• Communications for Statistical Applications and Methods
• /
• 제31권1호
• /
• pp.105-127
• /
• 2024

We propose recurrent neural network (RNN) methods for forecasting realized volatility (RV). The data are RVs of ten major stock price indices, four from the US, and six from the EU. Forecasts are made for relative ratio of adjacent RVs instead of the RV itself in order to avoid the out-of-scale issue. Forecasts of RV ratios distribution are first constructed from which those of RVs are computed which are shown to be better than forecasts constructed directly from RV. The apparent asymmetry of RV ratio is addressed by the Piecewise Min-max (PM) normalization. The serial dependence of the ratio data renders us to consider two architectures, long short-term memory (LSTM) and gated recurrent unit (GRU). The hyperparameters of LSTM and GRU are tuned by the nested cross validation. The RNN forecast with the PM normalization and ratio transformation is shown to outperform other forecasts by other RNN models and by benchmarking models of the AR model, the support vector machine (SVM), the deep neural network (DNN), and the convolutional neural network (CNN).

• 한국멀티미디어학회논문지
• /
• 제7권5호
• /
• pp.658-667
• /
• 2004

영상 데이터의 압축을 위하여 영상이 갖고 있는 자기 유사성 (self similarity)을 이용하는 프랙탈 부호화가 활발하게 연구되고 있다. 본 연구에서는 부호화 효능에 있어서 JPEG과 경합이 가능한 적응 직교변환에 의한 LIFS 부호화에 주목하여 적응 직교변환의 연산 과정의 문제점을 지적하고 그 개선법을 제안하였다. 또한 직교변환의 모든 도메인(domain)을 포함하는 축소된 영상 데이터의 구성법을 제안하였다. 그 결과, 부호화 성능의 열화 없이도 부호기(encoder) 및 복호기(decoder)의 산술 연산량이 크게 삭감되었다.

• ETRI Journal
• /
• 제35권4호
• /
• pp.714-717
• /
• 2013

Peak power reduction techniques in orthogonal frequency division multiplexing (OFDM) has been an important subject for many researchers for over 20 years. In this letter, we propose a side-information-free technique that is based on the concept of random variable (RV) transformation. The suggested method transforms RVs into other RVs, aiming to reshape the constellation that will consequently produce OFDM symbols with a reduced peak-to-average power ratio. The proposed method has no limitation on the mapping type or the mapping order and has no significant effect on the bit error rate performance compared to other methods presented in the literature. Additionally, the computational complexity does not increase.

• Biotechnology and Bioprocess Engineering:BBE
• /
• 제9권3호
• /
• pp.217-222
• /
• 2004

As Agrobacterium tumefaciens, which has long been used to transform plants, is known to transfer T-DNA to budding yeast, Saccharomyces cerevisiae, a variety of fungi were subjected to the A. tumefaciens-mediated transformation to improve their transformation frequency and feasibility. The A. tumefaciens-mediated transformation of chestnut blight fungus, Cryphonectria parasitica, is performed in this study as the first example of transformation of a hardwood fungal pathogen. The transfer of the binary vector pBIN9-Hg, containing the bacterial hygromycin B phosphotransferase gene under the control of the Aspergillus nidulans trpC promoter and terminator, as a selectable marker, led to the selection of more than 1,000 stable, hygromycin B-resistant transformants per 1${\times}$10$\^$6/ conidia of C. parasitica. The putative transformants appeared to be mitotically stable. The transformation efficiency appears to depend on the bacterial strain, age of the bacteria cell culture and ratio of fungal spores to bacterial cells. PCR and Southern blot analysis indicated that the marker gene was inserted at different chromosomal sites. Moreover, three transformants out of ten showed more than two hybridizing bands, suggesting more than two copies of the inserted marker gene are not uncommon.

• 한국해양공학회지
• /
• 제22권4호
• /
• pp.27-33
• /
• 2008

One of the central problems in astudy of the coastal surface wave environment is predicting the transformation of waves as they propagate toward the shore. The transformation is mainly due to the existence of obstacles, such as breakwaters and vertical cylinders. In general, the types of wave transformation can be classified as follows: wave diffraction, reflection, transmission, scattering, radiation, et al. This research dealtwith wave transmission and dissipation problems for two dimensional irregular waves and vertical circular cylinders. Using the unsteady mild slope equation, a numerical model was developed to calculate the reflection and transmission of regular waves from a multiple-row circular breakwater and vertical cylinders. In addition, hydraulic model experiments were conducted with different values for the properties between tire piles and the opening ratio (distances) between the rows of the breakwater. It was found that the transmission coefficients decreased with a decrease in the opening ratio and an increase in the rows of vertical cylinders. A comparison between the results of hydraulic and numerical experiments showed reasonable agreement.

• 한국가시화정보학회지
• /
• 제20권1호
• /
• pp.11-17
• /
• 2022

Among the various factors that cause the performance decrease of heat exchangers used in many industries, flow path blocking is one of the important and serious factor. In order to solve this problem, proper maintenance and management of the heat exchanger is important and emphasized. In this study, we developed and algorithm that can quantitatively determine and diagnose the normal and blocked areas of fin-tube heat exchanger using pattern analysis, Gaussian Edge Detection, Image Processing and Affine Transformation techniques. The developed algorithms was applied to the actual heat exchanger and the performance was evaluated by comparing with the manual results. From these results, it was proved that the developed algorithm is effective in evaluating the pollution ratio of the fin-tube heat exchanger.

• Journal of Korean Neurosurgical Society
• /
• 제65권2호
• /
• pp.297-306
• /
• 2022

Objective : Intracranial atypical meningiomas have a poor prognosis and high rates of recurrence. Moreover, up to one-third of the recurrences undergo high-grade transformation into malignant meningiomas. We aimed to investigate the clinical factors that can predict the propensity of malignant transformation from atypical to anaplastic meningiomas. Methods : Between 2001 and 2018, all patients with atypical meningioma, in whom the tumors had undergone malignant transformation to anaplastic meningioma, were included. The patients' medical records documenting the diagnosis of atypical meningioma prior to malignant transformation were reviewed to identify the predictors of transformation. The control group comprised 56 patients with atypical meningiomas who were first diagnosed between January 2017 and December 2018 and had no malignant transformation. Results : Nine patients in whom the atypical meningiomas underwent malignant transformation were included. The median time interval from diagnosis of atypical meningioma to malignant transformation was 19 months (range, 7-78). The study group showed a significant difference in heterogeneous enhancement (77.8% vs. 33.9%), bone invasion (55.6% vs. 12.5%), mitotic index (MI; 14.8±4.9 vs. 3.5±3.9), and Ki-67 index (20.7±13.9 vs. 9.5±7.1) compared with the control group. In multivariate analysis, increased MI (odds ratio, 1.436; 95% confidence interval, 1.127-1.900; p=0.004) was the only significant factor for predicting malignant transformation. Conclusion : An increased MI within atypical meningiomas might be used as a predictor of malignant transformation. Tumors at high risk for malignant transformation might require more attentive surveillance and management than other atypical meningiomas.

• Architectural research
• /
• 제8권1호
• /
• pp.47-56
• /
• 2006

In this research, the analysis of post-buckling behavior of tapered columns has been performed under a combined load of uniformly distributed axial load along the length and concentric axial load at free end by solving the nonlinear differential equation with the differential transformation technique. The buckling load at various slopes at free end of column is calculated and the results of the analysis using the differential transformation technique is verified with those of previous studies. It is also shown through the results that the buckling load of sinusoidal tapered columns is largest, the linear is second largest, and the parabolic is small in the all ranges of slopes at free end and the deflection of parabolic tapered columns in the x coordinates is largest, the sinusoidal is second largest, and the linear is smallest in the range of slope 0 to 140 degrees at free end. However, when the range of the slope is 160 to 176 degrees at the free end, the deflection of sinusoidal tapered columns in the x coordinates is largest, the linear is second largest, and the parabolic is smallest. In addition, for the linear tapered column, the buckling load increases along with the flexural stiffness ratio. Also, for the parabolic and the sinusoidal tapered column, the buckling loads increase and decrease as the flexural ratios increase in the range of flexural stiffness ratio n = 1.0 to n = 2.0. Through this research, it is verified that the differential transformation technique can be applied to solve the nonlinear differential equation problems, such as analysis of post-buckling behavior of tapered columns. It is also expected that the differential transformation technique apply to various more complicated problems in future.

• Journal of the Korean Data and Information Science Society
• /
• 제13권2호
• /
• pp.201-207
• /
• 2002

In this paper, Jeffrey's and reference priors are derived when the parameter of interest is the ratio of means of two in dependent Poisson distribution. To achieve the parameter orthogonality in the sense of Cox and Reid (1987), non-trivial orthogonal transformation is provided. The orthogonal transformation makes to find noninformative priors easy. Our simulation study indicates that the reference prior meet very well the target coverage probabilities in a frequentist sense. Using the real data, we compute Bayes estimator and MLE for the ratio of means based on the reference prior.

• International Journal of Aeronautical and Space Sciences
• /
• 제7권1호
• /
• pp.99-105
• /
• 2006

In this study, nonlinear static and dynamic aeroelastic analyses for a high-aspect-ratio wing have been performed. To achieve these aims, the transonic small disturbance (TSD) theory for the aerodynamic analysis and the large deflection beam theory considering a geometrical nonlinearity for the structural analysis are applied, respectively. For the coupling between fluid and structure, the transformation of a displacement from the structural mesh to the aerodynamic grid is performed by a shape function which is used for the finite element and the inverse transformation of force by work equivalent load method. To validate the current method, the present analysis results of a high-aspect-ratio wing are compared with the experimental results. Static deformations in the vertical and torsional directions caused by an angle of attack and gravity loading are compared with experimental results. Also, static and dynamic aeroelastic characteristics are investigated. The comparisons of the flutter speed and frequency between a linear and nonlinear analysis are presented.