

  • Choi, Byeoli;Lee, Sung-Hee
    • Journal of the Korea Computer Graphics Society
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    • v.28 no.4
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    • pp.1-11
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    • 2022
  • The Skinned Multi-Person Linear Model (SMPL) is the most widely used parametric 3D Human Model optimized and learned from CAESAR, a 3D human scanned database created with measurements from 3,800 people living in United States in the 1990s. We point out the lack of racial diversity of body types in SMPL and propose K-SMPL that better represents Korean 3D body shapes. To this end, we develop a fitting algorithm to estimate 2,773 Korean 3D body shapes from Korean body measurement data. By conducting principle component analysis to the estimated Korean body shapes, we construct K-SMPL model that can generate various Korean body shape in 3D. K-SMPL model allows to improve the fitting accuracy over SMPL with respect to the Korean body measurement data. K-SMPL model can be widely used for avatar generation and human shape fitting for Korean.

Data-Driven Senior Cognitive Response Modeling Using Cognitive Measurement Data (인지측정데이터를 이용한 데이터 기반 시니어 인지반응 모델링)

  • Lee, Seolhwa;Yun, Youdong;Ji, Hyesung;Lim, Heuiseok
    • The Journal of Korean Association of Computer Education
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    • v.20 no.2
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    • pp.57-65
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    • 2017
  • The world's senior population is on the rise. In particular, unlike the past seniors who were in the digital insensitivity class, the smart seniors who want to continue to use smart devices and the Internet are emerging. Although the definition of senior is merely defined as a senior group, research on the characteristics of seniors has been done in psychology studies, but research using data based senior cognitive response is only at an early stage. In order to provide contents according to the cognitive characteristics of Smart Senior, there is a need to classify the cognitive characteristics of Smart Senior well. Therefore, this paper suggests a data - driven senior cognitive response modeling method that helps the enjoyment of culture for seniors through classification of cognitive responses to smart seniors.