• 제목/요약/키워드: time complexity analysis

검색결과 708건 처리시간 0.032초

A Multi-Resolution Approach to Non-Stationary Financial Time Series Using the Hilbert-Huang Transform

  • Oh, Hee-Seok;Suh, Jeong-Ho;Kim, Dong-Hoh
    • 응용통계연구
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    • 제22권3호
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    • pp.499-513
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    • 2009
  • An economic signal in the real world usually reflects complex phenomena. One may have difficulty both extracting and interpreting information embedded in such a signal. A natural way to reduce complexity is to decompose the original signal into several simple components, and then analyze each component. Spectral analysis (Priestley, 1981) provides a tool to analyze such signals under the assumption that the time series is stationary. However when the signal is subject to non-stationary and nonlinear characteristics such as amplitude and frequency modulation along time scale, spectral analysis is not suitable. Huang et al. (1998b, 1999) proposed a data-adaptive decomposition method called empirical mode decomposition and then applied Hilbert spectral analysis to decomposed signals called intrinsic mode function. Huang et al. (1998b, 1999) named this two step procedure the Hilbert-Huang transform(HHT). Because of its robustness in the presence of nonlinearity and non-stationarity, HHT has been used in various fields. In this paper, we discuss the applications of the HHT and demonstrate its promising potential for non-stationary financial time series data provided through a Korean stock price index.

이동통신망에서 예측 위치 등록 정책을 통한 위치관리 비용 감소 효과 분석 (An Analysis of Location Management Cost by Predictive Location Update Policy in Mobile Cellular Networks)

  • 고한성;홍정식;장인갑;이창훈
    • 대한산업공학회지
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    • 제34권2호
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    • pp.160-171
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    • 2008
  • MU's mobility patterns can be found from a movement history data. The prediction accuracy and model complexity depend on the degree of application of history data. The more data we use, the more accurate the prediction is. As a result, the location management cost is reduced, but complexity of the model increases. In this paper, we classify MU's mobility patterns into four types. For each type, we find the respective optimal number of application of history data, and predictive location area by using the simulation. The optimal numbers of four types are shown to be different. When we use more than three application of history data, the simulation time and data storage are shown to increase very steeply.

이동통신망에서 예측 위치 등록 정책을 통한 위치관리 비용 감소 효과 분석 (An Analysis of Location Management Cost by Predictive Location Update Policy in Mobile Cellular Networks)

  • 고한성;장인갑;홍정식;이창훈
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 2007년도 추계학술대회 및 정기총회
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    • pp.388-394
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    • 2007
  • In wireless network, we propose a predictive location update scheme which considers mobile user's(MU's) mobility patterns. MU's mobility patterns can be found from a movement history data. The prediction accuracy and model complexity depend on the degree of application of history data. The more data we use, the more accurate the prediction is. As a result, the location management cost is reduced, but complexity of the model increases. In this paper, we classify MU's mobility patterns into four types. For each type, we find the respective optimal number of application of history data, and predictive location area by using the simulation. The optimal numbers of four types are shown to be different. When we use more than three application of history data, the simulation time and data storage are shown to increase very steeply.

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타임 패트리넷 기반의 분할 알고리즘을 이용한 스케쥴러 설계 (Design of the Scheduler using the Division Algorithm Based on the Time Petri net)

  • 송유진;이종근
    • 한국시뮬레이션학회논문지
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    • 제12권2호
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    • pp.13-24
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    • 2003
  • In this study, we propose a scheduling analysis method of the Flexible management system using the transitive matrix. The Scheduling problem is a combination-optimization problem basically, and a complexity is increased exponentially for a size of the problem. To reduce an increase of a complexity, we define that the basic unit of concurrency (short BUC) is a set of control flows based on behavioral properties in the net. And we propose an algorithm to divide original system into some BUC. To sum up, we divide a petri net model of the Flexible management system Into the basic unit of concurrency through the division algorithm using the transitive matrix. Then we apply it to the division-scheduling algorithm to find an efficient scheduling. Finally, we verify its efficiency with an example.

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배터리 모델 파라미터의 온라인 업데이트 기술 복잡도와 추정 정확도 비교 및 분석 (A Comparative Analysis of Online Update Techniques for Battery Model Parameters Considering Complexity and Estimation Accuracy)

  • 한해찬;노태원;이병국
    • 전력전자학회논문지
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    • 제24권4호
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    • pp.286-293
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    • 2019
  • This study compares and analyzes online update techniques, which estimate the parameters of battery equivalent circuit models in real time. Online update techniques, which are based on extended Kalman filter and recursive least square methods, are constructed by considering the dynamic characteristics of batteries. The performance of the online update techniques is verified by simulation and experiments. Each online update technique is compared and analyzed in terms of complexity and accuracy to propose a suitable guide for selecting algorithms on various types of battery applications.

엔진 시험 데이터에 대한 시계열 분석 (Time Series Analysis of Engine Test Data)

  • 김일두;윤현걸;임진식
    • 한국추진공학회:학술대회논문집
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    • 한국추진공학회 2011년도 제37회 추계학술대회논문집
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    • pp.241-245
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    • 2011
  • 엔진 시험과정에서 데이터는 시계열 형태로 수집된다. 보통 그러한 시계열들의 섭동보다는 시간평균에 더 관심을 가진다. 본 논문에서는 공기 흡입식 엔진의 시험에서 측정된 압력과 유량 데이터의 섭동에 시계열의 복잡성의 척도로 제안된 개념인 multiscale sample entropy라는 분석법을 적용해본다. 분석 결과, 서로 다른 물리량은 각각의 시간척도에서 다른 복잡성을 가진다는 것을 보였고, 이를 잘 이용하면 엔진 시험의 성패 여부를 즉각적으로 알려주는 도구를 만들 수 있을 것이다.

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녹용 약침과 산조인 약침이 정상인의 심박변이도(HRV)에 미치는 영향 (The Effects of distilled Cervi Pantotrichum Cornu Pharmacopuncture and Zizyphi Spinosi Semen Pharmacopuncture on the Heart Rate Variability)

  • 김희준;송범용;육태한
    • 대한약침학회지
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    • 제12권3호
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    • pp.31-40
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    • 2009
  • Objective : This study was to investigate the effects of distilled Cervi Pantotrichum Cornu Pharmacopuncture and Zizyphi Spinosi Semen Pharmacopuncture on autonomic nervous system with Heart Rate Variability(HRV). Purpose of the trial was to observe what influence distilled Cervi Pantotrichum Cornu Pharmacopuncture and Zizyphi Spinosi Semen Pharmacopuncture have on the autonomic nervous system. Methods : 60 healthy male volunteers were divided into three groups which consist of two experimental groups such as Cervi Pantotrichum Cornu Pharmacopuncture and Zizyphi Spinosi Semen Pharmacopuncture, and a control group. Study design was a randomized, placebo-controlled, double-blind clinical trial. 20 subjects in experimental group were injected distilled Cervi Pantotrichum Cornu Pharmacopuncture at $GB_{21}$(Kyonjong), 20 subjects in other experimental group were injected distilled Zizyphi Spinosi Semen Pharmacopuncture and 20 subjects in control group were injected Normal Saline at $GB_{21}$(Kyonjong). One volunteer of each groups were excluded from analysis because of error during measuring HRV. At the end of the study 57 volunteers completed HRV analysis. HRV was measured by QECG-3:LXC3203(LAXTHA Inc. Korea) at P0, P1, P2, P3, P4, P5 and P6 and its time-course dependent change in each group was analyzed using paired t-test, and the difference of HRV fluctuation among two experimental group and a control was evaluated by one way ANOVA(p<0.05). Results : A. Time Domain Analysis 1. Analysis of Mean HRV, SDNN and Complexity After injection of distilled Cervi Pantotrichum Cornu Pharmacopuncture, Mean HRV was significantly decreased only at 20 minutes after injection. SDNN was significantly increased from 15 minute after injection. Complexity was significantly decreased only at 15 minute after injection. After injection of distilled Zizyphi Spinosi Semen Pharmacopuncture, Complexity was significantly decreased at 10, 15 and 30 minutes after injection. 2. Analysis of HRV index, pNN50 After injection of distilled Cervi Pantotrichum Cornu Pharmacopuncture, pNN50 was significantly decreased at 15, 20 and 25 minutes after injection. Compared with Normal Saline injection, distilled Cervi Pantotrichum Cornu Pharmacopuncture and Zizyphi Spinosi Semen Pharmacopuncture showed significant difference on HRV index and pNN50 at 5 minutes after injection. B. Frequency Domain Analysis 1. Analysis of Ln(TP), Ln(VLF) After injection of distilled Cervi Pantotrichum Cornu Pharmacopuncture, Ln(TP) was significantly increased at 15 and 30 minutes after injection. Ln(VLF) was significantly increased at 10, 15 and 30 minutes after injection. After injection of distilled Zizyphi Spinosi Semen Pharmacopuncture, Ln(VLF) was significantly increased only at 30 minutes after injection. Compared with Normal Saline injection, distilled Cervi Pantotrichum Cornu Pharmacopuncture showed significant difference on Ln(TP) after 5 minutes of injection. Conclusions : Our results suggest that Cervi Pantotrichum Cornu Pharmacopuncture and Zizyphi Spinosi Semen Pharmacopuncture in healthy adult man tend to activate the autonomic nervous system and sympathetic nervous system compared to Normal Saline within normal range.

Ensuring Data Confidentiality and Privacy in the Cloud using Non-Deterministic Cryptographic Scheme

  • John Kwao Dawson;Frimpong Twum;James Benjamin Hayfron Acquah;Yaw Missah
    • International Journal of Computer Science & Network Security
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    • 제23권7호
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    • pp.49-60
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    • 2023
  • The amount of data generated by electronic systems through e-commerce, social networks, and data computation has risen. However, the security of data has always been a challenge. The problem is not with the quantity of data but how to secure the data by ensuring its confidentiality and privacy. Though there are several research on cloud data security, this study proposes a security scheme with the lowest execution time. The approach employs a non-linear time complexity to achieve data confidentiality and privacy. A symmetric algorithm dubbed the Non-Deterministic Cryptographic Scheme (NCS) is proposed to address the increased execution time of existing cryptographic schemes. NCS has linear time complexity with a low and unpredicted trend of execution times. It achieves confidentiality and privacy of data on the cloud by converting the plaintext into Ciphertext with a small number of iterations thereby decreasing the execution time but with high security. The algorithm is based on Good Prime Numbers, Linear Congruential Generator (LGC), Sliding Window Algorithm (SWA), and XOR gate. For the implementation in C, thirty different execution times were performed and their average was taken. A comparative analysis of the NCS was performed against AES, DES, and RSA algorithms based on key sizes of 128kb, 256kb, and 512kb using the dataset from Kaggle. The results showed the proposed NCS execution times were lower in comparison to AES, which had better execution time than DES with RSA having the longest. Contrary, to existing knowledge that execution time is relative to data size, the results obtained from the experiment indicated otherwise for the proposed NCS algorithm. With data sizes of 128kb, 256kb, and 512kb, the execution times in milliseconds were 38, 711, and 378 respectively. This validates the NCS as a Non-Deterministic Cryptographic Algorithm. The study findings hence are in support of the argument that data size does not determine the execution.

Greedy Learning of Sparse Eigenfaces for Face Recognition and Tracking

  • Kim, Minyoung
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제14권3호
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    • pp.162-170
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    • 2014
  • Appearance-based subspace models such as eigenfaces have been widely recognized as one of the most successful approaches to face recognition and tracking. The success of eigenfaces mainly has its origins in the benefits offered by principal component analysis (PCA), the representational power of the underlying generative process for high-dimensional noisy facial image data. The sparse extension of PCA (SPCA) has recently received significant attention in the research community. SPCA functions by imposing sparseness constraints on the eigenvectors, a technique that has been shown to yield more robust solutions in many applications. However, when SPCA is applied to facial images, the time and space complexity of PCA learning becomes a critical issue (e.g., real-time tracking). In this paper, we propose a very fast and scalable greedy forward selection algorithm for SPCA. Unlike a recent semidefinite program-relaxation method that suffers from complex optimization, our approach can process several thousands of data dimensions in reasonable time with little accuracy loss. The effectiveness of our proposed method was demonstrated on real-world face recognition and tracking datasets.

점근적 분석 모형에 기초한 유한개 레코드 정렬 알고리즘 효율성의 확률적 분석 (Probabilistic analysis of efficiencies for sorting algorithms with a finite number of records based on an asymptotic algorithm analysis)

  • 김숙영
    • 한국컴퓨터산업학회논문지
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    • 제5권2호
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    • pp.325-330
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    • 2004
  • 정렬 알고리즘 효율성을 분석하는 O 표기법은 자료 크기에 관한 모형을 구축하지 않고 자료 크기가 무한하게 증가될 때의 정렬 비교 횟수의 증가율에 관한 대략적인 정보만을 제공하는 점근적 알고리즘 분석 결과이다 그러므로 제한된 유한개의 자료들만을 정렬하는 응용 면에서도 정렬 알고리즘 효율성 검정이 필요하다. 9,000개 이하의 수치 자료에 삽입 정렬과 퀵 정렬 알고리즘을 적용하여 자료 개수에 따른 정렬 시 필요한 원소 교환 횟수 관계 모형을 구축하였다. 효율성이 O(nlogn)으로 분류되는 퀵 정렬의 경우 추정된 모형은 S=0.9305 $N^{1.1339}$으로, O( $n^2$) 으로 분류되는 퀵 정렬에서는 S=0.12232 $N^{2.013}$으로 추정되었다. 또한 모형의 적합도 검정 결과 정렬 시 자료 개수에 따른 원소 교환 횟수 관계가 추정된 모형들에 의하여 99% 이상이 설명될 수 있으며 적합성을 증명하는 강한 확률적 증거가 발견 되었다. 본 연구 결과들은 정렬 자료 개수가 적은 경우나 새로 개발된 정렬 알고리즘 효율성에 관한 검정의 필요성을 제시한다.

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