• Title/Summary/Keyword: multi-time scale

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Wavelet Thresholding Techniques to Support Multi-Scale Decomposition for Financial Forecasting Systems

  • Shin, Taeksoo;Han, Ingoo
    • Proceedings of the Korea Database Society Conference
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    • 1999.06a
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    • pp.175-186
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    • 1999
  • Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support fer multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To date, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques' results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

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Wavelet Thresholding Techniques to Support Multi-Scale Decomposition for Financial Forecasting Systems

  • Shin, Taek-Soo;Han, In-Goo
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 1999.03a
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    • pp.175-186
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    • 1999
  • Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support for multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To data, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

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Influences of Detention Time, Particle Size Distribution, and Filter Medium on Waterworks Sludges Dewatering (체류시간, 입도분포 및 여재가 정수 슬러지의 탈수에 미치는 영향)

  • Kim, Kwang-Soo;Lee, Jae-Bok
    • Journal of Korean Society of Water and Wastewater
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    • v.23 no.1
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    • pp.121-128
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    • 2009
  • Objectives of this study were to investigate influencing factors of detention time, particle size distribution, and filter medium characteristics for waterworks sludge dewatering. The stepped pressure filtration was carried out with lab scale apparatus and the filter press pilot test for dewatering was conducted at the water treatment plant. Effects of filter medium and polymer dose were examined through observing water content and dewatering velocity and cyclic dewatering rate with filter press pilot test. Relationships among detention time, particle size distribution and filtration resistance were analyzed. Prolongation of sludge detention time was found to cause blinding phenomenon in cake and filter medium and to decrease dewatering process efficiency. The average specific resistance increased according to detention time. In pilot test of dewatering for thickened sludge with Nylon Multi-NY840D and Nylon Mono-100% filter media, dewatering velocities were 0.92 and $0.93kg\;DS/m^2{\cdot}hr$ according to 0.1% polymer dose of dried solids weight base. And cyclic dewatering rates were 2.45 and $2.50kg\;DS/m^2{\cdot}cycle$ cycle for the Nylon Multi-NY840D and Nylon Mono-100% media. Dewatering velocity of polymer dosed sludge was observed to be higher than that of non-polymer sludge.

Face Recognition Research Based on Multi-Layers Residual Unit CNN Model

  • Zhang, Ruyang;Lee, Eung-Joo
    • Journal of Korea Multimedia Society
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    • v.25 no.11
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    • pp.1582-1590
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    • 2022
  • Due to the situation of the widespread of the coronavirus, which causes the problem of lack of face image data occluded by masks at recent time, in order to solve the related problems, this paper proposes a method to generate face images with masks using a combination of generative adversarial networks and spatial transformation networks based on CNN model. The system we proposed in this paper is based on the GAN, combined with multi-scale convolution kernels to extract features at different details of the human face images, and used Wasserstein divergence as the measure of the distance between real samples and synthetic samples in order to optimize Generator performance. Experiments show that the proposed method can effectively put masks on face images with high efficiency and fast reaction time and the synthesized human face images are pretty natural and real.

Design and Implementation of a GNSS Receiver Development Platform for Multi-band Signal Processing (다중대역 통합 신호처리 가능한 GNSS 수신기 개발 플랫폼 설계 및 구현)

  • Jinseok Kim;Sunyong Lee;Byeong Gyun Kim;Hung Seok Seo;Jongsun Ahn
    • Journal of Positioning, Navigation, and Timing
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    • v.13 no.2
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    • pp.149-158
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    • 2024
  • Global Navigation Satellite System (GNSS) receivers are becoming increasingly sophisticated, equipped with advanced features and precise specifications, thus demanding efficient and high-performance hardware platforms. This paper presents the design and implementation of a Field-Programmable Gate Array (FPGA)-based GNSS receiver development platform for multi-band signal processing. This platform utilizes a FPGA to provide a flexible and re-configurable hardware environment, enabling real-time signal processing, position determination, and handling of large-scale data. Integrated signal processing of L/S bands enhances the performance and functionality of GNSS receivers. Key components such as the RF frontend, signal processing modules, and power management are designed to ensure optimal signal reception and processing, supporting multiple GNSS. The developed hardware platform enables real-time signal processing and position determination, supporting multiple GNSS systems, thereby contributing to the advancement of GNSS development and research.

AdaBoost-based Real-Time Face Detection & Tracking System (AdaBoost 기반의 실시간 고속 얼굴검출 및 추적시스템의 개발)

  • Kim, Jeong-Hyun;Kim, Jin-Young;Hong, Young-Jin;Kwon, Jang-Woo;Kang, Dong-Joong;Lho, Tae-Jung
    • Journal of Institute of Control, Robotics and Systems
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    • v.13 no.11
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    • pp.1074-1081
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    • 2007
  • This paper presents a method for real-time face detection and tracking which combined Adaboost and Camshift algorithm. Adaboost algorithm is a method which selects an important feature called weak classifier among many possible image features by tuning weight of each feature from learning candidates. Even though excellent performance extracting the object, computing time of the algorithm is very high with window size of multi-scale to search image region. So direct application of the method is not easy for real-time tasks such as multi-task OS, robot, and mobile environment. But CAMshift method is an improvement of Mean-shift algorithm for the video streaming environment and track the interesting object at high speed based on hue value of the target region. The detection efficiency of the method is not good for environment of dynamic illumination. We propose a combined method of Adaboost and CAMshift to improve the computing speed with good face detection performance. The method was proved for real image sequences including single and more faces.

Earthquake time-frequency analysis using a new compatible wavelet function family

  • Moghaddam, Amir Bazrafshan;Bagheripour, Mohammad H.
    • Earthquakes and Structures
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    • v.3 no.6
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    • pp.839-852
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    • 2012
  • Earthquake records are often analyzed in various earthquake engineering problems, making time-frequency analysis for such records of primary concern. The best tool for such analysis appears to be based on wavelet functions; selection of which is not an easy task and is commonly carried through trial and error process. Furthermore, often a particular wavelet is adopted for analysis of various earthquakes irrespective of record's prime characteristics, e.g. wave's magnitude. A wavelet constructed based on records' characteristics may yield a more accurate solution and more efficient solution procedure in time-frequency analysis. In this study, a low-pass reconstruction filter is obtained for each earthquake record based on multi-resolution decomposition technique; the filter is then assigned to be the normalized version of the last approximation component with respect to its magnitude. The scaling and wavelet functions are computed using two-scale relations. The calculated wavelets are highly efficient in decomposing the original records as compared to other commonly used wavelets such as Daubechies2 wavelet. The method is further advantageous since it enables one to decompose the original record in such a way that a clear time-frequency resolution is obtained.

Multi-Robot Path Planning for Environmental Exploration/Monitoring (미지 환경 탐색 및 감시를 위한 다개체 로봇의 경로계획)

  • Lee, Soo-Yong
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.5
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    • pp.413-418
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    • 2012
  • This paper presents a multi-robot path planner for environment exploration and monitoring. Robotics systems are being widely used as data measurement tools, especially in dangerous environment. For large scale environment monitoring, multiple robots are required in order to save time. The path planner should not only consider the collision avoidance but efficient coordination of robots for optimal measurements. Nonlinear spring force based planning algorithm is integrated with the spatial gradient following path planner. Perturbation/Correlation based estimation of spatial gradient is applied. An algorithm of tuning the stiffness for robot coordination is presented. The performance of the proposed algorithm is discussed with simulation results.

A Study on Operating Software Development and Calibration of Multi-Axis Simulation (다축 시뮬레이터의 구동 소프트웨어 개발 및 보정에 관한 연구)

  • 정상화;류신호;신형성;김상석;김종태;박용래
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.141-141
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    • 2000
  • In the recent day, fatigue life prediction techniques play a major role in the design of components in th ground vehicle industry. Full scale durability testing in the laboratory is an essential of any fatigue life evaluation of components or structure of the automotive vehicle. Component testing is particularly important in today's highly competitive industries where the design to reduce weight and production costs must be balanced with the necessity to avoid expensive service failure. Generally, multi-axis durability testing simulator is used to car교 out the fatigue test. In this paper, the operation software for simultaneously driving 3-axis simulator is developed and the real-time signals of input-output data are displayed in window of PC. Moreover, the displacements and the loads of 3-axis actuators are calibrated separately and the operating characteristics of the actuators are evaluated.

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Development of 3-axial Realization Algorithm of Road Profile for Multi-axial Road Simulator (다축 로드 시뮬레이터의 3축 재현 알고리즘 개발)

  • 류신호;정상화;김종태
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2002.10a
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    • pp.962-965
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    • 2002
  • Full scale durability test in the laboratory is an essential of any fatigue life evaluation of components or structures of the automotive vehicle. Component testing is particularly important in today's highly competitive industries where the design to reduce weight and production costs must be balanced with the necessity to avoid expensive service failure. Generally, Hydraulic road simulator is used to carry out the fatigue test and the vibration test. In this paper, the algorithm and software to realize the real road profile are developed. The operation software for simultaneously controlled multi-axial simulator is developed and the input and output data are displayed window based PC controller in real time. The software to generate the real road profile are developed. This paper developed a road profile reappearance software and simultaneously apply 3-axial actuator to white noise, so we verified the propriety of reappearance software through accomplishes an real test.

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