• Journal of the Korean Operations Research and Management Science Society
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• v.41 no.3
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• pp.1-21
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• 2016

The Markowitz portfolio selection model uses estimators to deduce input parameters. However, the estimation errors of input parameters negatively influence the performance of portfolios. Therefore, this model cannot be reliably applied to real-world investments. To overcome this problem, we suggest an algorithm that can exclude stocks with large estimation error from the portfolio by applying a tracking signal to the Markowitz portfolio selection model. By calculating the tracking signal of each stock, we can monitor whether unexpected departures occur on the outcomes of the forecasts on rate of returns. Thereafter, unreliable stocks are removed. By using this approach, portfolios can comprise relatively reliable stocks that have comparatively small estimation errors. To evaluate the performance of the proposed approach, a 10-year investment experiment was conducted using historical stock returns data from 6 different stock markets around the world. Performance was assessed and compared by the Markowitz portfolio selection model with additional constraints and other benchmarks such as minimum variance portfolio and the index of each stock market. Results showed that a portfolio using the proposed approach exhibited a better Sharpe ratio and rate of return than other benchmarks.

• Journal of the Korean Operations Research and Management Science Society
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• v.42 no.2
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• pp.35-48
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• 2017

As the technology convergence paradigm emerges, the need for "CIA techniques" to analyze the mutual effects of technology is increasing. However, since the CIA input parameter estimation is difficult, the present study suggests a "CIA input parameter setting model" to alleviate the difficulty of CIA input parameter estimation. This paper is focused on the difference of measurement difficulty by each scale which expert's estimation behavior was defined as measurement activity quantifying the judgment of future technology. Therefore, this model is designed to estimate the input variable as a sequence or isometric scale that is relatively easy to measure, and then converts it into a probability value. The input parameter setting model of the CIA technique consists of three sub-models : 'probability value derivation model', 'influence estimation model', and 'impact value calculation model', in order to develop a series of models the Thurstone V model, Regression Analysis, etc has been used.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.51 no.4
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• pp.167-174
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• 2002

This study describes a fetal heart rate(FHR) estimation algorithm using phonogram. Using a phonogram amplifier, various fetal heart sounds are collected in a university hospital. The FHR estimation algorithms consists of a lowpass filter, decimation, envelop detection, pitch detection, and post-processing. The post-processing is the FHR decision procedure using all informations of fetal heart rates. Using the algorithm and other parameters of fetal heart sound, a fetal monitoring software was developed. This can display the original signals, the FFT spectra, FHR and its trajectory. Even though the fetal phonogram amplifier detects the fetal heart sounds well, the sound quality is not so good as the ultrasonography. In case of very week fetal heart sound, autocorrelation of it showed clear periodicity. But two main peaks in one period is an obstacle in pitch detection and peaks are not so vivid. The proposed FHR estimation algorithm showed very accurate and stable results. Since the developed software displays multiple parameters in real time and has convenient functions, it will be useful for the phonogram-style fetal monitoring device.

• Journal of the Korea Society of Computer and Information
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• v.9 no.2
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• pp.97-104
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• 2004

As a channel of a DS-CDMA system is shared among several users, the receivers face the problem of MAI. Also the bandlimited channel leads to ISI. Both components are undesired, but unlike the additive noise process, which is usually completely unpredictable, their space-time structure helps to estimate and remove them. This paper investigates a DS-CDMA system with a fading multipath channel. The investigations have been separated into a channel estimation part and a reception part. In the estimation part of seperated two parts, the multipath parameters such as DOA and TOA are evaluated in this paper. In the part of receiver. we used these parameters and tested the performance of this receiver about space-time beamformers. To assess many different estimation techniques and beamformers, the simulation compared with theoretical values is performed.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.55 no.7
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• pp.344-351
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• 2006

The fatigue of back muscle in the repetitive lifting motion was studied using multiple parameters(FFT_MDF, RMS, 2C, NT) in this study. Recent developments in the time-frequency analysis procedures to compute the IMDF(instantaneous median frequency) were utilized to overcome the nonstationarity of EMG signal using Cohen-Posch distribution. But the above method has a lot of computation time because of its complexity. So, in this study, FFT_MDF(median frequency estimation based on FFT) algorithm was used for median frequency estimation of back muscle EMG signal during muscle work in uniform velocity portion of lumbar movement. The analysis period of EMG signal was determined by using the run test and lumbar movement angle in dynamic task, such as lifting. Results showed that FFT_MDF algorithm is well suited for the estimation of back muscle fatigue from the view point of computation time. The negative slope of a regression line fitted to the median frequency values of back muscle EMG signal was taken as an indication of muscle fatigue. The slope of muscle fatigueness with FFT_MDF method shows the similarity of 77.8% comparing with CP_MDF(median frequency estimation based on Cohen Posch distribution) method.

• Journal of Electrical Engineering and Technology
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• v.11 no.3
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• pp.769-774
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• 2016

In the design of sensorless control system for induction motor, high-precision speed estimation is one of the most difficult problems. To solve this problem, the common method is model reference adaptive method (MRAS). MRAS requires accurate motor parameters to estimate rotor speed precisely. However, when motor is running, the variety of temperature and magnetic saturation will lead to the change of motor parameters such as stator resistance and rotor resistance, which will lower the accuracy of the speed estimation. To improve the accuracy and rapidity of speed estimation, this paper analyses the mutual MRAS speed identification based on rotor flux linkage, and proposes an improved mutual MRAS speed identification based on back-EMF. The improved method is verified by Simulink simulation and motor experimental platform based on DSP2812. The results of simulation and experiment indicate that the method proposed by this paper can significantly improve the accuracy of speed identification, and speed up the response of identification.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.23 no.9A
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• pp.2184-2196
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• 1998

Admission control is one of the most important congestion control mechanism to be executed at the call set up phase by regulating traffic into a network in a preventive way. An efficient QOS evaluation or bandwidth estimation method is required for call admission to be decided in real time. In this paper, we spropose a computtionally simple approximation method of estimating cell loss probability and mean cell delay for admission control of both delay sensitive and loss sensitive calls. Mixed input queueing system, where a new call combines with the existing traffic, is used as a queueing model for QOS estimation. Also traffic parameters are suggested to characterize both a new call and existing traffic. Aggregate traffic is approximated by a renewal process with these traffic parameters and then mean delay and cell loss probability are detemined using appropriate approximation formulas. The accuracy of this approximation approach is examined by comparing their results with exact analysis or simulation results of vrious mixed unput queueing systems. Based on this QOS estimation method, call admission control scheme which is traffic independent and computable in yeal time are proposed.

• The Transactions of the Korean Institute of Power Electronics
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• v.23 no.1
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• pp.66-71
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• 2018

We propose an online parameter estimation method for surface-mounted permanent-magnet synchronous motor (SPMSM) using an affine projection algorithm (APA). The proposed method estimates parameters with two APAs based on the discrete-time model equation of SPMSM during motor operation. The first APA is designed to estimate inductance, and the second APA is designed to estimate resistance and flux linkage. However, in case when the d-axis current is controlled to 0A, the second APA cannot estimate resistance and flux linkage simultaneously because the matrix rank in APA becomes deficient. To overcome this problem, we temporarily inject a negative reference current input to the d-axis control loop, and the matrix in the APA then becomes full rank, which enables the simultaneous estimation of resistance and flux linkage. The proposed method is verified by PSIM simulation and an actual experiment, and the results reveal that SPMSM parameters can be estimated online during motor operation.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.10 no.3
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• pp.1-10
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• 2010

Impulse Radio Ultra-wideband (IR-UWB) system employing the short pulse has the tolerable characteristics for the multipath environment. The corresponding transceiver with low power consumption can be simply implemented. On the other hand, in the receiver side, the precise channel estimation is required for the knowledge of essence in channel due to the short period of pulse. The estimated gains and delays in channel are used in the rake receiver. The resulting parameters we search have a strong influence on the performance in the entire system. We introduce that the essential parameters can be obtained more precisely through the preamble in receiver side for the channel estimation and related technologies are presented.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.24 no.8
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• pp.84-93
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• 2010

This paper describes a method of visualization and fast estimation of parameter in continuous time signal. The parameter estimation method of this paper directly estimate the parameters on the basis of the discrete Fourier transform. Also, this paper present to efficient visualization method of dominant parameters obtained in continuous time signal. The proposed methods are applied to test functions with three dominant modes. The results show that the proposed methods are highly applicable to parameter estimation and visualization in continuous time signal.