• Title/Summary/Keyword: tracking index

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A Study on the Tracking Characteristics of Contaminated Insulating Materials (오염된 절연재료의 트래킹 특성에 관한 연구)

  • Ok, Kyung-Jae;Lee, Chun-Ha
    • Fire Science and Engineering
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    • v.21 no.3
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    • pp.97-103
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    • 2007
  • This experimental study showed the tracking characteristics of contaminated insulating materials. To analysis tracking characteristics, IEC 60112 was used. As the results of this study, the tracking characteristics of contaminated insulating materials showed as followings: (a) Comparative tracking index (CTI) of contaminated insulating material was lower than non-contaminated one. (b) First carbonized growth time and track growth time of contaminated insulating materials was faster than non-contaminated.

Performance Improvement of α-β Tracking Filter using Approximate α-β Gain Updates (근사적 α-β 이득 갱신을 이용한 α-β 추적필터의 성능개선)

  • Kim, Byung-Doo;Lee, Ja-Sung
    • Journal of Institute of Control, Robotics and Systems
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    • v.12 no.12
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    • pp.1256-1260
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    • 2006
  • This paper presents an enhanced ${\alpha}-{\beta}$ tracking filter whose ${\alpha}-{\beta}$ gains are updated by an approximation method at every scan to account for the transition of measurement dependent observation error variance in two-dimensional Cartesian coordinates. The approximate ${\alpha}-{\beta}$ gains are calculated from the amount of the change in the tracking index and the partial derivatives of the ${\alpha}-{\beta}$ gains with respect to a nominal tracking index. It is shown via simulation that the proposed tracker provides improved performance compared to the conventional ${\alpha}-{\beta}$ tracking filter.

Approximate Dynamic Programming-Based Dynamic Portfolio Optimization for Constrained Index Tracking

  • Park, Jooyoung;Yang, Dongsu;Park, Kyungwook
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.13 no.1
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    • pp.19-30
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    • 2013
  • Recently, the constrained index tracking problem, in which the task of trading a set of stocks is performed so as to closely follow an index value under some constraints, has often been considered as an important application domain for control theory. Because this problem can be conveniently viewed and formulated as an optimal decision-making problem in a highly uncertain and stochastic environment, approaches based on stochastic optimal control methods are particularly pertinent. Since stochastic optimal control problems cannot be solved exactly except in very simple cases, approximations are required in most practical problems to obtain good suboptimal policies. In this paper, we present a procedure for finding a suboptimal solution to the constrained index tracking problem based on approximate dynamic programming. Illustrative simulation results show that this procedure works well when applied to a set of real financial market data.

A study on the information effect of tracking error affecting the sector ETF pricing (산업별 ETF의 가격결정에 영향을 미치는 추적오차의 정보효과에 관한 연구)

  • Byun, Young Tae;Lee, Sang Goo
    • Journal of Korea Society of Industrial Information Systems
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    • v.18 no.1
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    • pp.81-89
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    • 2013
  • The purpose of this study is to analyze the information effect about the pricing using the ETF price, the benchmark index, and the total tracking error between the ETF price and the benchmark index on the index ETF market and sector ETF markets. Furthermore, the total tracking error is distinguished between the market tracking error and the NAV tracking error. Summary of this study are as follows: First, While KODEX200 don't have impact factors on the price, the most sectors of ETF have the factors affecting the pricing decision. They are the day before the total tracking error or market tracking error. Second, for the ETF price of the most industry, we find that the day before the market tracking error have the price discovery function because it is a negative(-) coefficients. But NAV tracking error could not find such a feature. Finally, the sector ETF price of energy chemical, construction, IT, and semiconductor industries affected of the day before positive(+) impact by the benchmark index price.

The Comparison of Motor Control During Tracking in the Knee Joint of Subjects With Stroke (무릎 관절 추적 과제에 따른 편마비 환자의 운동조절 비교)

  • Chung, Yi-Jung;Cho, Sang-Hyun;Jeon, Hye-Seon
    • Physical Therapy Korea
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    • v.12 no.3
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    • pp.39-45
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    • 2005
  • Tracking is an experimental paradigm that can be used to study information processing in continuous movements involving accurate, ongoing control of motor performance. The purpose of this study was to identify the effects of knee tracking performance. Six patients with hemiplegia and six age-matched controls participated in the study. The tracking test was administrated. It was composed with regular ranges of $0^{\circ}C$ to $40^{\circ}C$ and randomized range .2 to .4 Hz. Using the Mann-Whitney U test, a comparison was made between subjects who had suffered from stroke and subjects who were well coordinated. The Wilcoxon Matched Pairs Signed Ranks Test was used to compare and analyze the paretic and nonparetic sides of the stroke patients. The results of study were as follows: accuracy index of the tracking test was significantly higher on the control side than paretic and nonparetic sides. Accuracy index scores were significantly higher for nonparetic sides with stroke compared with paretic sides with stroke. This study shows tracking is impaired in paretic and nonparetic knee of subjects with stroke.

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Speaker Tracking Using Eigendecomposition and an Index Tree of Reference Models

  • Moattar, Mohammad Hossein;Homayounpour, Mohammad Mehdi
    • ETRI Journal
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    • v.33 no.5
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    • pp.741-751
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    • 2011
  • This paper focuses on online speaker tracking for telephone conversations and broadcast news. Since the online applicability imposes some limitations on the tracking strategy, such as data insufficiency, a reliable approach should be applied to compensate for this shortage. In this framework, a set of reference speaker models are used as side information to facilitate online tracking. To improve the indexing accuracy, adaptation approaches in eigenvoice decomposition space are proposed in this paper. We believe that the eigenvoice adaptation techniques would help to embed the speaker space in the models and hence enrich the generality of the selected speaker models. Also, an index structure of the reference models is proposed to speed up the search in the model space. The proposed framework is evaluated on 2002 Rich Transcription Broadcast News and Conversational Telephone Speech corpus as well as a synthetic dataset. The indexing errors of the proposed framework on telephone conversations, broadcast news, and synthetic dataset are 8.77%, 9.36%, and 12.4%, respectively. Using the index tree structure approach, the run time of the proposed framework is improved by 22%.

3-stage Portfolio Selection Ensemble Learning based on Evolutionary Algorithm for Sparse Enhanced Index Tracking (부분복제 지수 상향 추종을 위한 진화 알고리즘 기반 3단계 포트폴리오 선택 앙상블 학습)

  • Yoon, Dong Jin;Lee, Ju Hong;Choi, Bum Ghi;Song, Jae Won
    • Smart Media Journal
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    • v.10 no.3
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    • pp.39-47
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    • 2021
  • Enhanced index tracking is a problem of optimizing the objective function to generate returns above the index based on the index tracking that follows the market return. In order to avoid problems such as large transaction costs and illiquidity, we used a method of constructing a portfolio by selecting only some of the stocks included in the index. Commonly used enhanced index tracking methods tried to find the optimal portfolio with only one objective function in all tested periods, but it is almost impossible to find the ultimate strategy that always works well in the volatile financial market. In addition, it is important to improve generalization performance beyond optimizing the objective function for training data due to the nature of the financial market, where statistical characteristics change significantly over time, but existing methods have a limitation in that there is no direct discussion for this. In order to solve these problems, this paper proposes ensemble learning that composes a portfolio by combining several objective functions and a 3-stage portfolio selection algorithm that can select a portfolio by applying criteria other than the objective function to the training data. The proposed method in an experiment using the S&P500 index shows Sharpe ratio that is 27% higher than the index and the existing methods, showing that the 3-stage portfolio selection algorithm and ensemble learning are effective in selecting an enhanced index portfolio.

Localized evaluation of actuator tracking for real-time hybrid simulation using frequency-domain indices

  • Xu, Weijie;Guo, Tong;Chen, Cheng
    • Structural Engineering and Mechanics
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    • v.62 no.5
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    • pp.631-642
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    • 2017
  • Accurate actuator tracking plays an important role in real-time hybrid simulation (RTHS) to ensure accurate and reliable experimental results. Frequency-domain evaluation index (FEI) interprets actuator tracking into amplitude and phase errors thus providing a promising tool for quantitative assessment of real-time hybrid simulation results. Previous applications of FEI successfully evaluated actuator tracking over the entire duration of the tests. In this study, FEI with moving window technique is explored to provide post-experiment localized actuator tracking assessment. Both moving window with and without overlap are investigated through computational simulations. The challenge is discussed for Fourier Transform to satisfy both time domain and frequency resolution for selected length of moving window. The required data window length for accuracy is shown to depend on the natural frequency and structural nonlinearity as well as the ground motion input for both moving windows with and without overlap. Moving window without overlap shows better computational efficiency and has potential for future online evaluation. Moving window with overlap however requires much more computational efforts and is more suitable for post-experiment evaluation. Existing RTHS data from Network Earthquake Engineering Simulation (NEES) is utilized to further demonstrate the effectiveness of the proposed approaches. It is demonstrated that with proper window size, FEI with moving window techniques enable accurate localized evaluation of actuator tracking for real-time hybrid simulation.

Evaluation of the Usefulness for VMAT of multiple brain metastasis using jaw tracking (Jaw tracking을 이용한 다발성 뇌 전이의 용적세기조절회전치료에 대한 유용성 평가)

  • Kim, Tae Won;Yoo, Soon Mi;Jeon, Soo Dong;Yoon, In Ha;Back, Geum Mun
    • The Journal of Korean Society for Radiation Therapy
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    • v.30 no.1_2
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    • pp.73-81
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    • 2018
  • Purpose : The aims of this study were to compare and assess the effectiveness of Volumetric Modulated Arc Therapy(VMAT) using jaw tracking(JT) and fixed jaw(FJ) in radiation therapy of multiple brain metastasis. Methode and material : Among the patients with Multiple Brain Metastasis treated with jaw tracking, 10 patients with more than 6 tumors and with the size of radiation field $14{\times}14cm^2$ or more were included. Each Treatment plans with jaw tracking(JT) and fixed jaw(FJ) was established with Eclipse (Ver. 13.6 Varian, USA). Gamma Index (3 mm, 3 % confidence interval - 95 %) and maximum dose difference were measured with an electronic portal imaging device(EPID). The $D_{max}$ and $D_{mean}$ of Organ At Risk(OAR) were assessed and compared, and the Conformity Index(CI) and Homogeneity Index(HI) were evaluated. Result : Evaluating jaw tracking(JT) and fixed jaw(FJ) outcomes, in all cases, Gamma Index met the permissible standard of 3 mm, 3 % confidence intervals of 95 %. The maximum dose difference value from the areas with leaf end transmission was measured at a maximum of 98.4 % and an average of 43.6 % in clockwise(CW), and 67.9 % and 41.0 % for each in Counter-Clockwise(CCW). With jaw tracking, the maximum value of $D_{max}$ for each normal organ in OAR decreased in 15.36 %~74.59 % with the average value decreasing in 2.84 %~39.80 %. The maximum value of $D_{mean}$ in OAR decreased in 27.90 %~65.23 %, with the average value decreasing in 7.70 %~41.71 %. No change has been found in Conformity Index and Homogeneity Index values. Conclusion : When Jaw tracking is used in treating patients with multiple brain metastasis with VMAT, the unnecessary exposure due to leakage and transmission of radiation in unspecified areas was reduced, without affecting the dose distribution of the planning target volume(PTV), and the availability of radiation therapy with lower doses in normal organs is expected.

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Policy Iteration Algorithm Based Fault Tolerant Tracking Control: An Implementation on Reconfigurable Manipulators

  • Li, Yuanchun;Xia, Hongbing;Zhao, Bo
    • Journal of Electrical Engineering and Technology
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    • v.13 no.4
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    • pp.1740-1751
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    • 2018
  • This paper proposes a novel fault tolerant tracking control (FTTC) scheme for a class of nonlinear systems with actuator failures based on the policy iteration (PI) algorithm and the adaptive fault observer. The estimated actuator failure from an adaptive fault observer is utilized to construct an improved performance index function that reflects the failure, regulation and control simultaneously. With the help of the proper performance index function, the FTTC problem can be transformed into an optimal control problem. The fault tolerant tracking controller is composed of the desired controller and the approximated optimal feedback one. The desired controller is developed to maintain the desired tracking performance at the steady-state, and the approximated optimal feedback controller is designed to stabilize the tracking error dynamics in an optimal manner. By establishing a critic neural network, the PI algorithm is utilized to solve the Hamilton-Jacobi-Bellman equation, and then the approximated optimal feedback controller can be derived. Based on Lyapunov technique, the uniform ultimate boundedness of the closed-loop system is proven. The proposed FTTC scheme is applied to reconfigurable manipulators with two degree of freedoms in order to test the effectiveness via numerical simulation.