• Journal of the Korean Operations Research and Management Science Society
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• v.38 no.2
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• pp.75-93
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• 2013

In applying Markowitz's portfolio selection model to the stock market, we developed a comprehensive investment decision-making framework including key inputs for portfolio theory (i.e., individual stocks' expected rate of return and covariance) and minimum required expected return. For estimating the key inputs of our decision-making framework, we utilized an exponentially weighted moving average (EWMA) which places more emphasis on recent data than the conventional simple moving average (SMA). We empirically analyzed the investment results of the decision-making framework with the same 15 stocks in Samsung Group Funds found in the Korean stock market between 2007 and 2011. This five-year investment horizon is marked by global financial crises including the U.S. subprime mortgage crisis, the collapse of Lehman Brothers, and the European sovereign-debt crisis. We measure portfolio performance in terms of rate of return, standard deviation of returns, and Sharpe ratio. Results are compared with the following benchmarks : 1) KOSPI, 2) Samsung Group Funds, 3) Talmudic portfolio based on the na$\ddot{i}$ve 1/N rule, and 4) Markowitz's model with SMA. We performed sensitivity analyses on all the input parameters that are necessary for designing an investment decision-making framework : smoothing constant for EWMA, minimum required expected return for the portfolio, and portfolio rebalancing period. In conclusion, appropriate use of the comprehensive investment decision-making framework based on the Markowitz's model integrated with EWMA proves to achieve outstanding performance compared to the benchmarks.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.65 no.10
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• pp.1755-1760
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• 2016

Automation of greenhouses has proved to be extremely helpful in maximizing crop yields and minimizing labor costs. The optimum conditions for cultivating plants are regularly maintained by the use of programmed sensors and actuators with constant monitoring of the system. In this paper, we have designed a prototype of a smart greenhouse using Arduino microcontroller, simple yet improved in feedbacks and algorithms. Only three important microclimatic parameters namely moisture level, temperature and light are taken into consideration for the design of the system. Signals acquired from the sensors are first isolated and filtered to reduce noise before it is processed by Arduino. With the help of LabVIEW program, Time domain analysis and Fast Fourier Transform (FFT) of the acquired signals are done to analyze the waveform. Especially, for smoothing the outlying data digitally, Moving average algorithm is designed. With the implement of this algorithm, variations in the sensed data which could occur from rapidly changing environment or imprecise sensors, could be largely smoothed and stable output could be created. Also, actuators are controlled with constant feedbacks to ensure desired conditions are always met. Lastly, data is constantly acquired by the use of Data Acquisition Hardware and can be viewed through PC or Smart devices for monitoring purposes.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.15 no.10
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• pp.3708-3728
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• 2021

Indian herbal plants are used in agriculture and in the food, cosmetics, and pharmaceutical industries. Laboratory-based tests are routinely used to identify and classify similar herb species by analyzing their internal cell structures. In this paper, we have applied computer vision techniques to do the same. The original leaf image was preprocessed using the Chan-Vese active contour segmentation algorithm to efface the background from the image by setting the contraction bias as (v) -1 and smoothing factor (µ) as 0.5, and bringing the initial contour close to the image boundary. Thereafter the segmented grayscale image was fed to a leaky capacitance fired neuron model (LCFN), which differentiates between similar herbs by combining different groups of pixels in the leaf image. The LFCN's decay constant (f), decay constant (g) and threshold (h) parameters were empirically assigned as 0.7, 0.6 and h=18 to generate the 1D feature vector. The LCFN time sequence identified the internal leaf structure at different iterations. Our proposed framework was tested against newly collected herbal species of natural images, geometrically variant images in terms of size, orientation and position. The 1D sequence and shape features of aloe, betel, Indian borage, bittergourd, grape, insulin herb, guava, mango, nilavembu, nithiyakalyani, sweet basil and pomegranate were fed into the 5-fold Bayesian regularization neural network (BRNN), K-nearest neighbors (KNN), support vector machine (SVM), and ensemble classifier to obtain the highest classification accuracy of 91.19%.

• Journal of Institute of Control, Robotics and Systems
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• v.11 no.6
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• pp.502-509
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• 2005

In this paper, a 4-wheel vehicle model including the effects of tire slip was considered, along with variable parameter sliding control, in order to improve the performance of the vehicle longitudinal response. The variable sliding parameter is made to be proportional to the square root of the pressure derivative at the wheel, in order to compensate for large pressure changes in the brake cylinder. A typical tire force-relative slip curve for dry road conditions was used to generate an analytical tire force-relative slip function, and an antilock sliding control process based on the analytical tire force-relative slip function was used. A retrofitted brake system, with the pushrod force as the end control parameter, was employed, and an average decay function was used to suppress the simulation oscillations. The simulation results indicate that the velocity and spacing errors were slightly larger than those obtained when the wheel slip effect was not considered, that the spacing errors of the lead and follower were insensitive to the adhesion coefficient up to the critical wheel slip value, and that the limit for the antilock control under non-constant adhesion road conditions was determined by the minimum value of the equivalent adhesion coefficient.

• Journal of Applied Reliability
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• v.12 no.2
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• pp.67-78
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• 2012

An electric double-layer capacitor(EDLC) is an electrochemical capacitor with relatively high energy density, typically hundreds of times greater than conventional electrolytic capacitors. EDLCs are widely used for energy storage rather than as general-purpose circuit components. They have a variety of commercial applications, notably in energy smoothing and momentary-load devices, and energy-storage and kinetic energy recovery system devices used in vehicles, etc. This paper presents an accelerated degradation test of an EDLC with rated voltage 2.7V, capacitance 100F, and usage temperature $-40^{\circ}C{\sim}65^{\circ}C$. The EDLCs are tested at $50^{\circ}C$, $60^{\circ}C$, and $70^{\circ}C$, respectively for 1,750hours, and their capacitances are measured at predetermined times by constant current discharge method. The failure times are predicted from their capacitance deterioration patterns, where the failure is defined as 30% capacitance decrease from the initial one. It is assumed that the lifetime distribution of EDLC follows Weibull and Arrhenius life-stress relationship holds. The life-stress relationship, acceleration factor, and $B_{10}$ life at design condition are estimated by analyzing the accelerated life test data.

• Journal of the Korean Society of Costume
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• v.50 no.2
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• pp.29-45
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• 2000

The object of this study is to predict the import demands for korean textile, textile products and clothing products. The analyzing method performs through demand prediction method is by using Exponential Smoothing Model and STATGRAPHICS. The result from the practice of study is as follows ; Textile import ratio is expected to be increased constantly and the portion of textile import in our national total import is precited to reach to 3.92% in 2003. The import of the textile product to textile will be increased to 33.12% in 2003. The import ratio of clothing product ratio is also estimated to increase annually, Import ratio of clothing-product in textile-product import reaching to total 6.42% (83.89% in 2000, 90.31% in 2003), the growth rate of clothing import will be much higher than that of clothing export. From 2000 to 2003 , textile import is precited to be 5.23%. The import of the textile product will be increased by 8.04%. The import of clothing product will reaches 11.21%, which would be the highest rate among the products under review. Also , it predicts the constant increase as a result of prediction in the nation's total amount of import including the import amount of textile, textile-product, and clothing product.

• Journal of Mechanical Science and Technology
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• v.20 no.11
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• pp.1801-1812
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• 2006

In this paper, a 4-wheel vehicle model including the effects of tire slip was considered, along with variable parameter sliding control, pushrod force as the end control parameter, and an antilock sliding control, in order to improve the performance of the vehicle longitudinal response. The variable sliding parameter is made to be proportional to the square root of the pressure derivative at the wheel, in order to compensate for large pressure changes in the brake cylinder. A typical tire force-relative slip curve for dry road conditions was used to generate an analytical tire force-relative slip function, and an antilock sliding control process based on the analytical tire force-relative slip function was used. A retrofitted brake system, with the pushrod force as the end control parameter, was employed, and an average decay function was used to suppress the simulation oscillations. Simulation results indicate that the velocity and spacing errors were slightly larger than the results that without considering wheel slip effect, the spacing errors of the lead and follower were insensitive to the adhesion coefficient up to the critical wheel slip value, and the limit for the antilock control on non-constant adhesion road condition was determined by the minimum of the equivalent adhesion coefficient.

• Journal of KSNVE
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• v.5 no.1
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• pp.75-83
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• 1995

The fluctuation of the engine torque appears to be the major source of the torsional vibration of the automotive driveline. The reduction of this torsional vibration has become a significant problem, due to an increase in the fluctuation of the torque of recent light weighted and high powered engines, along with the requirements of higher performance. The torsional vibration of the automotive driveline can be reduced by smoothing the fluctuation by adjusting the torsional characteristics of the clutch-disc. This paper presents an experimental and theoretical research on the clutch-disc torsional characteristics for the reduction of the torsional vibration at driving. The effects of clutch-damper on diminishing the torsional vibration were investigated experimentally. A dynamic model for the automotive driveline was developed, and the engine torque of the model were evaluated with experimental data. By executing a simulation using the model, it has become possible to obtain the clutch-disc torsional characteristics and the clutch-disc torsional characteristics for reducing the torsional vibration has been suggested. The results are as follows: (1) By exceuting simulations using nonlinear model of four degrees of freedom, a design technique to determine the clutch-disc torsional characteristics for reducing the torsional vibration at driving was developed. (2) The influence of barious torsional characteristics of the clutch has been studied in examining design parameters, which indicates that the domain to minimize the torsional vibration at driving depends on the characteristics of the clutch-damper, i. e., spring constant and hysteresis.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.10 no.2
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• pp.69-75
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• 1985

The proposed seal identification procedure consists of the smoothing, rotation, thinning, and matching techniques. The seal images which are scanned by CCTV are thresholded into the binary prctures of $256{\times}256$ pixels through A/D converter and 6502 microcomputer. After the sample and target images are ratated into an identical orientation, a thinning process is used to extract the skeletons of the character strobes. The wighted map is constructed by distance weight from which the distance weighted correlation C is computed. The C is compared with the dicision constant C or C for the purpose of seal indentification. The identification rate is 95% and the total CPU time is less than 3 minutes for each identification in the experiment.

• Convergence Security Journal
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• v.11 no.3
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• pp.19-24
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• 2011

Software failure time presented in the literature exhibit either constant monotonic increasing or monotonic decreasing, For data analysis of software reliability model, data scale tools of trend analysis are developed. The methods of trend analysis are arithmetic mean test and Laplace trend test. Trend analysis only offer information of outline content. In this paper, we discuss forecasting failure time case of failure time censoring. In this study, time series analys is used in the simple moving average and weighted moving averages, exponential smoothing method for predict the future failure times, Empirical analysis used interval failure time for the prediction of this model. Model selection using the mean square error was presented for effective comparison.