• Communications for Statistical Applications and Methods
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• v.23 no.2
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• pp.163-177
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• 2016

We consider a jump diffusion process for high-frequency financial asset data. We apply the stationary bootstrapping to construct a bootstrap test for jumps. First-order asymptotic validity is established for the stationary bootstrapping of the jump ratio test under the null hypothesis of no jump. Consistency of the stationary bootstrap test is proved under the alternative of jumps. A Monte-Carlo experiment shows the advantage of a stationary bootstrapping test over the test based on the normal asymptotic theory. The proposed bootstrap test is applied to construct continuous-jump decomposition of the daily realized variance of the KOSPI for the year 2008 of the world-wide financial crisis.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.64 no.7
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• pp.1104-1113
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• 2015

In this paper, we propose Two-Dimensional Robust Face Recognition System Realized with the Aid of Facial Symmetry with Illumination Variation. Preprocessing process is carried out to obtain mirror image which means new image rearranged by using difference between light and shade of right and left face based on a vertical axis of original face image. After image preprocessing, high dimensional image data is transformed to low-dimensional feature data through 2-directional and 2-dimensional Principal Component Analysis (2D)2PCA, which is one of dimensional reduction techniques. Polynomial-based Radial Basis Function Neural Network pattern classifier is used for face recognition. While FCM clustering is applied in the hidden layer, connection weights are defined as a linear polynomial function. In addition, the coefficients of linear function are learned through Weighted Least Square Estimation(WLSE). The Structural as well as parametric factors of the proposed classifier are optimized by using Particle Swarm Optimization(PSO). In the experiment, Yale B data is employed in order to confirm the advantage of the proposed methodology designed in the diverse illumination variation

• MALSORI
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• no.40
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• pp.51-63
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• 2000

There are sentences where sentence stress is imposed on a specific word. These sentences are called 'focused sentences'. The purpose of this paper is to investigate the variation of pitch, duration, amplitude in focused words. It is noted that pitch of a focused word is higher than that of unfocused words irrespective of the accentual pattern, and that contour tones such as HL or LH are realized longer when these tones appear in focused words. Not only the noun but also the following particle like '-boda' is higher when these words are in focus. Hence pitch is proved to be the most salient prosodic feature of the focused sentence.

• International journal of advanced smart convergence
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• v.4 no.1
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• pp.35-39
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• 2015

This study was presented the small action by the budge sonance function. An estimation of budge sonance function was acquired displacements across all condition with a variation of small action. The budge sonance function was to be indicated to express the flow rate of body motion. Their function was suggested an issue of the action condition by budge sonance. This system was proposed a combination of the body motion and small action. The acquired sonance signal was to render the small action of body motion with budge sonance function. The analysis of budge function was generally realized a variation from displacements on the fast body motion. Budge sonance signal of action that vision condition was acquired to a variation of the $Vi-{\beta}_{AVG}$ with $(-4.954){\pm}(-5.42)$ units, that vestibular condition was acquired to a variation for the $Ve-{\beta}_{AVG}$ with $(-2.288){\pm}0.212$ units, that somatosensory condition was acquired to a variation for the $So-{\beta}_{AVG}$ with $(-0.47){\pm}0.511$ units, that CNS condition was acquired to a variation for the $C-{\beta}_{AVG}$ with $(-0.171){\pm}(-0.012)$ units. Budge sonance function was proposed the small action from axial action on body control. We know a body motion response from axial action was not only variation of budge sonance, but also body motion of fast body motion.

• Bulletin of the Korean Mathematical Society
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• v.47 no.3
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• pp.593-610
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• 2010

We consider a degeneration of genus 2 curves, which is opposite to maximal degeneration in a sense. Such a degeneration of curves yields a variation of mixed Hodge structure with monodromy weight filtration. The mixed Hodge structure at each fibre, which is different from the limit mixed Hodge structure of Schmid and Steenbrink, can be realized as $H^1$ of a noncompact singular elliptic curve. We also prove that the pull back of the above variation of mixed Hodge structure to a double cover of the base space comes from a family of noncompact singular elliptic curves.

• Proceedings of the KIEE Conference
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• 1995.07a
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• pp.224-226
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• 1995

This paper presents an algorithm that the gain of the slip calculator is correctly adjusted for the variation of the rotor resistance. In the indirect field oriented controller, if the gain (rotor resistance) of the slip calculator is set the incorrect value, the torque and the flux are not properly controlled. Using of the two torque angles (i.e. stationary torque angle and rotating torque angle), we estimate the rotor resistance, and then adjust the gain of the slip calculator for the variation of the rotor resistance. It has been realized to confirm the validity of the proposed algorithm by the simulation results.

• Journal of Advanced Marine Engineering and Technology
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• v.23 no.6
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• pp.738-747
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• 1999

Vector controlled induction motor have been widely used in high performance applications. How-ever the performance is sensitive to the variations of motor parameters especially the rotor time constant which varies with the temperature and the saturation of the magnetizing inductance. In this paper the authors propose new identifying method for time-varying parameters of an induction motor which is based on adaptive vector control with serial block algorithm. Vector con-trol system realized on synchronous frame and parameter identification system realized on sta-tionary frame are not easily affected by the vector control frame. Parameter mismatch in the control system results in heavy transient variation in speed and torque response. In order to compensate degradation of the responses at the middle and low speed region adaptive identifier is introduced. To verify the feasibility of this technique compute simu-lations carried out.

• Proceedings of the KIEE Conference
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• 2000.07b
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• pp.1221-1223
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• 2000

TFM(Transeverse Flux Motor) is a switched reluctance motor with a new structure of novel design concept based on the high efficiency and power density compare to induction motor used on wide industrial field. To apply TFM to various industrial field instead of induction motor, an efficient converter drive system for speed and current control in TFM is required. This paper realized PWM asymmetric converter drive control system for TFM using IGBT and DSP. To certificate the high power and efficiency drive characteristics of realized PWM converter drive control system. simulation was excecuted on speed command and load variation using Matlab/Simulink.

• Geomechanics and Engineering
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• v.8 no.2
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• pp.133-152
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• 2015

Mathematical model has been developed for determination of temperature field in multilayer pavement and subgrade, which considers transfer of heat by conduction and convection, receiving of heat from total solar radiation and atmosphere emission, output of heat due to the emission from the surface of pavement. The developed model has been realized by the finite element method for two dimensional problem using two dimensional second order finite element. Calculations for temperature field have been made with the programme realized on the standard mathematical package MATLAB. Accuracy of the developed model has been evaluated by comparison of temperatures, obtained theoretically and experimentally. The results of comparison showed high accuracy of the model. Long-term calculation (within three months) has been made in pavement points in accordance with the data of meteorological station for air temperature. Some regularities have been determined for variation of temperature field.

• Journal of the Korean Data and Information Science Society
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• v.22 no.6
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• pp.1199-1215
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• 2011

Relaxing an unrealistic assumption of a representative percolation model, this paper demonstrates that herd behavior leads to a high increase in volatility but not trading volume, in contrast with information flows that give rise to increases in both volatility and trading volume. Although detecting herd behavior has posed a great challenge due to its empirical difficulty, this paper proposes a new methodology for detecting trading days with herding. Furthermore, this paper suggests a herd-behavior-stochastic-volatility model, which accounts for herding in financial markets. Strong evidence in favor of the model specification over the standard stochastic volatility model is based on empirical application with high frequency data in the Korean equity market, strongly supporting the intuition that herd behavior causes excess volatility. In addition, this research indicates that strong persistence in volatility, which is a prevalent feature in financial markets, is likely attributed to herd behavior rather than news.